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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.248729 | 0.769214 | -0.103095 | 0.738802 | 0.477919 | 0.047788 | -0.543698 | -0.000381 | -0.4 | 0.464102 | 0.614014 | 0.000199 | -0.000399 | 0 | 96,372 |
0 | -0.473343 | 0.512039 | 0.738802 | -1.728603 | -1.329392 | -0.543698 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.000199 | 0 | 96,373 |
-0.497507 | 0.458482 | -0.41057 | 3.411355 | -2.08362 | -1.583663 | -0.543698 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000399 | 0.001395 | 1 | 96,374 |
0.497507 | 0.148183 | 1.12705 | 0.738802 | -0.58544 | -0.971018 | -0.543053 | 0.000048 | -0.4 | 0.249689 | 0 | 0.000399 | 0.000598 | 1 | 96,375 |
-1.24414 | -1.094869 | -1.02595 | 1.630541 | -0.878406 | -1.583663 | -0.543053 | 0 | -0.4 | 0.249689 | 0 | -0.000998 | 0.001994 | 1 | 96,376 |
0.248927 | 0.459412 | 0.819759 | 1.630541 | -1.790487 | -1.583663 | -0.505905 | 0.002746 | -0.4 | 0.249689 | 0 | 0.0002 | 0.003387 | 1 | 96,377 |
0.497705 | 0.148431 | 0.819698 | 1.630541 | -0.952835 | -0.971018 | -0.505905 | 0 | -0.4 | 0.249689 | 0 | 0.000399 | 0.002988 | 1 | 96,378 |
0 | -0.473343 | 0.204441 | 0.738802 | -1.186356 | -1.329392 | -0.505905 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002391 | 1 | 96,379 |
-1.992014 | -0.473343 | -1.950463 | 1.63321 | -0.367923 | -0.161147 | -0.551213 | -0.00335 | -0.4 | 0.249689 | 0 | -0.001597 | 0.002993 | 1 | 96,380 |
0.747378 | 2.015245 | 0.512039 | 1.63321 | -1.613993 | -1.329392 | -0.551213 | 0 | -0.4 | 0.249689 | 0 | 0.000599 | 0.002991 | 1 | 96,381 |
-0.747378 | 0.148804 | -0.41186 | 0.742361 | -1.167894 | -1.329392 | -0.538115 | 0.000968 | -0.4 | 0.249689 | 0 | -0.000599 | 0.00359 | 1 | 96,382 |
-0.249226 | -0.473343 | -0.104202 | 0.742361 | -1.080536 | -1.583663 | -0.534464 | 0.00027 | -0.4 | 0.249689 | 0 | -0.0002 | 0.003192 | 1 | 96,383 |
-0.249275 | -0.16199 | -0.104325 | 0.742361 | -1.681741 | -1.132165 | -0.534464 | 0 | -0.4 | 0.249689 | 0 | -0.0002 | 0.003392 | 1 | 96,384 |
1.245879 | 1.083112 | 0.512039 | 3.415801 | -0.391426 | -0.161147 | -0.537471 | -0.000222 | -0.4 | 0.249689 | 0 | 0.000999 | 0.002991 | 1 | 96,385 |
0.249027 | -0.162239 | -0.41186 | 0.740579 | -0.780558 | -0.971018 | -0.537471 | 0 | -0.4 | 0.249689 | 0 | 0.0002 | 0.000798 | 1 | 96,386 |
0.248977 | -0.162301 | -0.10371 | 1.630541 | -0.068776 | -0.161147 | -0.542195 | -0.000349 | -0.4 | 0.249689 | 0 | 0.0002 | 0.00299 | 1 | 96,387 |
0 | -0.473343 | -1.027486 | 3.413132 | -0.419814 | -0.05052 | -0.542195 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002591 | 1 | 96,388 |
-0.498004 | -1.09549 | -0.411491 | 1.63321 | -2.014844 | -1.132165 | -0.558085 | -0.001175 | -0.4 | 0.249689 | 0 | -0.000399 | 0.002991 | 1 | 96,389 |
-0.747378 | -1.407029 | -0.41186 | 1.63321 | -1.575427 | -1.132165 | -0.558085 | 0 | -0.4 | 0.249689 | 0 | -0.000599 | 0.004585 | 1 | 96,390 |
