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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.951115 | 1.048156 | -1.899903 | 1.578256 | 1.687977 | 1.676787 | -0.543053 | 0 | -1 | -1 | 0.614014 | -0.001564 | 0.015149 | 1 | 95,172 |
0 | 0.136388 | -0.695349 | 1.578256 | 1.193557 | 1.174769 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0 | 0.015534 | 1 | 95,173 |
1.463622 | 1.964149 | 1.115378 | 1.575696 | 0.666492 | 0.636861 | -0.543053 | 0 | -1 | -1 | 0.614014 | 0.001173 | 0.014361 | 1 | 95,174 |
8.503733 | 11.359738 | 1.717067 | 3.290351 | 2.24462 | 2.220524 | -0.287739 | 0.018875 | -1 | 0.732051 | 2.346065 | 0.006818 | 0.007543 | 1 | 95,175 |
-0.242161 | 0.736179 | -0.985323 | 3.290351 | 1.229075 | 1.161674 | -0.509126 | -0.016367 | -1 | 0.732051 | 2.346065 | -0.000194 | 0.008315 | 1 | 95,176 |
1.935972 | 3.454937 | -0.985614 | 1.555389 | 2.221307 | 2.082948 | -0.509126 | 0 | -1 | 0.732051 | 2.346065 | 0.001552 | 0.005799 | 1 | 95,177 |
1.691514 | 3.147495 | -1.28253 | 3.279448 | 1.752958 | 1.412641 | -0.59008 | -0.005985 | -1 | 0.732051 | 2.346065 | 0.001356 | 0.003479 | 1 | 95,178 |
0 | 1.034317 | -3.972211 | 0.687074 | 1.462965 | 0.971018 | -0.59008 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.001548 | 1 | 95,179 |
0.724233 | 1.034317 | -0.383769 | 1.550362 | 1.728978 | 1.161674 | -0.602963 | -0.000952 | -1 | 0.732051 | 2.346065 | 0.000581 | 0.001354 | 1 | 95,180 |
-0.724233 | 0.129546 | -1.87655 | 0.687074 | 1.289465 | 1.318413 | -0.602963 | 0 | -1 | 0.732051 | 2.346065 | -0.000581 | 0.001934 | 1 | 95,181 |
-3.143211 | 0.431428 | -3.373557 | 0.691438 | 0.632528 | 0.866915 | -0.571398 | 0.002334 | -1 | 0.732051 | 2.346065 | -0.00252 | 0.004068 | 1 | 95,182 |
-1.695785 | -0.473343 | -4.583945 | 0.693797 | 0.974651 | 1.134889 | -0.571398 | 0 | -1 | 0.732051 | 2.346065 | -0.00136 | 0.00446 | 1 | 95,183 |
2.421845 | 2.552224 | -0.387252 | 1.556901 | 1.178725 | 0.829298 | -0.559158 | 0.000905 | -1 | 0.732051 | 2.346065 | 0.001942 | 0.001938 | 1 | 95,184 |
2.417151 | 2.546361 | -0.385507 | 3.277775 | 0.881282 | 0.587745 | -0.559158 | 0 | -1 | 0.732051 | 2.346065 | 0.001938 | 0 | 0 | 95,185 |
-0.483056 | 1.034317 | -0.383769 | 0.687074 | 0.584649 | 0.480479 | -0.559158 | 0 | -1 | 0.732051 | 2.346065 | -0.000387 | -0.000581 | 0 | 95,186 |
1.689877 | 1.63779 | 0.213378 | 0.685402 | 2.138729 | 1.078752 | -0.567318 | -0.000603 | -1 | 0.732051 | 2.346065 | 0.001355 | -0.000387 | 0 | 95,187 |
-0.482588 | -0.473343 | -1.875625 | 3.277775 | 1.691332 | 1.460951 | -0.57011 | -0.000206 | -1 | 0.732051 | 2.346065 | -0.000387 | -0.000581 | 0 | 95,188 |
0 | 0.129546 | -0.383248 | 0.685402 | 0.378286 | 0.25427 | -0.57011 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.000581 | 0 | 95,189 |
-1.932223 | 0.129546 | -1.87655 | 3.281959 | 1.064702 | 0.848307 | -0.57011 | 0 | -1 | 0.732051 | 2.346065 | -0.001549 | 0.000581 | 1 | 95,190 |
-2.419496 | 1.035777 | -2.47891 | 1.555389 | 0.507962 | 0.216654 | -0.586429 | -0.001206 | -1 | 0.732051 | 2.346065 | -0.00194 | 0.001552 | 1 | 95,191 |
