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ret_close float64 | ret_high float64 | ret_low float64 | rel_spread float64 | log_vol float64 | log_count float64 | iv_close float64 | iv_change float64 | fee_rate float64 | hour_sin float64 | hour_cos float64 | raw_ret_close float64 | future_ret_50m float64 | target int64 | __index_level_0__ int64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | -0.160866 | 0.512039 | -0.146695 | -1.293444 | -0.971018 | -0.428817 | 0.000794 | -1.2 | 0.249689 | 0 | 0 | 0.000802 | 1 | 93,372 |
0 | -0.160866 | 0.512039 | -0.146695 | -2.014844 | -1.583663 | -0.428817 | 0 | -1.2 | 0.249689 | 0 | 0 | 0.000602 | 1 | 93,373 |
0.250125 | -0.160866 | 0.202775 | 0.748084 | -0.368809 | -0.834771 | -0.428817 | 0 | -1.2 | 0.249689 | 0 | 0.000201 | 0.000802 | 1 | 93,374 |
0.250075 | 1.244161 | 0.821178 | 4.3272 | -1.437163 | -1.329392 | -0.428817 | 0 | -1.2 | 0 | -0.385986 | 0.000201 | 0.000701 | 1 | 93,375 |
0 | -0.473343 | 0.512039 | 4.3272 | -4.029688 | -2.554681 | -0.428817 | 0 | -1.2 | 0 | -0.385986 | 0 | 0.000401 | 1 | 93,376 |
-0.250075 | 1.08779 | 0.202899 | -0.147054 | 1.255978 | 1.034178 | -0.429891 | -0.000079 | -1.2 | 0 | -0.385986 | -0.000201 | 0.000702 | 1 | 93,377 |
0 | -0.473343 | 0.512039 | -0.147054 | -0.980857 | -1.942037 | -0.426884 | 0.000222 | -1.2 | 0 | -0.385986 | 0 | 0.000601 | 1 | 93,378 |
0.5001 | 0.151423 | 0.821178 | -0.147054 | -2.670782 | -1.583663 | -0.426884 | 0 | -1.2 | 0 | -0.385986 | 0.000401 | 0 | 0 | 93,379 |
0.374944 | 0.151173 | 0.512039 | -0.147412 | 0.866335 | 0.508541 | -0.427743 | -0.000063 | -1.2 | 0 | -0.385986 | 0.000301 | -0.0001 | 0 | 93,380 |
-0.374944 | -0.629464 | 0.048538 | -0.147233 | 0.054644 | 0.093124 | -0.427743 | 0 | -1.2 | 0 | -0.385986 | -0.000301 | 0.000401 | 1 | 93,381 |
0.249975 | 0.151173 | 0.821054 | -0.147412 | -0.439562 | -0.43528 | -0.438265 | -0.000778 | -1.2 | 0 | -0.385986 | 0.0002 | 0 | 0 | 93,382 |
0 | -0.161117 | 0.512039 | -0.147412 | -0.019771 | -0.971018 | -0.438265 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.0002 | 0 | 93,383 |
0 | -0.473343 | 0.512039 | -0.147412 | -4.029688 | -2.554681 | -0.449646 | -0.000841 | -1.2 | 0 | -0.385986 | 0 | 0 | 0 | 93,384 |
0.4998 | 0.151047 | 0.512039 | -0.147412 | -0.017381 | -1.132165 | -0.449646 | 0 | -1.2 | 0 | -0.385986 | 0.000401 | -0.0002 | 0 | 93,385 |
0 | -0.161242 | 0.048678 | -0.147591 | 1.456877 | 1.307295 | -0.447713 | 0.000143 | -1.2 | 0 | -0.385986 | 0 | -0.000601 | 0 | 93,386 |
-0.749774 | -0.785507 | -0.414823 | -0.147233 | -0.136374 | -0.104104 | -0.447713 | 0 | -1.2 | 0 | -0.385986 | -0.000601 | 0.000401 | 1 | 93,387 |
0 | -0.473343 | 0.512039 | 0.747367 | -4.029688 | -2.554681 | -0.447713 | 0 | -1.2 | 0 | -0.385986 | 0 | 0.0002 | 1 | 93,388 |
0.249975 | -0.161054 | 0.202961 | -0.147233 | -0.365272 | -0.104104 | -0.441486 | 0.00046 | -1.2 | 0 | -0.385986 | 0.0002 | 0 | 0 | 93,389 |
0 | -0.473343 | 0.512039 | -0.147412 | -4.029688 | -2.554681 | -0.441486 | 0 | -1.2 | 0 | -0.385986 | 0 | 0.0002 | 1 | 93,390 |
