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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.245497 | -0.780039 | -0.702243 | 1.593726 | -0.283354 | -1.329392 | -0.588791 | 0 | -0.4 | 0.249689 | 0 | -0.000197 | 0.001574 | 1 | 95,872 |
0.736347 | 0.446562 | -0.398762 | 3.35002 | 0.554686 | 0.25427 | -0.588791 | 0 | -0.4 | 0.249689 | 0 | 0.00059 | 0.00118 | 1 | 95,873 |
0 | -0.473343 | -0.398224 | 1.593726 | -0.50106 | -1.329392 | -0.607473 | -0.001381 | -0.4 | 0.249689 | 0 | 0 | 0.00118 | 1 | 95,874 |
-0.981893 | -1.393249 | -1.005365 | 3.354345 | -0.183602 | -0.612644 | -0.605755 | 0.000127 | -0.4 | 0.249689 | 0 | -0.000787 | 0.004126 | 1 | 95,875 |
-0.491237 | -0.780159 | -0.095222 | 1.595283 | -2.331983 | -1.942037 | -0.605755 | 0 | -0.4 | 0.249689 | 0 | -0.000394 | 0.00452 | 1 | 95,876 |
0.736782 | 0.447106 | 0.512039 | 4.23102 | 0.359221 | 0.25427 | -0.599742 | 0.000444 | -0.4 | 0.249689 | 0 | 0.000591 | 0.002556 | 1 | 95,877 |
0 | -0.473343 | 0.512039 | 1.593726 | -4.029688 | -2.554681 | -0.599742 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002556 | 1 | 95,878 |
0 | -0.473343 | 0.512039 | 1.595283 | -0.689283 | -0.834771 | -0.599742 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002556 | 1 | 95,879 |
0.736347 | 0.446562 | -0.398762 | 0.714282 | -0.429602 | -0.612644 | -0.601031 | -0.000095 | -0.4 | 0.249689 | 0 | 0.00059 | 0.001965 | 1 | 95,880 |
1.22628 | 1.058627 | 1.118582 | 1.591135 | -0.708334 | -0.519521 | -0.595877 | 0.000381 | -0.4 | 0.249689 | 0 | 0.000983 | 0.000982 | 1 | 95,881 |
0 | 0.139023 | 0.208975 | 1.591135 | -1.381559 | -1.583663 | -0.595877 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.000982 | 1 | 95,882 |
-1.22628 | -1.392344 | -1.307234 | 0.714282 | -0.291033 | -0.971018 | -0.589006 | 0.000508 | -0.4 | 0.249689 | 0 | -0.000983 | 0.001376 | 1 | 95,883 |
0 | 0.139626 | 0.208677 | 0.714282 | -0.101568 | -0.287628 | -0.589006 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.001965 | 1 | 95,884 |
-1.47313 | 0.139626 | -1.309025 | 3.354345 | -0.244306 | -0.161147 | -0.589006 | 0 | -0.4 | 0.249689 | 0 | -0.001181 | 0.003147 | 1 | 95,885 |
0.736782 | 0.447106 | 1.422839 | 1.593726 | -1.074342 | -1.942037 | -0.590509 | -0.000111 | -0.4 | 0.249689 | 0 | 0.000591 | 0.001967 | 1 | 95,886 |
0 | -0.473343 | 0.512039 | 1.593726 | -3.636876 | -1.942037 | -0.590509 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.001967 | 1 | 95,887 |
1.227004 | 1.978532 | 1.11894 | 0.714282 | 0.862914 | 0.76969 | -0.598239 | -0.000571 | -0.4 | 0.249689 | 0 | 0.000984 | 0.000983 | 1 | 95,888 |
0.735624 | 0.445658 | 0.512039 | 1.591135 | -1.209333 | -1.132165 | -0.598239 | 0 | -0.4 | 0.249689 | 0 | 0.00059 | 0.000393 | 1 | 95,889 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.597595 | 0.000048 | -0.4 | 0.249689 | 0 | 0 | 0.000197 | 1 | 95,890 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.597595 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.000197 | 1 | 95,891 |
