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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 | -0.160238 | 0.512039 | 1.649337 | -0.907474 | -0.971018 | -0.415718 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.001408 | 0 | 93,572 |
0 | -0.473343 | 0.512039 | 0.752041 | -4.029688 | -2.554681 | -0.457591 | -0.003096 | -0.8 | -0.785587 | -0 | 0 | -0.001408 | 0 | 93,573 |
0.250628 | -0.160238 | 0.512039 | 0.752041 | -0.700318 | -1.132165 | -0.457591 | 0 | -0.8 | -0.785587 | -0 | 0.000201 | -0.002313 | 0 | 93,574 |
-0.250628 | -0.160301 | 0.202216 | 0.752401 | 0.13372 | 0.177365 | -0.457591 | 0 | -0.8 | -0.785587 | -0 | -0.000201 | -0.001609 | 0 | 93,575 |
-0.250678 | -0.786511 | 0.202153 | -0.144715 | -0.784238 | -1.942037 | -0.454799 | 0.000206 | -0.8 | -0.785587 | -0 | -0.000201 | -0.002012 | 0 | 93,576 |
0 | 0.465972 | 0.512039 | -0.144715 | 0.299213 | 0.421534 | -0.454799 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.002214 | 0 | 93,577 |
0.250678 | -0.160175 | 0.512039 | 0.752762 | -0.784238 | -0.519521 | -0.452008 | 0.000206 | -0.8 | -0.785587 | -0 | 0.000201 | -0.002414 | 0 | 93,578 |
0.751733 | 0.465783 | 0.512039 | -0.145436 | 0.49343 | -0.287628 | -0.452008 | 0 | -0.8 | -0.785587 | -0 | 0.000603 | -0.001809 | 0 | 93,579 |
0.626098 | 0.465217 | 0.821675 | -0.145796 | 0.124511 | -0.05052 | -0.43805 | 0.001032 | -0.8 | -0.785587 | -0 | 0.000502 | -0.003519 | 0 | 93,580 |
-0.375621 | -0.629746 | 0.047701 | 0.7506 | -0.687724 | -0.519521 | -0.43805 | 0 | -0.8 | -0.785587 | -0 | -0.000301 | -0.003621 | 0 | 93,581 |
0.751129 | 0.465029 | 0.512039 | -0.145976 | 1.275947 | 1.134889 | -0.468113 | -0.002222 | -0.8 | -0.785587 | -0 | 0.000602 | -0.004223 | 0 | 93,582 |
-1.252133 | -0.473343 | -1.035832 | -0.145076 | 0.451224 | 0.587745 | -0.452652 | 0.001143 | -0.8 | -0.785587 | -0 | -0.001004 | -0.003824 | 0 | 93,583 |
-0.250578 | -0.786385 | -0.107545 | 0.752041 | -0.27128 | -0.519521 | -0.445566 | 0.000524 | -0.8 | -0.785587 | -0 | -0.000201 | -0.004228 | 0 | 93,584 |
-0.250628 | -0.786448 | -0.107669 | -0.144715 | -0.335235 | -0.834771 | -0.445566 | 0 | -0.8 | -0.785587 | -0 | -0.000201 | -0.003624 | 0 | 93,585 |
0.501205 | 0.778699 | 0.512039 | -0.145256 | -0.237231 | 0.047788 | -0.445566 | 0 | -0.8 | -0.785587 | -0 | 0.000402 | -0.004227 | 0 | 93,586 |
0.751431 | 0.465406 | 0.821737 | 0.75096 | -1.700023 | -1.132165 | -0.448787 | -0.000238 | -0.8 | -0.785587 | -0 | 0.000602 | -0.005032 | 0 | 93,587 |
-0.250427 | -0.31694 | 0.202465 | 0.75096 | -0.580264 | -0.519521 | -0.447928 | 0.000063 | -0.8 | -0.785587 | -0 | -0.000201 | -0.004831 | 0 | 93,588 |
-0.250477 | -0.786259 | 0.202402 | 0.75096 | -1.769099 | -1.942037 | -0.447928 | 0 | -0.8 | -0.785587 | -0 | -0.000201 | -0.00463 | 0 | 93,589 |
0.125245 | -0.160427 | 0.512039 | 0.75096 | -0.229549 | -0.43528 | -0.447928 | 0 | -0.8 | -0.785587 | -0 | 0.0001 | -0.00463 | 0 | 93,590 |
-0.250502 | -0.316893 | 0.047514 | -0.145436 | -0.733085 | -0.716748 | -0.465536 | -0.001302 | -0.8 | -0.785587 | -0 | -0.000201 | -0.00453 | 0 | 93,591 |
