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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.984092 | -1.40239 | -1.94067 | 1.622566 | 1.025795 | -0.161147 | -0.460597 | -0.000143 | -0.6 | 0.732051 | 2.346065 | -0.001591 | -0.000398 | 0 | 94,672 |
0.744405 | 1.076301 | 0.512039 | 1.619918 | 0.121159 | -0.612644 | -0.460597 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000597 | -0.001792 | 0 | 94,673 |
2.973183 | 3.241001 | 1.125215 | 3.386616 | 0.708296 | 0.809872 | -0.458879 | 0.000127 | -0.6 | 0.732051 | 2.346065 | 0.002384 | -0.005372 | 0 | 94,674 |
0 | -0.473343 | -0.405993 | 3.386616 | -0.091149 | 0.047788 | -0.458879 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.004375 | 0 | 94,675 |
0 | 0.453861 | -0.405993 | 3.38486 | -1.998879 | -1.329392 | -0.470689 | -0.000873 | -0.6 | 0.732051 | 2.346065 | 0 | -0.005372 | 0 | 94,676 |
-0.990274 | 1.071691 | -1.018317 | 1.617275 | 0.585966 | 0.705768 | -0.470689 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000794 | -0.004578 | 0 | 94,677 |
0.495235 | 0.145345 | -2.245887 | 1.617275 | 0.635701 | 0.636861 | -0.457805 | 0.000952 | -0.6 | 0.732051 | 2.346065 | 0.000397 | -0.005573 | 0 | 94,678 |
-1.238457 | 0.1451 | -1.3253 | 3.39542 | 0.216519 | 0.587745 | -0.457805 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000993 | -0.003982 | 0 | 94,679 |
1.238457 | 1.073839 | 0.205663 | 3.391014 | -2.534113 | -1.329392 | -0.472407 | -0.001079 | -0.6 | 0.732051 | 2.346065 | 0.000993 | -0.004576 | 0 | 94,680 |
-1.238457 | -0.473343 | -1.3253 | 3.393656 | 0.105631 | -0.05052 | -0.472407 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000993 | -0.003982 | 0 | 94,681 |
0 | 0.145714 | 0.205663 | 1.619918 | -0.703511 | -0.971018 | -0.470475 | 0.000143 | -0.6 | 0.732051 | 2.346065 | 0 | -0.00458 | 0 | 94,682 |
-0.743665 | 0.145714 | -0.40727 | 0.731727 | 0.54274 | 0.136247 | -0.470475 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000596 | -0.003984 | 0 | 94,683 |
0 | 1.074761 | -1.021361 | 3.398068 | -0.079852 | -0.358374 | -0.493451 | -0.001699 | -0.6 | 0.732051 | 2.346065 | 0 | -0.004383 | 0 | 94,684 |
0 | -0.473343 | -1.021361 | 0.73349 | 0.258494 | 0.390518 | -0.493451 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.003984 | 0 | 94,685 |
-1.240428 | 0.455704 | -1.021361 | 3.398068 | 0.096341 | -0.222127 | -0.488083 | 0.000397 | -0.6 | 0.732051 | 2.346065 | -0.000995 | -0.002391 | 0 | 94,686 |
1.240428 | 1.076301 | 2.045438 | 3.398068 | -3.407096 | -1.583663 | -0.488083 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000995 | -0.003385 | 0 | 94,687 |
-0.247987 | -0.473343 | -1.021361 | 3.398068 | 0.105247 | 0.390518 | -0.488083 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000199 | -0.003187 | 0 | 94,688 |
-0.248036 | -0.78321 | -0.10126 | 3.398068 | -1.872422 | -1.329392 | -0.485291 | 0.000206 | -0.6 | 0.732051 | 2.346065 | -0.000199 | -0.002988 | 0 | 94,689 |
0 | 0.146329 | 0.205359 | 0.73349 | -1.36076 | -1.329392 | -0.485291 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.002589 | 0 | 94,690 |
