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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 | -0.473343 | -0.101382 | 1.622566 | -0.425667 | -0.834771 | -0.54971 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.002979 | 1 | 96,472 |
0.496023 | 0.146329 | 0.205359 | 3.39542 | 0.524702 | -0.05052 | -0.54971 | 0 | -0.4 | 0 | -0.385986 | 0.000398 | 0.002581 | 1 | 96,473 |
0 | -0.473343 | 0.512039 | 3.39542 | -4.029688 | -2.554681 | -0.54971 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.002978 | 1 | 96,474 |
0 | 0.455704 | -0.407818 | 0.73349 | 0.564851 | 0.325017 | -0.554434 | -0.000349 | -0.4 | 0 | -0.385986 | 0 | 0.001986 | 1 | 96,475 |
0 | -0.473343 | 0.512039 | 0.73349 | -4.029688 | -2.554681 | -0.552072 | 0.000175 | -0.4 | 0 | -0.385986 | 0 | 0.001589 | 1 | 96,476 |
0 | 0.455704 | 0.512039 | 1.619918 | -0.738167 | -1.132165 | -0.552072 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000995 | 0 | 96,477 |
0 | -0.473343 | 0.512039 | 1.619918 | -1.898186 | -1.583663 | -0.551858 | 0.000016 | -0.4 | 0 | -0.385986 | 0 | -0.000995 | 0 | 96,478 |
0.743665 | 0.455704 | 0.818536 | 1.619918 | -0.676929 | -0.612644 | -0.551858 | 0 | -0.4 | 0 | -0.385986 | 0.000596 | -0.001989 | 0 | 96,479 |
-0.743665 | -0.782964 | -0.40727 | 1.619918 | -2.45844 | -1.329392 | -0.557226 | -0.000397 | -0.4 | 0 | -0.385986 | -0.000596 | -0.00199 | 0 | 96,480 |
1.239195 | 1.074761 | 0.818536 | 0.731727 | -0.331071 | -0.612644 | -0.557226 | 0 | -0.4 | 0 | -0.385986 | 0.000994 | -0.002386 | 0 | 96,481 |
-0.49553 | -0.782841 | -0.406905 | 3.393656 | -0.49217 | -0.716748 | -0.556796 | 0.000032 | -0.4 | 0 | -0.385986 | -0.000397 | -0.001989 | 0 | 96,482 |
0 | -0.473343 | 0.205663 | 3.393656 | -0.880589 | -0.971018 | -0.556796 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.001989 | 0 | 96,483 |
0.49553 | 0.145714 | 0.205663 | 0.731727 | -0.545302 | -0.519521 | -0.533176 | 0.001746 | -0.4 | 0 | -0.385986 | 0.000397 | -0.002984 | 0 | 96,484 |
0 | -0.473343 | 0.512039 | 0.731727 | -4.029688 | -2.554681 | -0.533176 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.002984 | 0 | 96,485 |
-0.247741 | -0.473343 | -0.100529 | 0.731727 | -1.835848 | -1.132165 | -0.532317 | 0.000063 | -0.4 | 0 | -0.385986 | -0.000199 | -0.002188 | 0 | 96,486 |
-0.24779 | -0.782902 | -0.100651 | 0.731727 | -0.729722 | -1.329392 | -0.532317 | 0 | -0.4 | 0 | -0.385986 | -0.000199 | -0.001591 | 0 | 96,487 |
0 | -0.473343 | 0.205663 | 0.731727 | -2.048189 | -1.942037 | -0.532102 | 0.000016 | -0.4 | 0 | -0.385986 | 0 | -0.000994 | 0 | 96,488 |
0.49553 | 1.073839 | 0.205663 | 0.731727 | 0.072426 | 0.290351 | -0.532102 | 0 | -0.4 | 0 | -0.385986 | 0.000397 | -0.001391 | 0 | 96,489 |
0 | -0.473343 | -0.406905 | 1.617275 | -0.726378 | -0.716748 | -0.846038 | -0.023209 | -0.4 | 0 | -0.385986 | 0 | -0.000994 | 0 | 96,490 |
0 | -0.473343 | 0.512039 | 1.617275 | -1.953519 | -1.942037 | -0.557011 | 0.021367 | -0.4 | 0 | -0.385986 | 0 | -0.001391 | 0 | 96,491 |
0.247691 | 0.454782 | 0.818231 | 1.617275 | -1.582933 | -1.583663 | -0.557011 | 0 | -0.4 | 0 | -0.385986 | 0.000199 | -0.001192 | 0 | 96,492 |
-0.247691 | 0.763788 | 0.205846 | 1.617275 | -0.457944 | -0.104104 | -0.563023 | -0.000444 | -0.4 | 0 | -0.385986 | -0.000199 | -0.001988 | 0 | 96,493 |
0.247691 | 0.145468 | 0.512039 | 1.617275 | -0.309899 | -0.612644 | -0.563023 | 0 | -0.4 | 0 | -0.385986 | 0.000199 | -0.002585 | 0 | 96,494 |
0.495235 | 0.145345 | 0.205846 | 1.617275 | -1.20157 | -1.329392 | -0.565385 | -0.000175 | -0.4 | -0.267949 | -0.517638 | 0.000397 | -0.002584 | 0 | 96,495 |
0.495039 | 1.072304 | -0.406357 | 1.614638 | 0.5121 | 0.660432 | -0.565385 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000397 | -0.002384 | 0 | 96,496 |
1.236738 | 1.071691 | 0.512039 | 0.72821 | -0.094965 | -0.222127 | -0.565171 | 0.000016 | -0.4 | -0.267949 | -0.517638 | 0.000992 | -0.003375 | 0 | 96,497 |
