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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.231852 | 2.602999 | -0.402363 | 0.71948 | 0.922623 | 0.612644 | -0.537471 | 0 | -1 | -0.535898 | -0.385986 | 0.000988 | -0.002372 | 0 | 95,072 |
3.197132 | 3.520776 | 2.033334 | 1.596322 | 0.255849 | 0.451498 | -0.531673 | 0.000429 | -1 | -0.535898 | -0.385986 | 0.002563 | -0.004342 | 0 | 95,073 |
-1.966496 | -0.473343 | -1.918917 | 0.71948 | 0.421672 | 0.660432 | -0.531673 | 0 | -1 | -0.535898 | -0.385986 | -0.001577 | -0.003359 | 0 | 95,074 |
-1.230636 | -1.088126 | -1.922756 | 1.601529 | -0.16659 | 0.216654 | -0.532747 | -0.000079 | -1 | -0.535898 | -0.385986 | -0.000987 | -0.001976 | 0 | 95,075 |
0.738527 | 1.064069 | -0.40146 | 0.71948 | 0.826232 | 0.660432 | -0.532747 | 0 | -1 | -0.535898 | -0.385986 | 0.000592 | -0.00158 | 0 | 95,076 |
-0.492303 | 1.063159 | -0.400919 | 0.721219 | 0.73925 | 0.290351 | -0.525231 | 0.000556 | -1 | -0.535898 | -0.385986 | -0.000395 | -0.001383 | 0 | 95,077 |
0.984412 | 0.756465 | -0.40128 | 0.71948 | 0.097511 | -0.287628 | -0.525231 | 0 | -1 | -0.535898 | -0.385986 | 0.000789 | -0.000987 | 0 | 95,078 |
1.229423 | 1.062553 | -0.400559 | 0.717744 | 0.428446 | 0.535739 | -0.525231 | 0 | -1 | -0.535898 | -0.385986 | 0.000986 | -0.00138 | 0 | 95,079 |
0 | 0.447468 | -1.007758 | 0.717744 | 0.464423 | 0.093124 | -0.528667 | -0.000254 | -1 | -0.535898 | -0.385986 | 0 | -0.00296 | 0 | 95,080 |
0.737073 | 1.980946 | -0.39966 | 1.596322 | 0.623517 | 0.660432 | -0.528667 | 0 | -1 | -0.535898 | -0.385986 | 0.000591 | -0.002563 | 0 | 95,081 |
-1.228697 | -0.473343 | -1.918917 | 1.598923 | 0.782725 | 0.612644 | -0.503758 | 0.001841 | -1 | -0.535898 | -0.385986 | -0.000985 | -0.000986 | 0 | 95,082 |
-0.737799 | -0.780522 | -1.312616 | 0.71948 | 0.815582 | -0.161147 | -0.503758 | 0 | -1 | -0.535898 | -0.385986 | -0.000592 | 0.000592 | 1 | 95,083 |
0.737799 | 1.062553 | 0.512039 | 1.598923 | 0.989129 | 0.636861 | -0.508911 | -0.000381 | -1 | -0.535898 | -0.385986 | 0.000592 | 0 | 0 | 95,084 |
-3.200287 | -0.473343 | -4.358515 | 0.722961 | 0.572988 | 0.902996 | -0.508911 | 0 | -1 | -0.785587 | -0 | -0.002566 | 0.002566 | 1 | 95,085 |
-0.246516 | -0.473343 | -1.012265 | 0.722961 | 0.173573 | 0.290351 | -0.508911 | 0 | -1 | -0.785587 | -0 | -0.000198 | 0.002172 | 1 | 95,086 |
-0.986553 | -0.473343 | -1.622831 | 3.373476 | 0.711996 | 0.562124 | -0.491304 | 0.001302 | -1 | -0.785587 | -0 | -0.000791 | 0.003949 | 1 | 95,087 |
0.739988 | 0.451111 | 0.512039 | 1.606757 | 0.505123 | 0.216654 | -0.491304 | 0 | -1 | -0.785587 | -0 | 0.000593 | 0.002961 | 1 | 95,088 |
1.232339 | 1.066195 | 0.207178 | 3.369114 | -0.188097 | -0.05052 | -0.502255 | -0.00081 | -1 | -0.785587 | -0 | 0.000988 | 0.002367 | 1 | 95,089 |
0 | -0.473343 | -0.401821 | 3.367371 | -0.787942 | -0.971018 | -0.502255 | 0 | -1 | -0.785587 | -0 | 0 | 0.002958 | 1 | 95,090 |
