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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 | -0.169577 | -0.089301 | 0.698873 | -0.751948 | -0.716748 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.005278 | 0 | 95,672 |
0.486257 | 0.741365 | 0.211398 | 1.568044 | 0.268087 | 0.136247 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0.00039 | -0.00508 | 0 | 95,673 |
0 | 0.133893 | 0.211516 | 1.568044 | 0.57164 | 0.216654 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.00508 | 0 | 95,674 |
-0.243105 | -0.77705 | -0.389706 | 0.698873 | 0.124882 | -0.358374 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | -0.000195 | -0.004298 | 0 | 95,675 |
0 | -0.473343 | -0.389882 | 1.568044 | 0.336945 | -0.05052 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.003906 | 0 | 95,676 |
-0.486352 | -0.473343 | -0.69064 | 0.698873 | 0.880988 | 0.920498 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | -0.00039 | -0.003908 | 0 | 95,677 |
0.486352 | 0.134248 | 0.21134 | 0.698873 | -0.762508 | -0.716748 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0.00039 | -0.004885 | 0 | 95,678 |
-0.243152 | -0.777109 | -0.389882 | 0.698873 | 0.349068 | -0.287628 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | -0.000195 | -0.004103 | 0 | 95,679 |
0.486257 | 0.741365 | -0.089301 | 1.568044 | 0.86362 | 0.727593 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0.00039 | -0.004493 | 0 | 95,680 |
0.971946 | 0.740892 | 0.512039 | 0.697178 | 0.54345 | 0.390518 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0.000779 | -0.006447 | 0 | 95,681 |
0.242868 | 0.436712 | -0.088598 | 1.565503 | 0.686679 | 0.809872 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0.000195 | -0.005075 | 0 | 95,682 |
0 | 0.133301 | 0.211808 | 1.565503 | 0.092425 | 0.216654 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.004097 | 0 | 95,683 |
-0.242868 | 0.133301 | -0.689234 | 0.697178 | 1.07673 | 1.212927 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | -0.000195 | -0.003316 | 0 | 95,684 |
-2.431287 | -1.991284 | -5.203475 | 5.060009 | 1.722816 | 0.954497 | 0.557011 | 0.086945 | -0.4 | 0.732051 | 2.346065 | -0.001949 | -0.000976 | 0 | 95,685 |
-6.099033 | -2.603025 | -9.447964 | 0.709116 | 0.60346 | 0.451498 | -0.598239 | -0.085405 | -0.4 | 0.732051 | 2.346065 | -0.00489 | 0.002937 | 1 | 95,686 |
3.175219 | 3.493401 | 0.512039 | 1.578256 | 0.294005 | 0.636861 | 0.267984 | 0.064038 | -0.4 | 0.732051 | 2.346065 | 0.002546 | 0.000391 | 1 | 95,687 |
-1.953024 | 0.13603 | -4.320352 | 2.459557 | 0.129686 | 0.093124 | 0.267984 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001566 | 0.00352 | 1 | 95,688 |
-2.935282 | -0.473343 | -4.024993 | 0.712557 | 0.838901 | 1.064142 | 0.267984 | 0 | -0.4 | 0.732051 | 2.346065 | -0.002353 | 0.005287 | 1 | 95,689 |
1.713087 | 1.666786 | -0.396436 | 1.582364 | 0.611694 | 0.216654 | -0.568392 | -0.061831 | -0.4 | 0.732051 | 2.346065 | 0.001373 | 0.003914 | 1 | 95,690 |
0.489022 | 1.968925 | 0.512039 | 1.580822 | 1.065761 | 0.885139 | -0.568392 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000392 | 0.003131 | 1 | 95,691 |