0 | 0.139023 | -0.397329 | 1.591135 | -0.383179 | -0.287628 | -0.602963 | -0.000397 | -0.4 | 0.249689 | 0 | 0 | 0 | 0 | 95,892 |
0 | -0.473343 | 0.512039 | 3.345703 | -4.029688 | -2.554681 | -0.602963 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.000197 | 1 | 95,893 |
-0.735624 | -0.473343 | -0.397329 | 1.591135 | -1.024263 | -1.132165 | -0.607043 | -0.000302 | -0.4 | 0.249689 | 0 | -0.00059 | 0.000983 | 1 | 95,894 |
0.735624 | 0.445658 | 0.512039 | 3.345703 | -0.50106 | -1.132165 | -0.607043 | 0 | -0.4 | 0.249689 | 0 | 0.00059 | 0.000393 | 1 | 95,895 |
0 | -0.473343 | -0.397329 | 1.591135 | -1.109277 | -1.132165 | -0.610049 | -0.000222 | -0.4 | 0.249689 | 0 | 0 | 0 | 0 | 95,896 |
0 | -0.473343 | -0.397329 | 1.591135 | -0.403553 | -1.329392 | -0.610049 | 0 | -0.4 | 0.249689 | 0 | 0 | 0 | 0 | 95,897 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.606614 | 0.000254 | -0.4 | 0.249689 | 0 | 0 | 0 | 0 | 95,898 |
0 | -0.473343 | -0.094147 | 3.345703 | -0.804916 | -1.329392 | -0.606614 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.00059 | 0 | 95,899 |
-0.735624 | -0.473343 | -1.003873 | 1.591135 | -0.27804 | -0.287628 | -0.596521 | 0.000746 | -0.4 | 0.249689 | 0 | -0.00059 | -0.000393 | 0 | 95,900 |
0 | -0.473343 | -0.397866 | 0.714282 | -0.015951 | -0.612644 | -0.596521 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.000393 | 0 | 95,901 |
-0.490657 | -1.086312 | -0.397866 | 3.35002 | -1.213255 | -1.329392 | -0.595663 | 0.000063 | -0.4 | 0.249689 | 0 | -0.000393 | -0.000394 | 0 | 95,902 |
0 | -0.473343 | -0.398224 | 1.593726 | -2.926925 | -1.583663 | -0.595663 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.00059 | 0 | 95,903 |
-0.49085 | -0.779918 | -0.094744 | 1.593726 | -1.925177 | -1.942037 | -0.592227 | 0.000254 | -0.4 | 0.249689 | 0 | -0.000394 | -0.001576 | 0 | 95,904 |
0.49085 | 0.752836 | 0.815459 | 0.714282 | -1.326103 | -1.132165 | -0.592227 | 0 | -0.4 | 0.249689 | 0 | 0.000394 | -0.00059 | 0 | 95,905 |
1.22628 | 1.058627 | 1.118582 | 0.712557 | -0.437556 | -0.519521 | -0.591583 | 0.000048 | -0.4 | 0.249689 | 0 | 0.000983 | -0.001574 | 0 | 95,906 |
0.490175 | 0.751149 | 1.117986 | 3.343117 | -0.295691 | -0.716748 | -0.591583 | 0 | -0.4 | 0.249689 | 0 | 0.000393 | -0.002557 | 0 | 95,907 |
0 | 0.444756 | 0.512039 | 3.343117 | -1.190121 | -1.583663 | -0.598669 | -0.000524 | -0.4 | 0.249689 | 0 | 0 | -0.002557 | 0 | 95,908 |
-0.490175 | 1.056521 | -0.396972 | 3.343117 | -0.695562 | -1.132165 | -0.598669 | 0 | -0.4 | 0.249689 | 0 | -0.000393 | -0.001574 | 0 | 95,909 |
0 | 0.139023 | 0.208975 | 3.345703 | -0.546514 | -0.519521 | -0.598669 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.001574 | 0 | 95,910 |
-0.735624 | 0.139023 | -0.397329 | 3.347429 | -0.882782 | -0.834771 | -0.599098 | -0.000032 | -0.4 | 0.249689 | 0 | -0.00059 | 0 | 0 | 95,911 |