0 | 0.146329 | -0.408184 | 1.622566 | 1.251574 | 0.705768 | -0.500107 | -0.001095 | -0.6 | 0.732051 | 2.346065 | 0 | -0.002589 | 0 | 94,691 |
-1.240921 | -0.473343 | -1.328957 | 0.735257 | 0.444085 | 0.216654 | -0.505046 | -0.000365 | -0.6 | 0.732051 | 2.346065 | -0.000995 | -0.001594 | 0 | 94,692 |
0 | -0.473343 | 0.205053 | 0.735257 | -1.790487 | -1.583663 | -0.505046 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.001594 | 0 | 94,693 |
0.496517 | 0.146946 | 0.205053 | 0.735257 | 0.106399 | -0.05052 | -0.505046 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000398 | -0.001992 | 0 | 94,694 |
0 | 0.456628 | 0.512039 | 0.735257 | -0.197851 | -0.612644 | -0.497745 | 0.00054 | -0.6 | 0.732051 | 2.346065 | 0 | -0.002391 | 0 | 94,695 |
-0.496517 | -0.783457 | -0.408734 | 3.402488 | -0.188742 | -0.161147 | -0.497745 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000398 | -0.001993 | 0 | 94,696 |
0.496517 | 0.146946 | -0.409101 | 0.735257 | -0.822414 | -1.329392 | -0.504187 | -0.000476 | -0.6 | 0.732051 | 2.346065 | 0.000398 | -0.002391 | 0 | 94,697 |
-1.738674 | 0.456628 | -1.944577 | 1.627878 | 0.595428 | 0.390518 | -0.504187 | 0 | -0.6 | 0.732051 | 2.346065 | -0.001394 | -0.001596 | 0 | 94,698 |
-1.243395 | 1.078461 | -1.948007 | 1.630541 | -0.08898 | 0.093124 | -0.492592 | 0.000857 | -0.6 | 0.732051 | 2.346065 | -0.000997 | -0.000998 | 0 | 94,699 |
-1.244636 | -2.028245 | -1.334469 | 1.630541 | -1.414263 | -1.942037 | -0.492592 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000998 | 0.000399 | 1 | 94,700 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -0.679993 | -0.612644 | -0.493451 | -0.000063 | -0.6 | 0.732051 | 2.346065 | 0.000399 | 0.000998 | 1 | 94,701 |
0.746633 | 0.459412 | -0.103587 | 1.630541 | -0.508955 | -0.519521 | -0.493451 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000599 | 0.000199 | 1 | 94,702 |
0 | 0.148183 | 0.204441 | 1.627878 | -0.874063 | -0.716748 | -0.488727 | 0.000349 | -0.6 | 0.732051 | 2.346065 | 0 | 0.000399 | 1 | 94,703 |
1.243395 | 1.080008 | 1.741816 | 0.737028 | -1.150016 | -1.132165 | -0.488727 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000997 | -0.000598 | 0 | 94,704 |
0.497011 | 0.147564 | -0.102605 | 0.737028 | 0.315352 | 0.136247 | -0.491089 | -0.000175 | -0.6 | 0.732051 | 2.346065 | 0.000398 | -0.000997 | 0 | 94,705 |
0 | -0.473343 | -0.409651 | 1.625219 | -0.435557 | -0.834771 | -0.491089 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.001395 | 0 | 94,706 |
0 | 1.077843 | 0.512039 | 3.402488 | 0.920621 | 0.790009 | -0.506979 | -0.001175 | -0.6 | 0.732051 | 2.346065 | 0 | -0.001395 | 0 | 94,707 |
-0.497011 | -0.473343 | -0.409651 | 0.737028 | 0.039746 | -0.05052 | -0.506979 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000398 | -0.000997 | 0 | 94,708 |
0.497011 | 0.147564 | -0.410019 | 0.737028 | -0.21992 | -0.104104 | -0.506979 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000398 | -0.001395 | 0 | 94,709 |
-0.497011 | -0.783766 | -0.409651 | 1.627878 | -0.667838 | -0.612644 | -0.512777 | -0.000429 | -0.6 | 0.732051 | 2.346065 | -0.000398 | -0.000598 | 0 | 94,710 |
