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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 | -0.473343 | 0.512039 | 1.630541 | -0.390504 | -0.834771 | -0.509341 | -0.000587 | 0.2 | 0.249689 | 0 | 0 | 0.000998 | 1 | 94,372 |
0 | -0.473343 | 0.512039 | 0.740579 | -1.083658 | -1.329392 | -0.509341 | 0 | 0.2 | 0.249689 | 0 | 0 | 0.000998 | 1 | 94,373 |
0 | -0.473343 | 0.512039 | 0.740579 | -2.926925 | -1.583663 | -0.497531 | 0.000873 | 0.2 | 0.249689 | 0 | 0 | 0.001197 | 1 | 94,374 |
0 | -0.473343 | -0.103587 | 0.740579 | -0.878406 | -1.583663 | -0.497531 | 0 | 0.2 | 0.249689 | 0 | 0 | 0.000599 | 1 | 94,375 |
-0.498004 | -1.09549 | -0.411491 | 0.740579 | -3.407096 | -1.942037 | -0.497101 | 0.000032 | 0.2 | 0.249689 | 0 | -0.000399 | 0.000998 | 1 | 94,376 |
1.244636 | 1.081558 | 1.127664 | 1.630541 | -0.354794 | -0.612644 | -0.497101 | 0 | 0.2 | 0.249689 | 0 | 0.000998 | 0 | 0 | 94,377 |
0 | -0.473343 | 0.204441 | 1.630541 | -4.029688 | -2.554681 | -0.497101 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.000599 | 0 | 94,378 |
0 | 0.148183 | -0.410939 | 0.738802 | 0.04447 | -0.519521 | -0.506549 | -0.000698 | 0.2 | 0.249689 | 0 | 0 | 0 | 0 | 94,379 |
0 | -0.162549 | -0.410939 | 3.411355 | 0.61561 | -0.104104 | -0.506549 | 0 | 0.2 | 0.249689 | 0 | 0 | 0 | 0 | 94,380 |
-0.746633 | -0.473343 | -0.410939 | 1.630541 | -1.738459 | -1.329392 | -0.509985 | -0.000254 | 0.2 | 0.249689 | 0 | -0.000599 | 0 | 0 | 94,381 |
0.746633 | 0.459412 | 1.127418 | 3.411355 | -0.874063 | -1.132165 | -0.509985 | 0 | 0.2 | 0.249689 | 0 | 0.000599 | -0.000998 | 0 | 94,382 |
0 | -0.473343 | 0.204441 | 3.411355 | -0.175347 | -0.834771 | -0.506549 | 0.000254 | 0.2 | 0.249689 | 0 | 0 | -0.000599 | 0 | 94,383 |
0 | -0.473343 | 0.204441 | 3.411355 | -1.112562 | -1.942037 | -0.506549 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.000599 | 0 | 94,384 |
0 | -0.473343 | 0.204441 | 1.630541 | -4.029688 | -2.554681 | -0.505476 | 0.000079 | 0.2 | 0.249689 | 0 | 0 | 0.000199 | 1 | 94,385 |
0 | -0.473343 | 0.204441 | 1.630541 | -4.029688 | -2.554681 | -0.505476 | 0 | 0.2 | 0.249689 | 0 | 0 | 0.000199 | 1 | 94,386 |
0 | -0.473343 | 0.204441 | 1.630541 | -4.029688 | -2.554681 | -0.50161 | 0.000286 | 0.2 | 0.249689 | 0 | 0 | 0.000199 | 1 | 94,387 |
0 | -0.473343 | 0.204441 | 1.630541 | -0.609333 | -0.716748 | -0.50161 | 0 | 0.2 | 0.249689 | 0 | 0 | 0 | 0 | 94,388 |
0 | -0.473343 | 0.204441 | 1.630541 | -1.167894 | -1.329392 | -0.503114 | -0.000111 | 0.2 | 0.249689 | 0 | 0 | 0.000399 | 1 | 94,389 |
-1.244636 | -0.784199 | -1.334469 | 0.740579 | 0.43083 | 0.093124 | -0.503114 | 0 | 0.2 | 0.249689 | 0 | -0.000998 | 0.001397 | 1 | 94,390 |
0 | 0.148804 | 0.204134 | 3.415801 | 0.038883 | -0.222127 | -0.505046 | -0.000143 | 0.2 | 0.249689 | 0 | 0 | 0.001995 | 1 | 94,391 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -1.217205 | -0.971018 | -0.505046 | 0 | 0.2 | 0.249689 | 0 | 0.000399 | 0.000599 | 1 | 94,392 |