0.735624 | 0.445658 | 1.118343 | 0.714282 | -2.926925 | -1.583663 | -0.600816 | -0.000127 | -0.4 | 0.249689 | 0 | 0.00059 | -0.00059 | 0 | 95,912 |
-0.490368 | -0.779617 | -0.397329 | 1.591135 | -0.520427 | -0.834771 | -0.600816 | 0 | -0.4 | 0.249689 | 0 | -0.000393 | 0.000393 | 1 | 95,913 |
-0.245256 | -0.779737 | 0.208856 | 1.591135 | -1.225186 | -1.583663 | -0.600816 | 0 | -0.4 | 0.249689 | 0 | -0.000197 | 0.00059 | 1 | 95,914 |
0.980735 | 1.058025 | 0.512039 | 3.345703 | -0.375949 | -0.358374 | -0.594159 | 0.000492 | -0.4 | 0.249689 | 0 | 0.000786 | -0.000197 | 0 | 95,915 |
-0.980735 | -0.779556 | -0.700333 | 3.345703 | -1.241496 | -1.583663 | -0.594159 | 0 | -0.4 | 0.249689 | 0 | -0.000786 | 0.000786 | 1 | 95,916 |
1.225798 | 1.058025 | 1.118343 | 0.712557 | -0.607979 | -1.132165 | -0.599957 | -0.000429 | -0.4 | 0.249689 | 0 | 0.000983 | -0.000393 | 0 | 95,917 |
-0.245063 | -0.473343 | -0.396972 | 0.712557 | -1.35064 | -1.329392 | -0.599957 | 0 | -0.4 | 0.249689 | 0 | -0.000196 | 0.000196 | 1 | 95,918 |
0.979965 | 0.750909 | -0.094028 | 3.343117 | -0.698728 | -0.716748 | -0.601246 | -0.000095 | -0.4 | 0.249689 | 0 | 0.000786 | 0 | 0 | 95,919 |
-0.734901 | -1.391442 | -0.396436 | 0.712557 | -0.834388 | -1.132165 | -0.601246 | 0 | -0.4 | 0.249689 | 0 | -0.000589 | 0 | 0 | 95,920 |
0 | -0.473343 | 0.512039 | 0.712557 | -0.757204 | -0.612644 | -0.602319 | -0.000079 | -0.4 | 0.249689 | 0 | 0 | -0.000983 | 0 | 95,921 |
-0.490175 | -0.473343 | -0.396972 | 0.712557 | -0.861231 | -0.971018 | -0.602319 | 0 | -0.4 | 0.249689 | 0 | -0.000393 | 0 | 0 | 95,922 |
0.245111 | 1.057122 | 0.512039 | 0.712557 | -0.520427 | -0.834771 | -0.591797 | 0.000778 | -0.4 | 0.249689 | 0 | 0.000197 | -0.000197 | 0 | 95,923 |
0 | -0.16719 | -0.094028 | 0.712557 | -0.366154 | -0.519521 | -0.591797 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.000197 | 0 | 95,924 |
2.693052 | 2.891038 | 0.814982 | 10.36829 | -1.080536 | -0.834771 | -0.591797 | 0 | -0.4 | 0 | -0.385986 | 0.002159 | -0.002356 | 0 | 95,925 |
0 | -0.473343 | -5.546253 | 7.732556 | -3.117607 | -1.583663 | -0.591797 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.003339 | 0 | 95,926 |
-1.713087 | -2.613472 | -3.423142 | 1.588549 | 0.443239 | 0.290351 | -0.607687 | -0.001175 | -0.4 | 0 | -0.385986 | -0.001373 | -0.002556 | 0 | 95,927 |
0 | 0.138422 | -0.396436 | 0.710835 | -0.511231 | -0.612644 | -0.607687 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.001965 | 0 | 95,928 |
0 | 0.138422 | 0.209273 | 0.710835 | -0.169078 | -0.716748 | -0.596307 | 0.000841 | -0.4 | 0 | -0.385986 | 0 | -0.002556 | 0 | 95,929 |
0 | -0.473343 | 0.209273 | 0.710835 | -1.568019 | -1.942037 | -0.596307 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.002556 | 0 | 95,930 |
0 | -0.473343 | 0.209273 | 1.588549 | -0.738167 | -0.971018 | -0.603393 | -0.000524 | -0.4 | 0 | -0.385986 | 0 | -0.002556 | 0 | 95,931 |