0.497011 | 0.147564 | 0.204747 | 0.737028 | -0.871904 | -0.834771 | -0.512777 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000398 | -0.000997 | 0 | 94,711 |
0 | -0.473343 | 0.512039 | 3.399835 | -0.366154 | -1.329392 | -0.510415 | 0.000175 | -0.6 | 0.732051 | 2.346065 | 0 | -0.001994 | 0 | 94,712 |
1.986067 | 2.627487 | 2.660508 | 0.73349 | 1.446919 | 0.587745 | -0.510415 | 0 | -0.6 | 0.732051 | 2.346065 | 0.001592 | -0.003586 | 0 | 94,713 |
0.248036 | -0.163476 | 0.205359 | 0.73349 | -0.828369 | -1.583663 | -0.49796 | 0.000921 | -0.6 | 0.732051 | 2.346065 | 0.000199 | -0.003785 | 0 | 94,714 |
0.247987 | 0.765509 | -0.10126 | 3.39542 | 1.232869 | 0.902996 | -0.49796 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000199 | -0.003984 | 0 | 94,715 |
0 | 1.074761 | -0.407818 | 1.619918 | 0.712785 | 0.535739 | -0.490659 | 0.00054 | -0.6 | 0.732051 | 2.346065 | 0 | -0.003984 | 0 | 94,716 |
0 | -0.473343 | -0.407818 | 0.73349 | 0.233622 | -0.05052 | -0.490659 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.003984 | 0 | 94,717 |
-0.496023 | -1.093016 | -1.021361 | 1.622566 | -0.541681 | -0.612644 | -0.489586 | 0.000079 | -0.6 | 0.732051 | 2.346065 | -0.000398 | -0.003586 | 0 | 94,718 |
-0.992638 | -0.783272 | -1.021971 | 0.735257 | -0.345355 | -0.287628 | -0.489586 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000796 | -0.002791 | 0 | 94,719 |
-0.248283 | -0.163229 | -0.101871 | 3.402488 | -0.267559 | -0.287628 | -0.472407 | 0.00127 | -0.6 | 0.732051 | 2.346065 | -0.000199 | -0.001993 | 0 | 94,720 |
0.496517 | 0.146946 | 0.205053 | 0.735257 | -0.430591 | -0.716748 | -0.472407 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000398 | -0.002391 | 0 | 94,721 |
-0.496517 | -1.093632 | -1.022888 | 1.625219 | 0.382306 | 0.093124 | -0.493666 | -0.001572 | -0.6 | 0.732051 | 2.346065 | -0.000398 | -0.001993 | 0 | 94,722 |
-0.993627 | -0.473343 | -1.023499 | 0.737028 | -0.389583 | -0.612644 | -0.493666 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000797 | -0.001196 | 0 | 94,723 |
-1.491926 | -0.783828 | -1.639858 | 0.738802 | 0.436641 | -0.05052 | -0.512347 | -0.001381 | -0.6 | 0.732051 | 2.346065 | -0.001196 | 0 | 0 | 94,724 |
1.243395 | 1.700915 | 1.12705 | 1.627878 | -0.332733 | -0.05052 | -0.512347 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000997 | -0.000997 | 0 | 94,725 |
-1.243395 | -1.405168 | -1.332628 | 3.408691 | -0.457944 | -0.716748 | -0.512347 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000997 | -0.000599 | 0 | 94,726 |
0 | 0.148183 | 0.204441 | 1.630541 | -0.291033 | -0.287628 | -0.517501 | -0.000381 | -0.6 | 0.628626 | 1.414214 | 0 | -0.000399 | 0 | 94,727 |
-0.746633 | -0.473343 | -0.410939 | 3.413132 | -1.077431 | -0.716748 | -0.517501 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000599 | 0 | 0 | 94,728 |
0.746633 | 0.459412 | 1.127418 | 1.630541 | -2.08362 | -1.942037 | -0.506979 | 0.000778 | -0.6 | 0.628626 | 1.414214 | 0.000599 | 0 | 0 | 94,729 |
0.497507 | 0.148183 | 0.204441 | 3.411355 | -0.018814 | -0.358374 | -0.499034 | 0.000587 | -0.6 | 0.628626 | 1.414214 | 0.000399 | -0.000199 | 0 | 94,730 |