-0.249975 | -0.473343 | 0.203023 | -0.147233 | -0.804916 | -1.329392 | -0.432897 | 0.000635 | -1.2 | 0 | -0.385986 | -0.0002 | 0.000801 | 1 | 93,391 |
0.749774 | 0.463337 | 0.821054 | -0.147771 | -0.029434 | -1.329392 | -0.432897 | 0 | -1.2 | 0 | -0.385986 | 0.000601 | 0 | 0 | 93,392 |
0 | -0.473343 | 0.512039 | -0.147771 | -4.029688 | -2.554681 | -0.426025 | 0.000508 | -1.2 | 0 | -0.385986 | 0 | -0.0002 | 0 | 93,393 |
0 | -0.473343 | 0.512039 | -0.147771 | -1.911521 | -1.942037 | -0.426025 | 0 | -1.2 | 0 | -0.385986 | 0 | 0 | 0 | 93,394 |
0 | -0.473343 | 0.512039 | -0.147591 | -4.029688 | -2.554681 | -0.424737 | 0.000095 | -1.2 | 0 | -0.385986 | 0 | -0.0002 | 0 | 93,395 |
0 | -0.473343 | -0.105807 | -0.147591 | 0.488763 | -0.834771 | -0.424737 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.000401 | 0 | 93,396 |
-0.4998 | -0.785507 | -0.105807 | -0.147412 | -0.385002 | -0.358374 | -0.399828 | 0.001841 | -1.2 | 0 | -0.385986 | -0.000401 | 0 | 0 | 93,397 |
0.249925 | 0.151047 | 0.512039 | -0.147591 | -0.726378 | -0.834771 | -0.399828 | 0 | -1.2 | 0 | -0.385986 | 0.0002 | 0 | 0 | 93,398 |
0 | -0.473343 | 0.512039 | -0.147412 | -2.45844 | -1.942037 | -0.428602 | -0.002127 | -1.2 | 0 | -0.385986 | 0 | -0.000401 | 0 | 93,399 |
0 | -0.473343 | 0.512039 | -0.147771 | -4.029688 | -2.554681 | -0.428602 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.001002 | 0 | 93,400 |
0.749474 | 0.462961 | 0.82093 | -0.147771 | -1.779692 | -1.583663 | -0.426455 | 0.000159 | -1.2 | 0 | -0.385986 | 0.000601 | -0.001002 | 0 | 93,401 |
0 | -0.473343 | 0.512039 | -0.147771 | -4.029688 | -2.554681 | -0.426455 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.001403 | 0 | 93,402 |
0.249725 | -0.161367 | -0.105559 | -0.148129 | -0.197195 | -0.161147 | -0.429891 | -0.000254 | -1.2 | 0 | -0.385986 | 0.0002 | -0.001803 | 0 | 93,403 |
0 | -0.473343 | -0.105436 | 0.745934 | -0.100462 | -0.358374 | -0.429891 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.001803 | 0 | 93,404 |
-1.124155 | -0.161429 | -0.877627 | -0.147591 | 0.266644 | 0.177365 | -0.426025 | 0.000286 | -1.2 | 0 | -0.385986 | -0.000901 | -0.000501 | 0 | 93,405 |
0.124956 | -0.005074 | 0.666508 | -0.147771 | -1.186356 | -1.583663 | -0.426025 | 0 | -1.2 | 0 | -0.385986 | 0.0001 | -0.000601 | 0 | 93,406 |
0 | -0.473343 | 0.512039 | -0.147591 | -4.029688 | -2.554681 | -0.426025 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.000601 | 0 | 93,407 |
0.749474 | 0.462961 | 0.82093 | -0.148129 | -0.394202 | -0.287628 | -0.427099 | -0.000079 | -1.2 | 0 | -0.385986 | 0.000601 | -0.001403 | 0 | 93,408 |
-0.249775 | -0.161367 | 0.20327 | -0.147591 | 0.810513 | -0.05052 | -0.437191 | -0.000746 | -1.2 | 0 | -0.385986 | -0.0002 | -0.001202 | 0 | 93,409 |
-0.249825 | -0.785445 | -0.414637 | -0.147771 | -0.635696 | -0.834771 | -0.437191 | 0 | -1.2 | 0 | -0.385986 | -0.0002 | -0.001203 | 0 | 93,410 |
0.249825 | -0.161242 | 0.512039 | -0.14795 | -1.09313 | -1.329392 | -0.435688 | 0.000111 | -1.2 | 0 | -0.385986 | 0.0002 | -0.000801 | 0 | 93,411 |
