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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.494058 | 0.143875 | 1.122786 | 1.609379 | -2.784503 | -1.942037 | -0.509556 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000396 | 0.002571 | 1 | 94,972 |
0.74072 | 0.76036 | 0.512039 | 0.724708 | -0.297252 | 0 | -0.509556 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000594 | 0.001977 | 1 | 94,973 |
1.233557 | 1.067718 | 0.206876 | 1.606757 | -0.135198 | -0.287628 | -0.508267 | 0.000095 | -0.6 | -0.267949 | -0.517638 | 0.000989 | 0.000395 | 1 | 94,974 |
-0.739988 | -0.781433 | -0.402725 | 1.606757 | 0.397878 | 0.451498 | -0.503973 | 0.000317 | -0.6 | -0.267949 | -0.517638 | -0.000593 | 0.001581 | 1 | 94,975 |
0 | 0.451111 | 0.512039 | 0.724708 | -0.158577 | -0.222127 | -0.503973 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0.002568 | 1 | 94,976 |
0.246711 | 0.451111 | 0.81702 | 1.606757 | -0.025549 | -1.329392 | -0.503973 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000198 | 0.001778 | 1 | 94,977 |
0.493277 | 0.142898 | 0.81696 | 0.722961 | -1.414263 | -1.942037 | -0.497101 | 0.000508 | -0.6 | -0.267949 | -0.517638 | 0.000395 | 0.001383 | 1 | 94,978 |
0.493082 | 0.142655 | 1.121579 | 1.60414 | -0.396991 | -0.834771 | -0.497101 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000395 | 0.001777 | 1 | 94,979 |
0.246468 | 0.450197 | 0.512039 | 1.60414 | 1.414504 | 0.848307 | -0.51428 | -0.00127 | -0.6 | -0.267949 | -0.517638 | 0.000198 | 0.00079 | 1 | 94,980 |
0.985384 | 0.757679 | 0.207358 | 0.721219 | 0.588265 | 0.358374 | -0.51428 | 0 | -0.6 | -0.267949 | -0.517638 | 0.00079 | 0.001578 | 1 | 94,981 |
-0.246273 | -0.473343 | -1.01076 | 1.60414 | 1.035626 | 0.390518 | -0.521366 | -0.000524 | -0.6 | -0.267949 | -0.517638 | -0.000197 | 0.001184 | 1 | 94,982 |
-0.985579 | -1.704609 | -1.620722 | 0.722961 | 0.186036 | -0.222127 | -0.521366 | 0 | -0.6 | -0.267949 | -0.517638 | -0.00079 | 0.002566 | 1 | 94,983 |
0.739257 | 1.065587 | 0.512039 | 1.60414 | 0.852732 | 0.290351 | -0.528667 | -0.00054 | -0.6 | -0.267949 | -0.517638 | 0.000593 | 0.001973 | 1 | 94,984 |
-0.739257 | -0.473343 | -1.316223 | 1.60414 | 0.640204 | 0.451498 | -0.528667 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000593 | 0.00296 | 1 | 94,985 |
0.739257 | 1.065587 | 0.512039 | 0.721219 | 0.150992 | -0.05052 | -0.531888 | -0.000238 | -0.6 | -0.267949 | -0.517638 | 0.000593 | 0.002958 | 1 | 94,986 |
0 | -0.165618 | 0.207479 | 1.60414 | -0.245732 | -0.612644 | -0.531888 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0.002367 | 1 | 94,987 |
0 | -0.473343 | 0.207479 | 1.60414 | -1.613993 | -1.583663 | -0.529096 | 0.000206 | -0.6 | -0.267949 | -0.517638 | 0 | 0.002367 | 1 | 94,988 |
-0.492789 | -0.781129 | -0.401821 | 1.60414 | -1.233282 | -1.583663 | -0.529096 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000395 | 0.002762 | 1 | 94,989 |
-0.246468 | -0.165496 | -0.707043 | 1.60414 | 0.960898 | 0.421534 | -0.523084 | 0.000444 | -0.6 | -0.267949 | -0.517638 | -0.000198 | 0.002566 | 1 | 94,990 |