-2.465896 | 0.142047 | -2.841431 | 0.724708 | 0.544513 | 0.660432 | -0.504617 | -0.000175 | -1 | -0.785587 | -0 | -0.001977 | 0.004344 | 1 | 95,091 |
0 | 0.143264 | 0.206876 | 1.609379 | 0.021782 | 0.290351 | -0.501181 | 0.000254 | -1 | -0.785587 | -0 | 0 | 0.004344 | 1 | 95,092 |
0 | -0.473343 | -0.40363 | 0.724708 | 0.120785 | -0.104104 | -0.501181 | 0 | -1 | -0.785587 | -0 | 0 | 0.003359 | 1 | 95,093 |
0.246809 | -0.165009 | 0.206876 | 0.724708 | 0.337711 | 0.421534 | -0.495813 | 0.000397 | -1 | -0.785587 | -0 | 0.000198 | 0.003752 | 1 | 95,094 |
0.24676 | 0.451293 | -0.098226 | 1.606757 | 0.415261 | 0.421534 | -0.495813 | 0 | -1 | -0.785587 | -0 | 0.000198 | 0.002963 | 1 | 95,095 |
1.23307 | 1.067108 | 0.81702 | 1.60414 | 0.437069 | 0.047788 | -0.493236 | 0.00019 | -1 | -0.785587 | -0 | 0.000989 | 0.002763 | 1 | 95,096 |
-0.246516 | 0.142411 | -0.097502 | 0.722961 | 0.058412 | -0.287628 | -0.493236 | 0 | -1 | -0.785587 | -0 | -0.000198 | 0.003749 | 1 | 95,097 |
0.492984 | 0.758166 | 0.816779 | 1.60414 | -0.07297 | -0.222127 | -0.488297 | 0.000365 | -1 | -0.785587 | -0 | 0.000395 | 0.003747 | 1 | 95,098 |
0.492789 | 0.14229 | -0.707043 | 1.60414 | -0.169078 | -0.222127 | -0.488297 | 0 | -1 | -0.785587 | -0 | 0.000395 | 0.003942 | 1 | 95,099 |
-0.985773 | -0.781129 | -1.316223 | 0.722961 | 0.548041 | -0.161147 | -0.488297 | 0 | -1 | -0.785587 | -0 | -0.00079 | 0.004733 | 1 | 95,100 |
0.246516 | 1.065891 | -0.097623 | 1.60414 | 0.911896 | 0.920498 | -0.497745 | -0.000698 | -1 | -0.785587 | -0 | 0.000198 | 0.004929 | 1 | 95,101 |
-1.23307 | 0.142411 | -1.012265 | 1.606757 | 0.743751 | 0.727593 | -0.497745 | 0 | -1 | -0.785587 | -0 | -0.000989 | 0.005917 | 1 | 95,102 |
0.739988 | 0.451111 | -0.403268 | 0.722961 | 0.049156 | -0.161147 | -0.494739 | 0.000222 | -1 | -0.785587 | -0 | 0.000593 | 0.006307 | 1 | 95,103 |
1.232339 | 1.681585 | 0.207178 | 0.721219 | 0.507584 | 0.683391 | -0.494739 | 0 | -1 | -0.785587 | -0 | 0.000988 | 0.0063 | 1 | 95,104 |
-0.739257 | 0.142047 | -0.401821 | 3.367371 | 0.419028 | 0.508541 | -0.551643 | -0.004207 | -1 | -0.785587 | -0 | -0.000593 | 0.007089 | 1 | 95,105 |
0 | 0.450197 | -0.402363 | 0.722961 | 0.015064 | -0.222127 | -0.50977 | 0.003096 | -1 | -0.785587 | -0 | 0 | 0.007482 | 1 | 95,106 |
-0.493082 | 0.142411 | -0.402363 | 0.722961 | 0.326121 | 0.390518 | -0.517715 | -0.000587 | -1 | -0.785587 | -0 | -0.000395 | 0.008269 | 1 | 95,107 |
0 | -0.473343 | -0.402725 | 0.722961 | -0.323653 | -0.43528 | -0.517715 | 0 | -1 | -0.785587 | -0 | 0 | 0.008269 | 1 | 95,108 |
0.246565 | 0.142655 | 0.207178 | 3.37173 | -0.313105 | -0.358374 | -0.516642 | 0.000079 | -1 | -0.785587 | -0 | 0.000198 | 0.00866 | 1 | 95,109 |
-0.246565 | -0.473343 | -0.707525 | 1.606757 | 0.286241 | 0.325017 | -0.516642 | 0 | -1 | -0.785587 | -0 | -0.000198 | 0.008073 | 1 | 95,110 |
