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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.240991 | 0.128614 | 0.214128 | 3.269432 | -0.182962 | -0.287628 | -0.631952 | -0.000127 | -1 | 0 | -0.385986 | -0.000193 | -0.001934 | 0 | 95,472 |
1.20449 | 1.031405 | 2.001013 | 3.269432 | -1.505374 | -1.942037 | -0.631952 | 0 | -1 | 0 | -0.385986 | 0.000966 | -0.003287 | 0 | 95,473 |
-0.481657 | -0.774177 | -0.381174 | 0.682066 | -0.558781 | -1.132165 | -0.631952 | 0 | -1 | 0 | -0.385986 | -0.000386 | -0.002901 | 0 | 95,474 |
0.481657 | 0.128382 | 0.214244 | 0.682066 | -0.933291 | -0.834771 | -0.636032 | -0.000302 | -1 | -0.267949 | -0.517638 | 0.000386 | -0.005226 | 0 | 95,475 |
0 | -0.473343 | -0.381174 | 0.682066 | -0.865476 | -0.834771 | -0.636032 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.005808 | 0 | 95,476 |
0 | -0.473343 | -0.381174 | 0.682066 | -0.089521 | 0.562124 | -0.633455 | 0.00019 | -1 | -0.267949 | -0.517638 | 0 | -0.007168 | 0 | 95,477 |
0.722136 | 0.428809 | 0.512039 | 3.266935 | 0.387233 | 0.290351 | -0.633455 | 0 | -1 | -0.267949 | -0.517638 | 0.000579 | -0.008331 | 0 | 95,478 |
-0.722136 | -0.473343 | -0.380657 | 3.266935 | -0.705114 | -1.329392 | -0.64183 | -0.000619 | -1 | -0.267949 | -0.517638 | -0.000579 | -0.00892 | 0 | 95,479 |
-0.481657 | -0.473343 | -0.381174 | 3.266935 | -1.146507 | -1.583663 | -0.64183 | 0 | -1 | -0.267949 | -0.517638 | -0.000386 | -0.011264 | 0 | 95,480 |
1.203793 | 1.030534 | 1.702643 | 0.680403 | -0.590663 | -0.971018 | -0.639468 | 0.000175 | -1 | -0.267949 | -0.517638 | 0.000965 | -0.011254 | 0 | 95,481 |
-0.722136 | -0.473343 | -0.380657 | 3.266935 | 0.17663 | 0.047788 | -0.639468 | 0 | -1 | -0.267949 | -0.517638 | -0.000579 | -0.011651 | 0 | 95,482 |
0 | 0.12815 | 0.512039 | 1.542857 | -2.670782 | -1.583663 | -0.642259 | -0.000206 | -1 | -0.267949 | -0.517638 | 0 | -0.011065 | 0 | 95,483 |
0.722136 | 0.428809 | 0.512039 | 1.542857 | -0.955326 | -1.329392 | -0.642259 | 0 | -1 | -0.267949 | -0.517638 | 0.000579 | -0.013207 | 0 | 95,484 |
-0.722136 | -0.473343 | -0.380657 | 3.265272 | -0.654468 | -1.329392 | -0.631952 | 0.000762 | -1 | -0.267949 | -0.517638 | -0.000579 | -0.013606 | 0 | 95,485 |
0 | -0.473343 | 0.512039 | 3.265272 | -1.998879 | -1.583663 | -0.631952 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.013997 | 0 | 95,486 |
0.722136 | 1.029953 | 1.107226 | 3.265272 | 0.158037 | -0.358374 | -0.631737 | 0.000016 | -1 | -0.267949 | -0.517638 | 0.000579 | -0.014576 | 0 | 95,487 |
0 | -0.172742 | 0.214531 | 0.680403 | -0.614782 | -0.971018 | -0.631737 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.017124 | 0 | 95,488 |
0.240619 | -0.172742 | 0.512039 | 0.680403 | -0.92141 | -1.942037 | -0.635817 | -0.000302 | -1 | -0.267949 | -0.517638 | 0.000193 | -0.01771 | 0 | 95,489 |
0.962013 | 0.728482 | -0.082919 | 1.540365 | 1.008968 | 0.683391 | -0.635817 | 0 | -1 | -0.267949 | -0.517638 | 0.000771 | -0.023007 | 0 | 95,490 |
-0.72144 | 0.127222 | -1.272147 | 0.680403 | 0.830522 | 0.508541 | -0.648916 | -0.000968 | -1 | -0.267949 | -0.517638 | -0.000578 | -0.022824 | 0 | 95,491 |