-0.986358 | 0.142411 | -1.012265 | 1.606757 | 0.529266 | 0.451498 | -0.523084 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000791 | 0.003357 | 1 | 94,991 |
0.986358 | 0.758896 | 0.81696 | 0.722961 | -0.375949 | -1.132165 | -0.528452 | -0.000397 | -0.6 | -0.267949 | -0.517638 | 0.000791 | 0.002566 | 1 | 94,992 |
0 | -0.473343 | 0.512039 | 1.60414 | -1.568019 | -1.583663 | -0.528452 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0.001974 | 1 | 94,993 |
1.231852 | 1.065587 | 1.121338 | 0.721219 | -0.616152 | -0.716748 | -0.52609 | 0.000175 | -0.6 | -0.267949 | -0.517638 | 0.000988 | 0.001578 | 1 | 94,994 |
-0.492595 | -0.473343 | -0.40146 | 1.601529 | -0.769659 | -1.132165 | -0.52609 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000395 | 0.001382 | 1 | 94,995 |
1.477201 | 1.372097 | 1.120977 | 0.71948 | 1.035477 | 0.562124 | -0.529955 | -0.000286 | -0.6 | -0.267949 | -0.517638 | 0.001184 | 0.000986 | 1 | 94,996 |
-0.246079 | -0.473343 | -1.618617 | 1.601529 | 1.126766 | 0.790009 | -0.529955 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000197 | 0.001183 | 1 | 94,997 |
-0.738527 | 0.14144 | -1.314418 | 1.601529 | 0.693251 | 0.216654 | -0.521795 | 0.000603 | -0.6 | -0.267949 | -0.517638 | -0.000592 | 0.001578 | 1 | 94,998 |
0 | 0.756708 | 0.512039 | 0.71948 | 0.931543 | 0.390518 | -0.521795 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0.001972 | 1 | 94,999 |
1.968436 | 1.985788 | 1.120737 | 1.598923 | -0.410193 | -0.287628 | -0.524801 | -0.000222 | -0.6 | -0.267949 | -0.517638 | 0.001578 | 0 | 0 | 95,000 |
-1.722211 | -1.395063 | -1.921315 | 1.601529 | 0.756799 | 0.562124 | -0.524801 | 0 | -0.6 | -0.267949 | -0.517638 | -0.001381 | 0.001381 | 1 | 95,001 |
-0.246224 | -0.1658 | -1.315139 | 0.721219 | 0.676816 | 0.421534 | -0.521366 | 0.000254 | -0.6 | -0.267949 | -0.517638 | -0.000197 | 0.002563 | 1 | 95,002 |
-0.246273 | -0.781008 | -1.01076 | 0.721219 | 0.191672 | -0.05052 | -0.521366 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000197 | 0.002761 | 1 | 95,003 |
-0.985579 | -0.165679 | -0.706321 | 1.60414 | 0.472318 | 0.093124 | -0.540691 | -0.001429 | -0.6 | -0.267949 | -0.517638 | -0.00079 | 0.00296 | 1 | 95,004 |
0 | 0.450197 | 0.512039 | 1.60414 | -0.094419 | -0.104104 | -0.540691 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0.001777 | 1 | 95,005 |
-0.246516 | 0.142411 | -0.402363 | 0.722961 | 0.798658 | 0.612644 | -0.523298 | 0.001286 | -0.6 | -0.267949 | -0.517638 | -0.000198 | 0.00079 | 1 | 95,006 |
-0.246565 | -0.473343 | -0.097623 | 3.37173 | -0.182962 | -0.104104 | -0.523298 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000198 | 0.00237 | 1 | 95,007 |
1.232339 | 1.066195 | 0.207178 | 3.369114 | 0.402217 | -0.43528 | -0.523298 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000988 | 0.001973 | 1 | 95,008 |
-0.492789 | -0.781129 | -1.316223 | 0.722961 | 0.379235 | -0.519521 | -0.523298 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000395 | 0.001777 | 1 | 95,009 |
0.492789 | 0.450015 | -1.316945 | 0.721219 | 1.173499 | 0.937661 | -0.524801 | -0.000111 | -0.6 | -0.267949 | -0.517638 | 0.000395 | 0.001973 | 1 | 95,010 |