-0.375847 | -0.003945 | 0.047421 | -0.145076 | 0.117411 | 0.216654 | -0.465536 | 0 | -0.8 | -0.785587 | -0 | -0.000301 | -0.003825 | 0 | 93,592 |
-0.752035 | -0.473343 | -0.417617 | 0.753123 | -0.358265 | -0.05052 | -0.4621 | 0.000254 | -0.8 | -0.785587 | -0 | -0.000603 | -0.00302 | 0 | 93,593 |
0 | -0.473343 | 0.512039 | -0.144535 | -1.498822 | -0.834771 | -0.4621 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.00302 | 0 | 93,594 |
0.501407 | 0.153056 | 0.821986 | -0.144715 | -0.361758 | -0.104104 | -0.460812 | 0.000095 | -0.8 | -0.785587 | -0 | 0.000402 | -0.005037 | 0 | 93,595 |
0 | -0.473343 | 0.357104 | 0.752401 | -0.229549 | -0.222127 | -0.460812 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.006654 | 0 | 93,596 |
0 | -0.160238 | 0.512039 | 0.752401 | -0.787942 | -0.716748 | -0.454585 | 0.00046 | -0.8 | -0.785587 | -0 | 0 | -0.008071 | 0 | 93,597 |
0.250628 | -0.160238 | 0.202153 | 0.75168 | -0.368809 | -0.612644 | -0.454585 | 0 | -0.8 | -0.785587 | -0 | 0.000201 | -0.009691 | 0 | 93,598 |
0.250578 | -0.160301 | 0.512039 | 0.75168 | 0.142422 | -0.222127 | -0.450934 | 0.00027 | -0.8 | -0.785587 | -0 | 0.000201 | -0.009284 | 0 | 93,599 |
-0.751884 | -0.473343 | -0.41743 | 0.752762 | 0.198231 | 0.421534 | -0.450934 | 0 | -0.8 | -0.785587 | -0 | -0.000603 | -0.007465 | 0 | 93,600 |
0 | -0.160175 | 0.202091 | -0.144535 | -0.566271 | 0.177365 | -0.443633 | 0.00054 | -0.8 | -0.785587 | -0 | 0 | -0.008478 | 0 | 93,601 |
0.501306 | 0.465972 | 0.202091 | 0.752041 | -0.475869 | -0.43528 | -0.443633 | 0 | -0.8 | -0.785587 | -0 | 0.000402 | -0.010503 | 0 | 93,602 |
0.501105 | 0.152678 | 0.512039 | 0.75132 | -0.054846 | -0.287628 | -0.443633 | 0 | -0.8 | -0.785587 | -0 | 0.000402 | -0.009484 | 0 | 93,603 |
0 | -0.473343 | 0.20234 | 0.75168 | -0.319573 | -0.519521 | -0.443419 | 0.000016 | -0.8 | -0.785587 | -0 | 0 | -0.009079 | 0 | 93,604 |
-0.751733 | -0.786322 | -0.417243 | 0.752401 | -0.076665 | -0.358374 | -0.443419 | 0 | -0.8 | -0.785587 | -0 | -0.000603 | -0.007261 | 0 | 93,605 |
-1.003016 | -0.786511 | -0.727876 | 0.753845 | -0.209113 | 0.093124 | -0.44621 | -0.000206 | -0.8 | -0.785587 | -0 | -0.000804 | -0.005749 | 0 | 93,606 |
-0.50181 | -0.473343 | -0.108293 | 0.754568 | -1.258288 | -0.43528 | -0.44621 | 0 | -0.8 | -0.785587 | -0 | -0.000402 | -0.005447 | 0 | 93,607 |
-0.250981 | -0.473343 | 0.201779 | 0.754929 | -0.764288 | -1.132165 | -0.449002 | -0.000206 | -0.8 | -0.785587 | -0 | -0.000201 | -0.00373 | 0 | 93,608 |
0 | -0.159797 | 0.201717 | 0.754929 | 0.160482 | 0.093124 | -0.449002 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.004437 | 0 | 93,609 |
-0.502113 | -0.473343 | -0.108667 | 0.755653 | -0.134611 | 0 | -0.44213 | 0.000508 | -0.8 | -0.785587 | -0 | -0.000403 | -0.004641 | 0 | 93,610 |
1.004025 | 0.780967 | 0.512039 | -0.143813 | -0.260189 | -0.287628 | -0.44213 | 0 | -0.8 | -0.785587 | -0 | 0.000805 | -0.005649 | 0 | 93,611 |
-0.752943 | 0.93655 | -0.729123 | -0.14327 | 0.230243 | 0.136247 | -0.44213 | 0 | -0.8 | -0.785587 | -0 | -0.000604 | -0.00545 | 0 | 93,612 |
