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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.737799 | -0.166224 | -0.400019 | 3.358678 | -0.075607 | -0.222127 | -0.595233 | 0 | -0.4 | -1 | 0.614014 | -0.000592 | 0.00197 | 1 | 96,172 |
0 | 0.141197 | -0.0963 | 0.71948 | -0.278796 | -0.104104 | -0.587503 | 0.000571 | -0.4 | -1 | 0.614014 | 0 | 0.00138 | 1 | 96,173 |
-0.24603 | -0.473343 | -1.009257 | 0.71948 | 0.913652 | 1.049287 | -0.591583 | -0.000302 | -0.4 | -1 | 0.614014 | -0.000197 | 0.001577 | 1 | 96,174 |
-0.246079 | -0.473343 | -0.705118 | 1.601529 | 0.555902 | 0.451498 | -0.591583 | 0 | -0.4 | -1 | 0.614014 | -0.000197 | 0.001774 | 1 | 96,175 |
0 | 0.14144 | -0.09654 | 1.601529 | -0.453807 | -0.287628 | -0.603178 | -0.000857 | -0.4 | -1 | 0.614014 | 0 | 0.00138 | 1 | 96,176 |
0.246079 | 0.14144 | -0.400919 | 0.71948 | 0.581176 | 0.390518 | -0.603178 | 0 | -0.4 | -1 | 0.614014 | 0.000197 | 0.000789 | 1 | 96,177 |
0.24603 | -0.165982 | -0.09642 | 0.71948 | 0.573829 | 0.25427 | -0.607043 | -0.000286 | -0.4 | -1 | 0.614014 | 0.000197 | 0.000592 | 1 | 96,178 |
-0.492109 | -0.780704 | -1.009257 | 1.601529 | 0.708031 | 0.508541 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000395 | 0.000395 | 1 | 96,179 |
0.492109 | 0.14144 | -0.400919 | 0.71948 | 0.231781 | 0.25427 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000395 | 0.000986 | 1 | 96,180 |
-0.984412 | -0.780704 | -1.009257 | 1.601529 | 0.500934 | 0.587745 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000789 | 0.000789 | 1 | 96,181 |
-1.231608 | 0.141682 | -1.010459 | 1.60414 | 0.342281 | 0.508541 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000987 | 0.001382 | 1 | 96,182 |
-0.246468 | 0.450015 | 0.207358 | 3.367371 | 0.432342 | 0.093124 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000198 | 0.00158 | 1 | 96,183 |
2.462488 | 2.602999 | 0.512039 | 0.71948 | 0.360692 | 0.358374 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.001974 | -0.001382 | 0 | 96,184 |
-0.24603 | -0.473343 | -0.400559 | 0.71948 | 0.20407 | -0.222127 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000197 | -0.000789 | 0 | 96,185 |
0.24603 | 0.448558 | -0.09642 | 3.360414 | 0.457449 | 0.748892 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000197 | -0.000987 | 0 | 96,186 |
-0.492109 | 0.448376 | -0.400559 | 1.598923 | -0.812627 | -0.834771 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000395 | -0.000592 | 0 | 96,187 |
0.492109 | 1.063159 | 1.120377 | 3.360414 | 0.494011 | 0.748892 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000395 | -0.001974 | 0 | 96,188 |
0.737799 | 0.448376 | -0.0963 | 1.598923 | 0.513223 | 0.683391 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000592 | -0.002566 | 0 | 96,189 |
0 | -0.473343 | -0.400019 | 1.598923 | 0.032803 | 0.177365 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.002566 | 0 | 96,190 |
0.245836 | -0.166224 | -0.400019 | 0.717744 | 0.654376 | 0.390518 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000197 | -0.002763 | 0 | 96,191 |
