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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.483056 | 0.431428 | -0.981263 | 1.552873 | 0.983447 | 1.078752 | -0.620142 | -0.000175 | -1 | 0.249689 | 0 | -0.000387 | 0.001355 | 1 | 95,372 |
-0.724935 | -0.473343 | -0.384116 | 3.283635 | 0.533432 | 0.866915 | -0.620142 | 0 | -1 | 0.249689 | 0 | -0.000581 | 0.001549 | 1 | 95,373 |
0.241692 | 0.13048 | 0.512039 | 1.552873 | 0.328458 | 0.480479 | -0.620142 | 0 | -1 | 0.249689 | 0 | 0.000194 | 0.001355 | 1 | 95,374 |
0.483243 | 0.130363 | 0.810757 | 1.552873 | -2.851252 | -1.583663 | -0.626584 | -0.000476 | -1 | 0.249689 | 0 | 0.000387 | 0.001935 | 1 | 95,375 |
-0.724935 | -1.378991 | -0.384116 | 1.552873 | -1.186356 | -1.583663 | -0.626584 | 0 | -1 | 0.249689 | 0 | -0.000581 | 0.002903 | 1 | 95,376 |
0 | 0.432304 | -0.085687 | 0.68875 | -0.029434 | -0.612644 | -0.626584 | 0 | -1 | 0.249689 | 0 | 0 | 0.00271 | 1 | 95,377 |
0 | -0.473343 | 0.512039 | 0.68875 | -4.029688 | -2.554681 | -0.626584 | 0 | -1 | 0.249689 | 0 | 0 | 0.00271 | 1 | 95,378 |
0 | -0.473343 | 0.512039 | 0.68875 | -1.024263 | -1.942037 | -0.628946 | -0.000175 | -1 | 0.249689 | 0 | 0 | 0.002516 | 1 | 95,379 |
0.241692 | 0.432304 | 0.512039 | 1.552873 | -0.233028 | 0 | -0.622074 | 0.000508 | -1 | 0.249689 | 0 | 0.000194 | 0.002322 | 1 | 95,380 |
0.966299 | 0.733836 | 0.213263 | 3.279448 | -0.405442 | -0.358374 | -0.622074 | 0 | -1 | 0.249689 | 0 | 0.000775 | 0.001934 | 1 | 95,381 |
0.724233 | 0.732902 | 0.512039 | 0.685402 | 0.112501 | -0.358374 | -0.623577 | -0.000111 | -1 | 0.249689 | 0 | 0.000581 | 0.000967 | 1 | 95,382 |
0 | 0.129546 | 0.213667 | 0.685402 | 0.180007 | -0.43528 | -0.623577 | 0 | -1 | 0.249689 | 0 | 0 | 0.000967 | 1 | 95,383 |
0 | 0.129546 | 0.213667 | 1.550362 | -0.914399 | -0.716748 | -0.623577 | 0 | -1 | 0.249689 | 0 | 0 | 0.00116 | 1 | 95,384 |
-0.482775 | 0.129546 | -0.383248 | 1.550362 | 0.985564 | 0.809872 | -0.620571 | 0.000222 | -1 | 0.249689 | 0 | -0.000387 | 0.001741 | 1 | 95,385 |
0.482775 | 0.129779 | 0.213552 | 3.279448 | 0.050004 | 0.136247 | -0.620571 | 0 | -1 | 0.249689 | 0 | 0.000387 | 0.001354 | 1 | 95,386 |
0 | -0.473343 | 0.512039 | 0.687074 | -4.029688 | -2.554681 | -0.620571 | 0 | -1 | 0.249689 | 0 | 0 | 0.001933 | 1 | 95,387 |
-1.207289 | -1.378114 | -1.279056 | 0.687074 | -0.687724 | -1.132165 | -0.616706 | 0.000286 | -1 | 0.249689 | 0 | -0.000968 | 0.002901 | 1 | 95,388 |
0.483056 | 1.034901 | 1.109185 | 3.279448 | -0.332733 | -0.716748 | -0.621645 | -0.000365 | -1 | 0.249689 | 0 | 0.000387 | 0.002707 | 1 | 95,389 |
1.930354 | 1.938213 | 0.512039 | 0.687074 | -1.518709 | -1.583663 | -0.621645 | 0 | -1 | 0.249689 | 0 | 0.001548 | 0.001352 | 1 | 95,390 |
-2.41341 | -3.186607 | -2.770046 | 0.687074 | -0.346207 | -1.132165 | -0.621645 | 0 | -1 | 0.249689 | 0 | -0.001935 | 0.002901 | 1 | 95,391 |