-0.753398 | -0.473343 | -0.419301 | -0.142908 | -0.157966 | -0.287628 | -0.392313 | 0.003683 | -0.8 | -0.785587 | -0 | -0.000604 | -0.004846 | 0 | 93,613 |
0 | -0.159545 | 0.046157 | -0.142727 | -0.575136 | -0.716748 | -0.392313 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.005453 | 0 | 93,614 |
0.502316 | 0.154191 | 0.201467 | -0.142727 | -0.65008 | -0.971018 | -0.392313 | 0 | -0.8 | -1 | 0.614014 | 0.000403 | -0.007578 | 0 | 93,615 |
-0.502316 | -0.787078 | -0.108917 | -0.142908 | -0.087358 | 0.136247 | -0.452437 | -0.004445 | -0.8 | -1 | 0.614014 | -0.000403 | -0.00748 | 0 | 93,616 |
0 | -0.159545 | 0.201467 | -0.142908 | 0.172209 | -0.43528 | -0.452437 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.007074 | 0 | 93,617 |
0.502316 | 0.154191 | 0.512039 | -0.142908 | -0.087358 | -0.222127 | -0.453081 | -0.000048 | -0.8 | -1 | 0.614014 | 0.000403 | -0.007274 | 0 | 93,618 |
-0.251133 | -0.159671 | -0.264195 | -0.14327 | 0.516951 | 0.535739 | -0.453081 | 0 | -0.8 | -1 | 0.614014 | -0.000201 | -0.007276 | 0 | 93,619 |
-0.251183 | -0.316468 | -0.419677 | -0.142908 | -0.048764 | 0.25427 | -0.445566 | 0.000556 | -0.8 | -1 | 0.614014 | -0.000201 | -0.00748 | 0 | 93,620 |
0.753398 | 0.467863 | 0.201467 | -0.143451 | -0.416911 | 0 | -0.445566 | 0 | -0.8 | -1 | 0.614014 | 0.000604 | -0.007476 | 0 | 93,621 |
0.251031 | 0.153812 | 0.201654 | -0.14327 | -0.900632 | -0.834771 | -0.445566 | 0 | -0.8 | -1 | 0.614014 | 0.000201 | -0.00788 | 0 | 93,622 |
0 | -0.473343 | -0.108667 | -0.14327 | -0.544093 | -0.104104 | -0.445566 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.007677 | 0 | 93,623 |
-0.878831 | -0.786952 | -0.729623 | -0.14327 | -1.728603 | -0.971018 | -0.445566 | 0 | -0.8 | -1 | 0.614014 | -0.000705 | -0.006668 | 0 | 93,624 |
0.6278 | 0.624565 | 0.822516 | -0.143451 | 0.169815 | 0.290351 | -0.452008 | -0.000476 | -0.8 | -1 | 0.614014 | 0.000503 | -0.007476 | 0 | 93,625 |
-0.753398 | -0.159734 | -0.729873 | -0.142908 | 0.678634 | 0.76969 | -0.452437 | -0.000032 | -0.8 | -1 | 0.614014 | -0.000604 | -0.005858 | 0 | 93,626 |
-0.251234 | -0.473343 | 0.201467 | -0.142727 | -0.651539 | -0.612644 | -0.452437 | 0 | -0.8 | -1 | 0.614014 | -0.000201 | -0.005251 | 0 | 93,627 |
0 | -0.159481 | 0.512039 | -0.142546 | -0.327762 | -0.161147 | -0.448787 | 0.00027 | -0.8 | -1 | 0.614014 | 0 | -0.004442 | 0 | 93,628 |
1.506644 | 1.565629 | -0.109293 | -0.142546 | -0.019292 | 0.358374 | -0.448787 | 0 | -0.8 | -1 | 0.614014 | 0.001208 | -0.006055 | 0 | 93,629 |
-1.506644 | -2.355566 | -2.282545 | -0.142546 | 0.579015 | 0.480479 | -0.451364 | -0.000191 | -0.8 | -1 | 0.614014 | -0.001208 | -0.002824 | 0 | 93,630 |
-0.502619 | -0.159481 | -0.730874 | -0.142183 | 1.148332 | 1.107266 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | -0.000403 | -0.000605 | 0 | 93,631 |
0 | -0.473343 | -0.109543 | -0.142183 | 0.73623 | 0.748892 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.000605 | 0 | 93,632 |