-0.498501 | 0.460343 | -0.412414 | 0.742361 | -0.197195 | -0.612644 | -0.543053 | 0.001111 | -0.4 | 0.249689 | 0 | -0.0004 | 0.004985 | 1 | 96,391 |
0.498501 | 0.149425 | 0.203826 | 0.742361 | -1.70939 | -1.132165 | -0.543053 | 0 | -0.4 | 0.249689 | 0 | 0.0004 | 0.003988 | 1 | 96,392 |
-0.498501 | -0.473343 | -0.412414 | 0.742361 | -0.079852 | -0.716748 | -0.543053 | 0 | -0.4 | 0.249689 | 0 | -0.0004 | 0.004388 | 1 | 96,393 |
-0.748125 | -0.473343 | -0.412784 | 1.635885 | 0.136635 | -0.43528 | -0.536397 | 0.000492 | -0.4 | 0.249689 | 0 | -0.0006 | 0.005584 | 1 | 96,394 |
0 | 0.149799 | 0.512039 | 1.635885 | -0.353066 | -0.43528 | -0.536397 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.004988 | 1 | 96,395 |
0.748125 | 1.084045 | 0.820374 | 0.742361 | 0.101779 | -0.222127 | -0.536397 | 0 | -0.4 | 0.249689 | 0 | 0.0006 | 0.004985 | 1 | 96,396 |
1.245879 | 1.083112 | 1.128279 | 1.63321 | 0.176969 | 0.047788 | -0.536397 | 0 | -0.4 | 0.249689 | 0 | 0.000999 | 0.004185 | 1 | 96,397 |
0 | 0.148804 | 0.204134 | 0.740579 | -0.426648 | -0.358374 | -0.544342 | -0.000587 | -0.4 | 0.249689 | 0 | 0 | 0.004383 | 1 | 96,398 |
0 | -0.473343 | 0.204134 | 0.740579 | -1.598251 | -1.583663 | -0.544342 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.003986 | 1 | 96,399 |
0.498004 | 0.148804 | 0.204134 | 1.630541 | -0.930895 | -0.43528 | -0.541121 | 0.000238 | -0.4 | 0.249689 | 0 | 0.000399 | 0.003984 | 1 | 96,400 |
0.746633 | 0.459412 | 0.819759 | 1.630541 | -0.209782 | -0.287628 | -0.541121 | 0 | -0.4 | 0.249689 | 0 | 0.000599 | 0.003982 | 1 | 96,401 |
0 | 0.148183 | 0.204441 | 1.630541 | 0.088481 | -0.104104 | -0.539833 | 0.000095 | -0.4 | 0.249689 | 0 | 0 | 0.002988 | 1 | 96,402 |
-0.746633 | -0.784199 | -0.410939 | 3.413132 | -0.502181 | -0.612644 | -0.539833 | 0 | -0.4 | 0.249689 | 0 | -0.000599 | 0.003586 | 1 | 96,403 |
1.24414 | 1.080938 | 0.512039 | 0.738802 | -0.49217 | -0.43528 | -0.539188 | 0.000048 | -0.4 | 0.249689 | 0 | 0.000998 | 0.002987 | 1 | 96,404 |
-1.24414 | -1.094869 | -2.257446 | 3.411355 | -1.178899 | -1.329392 | -0.539188 | 0 | -0.4 | 0.249689 | 0 | -0.000998 | 0.003984 | 1 | 96,405 |
0 | -0.473343 | 0.512039 | 3.411355 | -2.08362 | -1.942037 | -0.53425 | 0.000365 | -0.4 | 0.249689 | 0 | 0 | 0.00299 | 1 | 96,406 |
0 | -0.473343 | 0.512039 | 3.411355 | -2.252779 | -1.942037 | -0.53425 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002591 | 1 | 96,407 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | -1.630186 | -1.329392 | -0.535967 | -0.000127 | -0.4 | 0.249689 | 0 | 0.000599 | 0.002988 | 1 | 96,408 |
0.497507 | 1.700915 | 0.204441 | 1.627878 | 1.321622 | 0.790009 | -0.535967 | 0 | -0.4 | 0.249689 | 0 | 0.000399 | 0.002589 | 1 | 96,409 |
1.2429 | 1.079389 | 0.512039 | 0.737028 | 0.088085 | -0.05052 | -0.534894 | 0.000079 | -0.4 | 0.249689 | 0 | 0.000997 | 0.000996 | 1 | 96,410 |
-0.497011 | -0.783766 | -0.409651 | 3.406917 | 0.155932 | -0.519521 | -0.534894 | 0 | -0.4 | 0.249689 | 0 | -0.000398 | 0.001991 | 1 | 96,411 |