0.246322 | 0.142047 | 0.512039 | 0.721219 | -0.019771 | -0.519521 | -0.511488 | 0.000984 | -0.6 | -0.267949 | -0.517638 | 0.000197 | 0.00079 | 1 | 95,011 |
0.246273 | 0.449468 | -0.097021 | 0.721219 | 0.298667 | -0.287628 | -0.511488 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000197 | 0.001578 | 1 | 95,012 |
-0.492595 | -1.088733 | -0.40146 | 0.721219 | -0.577694 | -0.834771 | -0.52566 | -0.001048 | -0.6 | -0.267949 | -0.517638 | -0.000395 | 0.001382 | 1 | 95,013 |
-0.739257 | -0.473343 | -0.401821 | 1.60414 | 0.201807 | -0.287628 | -0.52566 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000593 | 0.003157 | 1 | 95,014 |
0.985579 | 0.757923 | 0.512039 | 0.721219 | 0.135908 | 0.136247 | -0.525875 | -0.000016 | -0.6 | -0.267949 | -0.517638 | 0.00079 | 0.00217 | 1 | 95,015 |
-0.246322 | -0.781068 | -0.097021 | 0.721219 | -0.514662 | -0.519521 | -0.525875 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000197 | 0.002958 | 1 | 95,016 |
0 | 0.142047 | 0.207479 | 1.60414 | -1.779692 | -1.583663 | -0.509341 | 0.001222 | -0.6 | -0.267949 | -0.517638 | 0 | 0.001382 | 1 | 95,017 |
-0.739257 | -0.473343 | -0.401821 | 1.60414 | -2.724795 | -1.583663 | -0.509341 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000593 | 0.001974 | 1 | 95,018 |
1.970379 | 1.988216 | 1.121338 | 1.601529 | 0.127843 | 0.093124 | -0.504617 | 0.000349 | -0.6 | -0.267949 | -0.517638 | 0.00158 | 0.000395 | 1 | 95,019 |
-0.738527 | -0.165921 | -0.400919 | 1.601529 | 0.694475 | 0.325017 | -0.504617 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000592 | -0.001383 | 0 | 95,020 |
-0.492595 | -0.473343 | -0.40146 | 0.721219 | -0.535697 | -0.287628 | -0.502469 | 0.000159 | -0.6 | -0.267949 | -0.517638 | -0.000395 | -0.000593 | 0 | 95,021 |
0 | -0.473343 | 0.512039 | 0.721219 | -4.029688 | -2.554681 | -0.502469 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0.000395 | 1 | 95,022 |
0 | 0.142047 | 0.207479 | 0.721219 | -0.782395 | -1.329392 | -0.510844 | -0.000619 | -0.6 | -0.267949 | -0.517638 | 0 | 0.002958 | 1 | 95,023 |
-0.739257 | 0.142047 | -0.401821 | 1.601529 | -0.485594 | -0.971018 | -0.510844 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000593 | 0.001974 | 1 | 95,024 |
0.739257 | 1.065587 | 0.512039 | 0.721219 | 0.598654 | 0.216654 | -0.510844 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000593 | 0.000395 | 1 | 95,025 |
1.231122 | 1.064676 | 0.207479 | 0.71948 | 0.149573 | -0.287628 | -0.536612 | -0.001905 | -0.6 | -0.535898 | -0.385986 | 0.000987 | 0 | 0 | 95,026 |
-0.738527 | 0.14144 | -0.400919 | 0.71948 | 0.052117 | 0.093124 | -0.531243 | 0.000397 | -1 | -0.535898 | -0.385986 | -0.000592 | 0.000197 | 1 | 95,027 |
0 | 1.064069 | -0.40146 | 0.71948 | 0.967564 | 0.987236 | -0.531243 | 0 | -1 | -0.535898 | -0.385986 | 0 | 0.000987 | 1 | 95,028 |
0.984606 | 1.064069 | 1.120737 | 0.71948 | 0.323252 | 0.177365 | -0.525875 | 0.000397 | -1 | -0.535898 | -0.385986 | 0.000789 | 0.001183 | 1 | 95,029 |
-0.984606 | -0.165982 | -0.705118 | 0.71948 | 0.663487 | 0.25427 | -0.525875 | 0 | -1 | -0.535898 | -0.385986 | -0.000789 | 0.001972 | 1 | 95,030 |
