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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 | -0.410939 | 1.630541 | -1.335791 | -1.329392 | -0.480782 | 0.000444 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004379 | 1 | 94,772 |
0 | -0.473343 | 0.204441 | 1.630541 | -0.461066 | -0.716748 | -0.480782 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004975 | 1 | 94,773 |
0 | -0.473343 | 0.512039 | 1.630541 | -4.029688 | -2.554681 | -0.493236 | -0.000921 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004379 | 1 | 94,774 |
0 | -0.473343 | 0.512039 | 1.630541 | -4.029688 | -2.554681 | -0.493236 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004975 | 1 | 94,775 |
-0.746633 | -1.406098 | -0.410939 | 1.630541 | -2.014844 | -1.942037 | -0.491304 | 0.000143 | -0.6 | 0.628626 | 1.414214 | -0.000599 | 0.005573 | 1 | 94,776 |
0.248927 | 0.148555 | 0.819759 | 1.630541 | -1.847779 | -1.942037 | -0.491304 | 0 | -0.6 | 0.628626 | 1.414214 | 0.0002 | 0.005374 | 1 | 94,777 |
-0.248927 | 0.148431 | 0.204318 | 1.630541 | -0.700318 | -0.287628 | -0.490015 | 0.000095 | -0.6 | 0.628626 | 1.414214 | -0.0002 | 0.005573 | 1 | 94,778 |
0.746633 | 0.459412 | 1.127418 | 0.738802 | 0.007354 | -0.519521 | -0.490015 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000599 | 0.005372 | 1 | 94,779 |
0.248778 | -0.162549 | 0.512039 | 0.738802 | -2.670782 | -1.942037 | -0.490015 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000199 | 0.005767 | 1 | 94,780 |
0.248729 | -0.162611 | 0.204502 | 1.627878 | 0.130789 | -0.519521 | -0.484003 | 0.000444 | -0.6 | 0.628626 | 1.414214 | 0.000199 | 0.005568 | 1 | 94,781 |
0 | 0.458482 | 0.512039 | 3.406917 | 0.483268 | 0.480479 | -0.484003 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.004973 | 1 | 94,782 |
0.745888 | 1.079389 | 0.512039 | 3.406917 | -0.094419 | -0.161147 | -0.485506 | -0.000111 | -0.6 | 0.628626 | 1.414214 | 0.000598 | 0.003978 | 1 | 94,783 |
0 | -0.473343 | 0.512039 | 3.406917 | -4.029688 | -2.554681 | -0.485506 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.003978 | 1 | 94,784 |
0 | 0.147564 | -0.102605 | 3.406917 | -0.033836 | -0.104104 | -0.498175 | -0.000937 | -0.6 | 0.464102 | 0.614014 | 0 | 0.004375 | 1 | 94,785 |
0 | -0.473343 | 0.204747 | 3.406917 | -0.269044 | -0.519521 | -0.498175 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.003382 | 1 | 94,786 |
0 | -0.473343 | 0.512039 | 3.406917 | -4.029688 | -2.554681 | -0.498175 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.003581 | 1 | 94,787 |
0.497011 | 1.078461 | 0.204747 | 1.625219 | 0.583824 | 0.480479 | -0.505261 | -0.000524 | -0.6 | 0.464102 | 0.614014 | 0.000398 | 0.003182 | 1 | 94,788 |
1.241662 | 1.077843 | 0.512039 | 0.735257 | 0.188364 | -0.43528 | -0.505261 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000996 | 0.002584 | 1 | 94,789 |
-1.241662 | -1.093632 | -1.022888 | 1.625219 | 0.332846 | 0.358374 | -0.502899 | 0.000175 | -0.6 | 0.464102 | 0.614014 | -0.000996 | 0.003579 | 1 | 94,790 |