1.689877 | 1.63779 | 0.213378 | 0.685402 | 0.711864 | 0.177365 | -0.623792 | -0.000159 | -1 | 0.249689 | 0 | 0.001355 | 0.001546 | 1 | 95,392 |
0.241224 | 0.430553 | -0.382902 | 1.547856 | 0.004148 | -0.222127 | -0.623792 | 0 | -1 | 0.249689 | 0 | 0.000193 | 0.000387 | 1 | 95,393 |
0.482309 | 0.129196 | 0.21384 | 1.547856 | -0.567529 | -0.612644 | -0.652351 | -0.002111 | -1 | 0.249689 | 0 | 0.000387 | 0.000387 | 1 | 95,394 |
-0.482309 | -0.473343 | -0.382383 | 1.547856 | -0.073497 | -0.834771 | -0.652351 | 0 | -1 | 0.249689 | 0 | -0.000387 | 0.000773 | 1 | 95,395 |
0.482309 | 0.129196 | 0.21384 | 3.2736 | -0.241465 | -0.834771 | -0.610049 | 0.003127 | -1 | 0.249689 | 0 | 0.000387 | 0.000387 | 1 | 95,396 |
0.482122 | 0.128963 | 0.213956 | 3.2736 | -0.344505 | -1.329392 | -0.61735 | -0.00054 | -1 | 0.249689 | 0 | 0.000387 | -0.000387 | 0 | 95,397 |
-0.482122 | -0.774467 | -0.978376 | 3.2736 | 0.747351 | 0.216654 | -0.61735 | 0 | -1 | 0.249689 | 0 | -0.000387 | 0 | 0 | 95,398 |
0 | -0.473343 | 0.213956 | 0.683732 | -0.06048 | -1.132165 | -0.61735 | 0 | -1 | 0.249689 | 0 | 0 | 0 | 0 | 95,399 |
0.482122 | 0.731037 | 0.213956 | 1.545354 | 1.300108 | 0.848307 | -0.61735 | 0 | -1 | 0.249689 | 0 | 0.000387 | -0.001354 | 0 | 95,400 |
0 | 0.128731 | 0.512039 | 3.271098 | -0.239344 | -0.971018 | -0.629805 | -0.000921 | -1 | 0.249689 | 0 | 0 | -0.000387 | 0 | 95,401 |
0.722834 | 0.42968 | 0.809949 | 1.545354 | 0.392581 | 0.421534 | -0.629805 | 0 | -1 | 0.249689 | 0 | 0.00058 | -0.000966 | 0 | 95,402 |
0 | -0.473343 | -0.381519 | 0.682066 | -0.023134 | -0.358374 | -0.629805 | 0 | -1 | 0.249689 | 0 | 0 | -0.000966 | 0 | 95,403 |
-0.722834 | -0.172452 | -0.381519 | 1.545354 | 0.442816 | 0.136247 | -0.626798 | 0.000222 | -1 | 0.249689 | 0 | -0.00058 | -0.000387 | 0 | 95,404 |
-1.205655 | 0.42968 | -0.978376 | 1.547856 | 0.187367 | 0.25427 | -0.626798 | 0 | -1 | 0.249689 | 0 | -0.000967 | 0.00058 | 1 | 95,405 |
0.723533 | 0.430553 | 0.512039 | 0.685402 | 0.362159 | 0.705768 | -0.631737 | -0.000365 | -1 | 0.249689 | 0 | 0.00058 | 0 | 0 | 95,406 |
-0.723533 | -0.473343 | -0.382383 | 1.547856 | -1.164273 | -1.132165 | -0.631737 | 0 | -1 | 0.249689 | 0 | -0.00058 | 0.000967 | 1 | 95,407 |
0 | -0.473343 | 0.512039 | 1.547856 | -2.08362 | -1.942037 | -0.627013 | 0.000349 | -1 | 0.249689 | 0 | 0 | 0.001932 | 1 | 95,408 |
-0.482588 | 0.430553 | -0.382902 | 1.547856 | -1.546359 | -1.583663 | -0.627013 | 0 | -1 | 0.249689 | 0 | -0.000387 | 0.002319 | 1 | 95,409 |
0.482588 | 0.129546 | 1.108608 | 1.547856 | -0.588045 | -0.519521 | -0.624222 | 0.000206 | -1 | 0.249689 | 0 | 0.000387 | 0.001546 | 1 | 95,410 |
1.205655 | 1.634933 | 1.108377 | 1.545354 | -0.305916 | -0.612644 | -0.624222 | 0 | -1 | 0.249689 | 0 | 0.000967 | 0.000966 | 1 | 95,411 |