0.726342 | 1.945232 | 0.512039 | 0.690429 | 0.367021 | -0.104104 | -0.586429 | 0 | -1 | 0.732051 | 2.346065 | 0.000582 | 0.001358 | 1 | 95,192 |
0 | 1.037826 | -0.385855 | 1.55791 | 1.131057 | 1.121185 | -0.611338 | -0.001841 | -1 | 0.732051 | 2.346065 | 0 | 0.001939 | 1 | 95,193 |
0 | -0.473343 | -1.284272 | 1.55791 | -0.409239 | -0.716748 | -0.611338 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.001939 | 1 | 95,194 |
-1.210805 | -1.380749 | -1.284272 | 0.692111 | 0.361915 | 0.093124 | -0.608117 | 0.000238 | -1 | 0.732051 | 2.346065 | -0.000971 | 0.00291 | 1 | 95,195 |
2.66222 | 2.852521 | 1.110925 | 0.68875 | 0.742879 | 0.562124 | -0.642689 | -0.002556 | -1 | 0.732051 | 2.346065 | 0.002134 | 0.00271 | 1 | 95,196 |
1.449729 | 2.242548 | 0.810872 | 1.550362 | 0.786433 | 0.358374 | -0.60146 | 0.003048 | -1 | 0.732051 | 2.346065 | 0.001162 | 0.001548 | 1 | 95,197 |
1.206821 | 1.034317 | -0.383769 | 0.685402 | 0.582998 | 0.325017 | -0.60146 | 0 | -1 | 0.732051 | 2.346065 | 0.000968 | 0.001546 | 1 | 95,198 |
-1.206821 | -0.473343 | -0.979818 | 0.685402 | 1.41313 | 0.451498 | -0.620786 | -0.001429 | -1 | 0.732051 | 2.346065 | -0.000968 | 0.003093 | 1 | 95,199 |
-1.691514 | 1.034317 | -1.877938 | 3.283635 | 1.4428 | 1.392552 | -0.668241 | -0.003508 | -1 | 0.732051 | 2.346065 | -0.001356 | 0.004835 | 1 | 95,200 |
2.415747 | 2.544606 | 0.213089 | 3.279448 | 0.378524 | 0.451498 | -0.599742 | 0.005064 | -1 | 0.732051 | 2.346065 | 0.001937 | 0.002126 | 1 | 95,201 |
0.482588 | 0.129546 | -1.279056 | 0.685402 | 1.438248 | 0.866915 | -0.599742 | 0 | -1 | 0.732051 | 2.346065 | 0.000387 | 0.001932 | 1 | 95,202 |
-2.414812 | -0.774758 | -2.473119 | 0.687074 | 1.059162 | 0.971018 | -0.620357 | -0.001524 | -1 | 0.732051 | 2.346065 | -0.001936 | 0.003482 | 1 | 95,203 |
1.20799 | 1.940548 | 1.109533 | 3.279448 | -0.423709 | 0.047788 | -0.620357 | 0 | -1 | 0.732051 | 2.346065 | 0.000969 | 0.003479 | 1 | 95,204 |
0 | 1.034317 | -0.383769 | 0.685402 | 1.291742 | 1.034178 | -0.619498 | 0.000063 | -1 | 0.732051 | 2.346065 | 0 | 0.003865 | 1 | 95,205 |
1.206821 | 1.034317 | 0.512039 | 1.550362 | 0.757164 | 0.535739 | -0.619498 | 0 | -1 | 0.732051 | 2.346065 | 0.000968 | 0.002511 | 1 | 95,206 |
0 | -0.473343 | -0.382902 | 0.685402 | 1.263294 | 0.76969 | -0.608761 | 0.000794 | -1 | 0.732051 | 2.346065 | 0 | 0.001932 | 1 | 95,207 |
3.613474 | 4.942186 | -0.382902 | 0.680403 | 2.304925 | 2.360178 | -0.608761 | 0 | -1 | 0.732051 | 2.346065 | 0.002897 | -0.001351 | 0 | 95,208 |
-2.166828 | -0.473343 | -2.464475 | 1.545354 | 1.158366 | 1.382334 | -0.589006 | 0.00146 | -1 | 0.732051 | 2.346065 | -0.001737 | 0.000772 | 1 | 95,209 |
-0.723113 | -0.774409 | -0.679947 | 3.2736 | -0.157966 | -0.104104 | -0.589006 | 0 | -1 | 0.732051 | 2.346065 | -0.00058 | 0.001931 | 1 | 95,210 |
-1.206121 | 0.128963 | -1.277323 | 1.547856 | -0.692414 | -0.716748 | -0.616921 | -0.002064 | -1 | 0.732051 | 2.346065 | -0.000967 | 0.002898 | 1 | 95,211 |