0 | 1.967968 | -0.092483 | 1.582364 | -0.183602 | -0.612644 | -0.578484 | -0.000746 | -0.4 | 0.732051 | 2.346065 | 0 | 0.002154 | 1 | 95,692 |
-0.489022 | 0.442597 | -0.092483 | 0.709116 | -0.252192 | -0.519521 | -0.578484 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000392 | 0.002937 | 1 | 95,693 |
-1.223394 | -1.084509 | -1.908422 | 0.709116 | 0.274678 | 0.136247 | -0.575478 | 0.000222 | -0.4 | 0.732051 | 2.346065 | -0.000981 | 0.003918 | 1 | 95,694 |
0 | 0.443855 | -0.39608 | 1.585968 | 0.100618 | 0.216654 | -0.575478 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.003722 | 1 | 95,695 |
0.73418 | 0.443855 | -1.001789 | 0.709116 | -0.22334 | -0.05052 | -0.576122 | -0.000048 | -0.4 | 0.732051 | 2.346065 | 0.000589 | 0.002938 | 1 | 95,696 |
0.978235 | 1.664688 | -0.395545 | 0.708429 | -0.019771 | -0.287628 | -0.576122 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000784 | 0.002154 | 1 | 95,697 |
1.954172 | 1.967968 | 0.512039 | 1.578256 | 0.06091 | 0.093124 | -0.578269 | -0.000159 | -0.4 | 0.732051 | 2.346065 | 0.001567 | 0.001955 | 1 | 95,698 |
1.951115 | 2.572927 | 1.115378 | 3.319981 | 0.376861 | 0.216654 | -0.578269 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001564 | -0.000977 | 0 | 95,699 |
1.704725 | 1.656339 | 0.210752 | 1.57314 | 0.758258 | 0.451498 | -0.647842 | -0.005143 | -0.4 | 0.732051 | 2.346065 | 0.001367 | -0.002344 | 0 | 95,700 |
-1.704725 | -0.473343 | -1.896606 | 0.702274 | -0.000463 | 0.177365 | -0.647842 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001367 | -0.001564 | 0 | 95,701 |
-1.219089 | 3.175761 | -1.296564 | 0.70398 | 1.499165 | 0.937661 | -0.632381 | 0.001143 | -0.4 | 0.732051 | 2.346065 | -0.000977 | 0 | 0 | 95,702 |
0.487779 | 1.65842 | 0.210457 | 0.70398 | 0.831163 | 0.480479 | -0.632381 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000391 | 0 | 0 | 95,703 |
0 | -0.473343 | -0.392528 | 3.321687 | 0.876179 | 0.093124 | -0.610908 | 0.001587 | -0.4 | 0.732051 | 2.346065 | 0 | -0.000391 | 0 | 95,704 |
1.949209 | 1.961768 | 1.114788 | 0.700572 | -0.015001 | -0.287628 | -0.610908 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001563 | -0.001563 | 0 | 95,705 |
0.486827 | 0.134841 | 1.113847 | 0.699892 | -1.847779 | -1.329392 | -0.631952 | -0.001556 | -0.4 | 0.732051 | 2.346065 | 0.00039 | -0.001953 | 0 | 95,706 |
-0.486827 | 0.134603 | -0.390762 | 3.315724 | 0.199534 | -0.104104 | -0.631952 | 0 | -0.4 | 0.732051 | 2.346065 | -0.00039 | -0.000976 | 0 | 95,707 |
0.486827 | 0.134841 | 0.211046 | 2.442476 | -0.267559 | -0.971018 | -0.618639 | 0.000984 | -0.4 | 0.732051 | 2.346065 | 0.00039 | -0.001953 | 0 | 95,708 |
1.216236 | 1.046078 | 1.113612 | 4.179626 | 0.465645 | 0.358374 | -0.618639 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000975 | -0.003906 | 0 | 95,709 |
-0.972894 | -1.080934 | -0.991456 | 0.699892 | 1.22791 | 1.26137 | -0.629805 | -0.000825 | -0.4 | 0.732051 | 2.346065 | -0.00078 | -0.002539 | 0 | 95,710 |
-0.243342 | 0.134485 | 0.211222 | 0.699892 | -1.345647 | -1.329392 | -0.629805 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000195 | -0.002344 | 0 | 95,711 |