-0.497507 | -1.094869 | -0.41057 | 0.738802 | -2.205525 | -1.942037 | -0.499034 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000399 | 0.000399 | 1 | 94,731 |
-0.746633 | 0.148183 | -0.410939 | 1.630541 | -0.775082 | -0.519521 | -0.496028 | 0.000222 | -0.6 | 0.628626 | 1.414214 | -0.000599 | 0.000998 | 1 | 94,732 |
0 | 0.459412 | -0.103587 | 0.740579 | 0.800576 | 0 | -0.496028 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.001596 | 1 | 94,733 |
-0.498004 | -0.473343 | -0.411491 | 0.740579 | -2.784503 | -1.329392 | -0.496028 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000399 | 0.001995 | 1 | 94,734 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | 0.305454 | -0.287628 | -0.503758 | -0.000571 | -0.6 | 0.628626 | 1.414214 | 0.000399 | 0.001596 | 1 | 94,735 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | 0.494204 | -0.519521 | -0.507623 | -0.000286 | -0.6 | 0.628626 | 1.414214 | 0.000599 | 0.000997 | 1 | 94,736 |
0 | -0.473343 | 0.204441 | 3.411355 | -0.145271 | -0.43528 | -0.507623 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000997 | 1 | 94,737 |
0 | 0.148183 | 0.204441 | 0.738802 | -1.454967 | -0.971018 | -0.507194 | 0.000032 | -0.6 | 0.628626 | 1.414214 | 0 | 0.001395 | 1 | 94,738 |
0 | -0.162549 | 0.204441 | 0.738802 | -1.40315 | -1.132165 | -0.507194 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.002391 | 1 | 94,739 |
0.497507 | 0.148183 | 1.12705 | 0.738802 | -2.205525 | -1.942037 | -0.507194 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000399 | 0.000997 | 1 | 94,740 |
0 | -0.473343 | 0.512039 | 1.627878 | -0.31633 | -0.358374 | -0.513636 | -0.000476 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000997 | 1 | 94,741 |
0 | -0.473343 | -0.41057 | 0.738802 | -1.11919 | -0.716748 | -0.518145 | -0.000333 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000997 | 1 | 94,742 |
0 | -0.473343 | 0.512039 | 3.408691 | -1.080536 | -1.132165 | -0.518145 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000598 | 1 | 94,743 |
0 | -0.473343 | 0.512039 | 3.408691 | -4.029688 | -2.554681 | -0.518145 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000997 | 1 | 94,744 |
-0.497507 | -1.094869 | -0.41057 | 0.738802 | 0.075268 | -0.104104 | -0.516212 | 0.000143 | -0.6 | 0.628626 | 1.414214 | -0.000399 | 0.001395 | 1 | 94,745 |
0 | 0.148183 | -0.410939 | 3.411355 | -0.39606 | -0.358374 | -0.516212 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000598 | 1 | 94,746 |
0 | -0.473343 | -0.410939 | 1.630541 | -0.542885 | -0.971018 | -0.494095 | 0.001635 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000997 | 1 | 94,747 |
-0.746633 | 3.252102 | -1.026564 | 0.740579 | 0.503793 | 0 | -0.494095 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000599 | 0.001994 | 1 | 94,748 |
-0.498004 | -0.473343 | -0.411491 | 3.415801 | -0.120132 | -0.161147 | -0.494095 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000399 | 0.001397 | 1 | 94,749 |
0.498004 | 0.148804 | 1.127664 | 0.740579 | -1.414263 | -1.942037 | -0.477346 | 0.001238 | -0.6 | 0.628626 | 1.414214 | 0.000399 | 0.002591 | 1 | 94,750 |