0.497011 | 0.147564 | 1.126437 | 1.627878 | -3.636876 | -1.942037 | -0.541765 | -0.000508 | -0.4 | 0.249689 | 0 | 0.000398 | 0.002586 | 1 | 96,412 |
-1.2429 | -1.09425 | -1.024417 | 1.627878 | -0.593293 | -0.43528 | -0.541765 | 0 | -0.4 | 0.249689 | 0 | -0.000997 | 0.002987 | 1 | 96,413 |
0 | -0.473343 | 0.512039 | 0.738802 | -0.816521 | -1.583663 | -0.543912 | -0.000159 | -0.4 | 0.249689 | 0 | 0 | 0.003583 | 1 | 96,414 |
-0.248729 | -0.473343 | -0.102973 | 0.738802 | -1.015867 | -1.329392 | -0.543912 | 0 | -0.4 | 0.249689 | 0 | -0.000199 | 0.002788 | 1 | 96,415 |
0.248729 | -0.162611 | -0.103095 | 1.627878 | 0.284004 | -0.161147 | -0.543912 | 0 | -0.4 | 0.249689 | 0 | 0.000199 | 0.001992 | 1 | 96,416 |
0.745888 | 0.458482 | -0.41057 | 3.408691 | -2.014844 | -0.716748 | -0.552716 | -0.000651 | -0.4 | 0.249689 | 0 | 0.000598 | 0.001394 | 1 | 96,417 |
-0.745888 | -1.405168 | -0.410019 | 3.408691 | -1.186356 | -1.942037 | -0.552716 | 0 | -0.4 | 0.249689 | 0 | -0.000598 | 0.001594 | 1 | 96,418 |
0 | -0.473343 | 0.512039 | 3.408691 | -4.029688 | -2.554681 | -0.549495 | 0.000238 | -0.4 | 0.249689 | 0 | 0 | 0.001992 | 1 | 96,419 |
-0.497507 | 0.458482 | -0.41057 | 3.408691 | -1.419901 | -1.132165 | -0.545845 | 0.00027 | -0.4 | 0.249689 | 0 | -0.000399 | 0.001993 | 1 | 96,420 |
0.248778 | -0.162549 | 0.204441 | 0.738802 | -0.854923 | -1.329392 | -0.545845 | 0 | -0.4 | 0.249689 | 0 | 0.000199 | 0.002788 | 1 | 96,421 |
-0.248778 | -0.784137 | -0.103095 | 0.738802 | -1.505374 | -1.329392 | -0.545845 | 0 | -0.4 | 0.249689 | 0 | -0.000199 | 0.002988 | 1 | 96,422 |
0.248778 | 0.148183 | 0.204441 | 0.738802 | -0.713198 | -1.132165 | -0.543912 | 0.000143 | -0.4 | 0.249689 | 0 | 0.000199 | 0.003186 | 1 | 96,423 |
1.491628 | 1.390121 | 0.819513 | 0.737028 | 0.051273 | 0.25427 | -0.543912 | 0 | -0.4 | 0.249689 | 0 | 0.001196 | 0.00199 | 1 | 96,424 |
-0.497011 | -1.09425 | -0.409651 | 0.737028 | -2.304333 | -1.942037 | -0.543483 | 0.000032 | -0.4 | 0.249689 | 0 | -0.000398 | 0.002389 | 1 | 96,425 |
0.497011 | 0.147564 | 1.126437 | 3.404258 | -0.326115 | -0.43528 | -0.555078 | -0.000857 | -0.4 | 0.249689 | 0 | 0.000398 | 0.00199 | 1 | 96,426 |
1.986067 | 2.007814 | -1.639429 | 3.399835 | 1.212656 | 1.134889 | -0.555078 | 0 | -0.4 | 0.249689 | 0 | 0.001592 | 0.000398 | 1 | 96,427 |
0 | -0.473343 | 0.205359 | 1.622566 | -2.304333 | -1.942037 | -0.527593 | 0.002032 | -0.4 | 0.249689 | 0 | 0 | 0.000398 | 1 | 96,428 |
-0.744405 | -1.403314 | -1.021971 | 3.399835 | -0.313105 | -0.358374 | -0.527593 | 0 | -0.4 | 0.249689 | 0 | -0.000597 | 0.001591 | 1 | 96,429 |
-1.241662 | -0.473343 | -1.022888 | 1.625219 | 0.831376 | 0.636861 | -0.527593 | 0 | -0.4 | 0.249689 | 0 | -0.000996 | 0.00199 | 1 | 96,430 |
0.745146 | 0.457554 | 0.512039 | 1.625219 | -1.217205 | -1.329392 | -0.519648 | 0.000587 | -0.4 | 0.249689 | 0 | 0.000597 | 0.002386 | 1 | 96,431 |