0 | -0.473343 | 0.512039 | 1.588549 | -4.029688 | -2.554681 | -0.603393 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.001965 | 0 | 95,932 |
-0.734901 | -1.391442 | -0.396436 | 1.588549 | -3.636876 | -1.942037 | -0.603393 | 0 | -0.4 | 0 | -0.385986 | -0.000589 | -0.001376 | 0 | 95,933 |
0.734901 | 0.444756 | 1.117748 | 1.588549 | -2.08362 | -1.942037 | -0.600172 | 0.000238 | -0.4 | 0 | -0.385986 | 0.000589 | -0.001572 | 0 | 95,934 |
0 | -0.473343 | 0.512039 | 1.588549 | -4.029688 | -2.554681 | -0.599313 | 0.000063 | -0.4 | 0 | -0.385986 | 0 | -0.002359 | 0 | 95,935 |
-0.734901 | -1.391442 | -0.396436 | 1.588549 | -0.282592 | -0.612644 | -0.599313 | 0 | -0.4 | 0 | -0.385986 | -0.000589 | -0.001376 | 0 | 95,936 |
0 | -0.473343 | 0.512039 | 3.343117 | -4.029688 | -2.554681 | -0.593945 | 0.000397 | -0.4 | 0 | -0.385986 | 0 | -0.001376 | 0 | 95,937 |
0 | 0.444756 | -0.396972 | 0.712557 | -0.247877 | -0.161147 | -0.593945 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.001376 | 0 | 95,938 |
0 | -0.473343 | 0.512039 | 0.712557 | -1.613993 | -1.942037 | -0.611123 | -0.00127 | -0.4 | 0 | -0.385986 | 0 | -0.000393 | 0 | 95,939 |
-0.245063 | -0.473343 | -0.093909 | 0.712557 | 0.034982 | -0.287628 | -0.611123 | 0 | -0.4 | 0 | -0.385986 | -0.000196 | -0.000786 | 0 | 95,940 |
0 | -0.473343 | 0.209035 | 3.343117 | -3.014284 | -1.942037 | -0.590509 | 0.001524 | -0.4 | 0 | -0.385986 | 0 | -0.000786 | 0 | 95,941 |
-0.245111 | -0.16719 | -0.094028 | 0.712557 | -0.957828 | -0.971018 | -0.590509 | 0 | -0.4 | 0 | -0.385986 | -0.000197 | -0.000983 | 0 | 95,942 |
0.245111 | -0.16713 | 0.208975 | 0.712557 | -1.280004 | -1.583663 | -0.590509 | 0 | -0.4 | 0 | -0.385986 | 0.000197 | -0.000786 | 0 | 95,943 |
0.245063 | -0.16719 | 0.814982 | 1.588549 | -0.745016 | -1.132165 | -0.583852 | 0.000492 | -0.4 | 0 | -0.385986 | 0.000196 | -0.001376 | 0 | 95,944 |
0 | -0.473343 | 0.512039 | 0.712557 | -1.553487 | -1.942037 | -0.584711 | -0.000063 | -0.4 | 0 | -0.385986 | 0 | -0.001967 | 0 | 95,945 |
-0.490175 | -1.08571 | -1.003277 | 3.345703 | -0.094965 | -0.222127 | -0.584711 | 0 | -0.4 | 0 | -0.385986 | -0.000393 | -0.001574 | 0 | 95,946 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.596307 | -0.000857 | -0.4 | 0 | -0.385986 | 0 | -0.002164 | 0 | 95,947 |
0 | -0.473343 | -0.397329 | 1.591135 | -0.61069 | -0.612644 | -0.596307 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.002164 | 0 | 95,948 |
-0.735624 | -1.392344 | -0.397329 | 3.347429 | -0.255813 | -0.612644 | -0.596307 | 0 | -0.4 | 0 | -0.385986 | -0.00059 | -0.001574 | 0 | 95,949 |
-0.490657 | -0.779797 | -0.397866 | 0.714282 | -1.09313 | -1.132165 | -0.581705 | 0.001079 | -0.4 | 0 | -0.385986 | -0.000393 | -0.001575 | 0 | 95,950 |
0 | 0.139626 | 0.208677 | 1.593726 | -0.695562 | -0.971018 | -0.574404 | 0.00054 | -0.4 | 0 | -0.385986 | 0 | -0.001181 | 0 | 95,951 |