0.722834 | 0.42968 | 0.512039 | 1.545354 | -0.263862 | -0.222127 | -0.620142 | 0.000302 | -1 | 0.249689 | 0 | 0.00058 | 0.000386 | 1 | 95,412 |
-1.204956 | -0.473343 | -1.275594 | 0.683732 | 0.065462 | -0.612644 | -0.620142 | 0 | -1 | 0.249689 | 0 | -0.000966 | 0.001352 | 1 | 95,413 |
-0.723533 | 0.128963 | -0.382383 | 1.547856 | 0.027099 | 0 | -0.622289 | -0.000159 | -1 | 0.249689 | 0 | -0.00058 | 0.001932 | 1 | 95,414 |
1.928489 | 1.935883 | 2.598215 | 7.588377 | -3.636876 | -1.942037 | -0.622289 | 0 | -1 | 0 | -0.385986 | 0.001546 | 0.000193 | 1 | 95,415 |
-2.411077 | -3.485458 | -2.766874 | 7.588377 | -2.161911 | -1.942037 | -0.622289 | 0 | -1 | 0 | -0.385986 | -0.001933 | 0.002319 | 1 | 95,416 |
0.482588 | 2.538772 | 1.108608 | 3.2736 | 0.549622 | 0.451498 | -0.622289 | 0 | -1 | 0 | -0.385986 | 0.000387 | 0.001546 | 1 | 95,417 |
0 | 0.430553 | 0.512039 | 0.685402 | 0.476125 | -0.104104 | -0.646339 | -0.001778 | -1 | 0 | -0.385986 | 0 | 0.001546 | 1 | 95,418 |
0.723533 | 0.430553 | 0.512039 | 1.547856 | -1.197728 | -1.329392 | -0.646339 | 0 | -1 | 0 | -0.385986 | 0.00058 | 0.00058 | 1 | 95,419 |
-0.723533 | -0.473343 | -1.277323 | 0.685402 | -0.108808 | -0.43528 | -0.640541 | 0.000429 | -1 | 0 | -0.385986 | -0.00058 | -0.000968 | 0 | 95,420 |
-1.206821 | -1.076232 | -0.979818 | 0.685402 | 0.120785 | -0.287628 | -0.640541 | 0 | -1 | 0 | -0.385986 | -0.000968 | 0.002127 | 1 | 95,421 |
1.206821 | 1.034317 | 0.512039 | 3.277775 | 0.282319 | -0.287628 | -0.640541 | 0 | -1 | 0 | -0.385986 | 0.000968 | 0.000967 | 1 | 95,422 |
-0.482588 | -1.076232 | -0.979818 | 1.550362 | -0.078257 | -1.132165 | -0.617565 | 0.001699 | -1 | 0 | -0.385986 | -0.000387 | 0.002319 | 1 | 95,423 |
0 | 0.732202 | -0.980395 | 1.547856 | 0.661331 | 0.451498 | -0.600172 | 0.001286 | -1 | 0 | -0.385986 | 0 | 0.001933 | 1 | 95,424 |
1.206121 | 1.033442 | 1.108608 | 1.547856 | -1.007594 | -1.583663 | -0.600172 | 0 | -1 | 0 | -0.385986 | 0.000967 | 0.001352 | 1 | 95,425 |
0.482122 | 0.128963 | -0.382383 | 3.271098 | 0.151347 | -0.222127 | -0.600172 | 0 | -1 | 0 | -0.385986 | 0.000387 | 0.000966 | 1 | 95,426 |
-0.241038 | -0.473343 | -0.382037 | 0.683732 | 0.26025 | -0.287628 | -0.600601 | -0.000032 | -1 | 0 | -0.385986 | -0.000193 | 0.001159 | 1 | 95,427 |
0 | -0.473343 | -0.084069 | 0.683732 | -1.40315 | -1.583663 | -0.600601 | 0 | -1 | 0 | -0.385986 | 0 | 0.001738 | 1 | 95,428 |
-0.241084 | -0.774525 | -0.084069 | 0.683732 | -0.638544 | -1.329392 | -0.595448 | 0.000381 | -1 | 0 | -0.385986 | -0.000193 | 0.001352 | 1 | 95,429 |
0 | -0.172161 | -1.277323 | 0.683732 | 0.577347 | 0 | -0.595448 | 0 | -1 | 0 | -0.385986 | 0 | 0.000966 | 1 | 95,430 |
0.482122 | 0.128963 | 0.213956 | 0.683732 | -1.397675 | -0.971018 | -0.602319 | -0.000508 | -1 | 0 | -0.385986 | 0.000387 | 0.001545 | 1 | 95,431 |