0 | 0.457554 | -0.409651 | 1.625219 | 0.562627 | -0.519521 | -0.503328 | -0.000032 | -0.6 | 0.464102 | 0.614014 | 0 | 0.003579 | 1 | 94,791 |
0 | -0.473343 | 0.512039 | 3.404258 | -0.980857 | -1.132165 | -0.503328 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.002984 | 1 | 94,792 |
-0.497011 | -0.473343 | -0.409651 | 0.737028 | -0.994068 | -1.329392 | -0.503328 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000398 | 0.003382 | 1 | 94,793 |
0.497011 | 0.147564 | -0.410019 | 0.737028 | 0.205038 | -0.222127 | -0.503328 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000398 | 0.002984 | 1 | 94,794 |
0 | -0.473343 | 0.512039 | 0.737028 | -4.029688 | -2.554681 | -0.497316 | 0.000444 | -0.6 | 0.464102 | 0.614014 | 0 | 0.002984 | 1 | 94,795 |
-0.994221 | -1.09425 | -0.717004 | 1.627878 | -0.226781 | -0.358374 | -0.497316 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000797 | 0.004376 | 1 | 94,796 |
0.497209 | 0.458296 | 0.819391 | 0.737028 | -0.272775 | -0.612644 | -0.497316 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000399 | 0.003382 | 1 | 94,797 |
0.497011 | 0.147564 | 0.204747 | 1.627878 | 0.194633 | -0.222127 | -0.487224 | 0.000746 | -0.6 | 0.464102 | 0.614014 | 0.000398 | 0.002586 | 1 | 94,798 |
-1.2429 | -1.09425 | -1.024417 | 3.406917 | -0.824392 | -1.132165 | -0.487009 | 0.000016 | -0.6 | 0.464102 | 0.614014 | -0.000997 | 0.002987 | 1 | 94,799 |
1.988046 | 2.010286 | 2.048494 | 1.625219 | -0.217878 | -0.287628 | -0.487009 | 0 | -0.6 | 0.464102 | 0.614014 | 0.001594 | 0.000995 | 1 | 94,800 |
0 | -0.473343 | -0.409101 | 1.625219 | -1.598251 | -1.583663 | -0.487009 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.001194 | 1 | 94,801 |
-0.496714 | -0.78358 | -0.409101 | 1.625219 | -2.784503 | -1.329392 | -0.490445 | -0.000254 | -0.6 | 0.464102 | 0.614014 | -0.000398 | 0.002784 | 1 | 94,802 |
-0.248431 | 0.147193 | 0.204931 | 1.625219 | -3.117607 | -1.583663 | -0.490445 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000199 | 0.002984 | 1 | 94,803 |
0.248431 | 0.147317 | 0.819146 | 1.625219 | -2.926925 | -1.942037 | -0.490874 | -0.000032 | -0.6 | 0.464102 | 0.614014 | 0.000199 | 0.000796 | 1 | 94,804 |
0.496714 | 0.147193 | 0.204931 | 3.402488 | 0.105247 | 0.093124 | -0.490874 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000398 | 0.000398 | 1 | 94,805 |
0.496517 | 0.146946 | 1.125826 | 3.399835 | -1.613993 | -1.132165 | -0.507408 | -0.001222 | -0.6 | 0.464102 | 0.614014 | 0.000398 | -0.000398 | 0 | 94,806 |
0.248184 | 0.456628 | 0.512039 | 1.622566 | -0.01027 | -0.222127 | -0.507408 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000199 | 0.000398 | 1 | 94,807 |
0.992243 | 0.766249 | 0.205237 | 0.73349 | -0.617526 | -0.716748 | -0.515783 | -0.000619 | -0.6 | 0.464102 | 0.614014 | 0.000796 | -0.000199 | 0 | 94,808 |
0 | -0.473343 | -0.407818 | 1.619918 | -0.687724 | -1.329392 | -0.515783 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000398 | 0 | 94,809 |
-0.496023 | -0.473343 | -0.407818 | 0.73349 | 0.099843 | 0.325017 | -0.514065 | 0.000127 | -0.6 | 0.464102 | 0.614014 | -0.000398 | 0 | 0 | 94,810 |