-0.498004 | -0.473343 | -0.411491 | 0.740579 | -0.30275 | -0.519521 | -0.500107 | 0.000365 | 0.2 | 0.249689 | 0 | -0.000399 | 0.000998 | 1 | 94,393 |
-0.747378 | -0.473343 | -0.41186 | 1.63321 | -0.260922 | -0.358374 | -0.500107 | 0 | 0.2 | 0.249689 | 0 | -0.000599 | 0.001996 | 1 | 94,394 |
0 | -0.473343 | 0.512039 | 12.336772 | -4.029688 | -2.554681 | -0.500107 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.001996 | 1 | 94,395 |
0 | -0.473343 | 0.512039 | 12.336772 | -4.029688 | -2.554681 | -0.500107 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.002594 | 1 | 94,396 |
0.747378 | 2.015245 | 0.512039 | 0.740579 | 1.253958 | 0.727593 | -0.514065 | -0.001032 | 0.2 | 0 | -0.385986 | 0.000599 | 0.001397 | 1 | 94,397 |
0 | 0.148804 | 0.204134 | 0.740579 | -0.09606 | -0.834771 | -0.514065 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.002194 | 1 | 94,398 |
0.498004 | 0.770702 | 0.204134 | 0.740579 | -0.042745 | -0.104104 | -0.524372 | -0.000762 | 0.2 | 0 | -0.385986 | 0.000399 | 0.001596 | 1 | 94,399 |
0 | -0.473343 | 0.512039 | 0.740579 | -1.376287 | -1.583663 | -0.524372 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.001596 | 1 | 94,400 |
0 | -0.473343 | 0.512039 | 3.413132 | -0.818479 | -1.583663 | -0.524372 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.001596 | 1 | 94,401 |
0.746633 | 0.459412 | 1.127418 | 0.740579 | -3.407096 | -1.942037 | -0.532747 | -0.000619 | 0.2 | 0 | -0.385986 | 0.000599 | 0.001395 | 1 | 94,402 |
-1.244636 | -2.028245 | -1.334469 | 0.740579 | -0.919063 | -1.583663 | -0.532747 | 0 | 0.2 | 0 | -0.385986 | -0.000998 | 0.001995 | 1 | 94,403 |
0.498004 | 0.148804 | 0.819882 | 1.630541 | -0.039264 | -0.834771 | -0.51428 | 0.001365 | 0.2 | 0 | -0.385986 | 0.000399 | 0.001596 | 1 | 94,404 |
0 | -0.473343 | 0.512039 | 1.630541 | -1.112562 | -1.132165 | -0.512562 | 0.000127 | 0.2 | 0 | -0.385986 | 0 | 0.001795 | 1 | 94,405 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | -1.968239 | -1.583663 | -0.512562 | 0 | 0.2 | 0 | -0.385986 | 0.000599 | 0.000997 | 1 | 94,406 |
-0.746633 | -0.784199 | -0.410939 | 0.740579 | -0.371476 | -0.834771 | -0.512562 | 0 | 0.2 | 0 | -0.385986 | -0.000599 | 0.001197 | 1 | 94,407 |
0 | -0.473343 | 0.512039 | 0.740579 | -1.728603 | -1.329392 | -0.509341 | 0.000238 | 0.2 | 0 | -0.385986 | 0 | 0.001994 | 1 | 94,408 |
-0.498004 | -1.09549 | -0.411491 | 0.740579 | -3.636876 | -1.942037 | -0.509341 | 0 | 0.2 | 0 | -0.385986 | -0.000399 | 0.001397 | 1 | 94,409 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -0.550167 | -1.583663 | -0.508697 | 0.000048 | 0.2 | 0 | -0.385986 | 0.000399 | 0.001596 | 1 | 94,410 |
-0.498004 | -1.09549 | -0.411491 | 0.740579 | -3.014284 | -1.942037 | -0.509126 | -0.000032 | 0.2 | 0 | -0.385986 | -0.000399 | 0.001995 | 1 | 94,411 |