0 | -0.165314 | -0.402725 | 1.606757 | 0.021782 | -0.161147 | -0.535753 | -0.001413 | -1 | -0.785587 | -0 | 0 | 0.007877 | 1 | 95,111 |
0.493082 | 1.066195 | 0.207178 | 1.60414 | 0.488567 | 0.325017 | -0.535753 | 0 | -1 | -0.785587 | -0 | 0.000395 | 0.008854 | 1 | 95,112 |
0.739257 | 0.450197 | 0.512039 | 1.60414 | -0.88941 | -0.716748 | -0.535753 | 0 | -1 | -0.785587 | -0 | 0.000593 | 0.007869 | 1 | 95,113 |
-0.492789 | -0.165618 | -0.401821 | 1.60414 | 0.127474 | 0 | -0.521795 | 0.001032 | -1 | -0.785587 | -0 | -0.000395 | 0.007676 | 1 | 95,114 |
0 | 1.065283 | 0.512039 | 1.60414 | -0.493274 | -0.716748 | -0.523513 | -0.000127 | -1 | -0.785587 | -0 | 0 | 0.008656 | 1 | 95,115 |
0.985384 | 0.757679 | 0.816658 | 0.721219 | 0.281194 | 0.25427 | -0.523513 | 0 | -1 | -0.785587 | -0 | 0.00079 | 0.008062 | 1 | 95,116 |
-0.246273 | -0.473343 | -0.40146 | 0.721219 | -0.476941 | -0.716748 | -0.523513 | 0 | -1 | -0.785587 | -0 | -0.000197 | 0.00963 | 1 | 95,117 |
-0.739111 | -0.165679 | -0.706321 | 1.60414 | 0.270101 | 0.358374 | -0.506979 | 0.001222 | -1 | -0.785587 | -0 | -0.000593 | 0.010222 | 1 | 95,118 |
-0.246468 | 0.14229 | 0.207358 | 0.722961 | 1.162604 | 0.705768 | -0.511273 | -0.000317 | -1 | -0.785587 | -0 | -0.000198 | 0.010029 | 1 | 95,119 |
-0.246516 | -0.473343 | -1.012265 | 0.722961 | 0.628575 | 0.421534 | -0.511273 | 0 | -1 | -0.785587 | -0 | -0.000198 | 0.010031 | 1 | 95,120 |
-0.246565 | -0.165375 | -0.097623 | 0.722961 | 0.078097 | -0.612644 | -0.511273 | 0 | -1 | -0.785587 | -0 | -0.000198 | 0.011793 | 1 | 95,121 |
-1.233557 | 0.142655 | -1.318031 | 0.724708 | 0.868937 | 0.480479 | -0.514709 | -0.000254 | -1 | -0.785587 | -0 | -0.000989 | 0.011217 | 1 | 95,122 |
0.740281 | 1.067718 | 0.206876 | 1.606757 | 1.052051 | 0.920498 | -0.514709 | 0 | -1 | -0.785587 | -0 | 0.000594 | 0.010624 | 1 | 95,123 |
-0.740281 | 0.142898 | -0.708249 | 0.724708 | 0.301663 | 0.451498 | -0.538974 | -0.001794 | -1 | -0.785587 | -0 | -0.000594 | 0.012391 | 1 | 95,124 |
0.493569 | 0.143264 | 0.206876 | 3.373476 | 0.150283 | -0.358374 | -0.538974 | 0 | -1 | -0.785587 | -0 | 0.000396 | 0.018813 | 1 | 95,125 |
1.23307 | 1.067108 | -0.403268 | 0.722961 | 1.779799 | 1.402653 | -0.535323 | 0.00027 | -1 | -0.785587 | -0 | 0.000989 | 0.01763 | 1 | 95,126 |
-0.246516 | -0.473343 | -0.402363 | 0.722961 | 1.247493 | 1.034178 | -0.535323 | 0 | -1 | -0.785587 | -0 | -0.000198 | 0.01938 | 1 | 95,127 |
1.478368 | 1.373556 | -0.097623 | 0.721219 | 1.624156 | 1.382334 | -0.50977 | 0.001889 | -1 | -0.785587 | -0 | 0.001185 | 0.019551 | 1 | 95,128 |
0.738527 | 0.449286 | -0.40146 | 1.601529 | 0.921077 | 0.683391 | -0.50977 | 0 | -1 | -0.785587 | -0 | 0.000592 | 0.018959 | 1 | 95,129 |
-1.970379 | -0.473343 | -1.923718 | 0.721219 | 0.92053 | 0.480479 | -0.50977 | 0 | -1 | -0.785587 | -0 | -0.00158 | 0.021119 | 1 | 95,130 |
1.231852 | 1.988216 | 1.121338 | 3.364759 | 0.019551 | 0.177365 | -0.50977 | 0 | -1 | -0.785587 | -0 | 0.000988 | 0.019551 | 1 | 95,131 |