-0.754309 | -1.101509 | -0.731375 | -0.14182 | 1.003247 | 0.76969 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | -0.000605 | 0.000403 | 1 | 93,633 |
-0.754765 | 0.78299 | -0.420992 | -0.141275 | 0.373759 | 0.390518 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | -0.000605 | 0.001814 | 1 | 93,634 |
0.503228 | 0.15533 | 0.200903 | -0.141457 | 0.567576 | 0.727593 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0.000403 | 0.001612 | 1 | 93,635 |
-0.251588 | -0.473343 | -0.110045 | -0.141457 | -0.016904 | -0.05052 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | -0.000202 | 0.001814 | 1 | 93,636 |
-0.251639 | -0.473343 | -0.421369 | -0.141094 | 0.737364 | 0.971018 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | -0.000202 | 0.001613 | 1 | 93,637 |
0 | 0.940815 | 0.512039 | -0.141275 | -0.53928 | -0.971018 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0 | 0.001008 | 1 | 93,638 |
0 | -0.158975 | -0.732881 | -0.141275 | 0.327421 | 0.290351 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0 | 0.001008 | 1 | 93,639 |
0.125826 | 0.15533 | 0.200903 | -0.141275 | 1.09705 | 1.174769 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0.000101 | 0.001311 | 1 | 93,640 |
-0.125826 | -0.316167 | 0.045358 | -0.141275 | 0.913375 | 0.902996 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | -0.000101 | 0.002217 | 1 | 93,641 |
0.503228 | 0.469572 | 0.512039 | -0.141639 | 0.805175 | 0.920498 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0.000403 | 0.002417 | 1 | 93,642 |
0.251538 | 0.155077 | 0.512039 | -0.14182 | 0.499786 | 0.809872 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0.000202 | 0.002819 | 1 | 93,643 |
0 | 0.626003 | -0.109919 | 0.758553 | 1.157406 | 1.318413 | -0.451364 | 0 | -0.8 | -1 | 0.614014 | 0 | 0.002015 | 1 | 93,644 |
-2.013724 | -2.674366 | -8.843775 | 4.36841 | 1.666417 | 1.952882 | -0.470475 | -0.001413 | -0.8 | 0.732051 | 2.346065 | -0.001615 | 0.00383 | 1 | 93,645 |
-2.01698 | -0.788092 | -2.917377 | 0.764747 | 0.921896 | 0.451498 | -0.369551 | 0.007461 | -0.8 | 0.732051 | 2.346065 | -0.001617 | 0.005246 | 1 | 93,646 |
-1.767537 | -0.788602 | -1.672967 | 2.574432 | 0.103708 | -0.104104 | -0.369551 | 0 | -0.8 | 0.732051 | 2.346065 | -0.001417 | 0.006865 | 1 | 93,647 |
-1.770046 | 0.473391 | -1.676068 | 1.672795 | 0.744622 | 0.535739 | -0.369337 | 0.000016 | -0.8 | 0.732051 | 2.346065 | -0.001419 | 0.008284 | 1 | 93,648 |
0.758899 | 2.369163 | 1.450179 | 0.768043 | 0.782376 | 0.136247 | -0.369337 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000608 | 0.007675 | 1 | 93,649 |
1.516413 | 1.736599 | 0.512039 | 1.670596 | 0.30302 | 0.612644 | -0.452223 | -0.006128 | -0.8 | 0.732051 | 2.346065 | 0.001216 | 0.006359 | 1 | 93,650 |
-1.26355 | -0.473343 | -1.987894 | 1.672245 | 0.828059 | 0.25427 | -0.452223 | 0 | -0.8 | 0.732051 | 2.346065 | -0.001013 | 0.00707 | 1 | 93,651 |
-2.024346 | 0.473967 | -2.616683 | -0.13579 | 0.656704 | 0.508541 | -0.452437 | -0.000016 | -0.8 | 0.732051 | 2.346065 | -0.001623 | 0.008089 | 1 | 93,652 |