0.486637 | 0.438488 | -0.08977 | 3.311474 | -0.229549 | -0.43528 | -0.629805 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00039 | -0.002343 | 0 | 95,712 |
-1.70406 | -1.08129 | -1.594497 | 3.315724 | 0.241531 | 0.047788 | -0.611338 | 0.001365 | -0.4 | 0.732051 | 2.346065 | -0.001366 | -0.001955 | 0 | 95,713 |
0 | 0.439378 | 0.512039 | 0.700572 | -0.686169 | -0.358374 | -0.620786 | -0.000698 | -0.4 | 0.732051 | 2.346065 | 0 | -0.001955 | 0 | 95,714 |
0.730596 | 1.047561 | -0.391644 | 1.57314 | 0.163263 | -0.287628 | -0.616706 | 0.000302 | -0.4 | 0.732051 | 2.346065 | 0.000586 | -0.002932 | 0 | 95,715 |
-1.949209 | -1.386064 | -1.897547 | 1.575696 | -0.008859 | 0.093124 | -0.618209 | -0.000111 | -0.4 | 0.732051 | 2.346065 | -0.001563 | -0.002937 | 0 | 95,716 |
0 | 0.44027 | -0.392528 | 1.575696 | 0.931633 | 0.093124 | -0.618209 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.002937 | 0 | 95,717 |
0 | 1.049047 | 0.512039 | 0.70398 | 0.191012 | 0.047788 | -0.608546 | 0.000714 | -0.4 | 0.732051 | 2.346065 | 0 | -0.003329 | 0 | 95,718 |
-0.487779 | -0.473343 | -0.694168 | 3.324247 | 1.469991 | 0.390518 | -0.608546 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000391 | -0.002154 | 0 | 95,719 |
-1.220282 | 0.13603 | -1.298333 | 1.580822 | -0.000463 | 0.390518 | -0.608546 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000978 | -0.002548 | 0 | 95,720 |
0 | 0.136626 | 0.210162 | 1.580822 | -1.297996 | -1.329392 | -0.615847 | -0.00054 | -0.4 | 0.732051 | 2.346065 | 0 | -0.00196 | 0 | 95,721 |
-1.465916 | -1.388745 | -1.904629 | 0.708429 | -0.193929 | -0.43528 | -0.615847 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001175 | -0.001766 | 0 | 95,722 |
0.733173 | 0.442597 | 0.512039 | 1.582364 | -0.13052 | -0.971018 | -0.607687 | 0.000603 | -0.4 | 0.732051 | 2.346065 | 0.000588 | -0.004319 | 0 | 95,723 |
0 | -0.473343 | -0.998822 | 4.205197 | 0.057577 | -0.716748 | -0.607687 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.004319 | 0 | 95,724 |
0.732742 | 0.442059 | 0.512039 | 4.205197 | -0.468419 | -1.132165 | -0.625081 | -0.001286 | -0.4 | 0.732051 | 2.346065 | 0.000587 | -0.004906 | 0 | 95,725 |
0.488256 | 0.136626 | -1.300107 | 3.325956 | 0.320105 | 0.25427 | -0.609405 | 0.001159 | -0.4 | 0.732051 | 2.346065 | 0.000391 | -0.005298 | 0 | 95,726 |
-0.488256 | 0.441163 | -0.393413 | 0.705688 | -0.34706 | -0.612644 | -0.609405 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000391 | -0.006087 | 0 | 95,727 |
-0.732742 | -0.473343 | -0.393768 | 1.580822 | -1.182615 | -1.583663 | -0.611767 | -0.000175 | -0.4 | 0.732051 | 2.346065 | -0.000587 | -0.007077 | 0 | 95,728 |
0.732742 | 1.052028 | 1.115969 | 3.328522 | -1.345647 | -1.329392 | -0.611767 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000587 | -0.006481 | 0 | 95,729 |
0 | -0.473343 | -0.393768 | 4.205197 | -0.449701 | -0.519521 | -0.611767 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006876 | 0 | 95,730 |
-1.465916 | -1.999312 | -1.300107 | 3.332804 | -1.099534 | -0.834771 | -0.610908 | 0.000063 | -0.4 | 0.732051 | 2.346065 | -0.001175 | -0.006292 | 0 | 95,731 |