1.206121 | 1.635749 | 0.213667 | 3.2736 | 0.261126 | -0.104104 | -0.616921 | 0 | -1 | 0.732051 | 2.346065 | 0.000967 | 0.000966 | 1 | 95,212 |
0 | 0.128963 | 0.213956 | 1.547856 | -1.115866 | -0.971018 | -0.639897 | -0.001699 | -1 | 0.732051 | 2.346065 | 0 | 0.000387 | 1 | 95,213 |
0 | 0.128963 | -0.382383 | 1.547856 | -0.340273 | -0.971018 | -0.639897 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.00058 | 0 | 95,214 |
0.482122 | 0.128963 | -4.862289 | 0.683732 | 0.549973 | 0.480479 | -0.645695 | -0.000429 | -1 | 0.732051 | 2.346065 | 0.000387 | -0.000967 | 0 | 95,215 |
0.722834 | 0.42968 | -0.978376 | 1.545354 | 1.158905 | 1.018806 | -0.645695 | 0 | -1 | 0.732051 | 2.346065 | 0.00058 | -0.001933 | 0 | 95,216 |
0 | 1.030534 | -1.275594 | 1.545354 | 1.349449 | 0.954497 | -0.645695 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.002901 | 0 | 95,217 |
-1.928489 | -0.473343 | -1.871933 | 0.683732 | 0.475725 | 0.177365 | -0.591368 | 0.004016 | -1 | 0.732051 | 2.346065 | -0.001546 | -0.001355 | 0 | 95,218 |
1.928489 | 2.236774 | 1.108377 | 0.682066 | 0.414816 | -0.05052 | -0.602104 | -0.000794 | -1 | 0.732051 | 2.346065 | 0.001546 | -0.002514 | 0 | 95,219 |
-0.722834 | 0.128382 | -0.381519 | 1.545354 | 0.628117 | 0.136247 | -0.602104 | 0 | -1 | 0.732051 | 2.346065 | -0.00058 | -0.001354 | 0 | 95,220 |
1.20449 | 1.031405 | -0.382037 | 1.545354 | -0.209782 | -0.222127 | -0.607258 | -0.000381 | -1 | 0.732051 | 2.346065 | 0.000966 | -0.003287 | 0 | 95,221 |
1.924769 | 2.531801 | -0.976936 | 1.540365 | 1.374462 | 1.225289 | -0.607258 | 0 | -1 | 0.732051 | 2.346065 | 0.001543 | -0.003862 | 0 | 95,222 |
0.480728 | 0.127222 | -0.379796 | 1.537878 | 1.023671 | 0.937661 | -0.575693 | 0.002334 | -1 | 0.732051 | 2.346065 | 0.000385 | -0.005216 | 0 | 95,223 |
0 | 0.427071 | -0.379452 | 3.256977 | 0.301391 | 0.216654 | -0.575693 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.004829 | 0 | 95,224 |
0 | 0.126991 | -0.379452 | 1.537878 | -0.148869 | 0.047788 | -0.590294 | -0.001079 | -1 | 0.732051 | 2.346065 | 0 | -0.004829 | 0 | 95,225 |
0.720745 | 0.427071 | -0.974066 | 3.258634 | -0.563763 | -0.612644 | -0.590294 | 0 | -1 | 0.732051 | 2.346065 | 0.000578 | -0.003859 | 0 | 95,226 |
-1.201474 | -0.473343 | -1.270428 | 0.678744 | 0.856725 | 0.390518 | -0.574404 | 0.001175 | -1 | 0.732051 | 2.346065 | -0.000963 | -0.003476 | 0 | 95,227 |
-1.202632 | -0.473343 | -1.867334 | 0.680403 | 0.469496 | 0.358374 | -0.574404 | 0 | -1 | 0.732051 | 2.346065 | -0.000964 | -0.002511 | 0 | 95,228 |
-2.408749 | -0.473343 | -2.763707 | 1.545354 | -0.050278 | -0.05052 | -0.588576 | -0.001048 | -1 | 0.732051 | 2.346065 | -0.001931 | -0.000967 | 0 | 95,229 |
0.482122 | 1.633711 | -0.382383 | 1.545354 | 0.418807 | 0.562124 | -0.588576 | 0 | -1 | 0.732051 | 2.346065 | 0.000387 | -0.001354 | 0 | 95,230 |
0 | 0.42968 | -0.382037 | 0.683732 | -0.153702 | -0.43528 | -0.588576 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.002903 | 0 | 95,231 |