1.771482 | 1.739738 | 1.138037 | 1.673896 | 0.094778 | -0.161147 | -0.452437 | 0 | -0.8 | 0.732051 | 2.346065 | 0.00142 | 0.006669 | 1 | 93,653 |
0.505676 | 0.474159 | 0.04304 | 0.766576 | 0.268087 | -0.287628 | -0.447713 | 0.000349 | -0.8 | 0.732051 | 2.346065 | 0.000405 | 0.006968 | 1 | 93,654 |
1.515799 | 4.886062 | 1.761498 | -0.138541 | 1.353922 | 1.121185 | -0.447713 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001215 | 0.005451 | 1 | 93,655 |
0.883366 | 1.260493 | 0.668087 | 0.765112 | 0.625975 | -0.161147 | -0.462959 | -0.001127 | -0.8 | 0.732051 | 2.346065 | 0.000708 | 0.004944 | 1 | 93,656 |
-0.126157 | 0.156919 | -0.579967 | 0.764381 | 0.52305 | 0.325017 | -0.462959 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000101 | 0.005045 | 1 | 93,657 |
1.891014 | 1.889067 | -1.360634 | 0.761462 | 0.847883 | 0.451498 | -0.453511 | 0.000698 | -0.8 | 0.732051 | 2.346065 | 0.001516 | 0.003327 | 1 | 93,658 |
-0.882117 | -0.315976 | -1.201889 | 0.762191 | 0.751419 | 0.325017 | -0.453511 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000707 | 0.003028 | 1 | 93,659 |
-0.756597 | -0.788347 | -0.735147 | -0.139089 | -0.127615 | 0 | -0.463388 | -0.00073 | -0.8 | 0.732051 | 2.346065 | -0.000607 | 0.003029 | 1 | 93,660 |
-0.252301 | -0.158212 | -0.423824 | -0.138175 | 0.276385 | 0.216654 | -0.465965 | -0.00019 | -0.8 | 0.732051 | 2.346065 | -0.000202 | 0.003232 | 1 | 93,661 |
-0.504755 | -0.788602 | -0.736157 | 0.765478 | -0.296471 | -0.43528 | -0.465965 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000405 | 0.00404 | 1 | 93,662 |
0 | -0.473343 | -0.424392 | -0.138358 | -0.127036 | -0.612644 | -0.480137 | -0.001048 | -0.8 | 0.732051 | 2.346065 | 0 | 0.00404 | 1 | 93,663 |
-0.757516 | -0.78873 | -0.424392 | -0.137443 | -0.859121 | -0.161147 | -0.463603 | 0.001222 | -0.8 | 0.732051 | 2.346065 | -0.000607 | 0.004445 | 1 | 93,664 |
-2.148797 | -1.420269 | -2.300671 | 0.769512 | 0.003689 | -0.519521 | -0.463603 | 0 | -0.8 | 0.732051 | 2.346065 | -0.001723 | 0.005361 | 1 | 93,665 |
-0.379584 | -0.315306 | 0.042802 | -0.136158 | -0.581554 | -0.971018 | -0.4344 | 0.002159 | -0.8 | 0.732051 | 2.346065 | -0.000304 | 0.005867 | 1 | 93,666 |
0.506086 | 0.474928 | 0.512039 | -0.136158 | 1.21369 | 0.809872 | -0.4344 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000406 | 0.006067 | 1 | 93,667 |
0.252966 | 0.158645 | -0.426482 | -0.136526 | 1.032193 | 0.636861 | -0.440198 | -0.000429 | -0.8 | 0.732051 | 2.346065 | 0.000203 | 0.004956 | 1 | 93,668 |
-0.252966 | -0.157381 | 0.199325 | -0.13579 | -0.602594 | -0.971018 | -0.440198 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000203 | 0.00526 | 1 | 93,669 |
-0.506086 | -1.105588 | -0.73945 | -0.135974 | -0.238639 | -0.612644 | -0.432253 | 0.000587 | -0.8 | 0.732051 | 2.346065 | -0.000406 | 0.005464 | 1 | 93,670 |
0.759053 | 0.79089 | 0.199135 | -0.136526 | -0.217878 | 0.136247 | -0.432253 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000609 | 0.004048 | 1 | 93,671 |
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