1.954172 | 1.967968 | -0.092483 | 3.328522 | 0.154173 | -0.05052 | -0.610908 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001567 | -0.006479 | 0 | 95,732 |
1.219804 | 1.050536 | 0.512039 | 3.321687 | 0.30707 | 0.093124 | -0.619712 | -0.000651 | -0.4 | 0.732051 | 2.346065 | 0.000978 | -0.006276 | 0 | 95,733 |
0.73131 | 0.44027 | 0.512039 | 0.702274 | 0.065462 | -0.104104 | -0.619712 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000586 | -0.006862 | 0 | 95,734 |
0.487302 | 0.135435 | 0.210752 | 3.319981 | -0.417877 | -0.716748 | -0.613485 | 0.00046 | -0.4 | 0.732051 | 2.346065 | 0.000391 | -0.007253 | 0 | 95,735 |
-1.218612 | -1.995734 | -0.994394 | 0.70398 | -0.575136 | -0.716748 | -0.612841 | 0.000048 | -0.4 | 0.732051 | 2.346065 | -0.000977 | -0.006866 | 0 | 95,736 |
0 | -0.473343 | 0.512039 | 0.70398 | -0.89837 | -1.583663 | -0.612841 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006276 | 0 | 95,737 |
1.949209 | 1.961768 | 0.512039 | 3.317426 | 0.12895 | 0.047788 | -0.612841 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001563 | -0.007839 | 0 | 95,738 |
-0.730596 | -0.473343 | -0.391115 | 3.317426 | 0.214304 | -0.287628 | -0.618424 | -0.000413 | -0.4 | 0.732051 | 2.346065 | -0.000586 | -0.008434 | 0 | 95,739 |
0 | -0.473343 | -0.391644 | 3.317426 | -0.053828 | -0.287628 | -0.618424 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.008434 | 0 | 95,740 |
-0.487302 | -1.082121 | -0.994394 | 3.319981 | 0.008722 | -0.519521 | -0.62916 | -0.000794 | -0.4 | 0.732051 | 2.346065 | -0.000391 | -0.008437 | 0 | 95,741 |
-1.219089 | -0.473343 | -1.296564 | 0.70398 | 0.035417 | -0.104104 | -0.62916 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000977 | -0.007066 | 0 | 95,742 |
0.487779 | 0.13603 | 0.210457 | 3.321687 | 0.43083 | 0.093124 | -0.624436 | 0.000349 | -0.4 | 0.732051 | 2.346065 | 0.000391 | -0.007457 | 0 | 95,743 |
0 | 0.44027 | -0.392528 | 3.319981 | -0.142885 | -0.358374 | -0.624436 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.007851 | 0 | 95,744 |
-0.243865 | 1.049047 | -0.392528 | 3.321687 | 0.290136 | -0.222127 | -0.620142 | 0.000317 | -0.4 | 0.628626 | 1.414214 | -0.000196 | -0.009628 | 0 | 95,745 |
-0.243913 | -0.473343 | -0.091065 | 0.70398 | -1.182615 | -0.971018 | -0.620142 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000196 | -0.008445 | 0 | 95,746 |
0 | 0.13603 | 0.210457 | 3.324247 | -0.8011 | -0.971018 | -0.595877 | 0.001794 | -0.4 | 0.628626 | 1.414214 | 0 | -0.008445 | 0 | 95,747 |
1.706391 | 1.65842 | -0.392882 | 1.575696 | -0.270534 | -0.358374 | -0.595877 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001368 | -0.009222 | 0 | 95,748 |
-1.706391 | -1.082121 | -1.89896 | 3.324247 | -0.301174 | -0.716748 | -0.590294 | 0.000413 | -0.4 | 0.628626 | 1.414214 | -0.001368 | -0.008445 | 0 | 95,749 |
0 | 0.13603 | 0.210457 | 1.575696 | 0.172209 | -0.43528 | -0.590294 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.00884 | 0 | 95,750 |
-0.732026 | 0.13603 | -0.392882 | 1.578256 | -0.25075 | -0.834771 | -0.604681 | -0.001064 | -0.4 | 0.628626 | 1.414214 | -0.000587 | -0.008845 | 0 | 95,751 |