0.738527 | 1.064069 | 0.512039 | 1.601529 | 0.450806 | 0.216654 | -0.50977 | 0 | -1 | -0.785587 | -0 | 0.000592 | 0.016439 | 1 | 95,132 |
1.229908 | 1.063159 | -0.400919 | 1.598923 | 0.482676 | 0.25427 | -0.510415 | -0.000048 | -1 | -0.785587 | -0 | 0.000986 | 0.014093 | 1 | 95,133 |
0 | -0.473343 | -0.400019 | 3.358678 | 0.578848 | 0.451498 | -0.516212 | -0.000429 | -1 | -0.785587 | -0 | 0 | 0.016035 | 1 | 95,134 |
0 | 0.140834 | -0.400019 | 0.717744 | 0.540249 | 0.290351 | -0.516212 | 0 | -1 | -0.785587 | -0 | 0 | 0.017973 | 1 | 95,135 |
-0.737799 | 0.140834 | -0.400019 | 3.358678 | 0.800688 | 0.727593 | -0.516212 | 0 | -1 | -0.785587 | -0 | -0.000592 | 0.018177 | 1 | 95,136 |
1.229423 | 1.983365 | 2.031835 | 1.596322 | 0.84414 | 0.290351 | -0.503758 | 0.000921 | -1 | -0.785587 | -0 | 0.000986 | 0.018546 | 1 | 95,137 |
-0.491624 | 1.061041 | -0.39966 | 1.596322 | 0.646891 | 0.508541 | -0.503758 | 0 | -1 | -0.785587 | -0 | -0.000394 | 0.018553 | 1 | 95,138 |
0.491624 | 1.061645 | 0.208079 | 0.717744 | 0.221548 | 0 | -0.513421 | -0.000714 | -1 | -0.785587 | -0 | 0.000394 | 0.018159 | 1 | 95,139 |
0.737073 | 0.447468 | -0.39966 | 1.596322 | 1.128474 | 1.23748 | -0.513421 | 0 | -1 | -0.785587 | -0 | 0.000591 | 0.016019 | 1 | 95,140 |
-0.737073 | -0.473343 | -0.70296 | 3.356077 | 0.61561 | 0.390518 | -0.520936 | -0.000556 | -1 | -0.785587 | -0 | -0.000591 | 0.01467 | 1 | 95,141 |
0 | -0.166345 | -0.39966 | 0.717744 | 0.181689 | -0.05052 | -0.520936 | 0 | -1 | -0.785587 | -0 | 0 | 0.015253 | 1 | 95,142 |
-1.229423 | -0.780401 | -1.007758 | 1.598923 | 0.842678 | 0.866915 | -0.524587 | -0.00027 | -1 | -0.785587 | -0 | -0.000986 | 0.016238 | 1 | 95,143 |
0.737799 | 0.448376 | -0.0963 | 3.360414 | 0.111742 | -0.161147 | -0.524587 | 0 | -1 | -0.785587 | -0 | 0.000592 | 0.015647 | 1 | 95,144 |
-0.737799 | -0.473343 | -1.312616 | 3.360414 | 0.829453 | 0.954497 | -0.535109 | -0.000778 | -1 | -1 | 0.614014 | -0.000592 | 0.015267 | 1 | 95,145 |
0.983636 | 1.062553 | 0.816118 | 0.717744 | 0.68281 | 0.508541 | -0.535109 | 0 | -1 | -1 | 0.614014 | 0.000789 | 0.016613 | 1 | 95,146 |
0.98286 | 1.368099 | 0.208139 | 0.716011 | 0.326121 | 0.177365 | -0.5379 | -0.000206 | -1 | -1 | 0.614014 | 0.000788 | 0.016988 | 1 | 95,147 |
0.49114 | 1.060135 | -0.095341 | 1.593726 | 0.496713 | 0.480479 | -0.5379 | 0 | -1 | -1 | 0.614014 | 0.000394 | 0.017561 | 1 | 95,148 |
0.736347 | 0.446562 | -4.960852 | 1.593726 | 0.783538 | -0.104104 | -0.540906 | -0.000222 | -1 | -1 | 0.614014 | 0.00059 | 0.016003 | 1 | 95,149 |
0 | -0.473343 | -0.398224 | 1.593726 | 0.773585 | 0.829298 | -0.540906 | 0 | -1 | -1 | 0.614014 | 0 | 0.014647 | 1 | 95,150 |
0.490657 | 1.670993 | 0.208677 | 1.591135 | 1.075205 | 1.018806 | -0.53382 | 0.000524 | -1 | -1 | 0.614014 | 0.000393 | 0.016191 | 1 | 95,151 |
0 | 0.445658 | 0.512039 | 1.591135 | 0.048307 | 0.25427 | -0.53382 | 0 | -1 | -1 | 0.614014 | 0 | 0.016578 | 1 | 95,152 |