-1.203328 | -0.473343 | -0.9755 | 0.680403 | 0.076482 | -0.222127 | -0.648916 | 0 | -1 | -0.267949 | -0.517638 | -0.000965 | -0.022451 | 0 | 95,492 |
0.722136 | 0.428809 | -0.381174 | 1.542857 | -0.962865 | -0.834771 | -0.639897 | 0.000667 | -1 | -0.267949 | -0.517638 | 0.000579 | -0.020467 | 0 | 95,493 |
0 | -0.473343 | 0.214531 | 0.680403 | -1.311875 | -1.583663 | -0.639897 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.020073 | 0 | 95,494 |
0.481192 | 0.127801 | 0.214531 | 3.26278 | 0.055902 | -0.43528 | -0.64183 | -0.000143 | -1 | -0.267949 | -0.517638 | 0.000386 | -0.020459 | 0 | 95,495 |
-0.481192 | -1.074488 | -0.380312 | 0.680403 | -1.077431 | -1.132165 | -0.64183 | 0 | -1 | -0.267949 | -0.517638 | -0.000386 | -0.02303 | 0 | 95,496 |
0 | -0.473343 | 0.512039 | 0.680403 | -4.029688 | -2.554681 | -0.64183 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.021452 | 0 | 95,497 |
0 | 0.127801 | 0.214531 | 0.680403 | -0.606628 | -0.834771 | -0.631952 | 0.00073 | -1 | -0.267949 | -0.517638 | 0 | -0.022438 | 0 | 95,498 |
0 | -0.473343 | 0.214531 | 3.265272 | 0.078097 | -0.104104 | -0.64548 | -0.001 | -1 | -0.267949 | -0.517638 | 0 | -0.021452 | 0 | 95,499 |
0.240619 | 0.127801 | 0.512039 | 3.265272 | -0.284882 | -1.583663 | -0.64548 | 0 | -1 | -0.267949 | -0.517638 | 0.000193 | -0.018692 | 0 | 95,500 |
-0.721997 | -0.1728 | -0.380484 | 0.680403 | -0.476941 | -0.358374 | -0.644406 | 0.000079 | -1 | -0.267949 | -0.517638 | -0.000579 | -0.018113 | 0 | 95,501 |
0.481378 | 0.128033 | 0.809604 | 0.680403 | -3.636876 | -1.942037 | -0.644406 | 0 | -1 | -0.267949 | -0.517638 | 0.000386 | -0.018499 | 0 | 95,502 |
0.481192 | 0.127801 | 0.214531 | 3.26278 | -0.387746 | -0.358374 | -0.643118 | 0.000095 | -1 | -0.267949 | -0.517638 | 0.000386 | -0.018885 | 0 | 95,503 |
0 | 0.427939 | 0.512039 | 1.540365 | 0.521578 | 0.390518 | -0.643118 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.018492 | 0 | 95,504 |
0.72144 | 1.028504 | 0.512039 | 1.540365 | 0.625208 | 0.508541 | -0.641615 | 0.000111 | -1 | -0.267949 | -0.517638 | 0.000578 | -0.018089 | 0 | 95,505 |
-0.72144 | -0.473343 | -0.379796 | 0.680403 | -0.38409 | -0.612644 | -0.641615 | 0 | -1 | -0.267949 | -0.517638 | -0.000578 | -0.017903 | 0 | 95,506 |
0.72144 | 0.427939 | 0.512039 | 1.540365 | -1.266875 | -1.132165 | -0.641615 | 0 | -1 | -0.267949 | -0.517638 | 0.000578 | -0.018481 | 0 | 95,507 |
0 | -0.473343 | 0.512039 | 1.540365 | -4.029688 | -2.554681 | -0.640756 | 0.000063 | -1 | -0.267949 | -0.517638 | 0 | -0.01652 | 0 | 95,508 |
0 | -0.473343 | 0.214818 | 1.540365 | -0.799201 | -0.716748 | -0.633455 | 0.00054 | -1 | -0.267949 | -0.517638 | 0 | -0.01554 | 0 | 95,509 |
-0.72144 | -0.473343 | -0.379796 | 1.540365 | -1.115866 | -0.971018 | -0.633455 | 0 | -1 | -0.267949 | -0.517638 | -0.000578 | -0.013006 | 0 | 95,510 |
0.72144 | 0.427939 | 1.106652 | 1.540365 | -0.663346 | -1.329392 | -0.633455 | 0 | -1 | -0.267949 | -0.517638 | 0.000578 | -0.012608 | 0 | 95,511 |