0.732026 | 0.441163 | 1.115378 | 3.324247 | -1.443036 | -1.329392 | -0.604681 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000587 | -0.007854 | 0 | 95,752 |
0.487779 | 0.13603 | -0.392882 | 0.70398 | -1.371064 | -1.583663 | -0.604681 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000391 | -0.007851 | 0 | 95,753 |
-0.487779 | -1.082716 | -0.995867 | 3.324247 | -0.367038 | -0.519521 | -0.602104 | 0.000191 | -0.4 | 0.628626 | 1.414214 | -0.000391 | -0.00746 | 0 | 95,754 |
0.487779 | 0.13603 | 1.115024 | 1.575696 | -0.822414 | -1.329392 | -0.605325 | -0.000238 | -0.4 | 0.628626 | 1.414214 | 0.000391 | -0.007851 | 0 | 95,755 |
0 | 0.44027 | -0.392528 | 1.575696 | -0.511231 | -0.43528 | -0.605325 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.008245 | 0 | 95,756 |
0.73131 | 0.44027 | -0.392528 | 3.321687 | -0.127036 | -0.519521 | -0.60554 | -0.000016 | -0.4 | 0.628626 | 1.414214 | 0.000586 | -0.008831 | 0 | 95,757 |
-0.73131 | -0.168925 | -0.391997 | 0.70398 | 0.359221 | 0.093124 | -0.60554 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000586 | -0.009231 | 0 | 95,758 |
-1.219804 | -0.473343 | -0.995867 | 3.324247 | -0.057912 | -0.287628 | -0.615632 | -0.000746 | -0.4 | 0.628626 | 1.414214 | -0.000978 | -0.008253 | 0 | 95,759 |
0.732026 | 0.441163 | 0.512039 | 1.578256 | -0.225402 | -0.43528 | -0.615632 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000587 | -0.008248 | 0 | 95,760 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.611338 | 0.000317 | -0.4 | 0.628626 | 1.414214 | 0 | -0.00884 | 0 | 95,761 |
0.487779 | 0.13603 | -0.392882 | 0.70398 | -0.233726 | -0.716748 | -0.611338 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000391 | -0.009231 | 0 | 95,762 |
-1.219804 | -0.473343 | -1.901319 | 0.705688 | 0.173233 | 0.325017 | -0.611338 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000978 | -0.007859 | 0 | 95,763 |
0 | -0.473343 | -0.091537 | 3.325956 | -1.275594 | -1.132165 | -0.597595 | 0.001016 | -0.4 | 0.628626 | 1.414214 | 0 | -0.009833 | 0 | 95,764 |
-0.488256 | -0.473343 | -0.393413 | 3.328522 | -0.154917 | -0.161147 | -0.585141 | 0.000921 | -0.4 | 0.628626 | 1.414214 | -0.000391 | -0.009441 | 0 | 95,765 |
-1.954937 | -1.388745 | -1.904629 | 0.708429 | 0.606165 | 0.216654 | -0.585141 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001567 | -0.008072 | 0 | 95,766 |
0 | 0.137583 | -0.395189 | 2.459557 | 1.722661 | 1.018806 | -0.582349 | 0.000206 | -0.4 | 0.628626 | 1.414214 | 0 | -0.007281 | 0 | 95,767 |
-0.489213 | 0.137583 | -0.395189 | 2.459557 | 0.466661 | 0.047788 | -0.582349 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000392 | -0.006889 | 0 | 95,768 |
0.978235 | 1.054122 | 0.20957 | 2.459557 | 0.981568 | 0.047788 | -0.583852 | -0.000111 | -0.4 | 0.628626 | 1.414214 | 0.000784 | -0.007673 | 0 | 95,769 |
-1.712415 | -1.084269 | -1.604826 | 3.337096 | 0.309219 | -0.161147 | -0.583852 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001373 | -0.005906 | 0 | 95,770 |
0.73418 | 0.443855 | -0.39608 | 1.585968 | 0.690932 | 0.358374 | -0.583852 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000589 | -0.006494 | 0 | 95,771 |
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