1.968436 | 1.985788 | 2.033334 | 0.717744 | 0.319842 | -0.05052 | -0.536182 | -0.000762 | -1 | -0.535898 | -0.385986 | 0.001578 | 0.000985 | 1 | 95,031 |
-0.737799 | -0.473343 | -0.400019 | 1.598923 | 0.306263 | 0.177365 | -0.536182 | 0 | -1 | -0.535898 | -0.385986 | -0.000592 | 0.000592 | 1 | 95,032 |
0.737799 | 0.448376 | -0.400559 | 3.358678 | -0.561267 | -0.834771 | -0.536182 | 0 | -1 | -0.535898 | -0.385986 | 0.000592 | -0.000592 | 0 | 95,033 |
0 | -0.473343 | -0.400019 | 3.358678 | -0.04826 | -0.43528 | -0.540906 | -0.000349 | -1 | -0.535898 | -0.385986 | 0 | 0 | 0 | 95,034 |
0.491624 | 0.140834 | 1.119777 | 1.596322 | -0.042745 | -0.222127 | -0.540906 | 0 | -1 | -0.535898 | -0.385986 | 0.000394 | -0.00296 | 0 | 95,035 |
0.737073 | 0.754285 | 0.512039 | 0.716011 | 0.151701 | -0.104104 | -0.540906 | 0 | -1 | -0.535898 | -0.385986 | 0.000591 | -0.003749 | 0 | 95,036 |
-0.737073 | -0.473343 | -1.310819 | 1.596322 | 0.523234 | 0.136247 | -0.540906 | 0 | -1 | -0.535898 | -0.385986 | -0.000591 | -0.003949 | 0 | 95,037 |
0 | -0.473343 | -0.39966 | 0.717744 | -0.363512 | -0.519521 | -0.544986 | -0.000302 | -1 | -0.535898 | -0.385986 | 0 | -0.003355 | 0 | 95,038 |
0 | -0.473343 | -1.007758 | 3.358678 | -0.156744 | -0.43528 | -0.541336 | 0.00027 | -1 | -0.535898 | -0.385986 | 0 | -0.002367 | 0 | 95,039 |
-0.491624 | -1.08752 | -1.007758 | 1.598923 | 0.154173 | 0.093124 | -0.541336 | 0 | -1 | -0.535898 | -0.385986 | -0.000394 | -0.001973 | 0 | 95,040 |
0 | -0.473343 | -0.400019 | 1.598923 | -1.326103 | -1.329392 | -0.549281 | -0.000587 | -1 | -0.535898 | -0.385986 | 0 | -0.00395 | 0 | 95,041 |
0 | -0.166224 | -1.312616 | 3.358678 | 0.719583 | 0.660432 | -0.549281 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.00395 | 0 | 95,042 |
-0.737799 | -0.166224 | -0.400019 | 1.598923 | 0.593321 | 0 | -0.549281 | 0 | -1 | -0.535898 | -0.385986 | -0.000592 | -0.003359 | 0 | 95,043 |
0.737799 | 0.755495 | -0.400559 | 1.598923 | 0.475125 | -0.05052 | -0.552287 | -0.000222 | -1 | -0.535898 | -0.385986 | 0.000592 | -0.003752 | 0 | 95,044 |
-0.737799 | -0.473343 | -0.400019 | 1.598923 | -0.38409 | -1.132165 | -0.552287 | 0 | -1 | -0.535898 | -0.385986 | -0.000592 | -0.002963 | 0 | 95,045 |
0.983636 | 0.755495 | 1.120137 | 0.717744 | -0.373261 | -0.971018 | -0.552931 | -0.000048 | -1 | -0.535898 | -0.385986 | 0.000789 | -0.002763 | 0 | 95,046 |
0 | -0.166285 | -0.399839 | 0.717744 | 0.74982 | 0.216654 | -0.552931 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.002961 | 0 | 95,047 |
-0.245836 | -0.473343 | -0.09582 | 0.717744 | -1.02993 | -1.329392 | -0.544986 | 0.000587 | -1 | -0.535898 | -0.385986 | -0.000197 | -0.002368 | 0 | 95,048 |
0.491624 | 0.140834 | 0.512039 | 0.717744 | -0.172831 | -0.834771 | -0.544986 | 0 | -1 | -0.535898 | -0.385986 | 0.000394 | -0.002367 | 0 | 95,049 |
-0.491624 | -0.780401 | -1.007758 | 0.717744 | 0.800012 | 0.136247 | -0.543483 | 0.000111 | -1 | -0.535898 | -0.385986 | -0.000394 | -0.002764 | 0 | 95,050 |
0 | 0.754769 | 0.208079 | 0.717744 | 0.488958 | 0.325017 | -0.543483 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.002566 | 0 | 95,051 |