0 | -0.473343 | 0.204134 | 0.740579 | -4.029688 | -2.554681 | -0.514709 | -0.000413 | 0.2 | 0 | -0.385986 | 0 | 0.001596 | 1 | 94,412 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -0.139324 | -0.43528 | -0.514709 | 0 | 0.2 | 0 | -0.385986 | 0.000399 | 0 | 0 | 94,413 |
-0.498004 | -1.09549 | -0.411491 | 3.415801 | -0.667838 | -0.287628 | -0.520292 | -0.000413 | 0.2 | 0 | -0.385986 | -0.000399 | 0.000998 | 1 | 94,414 |
0 | -0.473343 | 0.204134 | 0.740579 | -1.419901 | -1.329392 | -0.520292 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.000399 | 1 | 94,415 |
0 | -0.473343 | 0.204134 | 0.740579 | -4.029688 | -2.554681 | -0.519863 | 0.000032 | 0.2 | 0 | -0.385986 | 0 | 0.000998 | 1 | 94,416 |
0.498004 | 0.148804 | 1.127664 | 3.415801 | -2.205525 | -1.583663 | -0.519863 | 0 | 0.2 | 0 | -0.385986 | 0.000399 | 0.000599 | 1 | 94,417 |
0 | -0.473343 | 0.512039 | 1.630541 | -0.375051 | -0.287628 | -0.521795 | -0.000143 | 0.2 | 0 | -0.385986 | 0 | 0.000599 | 1 | 94,418 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | -0.621668 | -0.971018 | -0.521795 | 0 | 0.2 | 0 | -0.385986 | 0.000599 | 0 | 0 | 94,419 |
-0.746633 | -1.406098 | -0.410939 | 1.630541 | -1.010338 | -0.716748 | -0.523084 | -0.000095 | 0.2 | 0 | -0.385986 | -0.000599 | 0.000599 | 1 | 94,420 |
0.746633 | 0.459412 | 1.127418 | 1.630541 | -2.670782 | -1.942037 | -0.523084 | 0 | 0.2 | 0 | -0.385986 | 0.000599 | 0 | 0 | 94,421 |
0.497507 | 0.148183 | 0.204441 | 0.738802 | 1.106517 | 0.790009 | -0.515353 | 0.000571 | 0.2 | 0 | -0.385986 | 0.000399 | -0.000399 | 0 | 94,422 |
0 | -0.473343 | -0.41057 | 0.738802 | 0.127474 | -0.161147 | -0.515353 | 0 | 0.2 | 0 | -0.385986 | 0 | 0 | 0 | 94,423 |
0.248679 | 0.147935 | 0.512039 | 1.627878 | -1.010338 | -1.329392 | -0.515353 | 0 | 0.2 | 0 | -0.385986 | 0.000199 | -0.000199 | 0 | 94,424 |
-0.746186 | -0.784013 | -1.333364 | 1.630541 | 0.03324 | 0.093124 | -0.51428 | 0.000079 | 0.2 | 0 | -0.385986 | -0.000598 | 0 | 0 | 94,425 |
0 | -0.473343 | 0.204441 | 0.738802 | -4.029688 | -2.554681 | -0.515353 | -0.000079 | 0.2 | 0 | -0.385986 | 0 | 0.000399 | 1 | 94,426 |
0 | -0.473343 | 0.204441 | 1.630541 | -3.636876 | -1.942037 | -0.515353 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.000399 | 1 | 94,427 |
-0.746633 | -1.406098 | -0.410939 | 1.630541 | -0.506688 | -0.834771 | -0.517286 | -0.000143 | 0.2 | 0 | -0.385986 | -0.000599 | 0.000798 | 1 | 94,428 |
0.746633 | 0.770206 | 0.512039 | 0.738802 | 1.040589 | 0.562124 | -0.517286 | 0 | 0.2 | 0 | -0.385986 | 0.000599 | -0.000599 | 0 | 94,429 |
0 | -0.473343 | 0.204441 | 0.738802 | -2.424083 | -1.942037 | -0.517286 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.000599 | 0 | 94,430 |
-0.746633 | -1.406098 | -0.410939 | 0.738802 | -2.424083 | -1.942037 | -0.517071 | 0.000016 | 0.2 | 0 | -0.385986 | -0.000599 | 0 | 0 | 94,431 |
-0.498004 | 0.459412 | -0.411491 | 1.630541 | 0.281194 | -0.519521 | -0.517071 | 0 | 0.2 | 0 | -0.385986 | -0.000399 | 0.000399 | 1 | 94,432 |