0 | 0.127222 | -0.379796 | 1.540365 | 0.110981 | -0.43528 | -0.633455 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.012218 | 0 | 95,512 |
-1.202632 | -0.473343 | -1.272147 | 1.540365 | -0.503305 | -1.329392 | -0.649775 | -0.001206 | -1 | -0.267949 | -0.517638 | -0.000964 | -0.011254 | 0 | 95,513 |
0.481192 | 1.029084 | 1.106882 | 0.680403 | 0.026658 | 0.047788 | -0.647627 | 0.000159 | -1 | -0.267949 | -0.517638 | 0.000386 | -0.01203 | 0 | 95,514 |
-0.481192 | -0.473343 | -0.380312 | 0.680403 | -0.398858 | -0.971018 | -0.647627 | 0 | -1 | -0.267949 | -0.517638 | -0.000386 | -0.010668 | 0 | 95,515 |
-0.962941 | -0.473343 | -0.976074 | 0.682066 | 0.524885 | 0.421534 | -0.64548 | 0.000159 | -1 | -0.267949 | -0.517638 | -0.000772 | -0.006587 | 0 | 95,516 |
-0.963685 | 0.729642 | -0.679256 | 1.545354 | 0.265487 | -0.05052 | -0.64548 | 0 | -1 | -0.267949 | -0.517638 | -0.000773 | -0.006786 | 0 | 95,517 |
-0.482122 | 0.42968 | -0.382037 | 0.683732 | 1.195973 | 0.612644 | -0.638179 | 0.00054 | -1 | -0.267949 | -0.517638 | -0.000387 | -0.004456 | 0 | 95,518 |
0.482122 | 1.633711 | 0.512039 | 3.271098 | 1.116861 | 0.683391 | -0.638179 | 0 | -1 | -0.267949 | -0.517638 | 0.000387 | -0.007759 | 0 | 95,519 |
0 | -0.473343 | -1.574945 | 3.2736 | 0.232396 | 0.216654 | -0.621001 | 0.00127 | -1 | -0.267949 | -0.517638 | 0 | -0.006786 | 0 | 95,520 |
0 | -0.473343 | -0.978376 | 1.547856 | 0.500934 | 0.216654 | -0.621001 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.006786 | 0 | 95,521 |
-2.412476 | -0.473343 | -2.470232 | 1.550362 | 0.075268 | 0.093124 | -0.635817 | -0.001095 | -1 | -0.267949 | -0.517638 | -0.001934 | -0.005241 | 0 | 95,522 |
-0.483056 | 0.431428 | -1.578988 | 3.281959 | 0.65423 | 0.660432 | -0.635817 | 0 | -1 | -0.267949 | -0.517638 | -0.000387 | -0.005828 | 0 | 95,523 |
0 | 0.13013 | -0.384116 | 1.552873 | 0.508528 | 0 | -0.627228 | 0.000635 | -1 | -0.267949 | -0.517638 | 0 | -0.005828 | 0 | 95,524 |
-2.418089 | -0.775167 | -2.77641 | 3.28783 | 0.603619 | 0.390518 | -0.627228 | 0 | -1 | -0.267949 | -0.517638 | -0.001939 | -0.003889 | 0 | 95,525 |
-0.726342 | 1.037826 | -1.284272 | 3.292033 | 0.576344 | 0.216654 | -0.578914 | 0.003572 | -1 | -0.267949 | -0.517638 | -0.000582 | -0.002917 | 0 | 95,526 |
-1.696444 | 0.434062 | -3.985291 | 3.298776 | 1.069978 | 0.76969 | -0.578914 | 0 | -1 | -0.267949 | -0.517638 | -0.00136 | -0.000973 | 0 | 95,527 |
-0.727754 | -0.473343 | -1.888169 | 3.298776 | 0.734967 | 0.390518 | -0.62959 | -0.003746 | -1 | -0.267949 | -0.517638 | -0.000583 | -0.002337 | 0 | 95,528 |
-1.456784 | 1.041646 | -3.994053 | 3.304692 | 1.388126 | 1.451498 | -0.62959 | 0 | -1 | -0.267949 | -0.517638 | -0.001168 | -0.000585 | 0 | 95,529 |
-3.405794 | -0.169873 | -6.712496 | 3.317426 | 1.326007 | 1.174769 | -0.596092 | 0.002476 | -1 | -0.267949 | -0.517638 | -0.002731 | 0.001171 | 1 | 95,530 |
1.217423 | 2.566983 | -0.994394 | 1.570589 | 1.079284 | 0.937661 | -0.596092 | 0 | -1 | -0.267949 | -0.517638 | 0.000976 | 0.000585 | 1 | 95,531 |