0.496023 | 0.765756 | 1.125215 | 1.619918 | -0.390504 | -1.132165 | -0.514065 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000398 | -0.000398 | 0 | 94,811 |
0.743665 | 0.455704 | 0.512039 | 0.731727 | -0.420786 | -1.132165 | -0.50569 | 0.000619 | -0.6 | 0.464102 | 0.614014 | 0.000596 | -0.000994 | 0 | 94,812 |
0.24779 | 0.145714 | 0.512039 | 0.731727 | -1.532365 | -1.583663 | -0.50569 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000199 | -0.001193 | 0 | 94,813 |
0.990667 | 0.764279 | 0.205724 | 0.729967 | 0.706304 | 0.480479 | -0.501396 | 0.000317 | -0.6 | 0.464102 | 0.614014 | 0.000794 | -0.002584 | 0 | 94,814 |
0.495039 | 0.1451 | 0.205967 | 0.729967 | -1.953519 | -0.971018 | -0.501396 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000397 | -0.002384 | 0 | 94,815 |
-0.495039 | -1.091786 | -0.405993 | 0.729967 | 0.370881 | -0.05052 | -0.501396 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000397 | -0.001987 | 0 | 94,816 |
0 | 0.1451 | 0.205967 | 0.729967 | -2.252779 | -1.329392 | -0.505046 | -0.00027 | -0.6 | 0.464102 | 0.614014 | 0 | -0.001987 | 0 | 94,817 |
0 | -0.473343 | 0.512039 | 0.729967 | -4.029688 | -2.554681 | -0.505046 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000596 | 0 | 94,818 |
0.742484 | 1.072304 | 0.205967 | 1.614638 | 0.365324 | -0.161147 | -0.502469 | 0.000191 | -0.6 | 0.464102 | 0.614014 | 0.000595 | -0.001191 | 0 | 94,819 |
0 | 0.762561 | 0.20615 | 1.614638 | 1.184418 | 0.421534 | -0.502469 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.001191 | 0 | 94,820 |
-0.742484 | -0.164275 | -1.324206 | 1.617275 | 0.795939 | 0.987236 | -0.513636 | -0.000825 | -0.6 | 0.464102 | 0.614014 | -0.000595 | -0.000993 | 0 | 94,821 |
-0.742927 | -1.401468 | -0.406357 | 1.617275 | -2.331983 | -1.942037 | -0.513636 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000596 | 0 | 0 | 94,822 |
0.742927 | 0.454782 | 0.818231 | 1.617275 | -1.330926 | -1.329392 | -0.513206 | 0.000032 | -0.6 | 0.464102 | 0.614014 | 0.000596 | -0.000794 | 0 | 94,823 |
-0.742927 | -0.473343 | -0.406357 | 1.617275 | 0.019551 | 0.093124 | -0.513206 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000596 | -0.000397 | 0 | 94,824 |
0.742927 | 0.454782 | 1.124363 | 0.729967 | -2.22866 | -1.942037 | -0.508052 | 0.000381 | -0.6 | 0.464102 | 0.614014 | 0.000596 | -0.000993 | 0 | 94,825 |
0 | -0.473343 | -0.406357 | 0.729967 | -0.328588 | -0.43528 | -0.508052 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000993 | 0 | 94,826 |
0 | -0.473343 | 0.512039 | 0.729967 | -4.029688 | -2.554681 | -0.49839 | 0.000714 | -0.6 | 0.464102 | 0.614014 | 0 | 0 | 0 | 94,827 |
0 | -0.473343 | 0.205967 | 0.729967 | -1.638459 | -1.583663 | -0.49839 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.000397 | 1 | 94,828 |
0.495039 | 1.072304 | 0.205967 | 1.614638 | -0.045245 | -0.358374 | -0.50977 | -0.000841 | -0.6 | 0.464102 | 0.614014 | 0.000397 | 0 | 0 | 94,829 |
0.74219 | 1.071691 | 0.512039 | 1.614638 | -0.373261 | -0.612644 | -0.50977 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000595 | -0.000992 | 0 | 94,830 |