0.245788 | 0.754527 | -0.09582 | 1.596322 | 0.516766 | 0.809872 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000197 | -0.002367 | 0 | 96,192 |
0.245739 | 0.140592 | -0.39966 | 1.596322 | 0.34581 | 0.421534 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000197 | -0.003157 | 0 | 96,193 |
0.491333 | 0.754043 | 0.208259 | 0.716011 | 1.00159 | 1.187672 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | 0.000394 | -0.003353 | 0 | 96,194 |
-0.98286 | -1.394155 | -6.487315 | 2.476806 | 1.395034 | 1.225289 | -0.576766 | 0.002238 | -0.4 | 0.732051 | 2.346065 | -0.000788 | -0.001775 | 0 | 96,195 |
-0.245836 | -0.166285 | -0.399839 | 2.476806 | 0.508716 | 0.093124 | -0.517501 | 0.004381 | -0.4 | 0.732051 | 2.346065 | -0.000197 | -0.001973 | 0 | 96,196 |
1.719836 | 2.595123 | 1.119777 | 4.23102 | 0.859574 | 0.480479 | -0.529955 | -0.000921 | -0.4 | 0.732051 | 2.346065 | 0.001379 | -0.003155 | 0 | 96,197 |
-2.457636 | -0.473343 | -2.526058 | 1.598923 | 0.603779 | 0.390518 | -0.62143 | -0.006763 | -0.4 | 0.732051 | 2.346065 | -0.00197 | -0.000987 | 0 | 96,198 |
0 | 1.062553 | -0.400559 | 0.71948 | 1.09491 | 0.587745 | -0.62143 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.000987 | 0 | 96,199 |
0.245982 | 0.141197 | -1.009257 | 0.71948 | 0.517323 | 0.358374 | -0.62143 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000197 | -0.002172 | 0 | 96,200 |
0.491818 | 0.141076 | 0.207959 | 1.598923 | 0.33873 | 0.047788 | -0.605325 | 0.001191 | -0.4 | 0.732051 | 2.346065 | 0.000394 | -0.002961 | 0 | 96,201 |
0 | -0.473343 | -0.09594 | 3.358678 | 0.184034 | -0.612644 | -0.650204 | -0.003318 | -0.4 | 0.732051 | 2.346065 | 0 | -0.002961 | 0 | 96,202 |
0.491624 | 0.140834 | 0.208079 | 0.717744 | -0.404497 | -0.358374 | -0.610908 | 0.002905 | -0.4 | 0.732051 | 2.346065 | 0.000394 | -0.003355 | 0 | 96,203 |
-1.229423 | -1.08752 | -1.007758 | 3.360414 | -0.167832 | -0.222127 | -0.610908 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000986 | -0.002765 | 0 | 96,204 |
-1.723231 | -0.473343 | -1.922756 | 3.369114 | 0.077694 | -0.161147 | -0.605111 | 0.000429 | -0.4 | 0.732051 | 2.346065 | -0.001382 | -0.000988 | 0 | 96,205 |
0 | -0.473343 | 0.512039 | 1.60414 | -4.029688 | -2.554681 | -0.605111 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.001581 | 0 | 96,206 |
-0.739257 | -1.396884 | -1.316223 | 3.37173 | -1.038538 | -0.971018 | -0.60189 | 0.000238 | -0.4 | 0.732051 | 2.346065 | -0.000593 | -0.001186 | 0 | 96,207 |
1.231852 | 1.065587 | 0.512039 | 3.364759 | -0.115575 | -0.05052 | -0.60189 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000988 | -0.000988 | 0 | 96,208 |
2.95149 | 3.520776 | 0.512039 | 3.354345 | 0.330269 | 0.093124 | -0.60554 | -0.00027 | -0.4 | 0.732051 | 2.346065 | 0.002366 | -0.004343 | 0 | 96,209 |
0.736782 | 0.447106 | 0.512039 | 4.23102 | -0.536889 | -0.716748 | -0.60554 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000591 | -0.006319 | 0 | 96,210 |
0.736347 | 1.059531 | -0.398762 | 3.35002 | 0.674428 | 0.325017 | -0.633026 | -0.002032 | -0.4 | 0.732051 | 2.346065 | 0.00059 | -0.00691 | 0 | 96,211 |
-0.736347 | -0.473343 | -0.398224 | 3.35002 | -0.261656 | -0.834771 | -0.633026 | 0 | -0.4 | 0.732051 | 2.346065 | -0.00059 | -0.007905 | 0 | 96,212 |