-1.217423 | -0.473343 | -1.896606 | 1.57314 | 0.187035 | -0.222127 | -0.617995 | -0.001619 | -1 | -0.267949 | -0.517638 | -0.000976 | 0.002925 | 1 | 95,532 |
0.730596 | 0.439378 | -0.391644 | 0.702274 | 0.733954 | 0.216654 | -0.617995 | 0 | -1 | -0.267949 | -0.517638 | 0.000586 | 0.00234 | 1 | 95,533 |
-1.949209 | -0.473343 | -2.500532 | 3.321687 | 1.186532 | 0.954497 | -0.590294 | 0.002048 | -1 | -0.267949 | -0.517638 | -0.001563 | 0.003902 | 1 | 95,534 |
-1.219804 | 1.049047 | -3.411587 | 3.330234 | 0.884788 | 0.885139 | -0.590294 | 0 | -1 | -0.535898 | -0.385986 | -0.000978 | 0.00488 | 1 | 95,535 |
-0.488256 | 0.441163 | -2.508204 | 3.328522 | 0.354786 | 0.421534 | -0.587073 | 0.000238 | -1 | -0.535898 | -0.385986 | -0.000391 | 0.006245 | 1 | 95,536 |
0 | 2.574118 | -1.904629 | 3.330234 | 0.440481 | 0.451498 | -0.587073 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.005856 | 1 | 95,537 |
-3.178331 | -1.999312 | -3.416971 | 3.337096 | 1.172039 | 0.866915 | -0.579343 | 0.000571 | -0.4 | -0.535898 | -0.385986 | -0.002548 | 0.008404 | 1 | 95,538 |
-0.489694 | 0.443855 | -3.427009 | 3.341395 | 0.516022 | 0.660432 | -0.579343 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000393 | 0.00977 | 1 | 95,539 |
-5.64534 | 0.138422 | -7.379251 | 3.36302 | 1.334193 | 1.318413 | -0.552502 | 0.001984 | -0.4 | -0.535898 | -0.385986 | -0.004526 | 0.013712 | 1 | 95,540 |
-0.492109 | 2.596937 | -2.532056 | 0.71948 | 1.441674 | 1.412641 | -0.552502 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000395 | 0.014301 | 1 | 95,541 |
-0.738527 | 2.598147 | -1.314418 | 3.364759 | 1.204652 | 1.093124 | -0.547563 | 0.000365 | -0.4 | -0.535898 | -0.385986 | -0.000592 | 0.015671 | 1 | 95,542 |
3.197132 | 7.198591 | 0.512039 | 3.354345 | 1.59611 | 1.705768 | -0.547563 | 0 | -0.4 | -0.535898 | -0.385986 | 0.002563 | 0.013108 | 1 | 95,543 |
0.49114 | 1.060135 | 0.208379 | 3.351749 | -0.4716 | -0.834771 | -0.547563 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000394 | 0.012714 | 1 | 95,544 |
0 | 1.059531 | 0.512039 | 0.716011 | 0.981322 | 1.018806 | -0.496028 | 0.00381 | -0.4 | -0.535898 | -0.385986 | 0 | 0.012908 | 1 | 95,545 |
-3.688272 | 0.446562 | -4.047354 | 3.364759 | 0.879226 | 0.866915 | -0.496028 | 0 | -0.4 | -0.535898 | -0.385986 | -0.002957 | 0.016448 | 1 | 95,546 |
1.968436 | 3.520776 | 1.120737 | 1.598923 | 0.873214 | 0.535739 | -0.500537 | -0.000333 | -0.4 | -0.535898 | -0.385986 | 0.001578 | 0.013704 | 1 | 95,547 |
-1.229908 | -0.473343 | -1.312616 | 3.36302 | 0.469698 | 0.451498 | -0.500537 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000986 | 0.013328 | 1 | 95,548 |
1.229908 | 1.063159 | -0.400919 | 1.598923 | 1.286988 | 1.148383 | -0.49388 | 0.000492 | -0.4 | -0.535898 | -0.385986 | 0.000986 | 0.014093 | 1 | 95,549 |
3.682464 | 4.127093 | 0.208079 | 1.591135 | 1.448681 | 0.954497 | -0.49388 | 0 | -0.4 | -0.535898 | -0.385986 | 0.002952 | 0.011141 | 1 | 95,550 |
0 | 0.139023 | -1.914136 | 3.345703 | 0.584979 | 0.290351 | -0.502255 | -0.000619 | -0.4 | -0.535898 | -0.385986 | 0 | 0.00939 | 1 | 95,551 |