1.24414 | 2.012763 | 0.512039 | 0.738802 | 0.476125 | 0 | -0.476487 | 0.000063 | -0.6 | 0.628626 | 1.414214 | 0.000998 | 0.001594 | 1 | 94,751 |
-0.248729 | -0.473343 | -1.02595 | 0.738802 | -0.869753 | -1.132165 | -0.476487 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000199 | 0.001395 | 1 | 94,752 |
0.248729 | 0.769214 | 0.819513 | 3.408691 | -0.602594 | -0.222127 | -0.484432 | -0.000587 | -0.6 | 0.628626 | 1.414214 | 0.000199 | 0.000997 | 1 | 94,753 |
0 | -0.473343 | 0.512039 | 1.627878 | -4.029688 | -2.554681 | -0.484432 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.001196 | 1 | 94,754 |
0 | -0.473343 | -0.41057 | 0.738802 | -1.824163 | -1.132165 | -0.477775 | 0.000492 | -0.6 | 0.628626 | 1.414214 | 0 | 0.001594 | 1 | 94,755 |
-0.497507 | -1.094869 | -0.41057 | 1.630541 | -0.332733 | -0.358374 | -0.477775 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000399 | 0.002391 | 1 | 94,756 |
0 | -0.473343 | 0.204441 | 3.411355 | -1.099534 | -1.583663 | -0.477775 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.00259 | 1 | 94,757 |
0 | 0.148183 | 0.204441 | 0.738802 | -2.27797 | -1.583663 | -0.488297 | -0.000778 | -0.6 | 0.628626 | 1.414214 | 0 | 0.003385 | 1 | 94,758 |
0 | -0.473343 | 0.512039 | 0.738802 | -4.029688 | -2.554681 | -0.498819 | -0.000778 | -0.6 | 0.628626 | 1.414214 | 0 | 0.003385 | 1 | 94,759 |
0.497507 | 0.148183 | 0.512039 | 0.738802 | -1.983352 | -1.329392 | -0.495598 | 0.000238 | -0.6 | 0.628626 | 1.414214 | 0.000399 | 0.002589 | 1 | 94,760 |
0 | -0.473343 | -0.102973 | 0.738802 | -0.265338 | -0.43528 | -0.499034 | -0.000254 | -0.6 | 0.628626 | 1.414214 | 0 | 0.002987 | 1 | 94,761 |
-1.24414 | -0.473343 | -1.02595 | 1.630541 | 0.723469 | 0 | -0.499034 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000998 | 0.00458 | 1 | 94,762 |
0 | 0.459412 | -0.411491 | 1.630541 | 0.948974 | 0.177365 | -0.494095 | 0.000365 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004779 | 1 | 94,763 |
0 | 1.080938 | -1.027486 | 3.411355 | 1.752286 | 1.134889 | -0.494095 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.005573 | 1 | 94,764 |
0 | -0.473343 | 0.512039 | 3.411355 | -4.029688 | -2.554681 | -0.497316 | -0.000238 | -0.6 | 0.628626 | 1.414214 | 0 | 0.00597 | 1 | 94,765 |
0 | -0.473343 | 0.512039 | 1.630541 | -4.029688 | -2.554681 | -0.497316 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.005573 | 1 | 94,766 |
0 | -0.473343 | 0.512039 | 1.630541 | -0.51581 | -0.612644 | -0.497316 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.005573 | 1 | 94,767 |
0 | 0.148555 | 0.512039 | 3.413132 | -0.055867 | -0.358374 | -0.485076 | 0.000905 | -0.6 | 0.628626 | 1.414214 | 0 | 0.005573 | 1 | 94,768 |
0 | 0.459412 | 0.512039 | 0.738802 | -0.269044 | -0.519521 | -0.485076 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.006169 | 1 | 94,769 |
0.746633 | 0.459412 | 1.127418 | 0.738802 | -1.613993 | -1.583663 | -0.486794 | -0.000127 | -0.6 | 0.628626 | 1.414214 | 0.000599 | 0.00557 | 1 | 94,770 |
0 | -0.473343 | 0.204441 | 1.630541 | -0.572589 | -0.43528 | -0.486794 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004975 | 1 | 94,771 |
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