0 | -0.473343 | -0.405446 | 1.614638 | -1.606067 | -1.329392 | -0.508911 | 0.000064 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000992 | 0 | 94,831 |
-0.74219 | -0.473343 | -0.405446 | 3.386616 | -0.364392 | -0.222127 | -0.508911 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000595 | -0.000198 | 0 | 94,832 |
-0.495039 | -1.091786 | -0.405993 | 3.386616 | -0.298818 | -1.132165 | -0.519218 | -0.000762 | -0.6 | 0.464102 | 0.614014 | -0.000397 | 0 | 0 | 94,833 |
0 | 0.1451 | 0.205967 | 0.729967 | -0.826377 | -1.583663 | -0.519218 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.000992 | 1 | 94,834 |
0.495039 | 0.1451 | 0.205967 | 0.729967 | 0.078902 | 0.290351 | -0.518789 | 0.000032 | -0.6 | 0.464102 | 0.614014 | 0.000397 | 0.001586 | 1 | 94,835 |
-1.237965 | -1.091786 | -1.018317 | 1.617275 | -0.698728 | -0.716748 | -0.518789 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000993 | 0.002579 | 1 | 94,836 |
0.247691 | 0.145468 | 0.818231 | 1.617275 | -2.048189 | -1.942037 | -0.518145 | 0.000048 | -0.6 | 0.464102 | 0.614014 | 0.000199 | 0.001786 | 1 | 94,837 |
0 | 0.145345 | 0.205846 | 1.617275 | -1.461028 | -1.329392 | -0.518145 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.001984 | 1 | 94,838 |
0.495235 | 0.145345 | 0.81817 | 1.617275 | -2.670782 | -1.942037 | -0.519004 | -0.000063 | -0.6 | 0.464102 | 0.614014 | 0.000397 | 0.001983 | 1 | 94,839 |
0 | -0.473343 | -0.100165 | 1.617275 | -0.741581 | -0.716748 | -0.519004 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.001983 | 1 | 94,840 |
0 | -0.473343 | 0.512039 | 1.617275 | -4.029688 | -2.554681 | -0.519004 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.000992 | 1 | 94,841 |
-0.742927 | -1.401468 | -0.406357 | 1.617275 | -2.670782 | -1.942037 | -0.517501 | 0.000111 | -0.6 | 0.464102 | 0.614014 | -0.000596 | 0.001588 | 1 | 94,842 |
0 | 0.145468 | 0.512039 | 1.617275 | -1.485942 | -1.329392 | -0.517501 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.001588 | 1 | 94,843 |
0 | 0.454782 | 0.512039 | 1.617275 | -2.670782 | -1.583663 | -0.514709 | 0.000206 | -0.6 | 0.464102 | 0.614014 | 0 | 0.001588 | 1 | 94,844 |
0 | 0.454782 | -0.406905 | 1.617275 | 0.494011 | 0.535739 | -0.514709 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.001984 | 1 | 94,845 |
0.742927 | 0.454782 | 0.512039 | 0.729967 | -0.854923 | -0.834771 | -0.507194 | 0.000556 | -0.6 | 0.249689 | 0 | 0.000596 | 0.001983 | 1 | 94,846 |
-0.742927 | -0.473343 | -0.406357 | 1.617275 | -0.128195 | -0.612644 | -0.507194 | 0 | -0.6 | 0.249689 | 0 | -0.000596 | 0.002579 | 1 | 94,847 |
-0.49553 | -0.473343 | -0.406905 | 0.731727 | 0.241229 | -0.287628 | -0.503758 | 0.000254 | -0.6 | 0.249689 | 0 | -0.000397 | 0.002381 | 1 | 94,848 |
-0.743665 | -0.473343 | -0.40727 | 1.619918 | 0.558498 | 0.683391 | -0.503758 | 0 | -0.6 | 0.249689 | 0 | -0.000596 | 0.003968 | 1 | 94,849 |
-0.496023 | -0.473343 | -0.407818 | 0.73349 | -1.316578 | -0.971018 | -0.497531 | 0.00046 | -0.6 | 0.249689 | 0 | -0.000398 | 0.004366 | 1 | 94,850 |