-0.499699 | -0.161304 | -0.105683 | -0.147591 | -1.512002 | -0.716748 | -0.435688 | 0 | -1.2 | 0 | -0.385986 | -0.000401 | -0.000401 | 0 | 93,412 |
0 | -0.473343 | 0.512039 | -0.147771 | -1.575427 | -1.329392 | -0.43075 | 0.000365 | -1.2 | 0 | -0.385986 | 0 | -0.000401 | 0 | 93,413 |
0 | -0.473343 | 0.512039 | -0.147591 | -1.414263 | -1.942037 | -0.43075 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.000601 | 0 | 93,414 |
-0.4999 | -0.161179 | -0.105931 | -0.147233 | 0.053803 | 0.093124 | -0.43075 | 0 | -1.2 | 0 | -0.385986 | -0.000401 | -0.0002 | 0 | 93,415 |
-0.250025 | -0.161054 | 0.202961 | -0.146874 | -0.672365 | -0.834771 | -0.426884 | 0.000286 | -1.2 | 0 | -0.385986 | -0.0002 | 0 | 0 | 93,416 |
0.5 | 0.463524 | 0.821116 | -0.147591 | -0.412104 | -0.287628 | -0.41808 | 0.000651 | -1.2 | 0 | -0.385986 | 0.000401 | -0.000401 | 0 | 93,417 |
0.249925 | -0.161117 | 0.512039 | 0.747008 | -1.911521 | -1.583663 | -0.41808 | 0 | -1.2 | 0 | -0.385986 | 0.0002 | -0.000601 | 0 | 93,418 |
-0.249925 | 0.150922 | 0.203085 | -0.147233 | -1.086798 | -0.834771 | -0.425811 | -0.000571 | -1.2 | 0 | -0.385986 | -0.0002 | 0.0002 | 1 | 93,419 |
0.749624 | 0.463149 | 0.512039 | -0.147591 | -0.812627 | -1.583663 | -0.425811 | 0 | -1.2 | 0 | -0.385986 | 0.000601 | -0.001002 | 0 | 93,420 |
0 | -0.473343 | 0.512039 | 0.747008 | -4.029688 | -2.554681 | -0.425811 | 0 | -1.2 | 0 | -0.385986 | 0 | -0.000601 | 0 | 93,421 |
-0.749624 | -1.097609 | -0.414637 | -0.147412 | -0.750207 | -0.43528 | -0.43032 | -0.000333 | -1.2 | 0 | -0.385986 | -0.000601 | 0.0002 | 1 | 93,422 |
-0.249975 | -0.62948 | 0.203023 | -0.147233 | -1.271218 | -0.971018 | -0.43032 | 0 | -1.2 | 0 | -0.385986 | -0.0002 | 0.000601 | 1 | 93,423 |
0.4999 | 0.463337 | 0.821054 | -0.147591 | -0.660371 | -0.716748 | -0.43397 | -0.00027 | -1.2 | 0 | -0.385986 | 0.000401 | -0.000601 | 0 | 93,424 |
0.124944 | -0.161179 | 0.666492 | -0.147591 | -2.048189 | -1.942037 | -0.43397 | 0 | -1.2 | 0 | -0.385986 | 0.0001 | 0.0001 | 1 | 93,425 |
-0.374868 | -0.941659 | -0.569462 | -0.147412 | -0.750207 | -0.971018 | -0.428173 | 0.000429 | -1.2 | 0 | -0.385986 | -0.000301 | 0.000401 | 1 | 93,426 |
0.124969 | 0.151047 | -0.106055 | -0.147412 | 0.009178 | 0.047788 | -0.428173 | 0 | -1.2 | 0 | -0.385986 | 0.0001 | 0.000501 | 1 | 93,427 |
-0.124969 | -0.629464 | 0.357554 | -0.147412 | -1.824163 | -1.583663 | -0.430105 | -0.000143 | -1.2 | 0 | -0.385986 | -0.0001 | 0.000401 | 1 | 93,428 |
-0.249975 | -0.785632 | 0.203023 | -0.147412 | -1.539319 | -1.942037 | -0.430105 | 0 | -1.2 | 0 | -0.385986 | -0.0002 | 0.001002 | 1 | 93,429 |
0.249975 | -0.161054 | 0.821054 | -0.147412 | -2.670782 | -1.942037 | -0.430105 | 0 | -1.2 | 0 | -0.385986 | 0.0002 | 0.000601 | 1 | 93,430 |
0.249925 | -0.161117 | 0.203023 | -0.147591 | -0.880589 | -0.519521 | -0.430105 | 0 | -1.2 | 0 | -0.385986 | 0.0002 | 0.0002 | 1 | 93,431 |
-0.249925 | -0.78557 | 0.203085 | -0.147233 | 0.193319 | -0.222127 | -0.428602 | 0.000111 | -1.2 | 0 | -0.385986 | -0.0002 | 0 | 0 | 93,432 |