0.498004 | 0.148804 | 1.127664 | 1.630541 | -2.724795 | -1.942037 | -0.517071 | 0 | 0.2 | 0 | -0.385986 | 0.000399 | -0.000399 | 0 | 94,433 |
0 | 0.459412 | 0.512039 | 1.630541 | -1.606067 | -1.132165 | -0.517071 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.0002 | 0 | 94,434 |
0.995411 | 0.770206 | -0.411491 | 0.738802 | 0.054223 | -0.43528 | -0.52201 | -0.000365 | 0.2 | 0 | -0.385986 | 0.000798 | -0.002996 | 0 | 94,435 |
0 | -0.162611 | -0.103095 | 0.738802 | 0.68281 | 0.177365 | -0.512777 | 0.000683 | 0.2 | 0 | -0.385986 | 0 | -0.001797 | 0 | 94,436 |
0 | -0.473343 | 0.512039 | 0.738802 | -4.029688 | -2.554681 | -0.512777 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.000798 | 0 | 94,437 |
-0.248778 | -0.784137 | -0.103095 | 0.738802 | -1.041437 | -1.942037 | -0.512777 | 0 | 0.2 | 0 | -0.385986 | -0.000199 | -0.001098 | 0 | 94,438 |
0.497507 | 0.148183 | 0.204441 | 1.627878 | 0.734334 | 0 | -0.511488 | 0.000095 | 0.2 | 0 | -0.385986 | 0.000399 | -0.001996 | 0 | 94,439 |
0 | -0.473343 | 0.512039 | 1.627878 | -4.029688 | -2.554681 | -0.511488 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.000998 | 0 | 94,440 |
0.745888 | 0.458482 | -0.41057 | 1.627878 | -0.147667 | -0.716748 | -0.509126 | 0.000175 | 0.2 | 0 | -0.385986 | 0.000598 | -0.000598 | 0 | 94,441 |
-1.243395 | -1.405168 | -1.332628 | 0.738802 | 0.220608 | 0 | -0.509126 | 0 | 0.2 | 0 | -0.385986 | -0.000997 | -0.0001 | 0 | 94,442 |
0 | -0.473343 | 0.204441 | 0.738802 | -4.029688 | -2.554681 | -0.514065 | -0.000365 | 0.2 | 0 | -0.385986 | 0 | -0.000599 | 0 | 94,443 |
0.497507 | 0.148183 | -0.410939 | 0.738802 | -0.199164 | -0.519521 | -0.513206 | 0.000063 | 0.2 | 0 | -0.385986 | 0.000399 | -0.000698 | 0 | 94,444 |
0 | -0.473343 | -0.41057 | 1.627878 | 0.092425 | -0.612644 | -0.512132 | 0.000079 | 0.2 | 0 | -0.385986 | 0 | -0.000998 | 0 | 94,445 |
0.745888 | 0.458482 | 1.126805 | 0.737028 | -0.38227 | -1.132165 | -0.512132 | 0 | 0.2 | 0 | -0.385986 | 0.000598 | -0.001596 | 0 | 94,446 |
-0.745888 | -0.473343 | -0.410019 | 1.627878 | -0.767863 | -0.519521 | -0.509556 | 0.00019 | 0.2 | 0 | -0.385986 | -0.000598 | -0.001497 | 0 | 94,447 |
0.994419 | 0.768966 | 1.126805 | 0.737028 | -0.726378 | -0.834771 | -0.509556 | 0 | 0.2 | 0 | -0.385986 | 0.000797 | -0.001795 | 0 | 94,448 |
-0.24853 | -0.16292 | -0.102483 | 0.737028 | -0.11728 | -1.132165 | -0.512777 | -0.000238 | 0.2 | 0 | -0.385986 | -0.000199 | -0.001596 | 0 | 94,449 |
0 | -0.473343 | 0.204747 | 0.737028 | -0.48997 | -0.971018 | -0.512777 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.001596 | 0 | 94,450 |
0 | -0.473343 | 0.204747 | 0.737028 | -1.998879 | -1.583663 | -0.512991 | -0.000016 | 0.2 | 0 | -0.385986 | 0 | -0.002095 | 0 | 94,451 |
0.497011 | 0.147564 | 0.204747 | 0.737028 | -0.994068 | -1.329392 | -0.512991 | 0 | 0.2 | 0 | -0.385986 | 0.000398 | -0.001495 | 0 | 94,452 |
-0.497011 | -1.09425 | -0.409651 | 0.737028 | -2.031271 | -1.583663 | -0.521366 | -0.000619 | 0.2 | 0 | -0.385986 | -0.000398 | -0.000598 | 0 | 94,453 |