0 | -0.473343 | -0.398762 | 4.23102 | -0.15249 | -0.05052 | -0.618424 | 0.001079 | -0.4 | 0.732051 | 2.346065 | 0 | -0.007112 | 0 | 96,213 |
-1.228213 | -0.473343 | -1.006261 | 2.476806 | -0.032365 | -0.287628 | -0.618424 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000985 | -0.005929 | 0 | 96,214 |
0.49143 | 0.447468 | 0.512039 | 2.476806 | -0.88941 | -0.834771 | -0.623363 | -0.000365 | -0.4 | 0.732051 | 2.346065 | 0.000394 | -0.005728 | 0 | 96,215 |
2.69941 | 2.898981 | -1.007159 | 1.591135 | 0.226843 | 0.390518 | -0.623363 | 0 | -0.4 | 0.732051 | 2.346065 | 0.002164 | -0.007893 | 0 | 96,216 |
0 | 0.139023 | -0.397329 | 0.712557 | -0.056889 | -0.287628 | -0.615632 | 0.000571 | -0.4 | 0.732051 | 2.346065 | 0 | -0.008487 | 0 | 96,217 |
0.490175 | 1.668888 | 0.208975 | 1.588549 | -0.013577 | -0.43528 | -0.615632 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000393 | -0.009078 | 0 | 96,218 |
0 | 1.056521 | 0.512039 | 1.588549 | 1.218667 | 0.508541 | -0.629375 | -0.001016 | -0.4 | 0.732051 | 2.346065 | 0 | -0.00888 | 0 | 96,219 |
-0.490175 | 0.444756 | -0.396972 | 1.591135 | -0.228163 | -0.222127 | -0.629375 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000393 | -0.007893 | 0 | 96,220 |
-1.22628 | -1.392344 | -1.307234 | 4.23102 | -0.047253 | -0.358374 | -0.629375 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000983 | -0.005524 | 0 | 96,221 |
-0.736347 | -0.473343 | -1.309025 | 1.593726 | 0.215887 | -0.05052 | -0.646124 | -0.001238 | -0.4 | 0.732051 | 2.346065 | -0.00059 | -0.004933 | 0 | 96,222 |
-0.736782 | 0.446562 | -0.398762 | 4.23102 | 0.380418 | 0.047788 | -0.612197 | 0.002508 | -0.4 | 0.732051 | 2.346065 | -0.000591 | -0.004936 | 0 | 96,223 |
0 | -0.166466 | 0.512039 | 1.593726 | -2.926925 | -1.942037 | -0.612197 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.004936 | 0 | 96,224 |
0 | 1.367011 | 0.512039 | 3.354345 | 0.055063 | -0.43528 | -0.627657 | -0.001143 | -0.4 | 0.732051 | 2.346065 | 0 | -0.005332 | 0 | 96,225 |
-0.49143 | 0.447106 | -0.095461 | 0.71705 | -0.195233 | -0.612644 | -0.627657 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000394 | -0.005334 | 0 | 96,226 |
-0.491624 | -0.473343 | -0.39966 | 0.717744 | 0.717892 | 0.25427 | -0.644192 | -0.001222 | -0.4 | 0.732051 | 2.346065 | -0.000394 | -0.005733 | 0 | 96,227 |
0 | 0.140834 | -0.400019 | 2.476806 | -0.03679 | 0.047788 | -0.627228 | 0.001254 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006526 | 0 | 96,228 |
-0.737799 | 0.140834 | -0.400019 | 1.598923 | 0.466051 | 0.421534 | -0.627228 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000592 | -0.006332 | 0 | 96,229 |
1.229423 | 1.062553 | 1.120137 | 3.358678 | -0.453807 | -0.716748 | -0.627228 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000986 | -0.00692 | 0 | 96,230 |
-1.229423 | -2.009239 | -1.007758 | 3.360414 | -1.1571 | -1.329392 | -0.638609 | -0.000841 | -0.4 | 0.732051 | 2.346065 | -0.000986 | -0.006332 | 0 | 96,231 |