0 | 0.139023 | 0.208975 | 3.343117 | 0.186369 | -0.612644 | -0.502255 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.009195 | 1 | 95,552 |
0 | 1.057122 | 0.208975 | 3.345703 | 1.122186 | 0.451498 | -0.51428 | -0.000889 | -0.4 | -0.535898 | -0.385986 | 0 | 0.00939 | 1 | 95,553 |
0.490175 | 1.057122 | 0.208975 | 3.343117 | 0.2826 | 0.290351 | -0.51428 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000393 | 0.009775 | 1 | 95,554 |
1.224595 | 1.973719 | 1.117748 | 3.337096 | 0.678634 | 0.480479 | -0.507623 | 0.000492 | -0.4 | -0.535898 | -0.385986 | 0.000982 | 0.008988 | 1 | 95,555 |
-0.489694 | 1.97132 | -0.39608 | 3.341395 | 0.463607 | 0.325017 | -0.507623 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000393 | 0.009186 | 1 | 95,556 |
0 | 1.05562 | 0.209273 | 3.341395 | -0.255087 | -0.222127 | -0.535323 | -0.002048 | -0.4 | -0.535898 | -0.385986 | 0 | 0.008797 | 1 | 95,557 |
2.446548 | 2.583085 | 0.209273 | 3.33452 | 0.830201 | 0.421534 | -0.535323 | 0 | -0.4 | -0.535898 | -0.385986 | 0.001962 | 0.007224 | 1 | 95,558 |
1.221477 | 1.052626 | 0.209866 | 3.330234 | 0.219981 | 0.136247 | -0.52566 | 0.000714 | -0.4 | -0.535898 | -0.385986 | 0.000979 | 0.005856 | 1 | 95,559 |
2.439371 | 2.574118 | 0.210162 | 0.70398 | 0.210488 | 0.216654 | -0.52566 | 0 | -0.4 | -0.535898 | -0.385986 | 0.001956 | 0.0039 | 1 | 95,560 |
1.217899 | 1.048156 | -0.391997 | 3.317426 | 0.20921 | -0.222127 | -0.547778 | -0.001635 | -0.4 | -0.535898 | -0.385986 | 0.000976 | 0.001365 | 1 | 95,561 |
0.486827 | 0.134841 | -1.294798 | 1.57314 | 0.771928 | 0.047788 | -0.547778 | 0 | -0.4 | -0.535898 | -0.385986 | 0.00039 | 0.00156 | 1 | 95,562 |
0 | -0.473343 | -1.896606 | 0.700572 | -0.206443 | -0.358374 | -0.671462 | -0.009144 | -0.4 | -0.535898 | -0.385986 | 0 | 0 | 0 | 95,563 |
-0.486827 | 0.438488 | -0.992923 | 1.57314 | 0.706969 | 0.216654 | -0.671462 | 0 | -0.4 | -0.535898 | -0.385986 | -0.00039 | 0.00039 | 1 | 95,564 |
1.21671 | 1.654262 | -0.391115 | 0.700572 | 0.668202 | 0.480479 | -0.671462 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000976 | -0.000585 | 0 | 95,565 |
4.12796 | 4.683643 | -0.390234 | 3.303 | 1.054215 | 0.748892 | -0.586644 | 0.00627 | -0.4 | -0.535898 | -0.385986 | 0.00331 | -0.003895 | 0 | 95,566 |
-1.212688 | -1.988333 | -3.38868 | 1.562967 | 0.395351 | 0.612644 | -0.586644 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000972 | -0.003313 | 0 | 95,567 |
2.424199 | 3.16016 | -0.388127 | 3.292033 | 0.997785 | 0.660432 | -0.540477 | 0.003413 | -0.4 | -0.535898 | -0.385986 | 0.001944 | -0.004671 | 0 | 95,568 |
-3.638067 | -0.473343 | -3.985291 | 3.304692 | 0.737112 | 0.790009 | -0.540477 | 0 | -0.4 | -0.535898 | -0.385986 | -0.002917 | -0.001364 | 0 | 95,569 |
1.213868 | 1.952291 | 1.112441 | 3.300465 | 0.685576 | 0.390518 | -0.628516 | -0.006509 | -0.4 | -0.535898 | -0.385986 | 0.000973 | -0.003313 | 0 | 95,570 |
0 | 0.435827 | 0.512039 | 3.300465 | 0.073239 | -0.161147 | -0.587717 | 0.003016 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003313 | 0 | 95,571 |
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