0 | -0.162859 | 0.204747 | 0.737028 | -1.288929 | -1.329392 | -0.521366 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.001097 | 0 | 94,454 |
0.24853 | -0.162859 | 0.512039 | 0.737028 | -3.407096 | -1.942037 | -0.520077 | 0.000095 | 0.2 | -0.267949 | -0.517638 | 0.000199 | -0.001296 | 0 | 94,455 |
-0.24853 | -0.783828 | -0.717249 | 1.627878 | -0.383179 | -0.971018 | -0.520077 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000199 | -0.000299 | 0 | 94,456 |
-0.497209 | -0.473343 | -0.102605 | 1.627878 | -1.193912 | -0.971018 | -0.520077 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000399 | 0.000299 | 1 | 94,457 |
0.994221 | 0.768719 | 0.819391 | 0.737028 | -0.957828 | -0.834771 | -0.517286 | 0.000206 | 0.2 | -0.267949 | -0.517638 | 0.000797 | -0.000697 | 0 | 94,458 |
-1.2429 | -0.473343 | -1.024417 | 1.627878 | 0.189689 | -0.358374 | -0.533605 | -0.001206 | 0.2 | -0.267949 | -0.517638 | -0.000997 | 0.000498 | 1 | 94,459 |
0.745888 | 0.458482 | 1.126805 | 1.627878 | -3.636876 | -1.942037 | -0.533605 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000598 | -0.000598 | 0 | 94,460 |
0 | -0.473343 | 0.204747 | 1.627878 | -2.926925 | -1.583663 | -0.533605 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.000598 | 0 | 94,461 |
-0.497209 | -0.473343 | -1.332628 | 1.627878 | 0.893841 | 0.612644 | -0.519218 | 0.001064 | 0.2 | -0.267949 | -0.517638 | -0.000399 | -0.000199 | 0 | 94,462 |
-1.492819 | -0.784013 | -1.333364 | 1.630541 | -0.093872 | -0.358374 | -0.519218 | 0 | 0.2 | -0.267949 | -0.517638 | -0.001197 | 0.000499 | 1 | 94,463 |
0.746633 | 0.459412 | 0.819759 | 0.738802 | -0.313105 | -1.132165 | -0.516427 | 0.000206 | 0.2 | -0.267949 | -0.517638 | 0.000599 | -0.000599 | 0 | 94,464 |
-0.746633 | -0.473343 | -0.410939 | 1.630541 | -2.391691 | -1.329392 | -0.519218 | -0.000206 | 0.2 | -0.267949 | -0.517638 | -0.000599 | 0.000299 | 1 | 94,465 |
0.746633 | 0.459412 | 1.127418 | 0.738802 | -0.426648 | -0.519521 | -0.519218 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000599 | -0.000599 | 0 | 94,466 |
0 | -0.473343 | 0.204441 | 0.738802 | -4.029688 | -2.554681 | -0.519218 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.000599 | 0 | 94,467 |
0 | -0.473343 | 0.204441 | 0.738802 | -4.029688 | -2.554681 | -0.514924 | 0.000317 | 0.2 | -0.267949 | -0.517638 | 0 | -0.0001 | 0 | 94,468 |
0 | -0.162549 | 0.204441 | 0.738802 | -1.086798 | -1.329392 | -0.514924 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.0001 | 0 | 94,469 |
0 | -0.473343 | 0.204441 | 0.738802 | -1.40315 | -1.583663 | -0.520292 | -0.000397 | 0.2 | -0.267949 | -0.517638 | 0 | 0.001893 | 1 | 94,470 |
0 | -0.473343 | 0.204441 | 0.738802 | -1.539319 | -1.329392 | -0.520292 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | 0.001893 | 1 | 94,471 |
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