-0.482122 | 1.031405 | -0.382037 | 1.547856 | 0.616858 | 0.290351 | -0.601675 | -0.000968 | -1 | 0.732051 | 2.346065 | -0.000387 | -0.002516 | 0 | 95,232 |
-1.206121 | 0.128963 | -1.277323 | 0.685402 | 0.388866 | 0.25427 | -0.601675 | 0 | -1 | 0.732051 | 2.346065 | -0.000967 | -0.001937 | 0 | 95,233 |
-0.724233 | -0.473343 | -0.383248 | 3.281959 | -0.042247 | -0.43528 | -0.609191 | -0.000556 | -1 | 0.732051 | 2.346065 | -0.000581 | -0.001938 | 0 | 95,234 |
0 | -0.473343 | -1.877938 | 1.552873 | 0.674288 | 0.390518 | -0.609191 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.002908 | 0 | 95,235 |
-1.20799 | -0.473343 | -2.476011 | 1.552873 | 1.334632 | 0.971018 | -0.618209 | -0.000667 | -1 | 0.628626 | 1.414214 | -0.000969 | -0.002328 | 0 | 95,236 |
1.932223 | 2.543437 | 0.512039 | 0.685402 | 0.326121 | 0.866915 | -0.618209 | 0 | -1 | 0.628626 | 1.414214 | 0.001549 | -0.003877 | 0 | 95,237 |
-0.724233 | 0.129546 | -1.279056 | 1.550362 | 0.307339 | -0.104104 | -0.61735 | 0.000063 | -1 | 0.628626 | 1.414214 | -0.000581 | -0.003297 | 0 | 95,238 |
0 | 0.431428 | -0.383769 | 1.550362 | -0.126457 | 0 | -0.61735 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.003297 | 0 | 95,239 |
-0.483056 | 0.431428 | -0.383769 | 0.687074 | 0.02886 | 0.047788 | -0.61735 | 0 | -1 | 0.628626 | 1.414214 | -0.000387 | -0.003492 | 0 | 95,240 |
-1.208458 | 0.13013 | -1.878865 | 0.68875 | -0.022171 | 0.136247 | -0.567748 | 0.003667 | -1 | 0.628626 | 1.414214 | -0.000969 | -0.003496 | 0 | 95,241 |
0.483524 | 1.639835 | 0.213089 | 3.281959 | -0.417877 | -0.104104 | -0.562379 | 0.000397 | -1 | 0.628626 | 1.414214 | 0.000388 | -0.004857 | 0 | 95,242 |
0.724935 | 0.432304 | 1.109533 | 0.687074 | -2.621472 | -1.583663 | -0.562379 | 0 | -1 | 0.628626 | 1.414214 | 0.000581 | -0.005438 | 0 | 95,243 |
0 | -0.473343 | -1.280791 | 3.283635 | 0.407651 | 0.535739 | -0.568177 | -0.000429 | -1 | 0.628626 | 1.414214 | 0 | -0.004854 | 0 | 95,244 |
0 | -0.473343 | -0.384116 | 0.687074 | -0.919063 | -1.132165 | -0.568177 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.003492 | 0 | 95,245 |
2.41341 | 3.746066 | 0.213378 | 3.271098 | -0.004179 | 0.093124 | -0.600387 | -0.002381 | -1 | 0.628626 | 1.414214 | 0.001935 | -0.004456 | 0 | 95,246 |
0 | -0.473343 | 0.213956 | 0.683732 | -1.392252 | -0.971018 | -0.600387 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.004456 | 0 | 95,247 |
1.204956 | 1.633711 | 0.213956 | 0.682066 | 0.290413 | 0.047788 | -0.589221 | 0.000825 | -1 | 0.628626 | 1.414214 | 0.000966 | -0.005811 | 0 | 95,248 |
0.722415 | 0.729874 | -0.381519 | 1.542857 | 0.451224 | 0.885139 | -0.589221 | 0 | -1 | 0.628626 | 1.414214 | 0.000579 | -0.006001 | 0 | 95,249 |
0.481378 | 0.729178 | 0.809604 | 0.680403 | -0.131102 | -0.612644 | -0.590938 | -0.000127 | -1 | 0.628626 | 1.414214 | 0.000386 | -0.006387 | 0 | 95,250 |
-0.962941 | -0.473343 | -0.976074 | 0.682066 | 0.757407 | 0.25427 | -0.590938 | 0 | -1 | 0.628626 | 1.414214 | -0.000772 | -0.005615 | 0 | 95,251 |