-0.249975 | -0.161117 | 0.203023 | -0.147233 | 0.270675 | -0.05052 | -0.428602 | 0 | -1.2 | 0 | -0.385986 | -0.0002 | 0.000401 | 1 | 93,433 |
0.249975 | 0.775438 | 0.821054 | -0.147412 | 0.455589 | 0.25427 | -0.425596 | 0.000222 | -1.2 | 0 | -0.385986 | 0.0002 | 0 | 0 | 93,434 |
0.249925 | 0.151047 | 0.820992 | -0.147591 | -1.790487 | -1.132165 | -0.425596 | 0 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.000802 | 0 | 93,435 |
-0.4999 | -0.78557 | -0.105931 | -0.147412 | -0.372367 | -0.612644 | -0.430105 | -0.000333 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.0002 | 0 | 93,436 |
0.4999 | 0.151173 | -0.106179 | -0.147591 | -0.298034 | -0.519521 | -0.430105 | 0 | -1.2 | -0.267949 | -0.517638 | 0.000401 | -0.000401 | 0 | 93,437 |
-0.249925 | -0.161179 | -0.105931 | -0.147591 | 0.494398 | -0.104104 | -0.425811 | 0.000317 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.000601 | 0 | 93,438 |
0 | -0.473343 | 0.512039 | -0.147591 | -4.029688 | -2.554681 | -0.425811 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001003 | 0 | 93,439 |
0.249925 | 0.151047 | 0.820992 | -0.147591 | -1.245647 | -1.329392 | -0.430535 | -0.000349 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.001002 | 0 | 93,440 |
0.499699 | 0.462961 | 0.82093 | -0.147771 | -0.191978 | -0.358374 | -0.430535 | 0 | -1.2 | -0.267949 | -0.517638 | 0.000401 | -0.001604 | 0 | 93,441 |
-0.249825 | -0.785445 | 0.203209 | -0.147771 | -2.784503 | -1.583663 | -0.432253 | -0.000127 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.001604 | 0 | 93,442 |
-0.249875 | -0.785507 | 0.203147 | -0.147771 | -1.700023 | -1.942037 | -0.432253 | 0 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.001203 | 0 | 93,443 |
0.249875 | -0.161179 | 0.82093 | -0.147771 | -2.27797 | -1.583663 | -0.432253 | 0 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.001805 | 0 | 93,444 |
-0.249875 | -0.785507 | -0.569354 | -0.147233 | 0.222798 | 0.25427 | -0.436977 | -0.000349 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.001604 | 0 | 93,445 |
-0.249925 | -0.78557 | -0.415008 | -0.147233 | -0.994068 | -0.716748 | -0.436977 | 0 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.002006 | 0 | 93,446 |
0 | -0.473343 | 0.203023 | -0.147054 | -1.307211 | -1.329392 | -0.436762 | 0.000016 | -1.2 | -0.267949 | -0.517638 | 0 | -0.0001 | 0 | 93,447 |
0.249925 | -0.005027 | 0.048492 | -0.147591 | 0.493817 | 0.047788 | -0.436762 | 0 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.001805 | 0 | 93,448 |
-0.4999 | -0.78557 | -0.105931 | -0.147233 | -0.294134 | -0.358374 | -0.401761 | 0.002588 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.001203 | 0 | 93,449 |
-0.750225 | -0.473343 | -0.41538 | -0.146695 | -0.565016 | -0.43528 | -0.401761 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000602 | -0.000201 | 0 | 93,450 |
0.750225 | 0.4639 | 0.512039 | -0.146874 | -1.311875 | -0.834771 | -0.428817 | -0.002 | -1.2 | -0.267949 | -0.517638 | 0.000602 | -0.001003 | 0 | 93,451 |
-0.5001 | -1.098109 | -0.106179 | -0.146874 | -1.288929 | -1.583663 | -0.428817 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.000602 | 0 | 93,452 |