-0.492109 | 1.062553 | -0.400559 | 0.71948 | 0.300031 | 0.093124 | -0.643762 | -0.000381 | -0.4 | 0.732051 | 2.346065 | -0.000395 | -0.005937 | 0 | 96,232 |
0 | -0.473343 | 0.207779 | 0.71948 | 0.213035 | 0 | -0.643762 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.004945 | 0 | 96,233 |
-1.231122 | -0.473343 | -1.314418 | 3.364759 | -0.008859 | -0.716748 | -0.643762 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000987 | -0.00495 | 0 | 96,234 |
0.492595 | 0.142047 | 1.120977 | 3.364759 | -0.900632 | -1.583663 | -0.636461 | 0.00054 | -0.4 | 0.732051 | 2.346065 | 0.000395 | -0.005941 | 0 | 96,235 |
0 | -0.473343 | -0.40146 | 0.721219 | -1.307211 | -1.132165 | -0.632596 | 0.000286 | -0.4 | 0.732051 | 2.346065 | 0 | -0.005941 | 0 | 96,236 |
0 | -0.473343 | -0.40146 | 0.721219 | 0.031492 | -0.05052 | -0.632596 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006338 | 0 | 96,237 |
-1.231852 | -0.473343 | -1.01076 | 3.369114 | -0.576414 | -0.358374 | -0.63732 | -0.000349 | -0.4 | 0.732051 | 2.346065 | -0.000988 | -0.00535 | 0 | 96,238 |
0 | -0.473343 | -0.402363 | 0.722961 | -1.102763 | -1.583663 | -0.63732 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.00535 | 0 | 96,239 |
0 | -0.473343 | -0.402363 | 0.722961 | -0.277285 | -1.329392 | -0.643333 | -0.000444 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006543 | 0 | 96,240 |
0 | -0.473343 | -0.402363 | 1.60414 | -0.738167 | -1.132165 | -0.643333 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006941 | 0 | 96,241 |
0.739257 | 0.450197 | 1.121338 | 3.367371 | -0.718105 | -0.716748 | -0.644406 | -0.000079 | -0.4 | 0.732051 | 2.346065 | 0.000593 | -0.007932 | 0 | 96,242 |
-0.739257 | -1.396884 | -0.401821 | 3.367371 | -2.331983 | -1.942037 | -0.644406 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000593 | -0.007339 | 0 | 96,243 |
0.246468 | 0.450197 | 0.816719 | 1.60414 | -0.797309 | -1.329392 | -0.644836 | -0.000032 | -0.4 | 0.732051 | 2.346065 | 0.000198 | -0.008134 | 0 | 96,244 |
0.985384 | 1.680308 | 0.816658 | 0.721219 | 1.23166 | 0.562124 | -0.644836 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00079 | -0.009323 | 0 | 96,245 |
-0.492595 | 0.449286 | -0.40146 | 0.721219 | -0.336072 | -1.132165 | -0.6414 | 0.000254 | -0.4 | 0.732051 | 2.346065 | -0.000395 | -0.007932 | 0 | 96,246 |
0.246322 | 0.142047 | 0.207479 | 0.721219 | -0.38409 | -0.971018 | -0.6414 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000197 | -0.007731 | 0 | 96,247 |
0.246273 | 0.75695 | 0.207539 | 3.364759 | -0.078257 | -0.287628 | -0.648701 | -0.00054 | -0.4 | 0.732051 | 2.346065 | 0.000197 | -0.008924 | 0 | 96,248 |
0 | 0.449286 | -0.0969 | 3.364759 | 0.314555 | -0.716748 | -0.648701 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.008327 | 0 | 96,249 |
-1.231852 | -0.473343 | -1.01076 | 3.369114 | 0.952948 | 0.325017 | -0.648701 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000988 | -0.00714 | 0 | 96,250 |
-0.493082 | -0.473343 | -1.927572 | 3.37173 | 1.295188 | 0.76969 | -0.65321 | -0.000333 | -0.4 | 0.732051 | 2.346065 | -0.000395 | -0.00774 | 0 | 96,251 |
0 | -0.473343 | 0.207178 | 1.606757 | -1.302585 | -1.583663 | -0.65321 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006944 | 0 | 96,252 |