-0.482122 | -0.473343 | -0.382037 | 1.547856 | 0.508151 | 0.358374 | -0.602319 | 0 | -1 | 0 | -0.385986 | -0.000387 | 0.001352 | 1 | 95,432 |
0 | -0.473343 | -0.382383 | 3.2736 | 0.557634 | 0.25427 | -0.603393 | -0.000079 | -1 | 0 | -0.385986 | 0 | 0.001352 | 1 | 95,433 |
0.241084 | -0.172161 | 0.213956 | 0.683732 | -1.425597 | -1.329392 | -0.603393 | 0 | -1 | 0 | -0.385986 | 0.000193 | 0.001738 | 1 | 95,434 |
0.241038 | -0.172219 | 0.810006 | 0.683732 | -1.7587 | -1.583663 | -0.608332 | -0.000365 | -1 | 0 | -0.385986 | 0.000193 | 0.000966 | 1 | 95,435 |
0 | 0.42968 | -0.083954 | 0.683732 | 0.83531 | 0.216654 | -0.608332 | 0 | -1 | 0 | -0.385986 | 0 | 0.000966 | 1 | 95,436 |
0.722834 | 0.42968 | 0.512039 | 3.269432 | -0.670852 | -0.716748 | -0.615203 | -0.000508 | -1 | 0 | -0.385986 | 0.00058 | 0.000965 | 1 | 95,437 |
0 | 0.128382 | 0.214244 | 0.682066 | -0.438559 | -0.971018 | -0.615203 | 0 | -1 | 0 | -0.385986 | 0 | 0.000965 | 1 | 95,438 |
0.240852 | -0.172452 | 0.214244 | 0.682066 | -0.157355 | -1.132165 | -0.61778 | -0.00019 | -1 | 0 | -0.385986 | 0.000193 | 0.000965 | 1 | 95,439 |
0.240805 | -0.17251 | -0.083494 | 0.682066 | 0.451432 | 0.047788 | -0.61778 | 0 | -1 | 0 | -0.385986 | 0.000193 | 0.001543 | 1 | 95,440 |
-0.481657 | -0.473343 | -0.381174 | 1.545354 | 0.548217 | -0.104104 | -0.61778 | 0 | -1 | 0 | -0.385986 | -0.000386 | 0.001351 | 1 | 95,441 |
0 | -0.473343 | -0.381519 | 1.545354 | -0.376847 | -1.583663 | -0.62916 | -0.000841 | -1 | 0 | -0.385986 | 0 | 0.000386 | 1 | 95,442 |
-1.204956 | -0.774293 | -1.275594 | 0.683732 | 0.728608 | 0.325017 | -0.62916 | 0 | -1 | 0 | -0.385986 | -0.000966 | 0.001931 | 1 | 95,443 |
0.482122 | 0.128963 | -0.382383 | 0.683732 | 0.075268 | 0.325017 | -0.62916 | 0 | -1 | 0 | -0.385986 | 0.000387 | 0.001545 | 1 | 95,444 |
0 | -0.473343 | -0.382037 | 0.683732 | -1.284449 | -0.287628 | -0.62916 | 0 | -1 | 0 | -0.385986 | 0 | 0.001931 | 1 | 95,445 |
0 | -0.473343 | -0.382037 | 0.683732 | -0.399794 | -0.612644 | -0.626584 | 0.00019 | -1 | 0 | -0.385986 | 0 | 0.001545 | 1 | 95,446 |
-0.482122 | -0.473343 | -0.382037 | 0.683732 | -2.121415 | -1.583663 | -0.627443 | -0.000063 | -1 | 0 | -0.385986 | -0.000387 | 0.001931 | 1 | 95,447 |
0 | 0.128963 | 0.213956 | 1.547856 | 0.436426 | 0.177365 | -0.627443 | 0 | -1 | 0 | -0.385986 | 0 | 0.001931 | 1 | 95,448 |
0 | -0.473343 | -0.382383 | 1.547856 | -0.195887 | -0.716748 | -0.627443 | 0 | -1 | 0 | -0.385986 | 0 | 0.001931 | 1 | 95,449 |
-1.206121 | -0.172161 | -1.277323 | 3.2736 | 0.395811 | -0.287628 | -0.62186 | 0.000413 | -1 | 0 | -0.385986 | -0.000967 | 0.003091 | 1 | 95,450 |
1.206121 | 1.635749 | 1.704946 | 0.683732 | -1.010338 | -0.834771 | -0.62186 | 0 | -1 | 0 | -0.385986 | 0.000967 | 0.001545 | 1 | 95,451 |