-0.250125 | 0.775939 | 0.202837 | -0.146695 | -0.824392 | -0.716748 | -0.429032 | -0.000016 | -1.2 | -0.267949 | -0.517638 | -0.000201 | -0.000803 | 0 | 93,453 |
0 | -0.160866 | 0.512039 | -0.146695 | -1.12928 | -0.834771 | -0.429032 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001003 | 0 | 93,454 |
0.5002 | 0.151548 | 0.82124 | -0.147054 | -0.996747 | -1.132165 | -0.435688 | -0.000492 | -1.2 | -0.267949 | -0.517638 | 0.000401 | -0.001404 | 0 | 93,455 |
0 | -0.473343 | 0.512039 | -0.147054 | -1.700023 | -1.942037 | -0.435688 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001404 | 0 | 93,456 |
0 | 0.775688 | 0.512039 | -0.147054 | -0.960341 | -1.132165 | -0.428387 | 0.00054 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001605 | 0 | 93,457 |
-0.250075 | -0.629542 | 0.048306 | -0.146874 | -0.337749 | -0.287628 | -0.428387 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000201 | -0.001605 | 0 | 93,458 |
0 | -0.160929 | 0.512039 | -0.146874 | -2.576111 | -1.583663 | -0.430535 | -0.000159 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001605 | 0 | 93,459 |
-0.250125 | -0.473343 | 0.202837 | -0.146874 | -2.161911 | -1.329392 | -0.430535 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000201 | -0.001807 | 0 | 93,460 |
0.750225 | 0.4639 | 1.13038 | -0.147233 | -2.361051 | -0.971018 | -0.429676 | 0.000063 | -1.2 | -0.267949 | -0.517638 | 0.000602 | -0.002207 | 0 | 93,461 |
0 | -0.473343 | 0.512039 | -0.147233 | -1.443036 | -1.583663 | -0.429676 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.002609 | 0 | 93,462 |
0 | 0.151173 | 0.512039 | -0.147233 | -0.340273 | -0.104104 | -0.436118 | -0.000476 | -1.2 | -0.267949 | -0.517638 | 0 | -0.0002 | 0 | 93,463 |
-0.250025 | 0.151173 | 0.202961 | -0.147054 | -1.297996 | -1.132165 | -0.436118 | 0 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.002409 | 0 | 93,464 |
0 | 0.463524 | 0.512039 | -0.147054 | -0.578978 | -0.716748 | -0.438694 | -0.00019 | -1.2 | -0.267949 | -0.517638 | 0 | -0.00261 | 0 | 93,465 |
0 | -0.473343 | 0.512039 | -0.147233 | -0.980857 | -1.132165 | -0.438694 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001806 | 0 | 93,466 |
0 | 0.775688 | 0.512039 | -0.147233 | 0.186702 | 0.25427 | -0.428387 | 0.000762 | -1.2 | -0.267949 | -0.517638 | 0 | -0.002208 | 0 | 93,467 |
0 | -0.160991 | 0.512039 | -0.147054 | -1.1571 | -1.329392 | -0.428387 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.002007 | 0 | 93,468 |
0.749925 | 0.463524 | 0.821116 | -0.147591 | -0.032365 | -0.43528 | -0.426455 | 0.000143 | -1.2 | -0.267949 | -0.517638 | 0.000601 | -0.002006 | 0 | 93,469 |
-0.749925 | 0.150922 | -0.415008 | -0.147233 | 0.153821 | 0.177365 | -0.426455 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000601 | -0.001404 | 0 | 93,470 |
0.5 | 0.775688 | 1.130132 | -0.147412 | -0.367038 | -0.716748 | -0.426455 | 0 | -1.2 | -0.267949 | -0.517638 | 0.000401 | -0.001604 | 0 | 93,471 |
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