-0.49085 | -0.779918 | -0.398224 | 1.593726 | -0.266818 | -1.132165 | -0.574404 | 0 | -0.4 | 0 | -0.385986 | -0.000394 | -0.000788 | 0 | 95,952 |
-0.245497 | -0.780039 | -0.702243 | 1.595283 | 0.117787 | 0 | -0.578055 | -0.00027 | -0.4 | 0 | -0.385986 | -0.000197 | 0 | 0 | 95,953 |
-1.719836 | -1.086915 | -1.917959 | 0.71705 | -0.196541 | -0.971018 | -0.578055 | 0 | -0.4 | 0 | -0.385986 | -0.001379 | 0.000788 | 1 | 95,954 |
1.719836 | 1.675218 | 0.208079 | 1.595283 | 1.397907 | 0.480479 | -0.583208 | -0.000381 | -0.4 | 0 | -0.385986 | 0.001379 | -0.000197 | 0 | 95,955 |
0 | -0.473343 | 0.512039 | 1.595283 | -0.818479 | -1.942037 | -0.583208 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000591 | 0 | 95,956 |
-0.736782 | -1.086915 | -1.006261 | 1.595283 | -1.225186 | -1.329392 | -0.583208 | 0 | -0.4 | 0 | -0.385986 | -0.000591 | 0.000591 | 1 | 95,957 |
0 | -0.166466 | 0.512039 | 0.717744 | -0.940541 | -0.971018 | -0.591153 | -0.000587 | -0.4 | 0 | -0.385986 | 0 | 0.000591 | 1 | 95,958 |
0.736782 | 0.447106 | -1.007159 | 1.593726 | 0.278653 | 0.421534 | -0.57376 | 0.001286 | -0.4 | 0 | -0.385986 | 0.000591 | 0.000787 | 1 | 95,959 |
0 | -0.473343 | 0.512039 | 1.593726 | -1.728603 | -1.329392 | -0.57376 | 0 | -0.4 | 0 | -0.385986 | 0 | 0 | 0 | 95,960 |
1.227004 | 1.059531 | 0.512039 | 0.714282 | -1.074342 | -0.716748 | -0.57376 | 0 | -0.4 | 0 | -0.385986 | 0.000984 | 0 | 0 | 95,961 |
0 | 0.445658 | 0.512039 | 0.714282 | -0.519269 | -0.43528 | -0.571827 | 0.000143 | -0.4 | 0 | -0.385986 | 0 | 0.000197 | 1 | 95,962 |
0.735624 | 0.751872 | 1.118343 | 1.591135 | -1.115866 | -0.716748 | -0.571827 | 0 | -0.4 | 0 | -0.385986 | 0.00059 | -0.00059 | 0 | 95,963 |
0 | -0.16713 | 0.208975 | 1.591135 | 0.294555 | -0.43528 | -0.583852 | -0.000889 | -0.4 | 0 | -0.385986 | 0 | -0.00059 | 0 | 95,964 |
0 | -0.473343 | -0.397329 | 0.712557 | -1.007594 | -0.716748 | -0.583852 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.001963 | 1 | 95,965 |
0.245111 | 0.139023 | 0.512039 | 0.712557 | -2.121415 | -1.583663 | -0.596092 | -0.000905 | -0.4 | 0 | -0.385986 | 0.000197 | 0.000786 | 1 | 95,966 |
-0.245111 | -0.473343 | -0.094028 | 0.712557 | -0.485594 | -0.612644 | -0.596092 | 0 | -0.4 | 0 | -0.385986 | -0.000197 | 0.000393 | 1 | 95,967 |
0.490175 | 0.139023 | 1.117986 | 0.712557 | -1.812713 | -1.329392 | -0.596092 | 0 | -0.4 | 0 | -0.385986 | 0.000393 | -0.000983 | 0 | 95,968 |
0.734901 | 0.444756 | 0.512039 | 1.588549 | -1.381559 | -0.716748 | -0.583208 | 0.000952 | -0.4 | 0 | -0.385986 | 0.000589 | 0 | 0 | 95,969 |
-0.734901 | -0.779316 | -1.305447 | 0.712557 | -0.503305 | -0.716748 | -0.583208 | 0 | -0.4 | 0 | -0.385986 | -0.000589 | 0.000589 | 1 | 95,970 |
-1.225798 | -1.08571 | -1.003277 | 1.591135 | -0.678459 | -0.716748 | -0.582349 | 0.000063 | -0.4 | 0 | -0.385986 | -0.000983 | 0.001572 | 1 | 95,971 |
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