0.240805 | -0.17251 | -0.083494 | 3.266935 | 0.324819 | 0.136247 | -0.590938 | 0 | -1 | 0.628626 | 1.414214 | 0.000193 | -0.005808 | 0 | 95,252 |
-0.481657 | 1.029953 | -0.381174 | 3.266935 | 0.06505 | -0.716748 | -0.603393 | -0.000921 | -1 | 0.628626 | 1.414214 | -0.000386 | -0.005811 | 0 | 95,253 |
1.203793 | 1.030534 | 0.214244 | 1.542857 | 1.130743 | 0.971018 | -0.603393 | 0 | -1 | 0.628626 | 1.414214 | 0.000965 | -0.006387 | 0 | 95,254 |
0.481192 | 1.029084 | 0.214531 | 0.680403 | 1.075067 | 0.705768 | -0.587932 | 0.001143 | -1 | 0.628626 | 1.414214 | 0.000386 | -0.005221 | 0 | 95,255 |
-0.481192 | -0.473343 | -0.9755 | 3.265272 | 0.46279 | 0.451498 | -0.595018 | -0.000524 | -1 | 0.628626 | 1.414214 | -0.000386 | -0.005417 | 0 | 95,256 |
-0.722136 | -1.375495 | -1.273869 | 1.542857 | 0.276385 | 0.047788 | -0.595018 | 0 | -1 | 0.628626 | 1.414214 | -0.000579 | -0.004062 | 0 | 95,257 |
-0.481657 | -1.075068 | -0.976936 | 1.545354 | -0.04675 | -0.43528 | -0.596307 | -0.000095 | -1 | 0.628626 | 1.414214 | -0.000386 | -0.00387 | 0 | 95,258 |
0.481657 | 1.030534 | -0.381519 | 1.542857 | -0.01027 | 0.047788 | -0.596307 | 0 | -1 | 0.628626 | 1.414214 | 0.000386 | -0.004644 | 0 | 95,259 |
0.722136 | 1.630866 | 1.107226 | 0.680403 | 0.846015 | 0.902996 | -0.596307 | 0 | -1 | 0.628626 | 1.414214 | 0.000579 | -0.004447 | 0 | 95,260 |
0 | 0.127801 | 0.214531 | 0.680403 | 0.383718 | 0.177365 | -0.586859 | 0.000698 | -1 | 0.628626 | 1.414214 | 0 | -0.002511 | 0 | 95,261 |
-1.203793 | -0.473343 | -1.273869 | 0.682066 | 0.561425 | 0.358374 | -0.586859 | 0 | -1 | 0.628626 | 1.414214 | -0.000965 | -0.001546 | 0 | 95,262 |
-0.722834 | 0.128382 | -1.275594 | 3.2736 | 0.506828 | 0.562124 | -0.586859 | 0 | -1 | 0.628626 | 1.414214 | -0.00058 | -0.001354 | 0 | 95,263 |
-1.205655 | -1.075649 | -1.873316 | 1.547856 | -0.053828 | 0.093124 | -0.586859 | 0 | -1 | 0.628626 | 1.414214 | -0.000967 | -0.000774 | 0 | 95,264 |
0 | -0.473343 | 0.512039 | 0.685402 | -0.153702 | -0.971018 | -0.579128 | 0.000571 | -1 | 0.628626 | 1.414214 | 0 | -0.000968 | 0 | 95,265 |
-0.482588 | -0.473343 | -0.979818 | 0.685402 | -0.324472 | -0.519521 | -0.593086 | -0.001032 | -1 | 0.628626 | 1.414214 | -0.000387 | -0.000581 | 0 | 95,266 |
-1.207289 | 0.129546 | -1.87655 | 0.687074 | 0.605847 | 0.358374 | -0.593086 | 0 | -1 | 0.628626 | 1.414214 | -0.000968 | 0.000387 | 1 | 95,267 |
0 | 1.034901 | 0.213378 | 0.687074 | 0.279784 | 0.25427 | -0.594804 | -0.000127 | -1 | 0.628626 | 1.414214 | 0 | 0.000968 | 1 | 95,268 |
0.483056 | 1.034901 | 0.213378 | 3.279448 | -0.404497 | -1.132165 | -0.594804 | 0 | -1 | 0.628626 | 1.414214 | 0.000387 | 0.000968 | 1 | 95,269 |
0.724233 | 1.938213 | 1.108954 | 0.685402 | 0.494011 | 0.325017 | -0.594804 | 0 | -1 | 0.628626 | 1.414214 | 0.000581 | 0.000387 | 1 | 95,270 |
-1.207289 | -0.473343 | -1.87655 | 1.550362 | 0.089272 | 0.390518 | -0.594804 | 0 | -1 | 0.628626 | 1.414214 | -0.000968 | 0.001355 | 1 | 95,271 |
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