0 | -0.473343 | 0.205053 | 1.625219 | -2.670782 | -1.942037 | -0.519648 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.001989 | 1 | 96,432 |
-0.745146 | -0.473343 | -0.409101 | 1.625219 | -0.708334 | -1.583663 | -0.519648 | 0 | -0.4 | 0.249689 | 0 | -0.000597 | 0.002586 | 1 | 96,433 |
0 | -0.473343 | 0.512039 | 1.625219 | -2.534113 | -1.329392 | -0.51836 | 0.000095 | -0.4 | 0.249689 | 0 | 0 | 0.002984 | 1 | 96,434 |
0.745146 | 0.76773 | 1.433178 | 14.072297 | -2.724795 | -1.942037 | -0.51836 | 0 | -0.4 | 0 | -0.385986 | 0.000597 | 0.002386 | 1 | 96,435 |
-2.485552 | -3.578499 | -2.868165 | 9.621603 | -1.801491 | -1.942037 | -0.51836 | 0 | -0.4 | 0 | -0.385986 | -0.001993 | 0.00418 | 1 | 96,436 |
2.982069 | 4.801746 | 1.12705 | 0.735257 | 0.872718 | 0.790009 | -0.549495 | -0.002302 | -0.4 | 0 | -0.385986 | 0.002391 | 0.001591 | 1 | 96,437 |
-0.496517 | -1.093632 | -1.022888 | 3.402488 | -2.065628 | -1.583663 | -0.549495 | 0 | -0.4 | 0 | -0.385986 | -0.000398 | 0.001989 | 1 | 96,438 |
0 | 0.146946 | 0.205053 | 0.735257 | -0.495488 | -1.329392 | -0.563453 | -0.001032 | -0.4 | 0 | -0.385986 | 0 | 0.002386 | 1 | 96,439 |
1.240921 | 1.69659 | 1.125826 | 0.73349 | -0.011213 | -0.05052 | -0.563453 | 0 | -0.4 | 0 | -0.385986 | 0.000995 | 0.001391 | 1 | 96,440 |
0 | -0.473343 | -0.408184 | 1.622566 | -0.945427 | -0.971018 | -0.571613 | -0.000603 | -0.4 | 0 | -0.385986 | 0 | 0.001391 | 1 | 96,441 |
-0.744405 | -1.403314 | -1.328957 | 1.622566 | -0.230243 | -0.43528 | -0.571613 | 0 | -0.4 | 0 | -0.385986 | -0.000597 | 0.002187 | 1 | 96,442 |
0 | 0.456628 | 0.512039 | 1.622566 | 0.103323 | 0.047788 | -0.571827 | -0.000016 | -0.4 | 0 | -0.385986 | 0 | 0.001988 | 1 | 96,443 |
0.744405 | 1.076301 | 1.125581 | 0.73349 | 0.181689 | -0.287628 | -0.571827 | 0 | -0.4 | 0 | -0.385986 | 0.000597 | 0.00159 | 1 | 96,444 |
-0.744405 | -0.473343 | -0.408184 | 1.622566 | -1.146507 | -1.329392 | -0.572042 | -0.000016 | -0.4 | 0 | -0.385986 | -0.000597 | 0.002584 | 1 | 96,445 |
0.744405 | 0.456628 | 1.125581 | 3.398068 | -0.793544 | -0.716748 | -0.572042 | 0 | -0.4 | 0 | -0.385986 | 0.000597 | 0.002384 | 1 | 96,446 |
0.248036 | -0.163476 | 0.205359 | 0.73349 | -2.183299 | -1.583663 | -0.572042 | 0 | -0.4 | 0 | -0.385986 | 0.000199 | 0.003176 | 1 | 96,447 |
0.247987 | -0.163538 | 0.818596 | 1.619918 | -0.427631 | -0.519521 | -0.578699 | -0.000492 | -0.4 | 0 | -0.385986 | 0.000199 | 0.002978 | 1 | 96,448 |
-0.496023 | 0.455704 | -0.407818 | 3.39542 | -0.865476 | -1.329392 | -0.573975 | 0.000349 | -0.4 | 0 | -0.385986 | -0.000398 | 0.003375 | 1 | 96,449 |
0.496023 | 0.146329 | 1.125215 | 1.619918 | -0.692414 | -1.329392 | -0.573975 | 0 | -0.4 | 0 | -0.385986 | 0.000398 | 0.002581 | 1 | 96,450 |
0.743665 | 0.455704 | 1.124972 | 1.619918 | -2.670782 | -1.942037 | -0.567748 | 0.00046 | -0.4 | 0 | -0.385986 | 0.000596 | 0.001985 | 1 | 96,451 |