1.228697 | 1.061645 | 0.208079 | 1.596322 | 0.251117 | 0.358374 | -0.529955 | 0.001 | -1 | -0.535898 | -0.385986 | 0.000985 | -0.00454 | 0 | 95,052 |
0 | -0.166527 | -0.399121 | 0.716011 | 0.424741 | 0.136247 | -0.529955 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.003946 | 0 | 95,053 |
-0.737073 | -0.166527 | -1.918917 | 1.596322 | 0.492267 | -0.05052 | -0.511488 | 0.001365 | -1 | -0.535898 | -0.385986 | -0.000591 | -0.002367 | 0 | 95,054 |
-1.475453 | 0.140592 | -1.920355 | 0.71948 | 1.07749 | 1.003162 | -0.511488 | 0 | -1 | -0.535898 | -0.385986 | -0.001183 | -0.001777 | 0 | 95,055 |
-1.477201 | -0.165982 | -1.618617 | 3.364759 | 0.560394 | 0.727593 | -0.511488 | 0 | -1 | -0.535898 | -0.385986 | -0.001184 | -0.000593 | 0 | 95,056 |
1.723231 | 2.601178 | 1.120977 | 0.71948 | 0.519732 | 0.390518 | -0.525016 | -0.001 | -1 | -0.535898 | -0.385986 | 0.001382 | -0.00237 | 0 | 95,057 |
0.737799 | 0.448376 | -0.400559 | 0.717744 | -0.206443 | -0.519521 | -0.525016 | 0 | -1 | -0.535898 | -0.385986 | 0.000592 | -0.002961 | 0 | 95,058 |
-0.737799 | -0.166224 | -0.400019 | 1.598923 | 0.600421 | 0.216654 | -0.531029 | -0.000444 | -1 | -0.535898 | -0.385986 | -0.000592 | -0.002172 | 0 | 95,059 |
0.737799 | 1.062553 | 0.512039 | 1.598923 | 0.764654 | 0.535739 | -0.531029 | 0 | -1 | -0.535898 | -0.385986 | 0.000592 | -0.002961 | 0 | 95,060 |
-1.229908 | -0.166224 | -1.312616 | 0.71948 | 0.690248 | 0.587745 | -0.531029 | 0 | -1 | -0.535898 | -0.385986 | -0.000986 | -0.001975 | 0 | 95,061 |
1.229908 | 1.370278 | 1.120377 | 1.598923 | 0.395581 | 0.093124 | -0.528237 | 0.000206 | -1 | -0.535898 | -0.385986 | 0.000986 | -0.002566 | 0 | 95,062 |
-0.737799 | -0.473343 | -1.312616 | 0.71948 | 0.363135 | 0.25427 | -0.518574 | 0.000714 | -1 | -0.535898 | -0.385986 | -0.000592 | -0.001382 | 0 | 95,063 |
1.475163 | 1.676488 | -0.400559 | 1.596322 | 0.59559 | 0.047788 | -0.518574 | 0 | -1 | -0.535898 | -0.385986 | 0.001183 | -0.002959 | 0 | 95,064 |
-0.245739 | 0.140471 | -0.703439 | 1.596322 | 0.840897 | 0.636861 | -0.513636 | 0.000365 | -1 | -0.535898 | -0.385986 | -0.000197 | -0.002762 | 0 | 95,065 |
0.737073 | 0.447468 | 0.512039 | 1.596322 | -0.186166 | -0.43528 | -0.513636 | 0 | -1 | -0.535898 | -0.385986 | 0.000591 | -0.002563 | 0 | 95,066 |
-1.966496 | -0.78022 | -1.918917 | 0.717744 | 0.461152 | 0.390518 | -0.535538 | -0.001619 | -1 | -0.535898 | -0.385986 | -0.001577 | -0.001184 | 0 | 95,067 |
0 | 1.062553 | 0.512039 | 1.598923 | 0.592996 | 0.480479 | -0.535538 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.001777 | 0 | 95,068 |
0 | 0.141197 | -0.400559 | 1.598923 | -1.302585 | -0.971018 | -0.521366 | 0.001048 | -1 | -0.535898 | -0.385986 | 0 | -0.001974 | 0 | 95,069 |
-2.95557 | 0.448376 | -3.446457 | 0.722961 | 1.320363 | 1.382334 | -0.521366 | 0 | -1 | -0.535898 | -0.385986 | -0.00237 | 0.000198 | 1 | 95,070 |
0.493082 | 0.142655 | -1.012868 | 3.369114 | 1.240177 | 1.284631 | -0.537471 | -0.001191 | -1 | -0.535898 | -0.385986 | 0.000395 | -0.000395 | 0 | 95,071 |
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