0.248036 | 0.146329 | 0.512039 | 0.73349 | -1.193912 | -1.329392 | -0.497531 | 0 | -0.6 | 0.249689 | 0 | 0.000199 | 0.004167 | 1 | 94,851 |
1.487182 | 1.384566 | -0.714803 | 1.622566 | -0.331071 | -0.43528 | -0.50569 | -0.000603 | -0.6 | 0.249689 | 0 | 0.001192 | 0.001984 | 1 | 94,852 |
0 | -0.473343 | 0.512039 | 1.622566 | -4.029688 | -2.554681 | -0.50569 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.002579 | 1 | 94,853 |
-2.479623 | -2.64112 | -2.553237 | 1.622566 | -0.632862 | -0.358374 | -0.508482 | -0.000206 | -0.6 | 0.249689 | 0 | -0.001988 | 0.003972 | 1 | 94,854 |
0 | -0.473343 | 0.512039 | 1.622566 | -0.947885 | -1.132165 | -0.508482 | 0 | -0.6 | 0.249689 | 0 | 0 | -0.004388 | 0 | 94,855 |
-0.496517 | -0.473343 | -0.408734 | 0.735257 | -0.758966 | -0.519521 | -0.508482 | 0 | -0.6 | 0.249689 | 0 | -0.000398 | 0.004965 | 1 | 94,856 |
1.240921 | 1.076917 | 1.125826 | 0.73349 | 0.010087 | -0.287628 | -0.508482 | 0 | -0.6 | 0.249689 | 0 | 0.000995 | 0.002979 | 1 | 94,857 |
0.248036 | 0.146329 | 0.205359 | 0.73349 | -1.437163 | -1.132165 | -0.503758 | 0.000349 | -0.6 | 0.249689 | 0 | 0.000199 | 0.002978 | 1 | 94,858 |
-0.248036 | -0.163538 | -0.10126 | 0.73349 | -2.331983 | -1.329392 | -0.503758 | 0 | -0.6 | 0.249689 | 0 | -0.000199 | 0.001987 | 1 | 94,859 |
0 | -0.473343 | -0.408184 | 1.622566 | -1.275594 | -0.519521 | -0.497745 | 0.000444 | -0.6 | 0.249689 | 0 | 0 | 0.001391 | 1 | 94,860 |
0 | -0.473343 | -0.408184 | 1.622566 | -0.893872 | -1.132165 | -0.497745 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.001391 | 1 | 94,861 |
0 | -0.473343 | 0.512039 | 1.622566 | -4.029688 | -2.554681 | -0.497745 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.001987 | 1 | 94,862 |
0 | -0.473343 | -0.408184 | 1.622566 | -1.38688 | -0.971018 | -0.497745 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.000994 | 1 | 94,863 |
-0.744405 | -1.403314 | -0.408184 | 1.622566 | -1.925177 | -1.329392 | -0.496457 | 0.000095 | -0.6 | 0.249689 | 0 | -0.000597 | 0.001591 | 1 | 94,864 |
0.744405 | 0.456628 | 1.125581 | 0.73349 | -2.27797 | -1.942037 | -0.496457 | 0 | -0.6 | 0.249689 | 0 | 0.000597 | 0.000994 | 1 | 94,865 |
0 | -0.473343 | 0.512039 | 0.73349 | -4.029688 | -2.554681 | -0.507194 | -0.000794 | -0.6 | 0.249689 | 0 | 0 | 0.003177 | 1 | 94,866 |
0 | -0.473343 | 0.512039 | 0.73349 | -4.029688 | -2.554681 | -0.507194 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.006344 | 1 | 94,867 |
1.735218 | 1.694434 | 1.125215 | 0.731727 | 0.361181 | 0.25427 | -0.542624 | -0.002619 | -0.6 | 0.249689 | 0 | 0.001391 | 0.005941 | 1 | 94,868 |
0 | 0.454782 | 0.512039 | 3.391014 | 0.28063 | 0.290351 | -0.542624 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.003964 | 1 | 94,869 |
0 | -0.473343 | 0.512039 | 0.731727 | -4.029688 | -2.554681 | -0.503973 | 0.002857 | -0.6 | 0.249689 | 0 | 0 | 0.002975 | 1 | 94,870 |
-0.49553 | -0.473343 | -0.406905 | 0.731727 | -1.582933 | -1.329392 | -0.503973 | 0 | -0.6 | 0.249689 | 0 | -0.000397 | 0.003372 | 1 | 94,871 |
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