-1.239688 | -1.40239 | -1.327127 | 0.73349 | -0.013577 | -0.834771 | -0.567748 | 0 | -0.4 | 0 | -0.385986 | -0.000994 | 0.002979 | 1 | 96,452 |
0 | 0.146329 | -0.408184 | 3.398068 | 0.644967 | 0.290351 | -0.532102 | 0.002635 | -0.4 | 0 | -0.385986 | 0 | 0.003375 | 1 | 96,453 |
0.496023 | 0.146329 | -0.408184 | 3.398068 | -0.479092 | -0.104104 | -0.532102 | 0 | -0.4 | 0 | -0.385986 | 0.000398 | 0.001986 | 1 | 96,454 |
0 | -0.473343 | -1.021361 | 3.398068 | -1.02993 | -1.132165 | -0.532102 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.001986 | 1 | 96,455 |
-1.240428 | -1.093016 | -1.942134 | 3.399835 | 0.518621 | -0.05052 | -0.557226 | -0.001857 | -0.4 | 0 | -0.385986 | -0.000995 | 0.002981 | 1 | 96,456 |
-0.496517 | -1.093632 | -0.408734 | 3.399835 | -1.443036 | -1.942037 | -0.557226 | 0 | -0.4 | 0 | -0.385986 | -0.000398 | 0.003577 | 1 | 96,457 |
1.240921 | 1.076917 | 1.739369 | 3.399835 | -2.576111 | -1.329392 | -0.556582 | 0.000048 | -0.4 | 0 | -0.385986 | 0.000995 | 0.003375 | 1 | 96,458 |
0 | -0.473343 | -1.328957 | 1.622566 | 0.297026 | 0 | -0.558514 | -0.000143 | -0.4 | 0 | -0.385986 | 0 | 0.002979 | 1 | 96,459 |
-0.744405 | 1.075376 | -0.408184 | 1.622566 | 0.638407 | 0.451498 | -0.558514 | 0 | -0.4 | 0 | -0.385986 | -0.000597 | 0.003576 | 1 | 96,460 |
0.744405 | 0.456628 | 1.125581 | 3.398068 | -2.22866 | -1.942037 | -0.549281 | 0.000683 | -0.4 | 0 | -0.385986 | 0.000597 | 0.002979 | 1 | 96,461 |
1.239688 | 1.075376 | 0.512039 | 1.619918 | 0.624747 | -0.161147 | -0.549281 | 0 | -0.4 | 0 | -0.385986 | 0.000994 | 0.001985 | 1 | 96,462 |
-0.743665 | -1.40239 | -0.40727 | 1.619918 | -0.690846 | -1.132165 | -0.551213 | -0.000143 | -0.4 | 0 | -0.385986 | -0.000596 | 0.003572 | 1 | 96,463 |
0.743665 | 0.455704 | 0.818536 | 1.619918 | -1.485942 | -1.583663 | -0.556152 | -0.000365 | -0.4 | 0 | -0.385986 | 0.000596 | 0.002976 | 1 | 96,464 |
-1.239688 | -0.473343 | -1.327127 | 1.622566 | 0.392118 | -0.358374 | -0.550354 | 0.000429 | -0.4 | 0 | -0.385986 | -0.000994 | 0.00397 | 1 | 96,465 |
-0.744405 | -0.783272 | -0.408184 | 3.399835 | -0.135786 | -0.161147 | -0.550354 | 0 | -0.4 | 0 | -0.385986 | -0.000597 | 0.002187 | 1 | 96,466 |
0 | -0.473343 | 0.512039 | 3.399835 | -0.358265 | -0.612644 | -0.550354 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.001988 | 1 | 96,467 |
-0.496517 | -1.093632 | -0.408734 | 0.735257 | -1.690808 | -1.583663 | -0.547133 | 0.000238 | -0.4 | 0 | -0.385986 | -0.000398 | 0.002386 | 1 | 96,468 |
0.496517 | 1.076917 | 0.512039 | 1.622566 | 0.072833 | -0.104104 | -0.547133 | 0 | -0.4 | 0 | -0.385986 | 0.000398 | 0.002584 | 1 | 96,469 |
-0.496517 | 0.456628 | -0.408734 | 0.735257 | -0.697143 | -0.834771 | -0.549495 | -0.000175 | -0.4 | 0 | -0.385986 | -0.000398 | 0.002982 | 1 | 96,470 |
1.240921 | 1.076917 | -0.101993 | 1.622566 | 0.343039 | 0.290351 | -0.54971 | -0.000016 | -0.4 | 0 | -0.385986 | 0.000995 | 0.001987 | 1 | 96,471 |
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