0 | 0.731037 | 0.213956 | 0.683732 | 0.134815 | 0.451498 | -0.62551 | -0.00027 | -1 | 0 | -0.385986 | 0 | 0.001931 | 1 | 95,452 |
0 | 0.128963 | 0.213956 | 0.683732 | -0.108248 | -0.971018 | -0.62551 | 0 | -1 | 0 | -0.385986 | 0 | 0.002317 | 1 | 95,453 |
0 | 0.128963 | 0.213956 | 0.683732 | -1.112562 | -1.329392 | -0.628087 | -0.000191 | -1 | 0 | -0.385986 | 0 | 0.002317 | 1 | 95,454 |
0 | -0.172161 | 0.213956 | 0.683732 | -0.045746 | -0.612644 | -0.628087 | 0 | -1 | 0 | -0.385986 | 0 | 0.002895 | 1 | 95,455 |
0 | -0.473343 | 0.213956 | 0.683732 | -0.200481 | -0.612644 | -0.625081 | 0.000222 | -1 | 0 | -0.385986 | 0 | 0.002317 | 1 | 95,456 |
0.482122 | 0.128963 | 0.213956 | 0.683732 | 0.402445 | 0.047788 | -0.625081 | 0 | -1 | 0 | -0.385986 | 0.000387 | 0.002509 | 1 | 95,457 |
1.20449 | 1.933557 | -0.382037 | 0.682066 | 1.118149 | 0.790009 | -0.631737 | -0.000492 | -1 | 0 | -0.385986 | 0.000966 | 0.001543 | 1 | 95,458 |
0 | -0.473343 | -0.381174 | 0.682066 | -0.689283 | -1.132165 | -0.631737 | 0 | -1 | 0 | -0.385986 | 0 | 0.001543 | 1 | 95,459 |
-0.481657 | -1.075068 | -0.381174 | 0.682066 | -1.801491 | -1.942037 | -0.617565 | 0.001048 | -1 | 0 | -0.385986 | -0.000386 | 0.001351 | 1 | 95,460 |
0.481657 | 0.128382 | 0.214244 | 0.682066 | 0.717761 | 0.290351 | -0.617565 | 0 | -1 | 0 | -0.385986 | 0.000386 | 0.001543 | 1 | 95,461 |
0 | -0.473343 | -0.976936 | 0.682066 | 0.689015 | 0.177365 | -0.619498 | -0.000143 | -1 | 0 | -0.385986 | 0 | 0.001543 | 1 | 95,462 |
0 | -0.473343 | -0.381174 | 0.682066 | 0.248736 | -0.161147 | -0.619498 | 0 | -1 | 0 | -0.385986 | 0 | 0.000579 | 1 | 95,463 |
0 | 1.029953 | -0.381174 | 1.542857 | 1.331771 | 0.866915 | -0.639253 | -0.00146 | -1 | 0 | -0.385986 | 0 | 0.000965 | 1 | 95,464 |
-0.240805 | -0.473343 | -0.381174 | 0.682066 | 0.470304 | 0.047788 | -0.639253 | 0 | -1 | 0 | -0.385986 | -0.000193 | 0.000772 | 1 | 95,465 |
0.240805 | -0.17251 | 0.809718 | 0.682066 | -2.08362 | -1.942037 | -0.638609 | 0.000048 | -1 | 0 | -0.385986 | 0.000193 | -0.000193 | 0 | 95,466 |
-0.481657 | -0.774177 | -0.381174 | 0.682066 | -0.572589 | -1.329392 | -0.638609 | 0 | -1 | 0 | -0.385986 | -0.000386 | -0.00058 | 0 | 95,467 |
0 | 0.128382 | 0.214244 | 1.545354 | -0.874063 | -0.716748 | -0.634743 | 0.000286 | -1 | 0 | -0.385986 | 0 | -0.000966 | 0 | 95,468 |
-0.481843 | -0.473343 | -0.381519 | 1.545354 | -0.970506 | -1.329392 | -0.634743 | 0 | -1 | 0 | -0.385986 | -0.000386 | -0.000193 | 0 | 95,469 |
-2.653467 | -0.774409 | -2.768142 | 0.683732 | 0.394659 | -0.43528 | -0.634743 | 0 | -1 | 0 | -0.385986 | -0.002127 | 0.001934 | 1 | 95,470 |
2.653467 | 3.443543 | 2.302093 | 1.545354 | 0.835522 | 0.047788 | -0.630234 | 0.000333 | -1 | 0 | -0.385986 | 0.002127 | -0.000193 | 0 | 95,471 |
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