0 | -0.165314 | -0.402725 | 0.722961 | -0.104342 | -0.834771 | -0.636461 | 0.001238 | -0.4 | 0.732051 | 2.346065 | 0 | -0.006148 | 0 | 96,253 |
-0.493277 | -0.473343 | -0.097743 | 1.606757 | -1.718915 | -1.329392 | -0.636461 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000395 | -0.005752 | 0 | 96,254 |
0.493277 | 0.142898 | 0.81696 | 3.37173 | -0.634277 | -1.132165 | -0.634529 | 0.000143 | -0.4 | 0.628626 | 1.414214 | 0.000395 | -0.00794 | 0 | 96,255 |
-0.739988 | -0.781433 | -0.402725 | 4.257098 | -0.778727 | -0.971018 | -0.634529 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000593 | -0.007346 | 0 | 96,256 |
-0.24676 | -0.473343 | -0.403268 | 1.608329 | -1.122534 | -1.132165 | -0.611553 | 0.001699 | -0.4 | 0.628626 | 1.414214 | -0.000198 | -0.00675 | 0 | 96,257 |
1.47983 | 1.375382 | 0.81708 | 3.37173 | 0.319579 | 0.25427 | -0.611553 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001186 | -0.007937 | 0 | 96,258 |
-1.23307 | -0.473343 | -1.012265 | 1.608329 | -0.654468 | -0.612644 | -0.610908 | 0.000048 | -0.4 | 0.628626 | 1.414214 | -0.000989 | -0.006948 | 0 | 96,259 |
-1.728348 | -0.473343 | -2.541098 | 3.382228 | 0.755093 | 0.748892 | -0.610908 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001386 | -0.004567 | 0 | 96,260 |
0 | -0.473343 | -1.321658 | 3.38486 | -0.402611 | -0.519521 | -0.604896 | 0.000444 | -0.4 | 0.628626 | 1.414214 | 0 | -0.005562 | 0 | 96,261 |
-1.978192 | -1.399629 | -1.933376 | 1.614638 | -0.764288 | -0.971018 | -0.604896 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001586 | -0.002981 | 0 | 96,262 |
0.989488 | 0.762807 | 0.512039 | 3.38486 | -0.215843 | -0.287628 | -0.604252 | 0.000048 | -0.4 | 0.628626 | 1.414214 | 0.000793 | -0.003376 | 0 | 96,263 |
0.247249 | -0.164459 | -0.099436 | 1.612006 | -0.672365 | -0.716748 | -0.604252 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000198 | -0.003574 | 0 | 96,264 |
0.741454 | 0.452942 | -1.0168 | 3.380475 | 0.560049 | 0.535739 | -0.557011 | 0.003492 | -0.4 | 0.628626 | 1.414214 | 0.000594 | -0.003771 | 0 | 96,265 |
0 | 0.143875 | 0.206574 | 3.382228 | 0.843305 | 0.047788 | -0.557011 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.004169 | 0 | 96,266 |
-0.741454 | 0.143875 | -0.404537 | 0.72821 | 0.011902 | -0.161147 | -0.569895 | -0.000952 | -0.4 | 0.628626 | 1.414214 | -0.000594 | -0.00437 | 0 | 96,267 |
-0.247249 | -0.473343 | -0.405083 | 0.72821 | -0.606628 | -0.612644 | -0.569895 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000198 | -0.004172 | 0 | 96,268 |
0.247249 | -0.164459 | 0.817685 | 3.382228 | -1.233282 | -1.329392 | -0.569895 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000198 | -0.00437 | 0 | 96,269 |
0.741454 | 1.07016 | 0.512039 | 0.726457 | 0.390262 | -0.612644 | -0.562809 | 0.000524 | -0.4 | 0.628626 | 1.414214 | 0.000594 | -0.005562 | 0 | 96,270 |
1.728348 | 1.685851 | 1.122786 | 3.376098 | -0.325293 | -0.222127 | -0.54155 | 0.001572 | -0.4 | 0.628626 | 1.414214 | 0.001386 | -0.006948 | 0 | 96,271 |
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