1.225798 | 1.058025 | 0.512039 | 1.588549 | 1.439963 | 1.340237 | -0.540691 | -0.000508 | -1 | -1 | 0.614014 | 0.000983 | 0.013659 | 1 | 95,153 |
1.224595 | 1.668047 | 0.512039 | 1.585968 | 1.133504 | 0.587745 | -0.540691 | 0 | -1 | -1 | 0.614014 | 0.000982 | 0.013645 | 1 | 95,154 |
0.244775 | 1.055021 | 0.512039 | 1.585968 | 0.467675 | 0.290351 | -0.540691 | 0 | -1 | -1 | 0.614014 | 0.000196 | 0.013449 | 1 | 95,155 |
0.489405 | 0.138062 | 0.209451 | 1.585968 | -0.065651 | -0.222127 | -0.543698 | -0.000222 | -1 | -1 | 0.614014 | 0.000392 | 0.014024 | 1 | 95,156 |
0.489213 | 1.054122 | 0.20957 | 0.709116 | 1.260899 | 1.350951 | -0.536826 | 0.000508 | -1 | -1 | 0.614014 | 0.000392 | 0.013632 | 1 | 95,157 |
0 | -0.473343 | 0.209689 | 0.709116 | -0.586741 | -0.971018 | -0.536826 | 0 | -1 | -1 | 0.614014 | 0 | 0.016529 | 1 | 95,158 |
0.733461 | 0.442956 | 0.512039 | 1.583392 | 0.831803 | 0.829298 | -0.543053 | -0.00046 | -1 | -1 | 0.614014 | 0.000588 | 0.014204 | 1 | 95,159 |
-0.978043 | -0.778716 | -1.301883 | 0.709116 | 0.952345 | 0.866915 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.000784 | 0.014408 | 1 | 95,160 |
-0.244631 | -0.16779 | -0.697954 | 1.585968 | 1.035179 | 0.885139 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.000196 | 0.013637 | 1 | 95,161 |
1.711408 | 2.58009 | -0.395545 | 0.7074 | 1.514615 | 1.575441 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0.001372 | 0.013232 | 1 | 95,162 |
-0.488734 | -0.473343 | -0.998822 | 1.583392 | 0.968821 | 0.612644 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.000392 | 0.013624 | 1 | 95,163 |
-0.733461 | -0.473343 | -0.999415 | 1.583392 | 1.022301 | 0.562124 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.000588 | 0.014212 | 1 | 95,164 |
1.222195 | 1.968925 | 0.512039 | 1.580822 | 1.586312 | 1.212927 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0.00098 | 0.013619 | 1 | 95,165 |
0.244295 | 0.442059 | -0.092128 | 1.580822 | 0.939709 | 1.018806 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0.000196 | 0.014003 | 1 | 95,166 |
1.708729 | 1.661341 | -1.300817 | 1.578256 | 1.556069 | 1.350951 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0.00137 | 0.012633 | 1 | 95,167 |
0 | -0.168627 | -0.69464 | 1.578256 | 0.986539 | 0.987236 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0 | 0.011086 | 1 | 95,168 |
-0.487969 | -0.168627 | -1.298333 | 1.578256 | 0.545397 | 0.660432 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.000391 | 0.013024 | 1 | 95,169 |
-0.244056 | 0.136268 | 0.210339 | 1.578256 | 0.924617 | 0.76969 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.000196 | 0.01264 | 1 | 95,170 |
1.951115 | 2.572927 | 0.512039 | 1.575696 | 1.412441 | 1.661932 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0.001564 | 0.012041 | 1 | 95,171 |
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