0 | -0.473343 | 0.512039 | 0.72821 | -4.029688 | -2.554681 | -0.565171 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.003375 | 0 | 96,498 |
0 | -0.473343 | -1.0168 | 0.72821 | 0.994034 | 0.480479 | -0.565171 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001984 | 0 | 96,499 |
-0.494548 | -1.091173 | -0.405083 | 3.38486 | -0.013577 | 0.047788 | -0.565171 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000397 | -0.001588 | 0 | 96,500 |
0 | 0.144487 | 0.206271 | 0.72821 | -0.156135 | -1.583663 | -0.565171 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001786 | 0 | 96,501 |
0 | 0.144487 | -0.405446 | 3.38486 | -0.544093 | -0.834771 | -0.563882 | 0.000095 | -0.4 | -0.267949 | -0.517638 | 0 | 0 | 0 | 96,502 |
0.494548 | 0.144487 | 0.512039 | 0.72821 | -1.575427 | -1.329392 | -0.568606 | -0.000349 | -0.4 | -0.267949 | -0.517638 | 0.000397 | -0.000992 | 0 | 96,503 |
-1.236738 | -1.091173 | -1.0168 | 1.614638 | -0.708334 | -0.971018 | -0.568606 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000992 | 0.001586 | 1 | 96,504 |
0 | -0.473343 | 0.512039 | 1.614638 | -2.784503 | -1.329392 | -0.560232 | 0.000619 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002576 | 1 | 96,505 |
0 | -0.473343 | 0.512039 | 1.614638 | -3.636876 | -1.942037 | -0.560232 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002576 | 1 | 96,506 |
0.247446 | 0.144854 | -1.324571 | 1.614638 | -0.673882 | -1.132165 | -0.562594 | -0.000175 | -0.4 | -0.267949 | -0.517638 | 0.000198 | 0.002773 | 1 | 96,507 |
0.989292 | 0.762561 | 0.512039 | 0.72821 | 0.005982 | -0.287628 | -0.562594 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000793 | 0.002573 | 1 | 96,508 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | 0.573829 | -0.358374 | -0.592656 | -0.002222 | -0.4 | -0.267949 | -0.517638 | -0.000397 | 0.00297 | 1 | 96,509 |
0 | 0.144487 | -0.405446 | 0.72821 | 0.575172 | 0.727593 | -0.592656 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001585 | 1 | 96,510 |
0 | 0.144487 | -0.405446 | 3.386616 | -0.381363 | 0.047788 | -0.592656 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.000397 | 1 | 96,511 |
0 | -0.473343 | -0.099557 | 3.38486 | -0.558781 | -0.834771 | -0.591153 | 0.000111 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001588 | 0 | 96,512 |
1.236002 | 1.070772 | 0.206271 | 1.612006 | -0.162878 | -0.358374 | -0.591153 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000991 | -0.003572 | 0 | 96,513 |
0 | -0.473343 | 0.206574 | 0.726457 | -0.595935 | -0.834771 | -0.592012 | -0.000063 | -0.4 | -0.267949 | -0.517638 | 0 | -0.003572 | 0 | 96,514 |
0 | -0.473343 | 0.206574 | 0.726457 | -0.455872 | -1.132165 | -0.532102 | 0.004429 | -0.4 | -0.267949 | -0.517638 | 0 | -0.00397 | 0 | 96,515 |
-2.968466 | 0.143875 | -3.463731 | 1.617275 | 1.730006 | 1.350951 | -0.532102 | 0 | -0.4 | -0.267949 | -0.517638 | -0.00238 | -0.00159 | 0 | 96,516 |
-0.247691 | 0.145345 | 0.205846 | 3.389254 | -0.148268 | -0.358374 | -0.532102 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000199 | -0.000994 | 0 | 96,517 |
0 | 0.454782 | 0.512039 | 3.389254 | -1.518709 | -0.834771 | -0.515783 | 0.001206 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001391 | 0 | 96,518 |
0.742927 | 0.764034 | 0.512039 | 3.389254 | 0.183699 | 0 | -0.582134 | -0.004905 | -0.4 | -0.267949 | -0.517638 | 0.000596 | -0.000993 | 0 | 96,519 |
0 | -0.473343 | 0.205967 | 1.617275 | -1.414263 | -1.942037 | -0.582134 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001589 | 0 | 96,520 |
0 | 0.1451 | 0.205967 | 0.729967 | -0.287181 | 0 | -0.582134 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.000596 | 0 | 96,521 |
1.237228 | 1.072304 | 0.205967 | 3.38486 | 1.22205 | 0.920498 | -0.579987 | 0.000159 | -0.4 | -0.267949 | -0.517638 | 0.000992 | -0.001588 | 0 | 96,522 |
0 | 0.144487 | -0.099557 | 1.614638 | -0.156135 | -0.222127 | -0.577196 | 0.000206 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001588 | 0 | 96,523 |
0.494548 | 0.144487 | -0.405446 | 3.38486 | -0.281831 | -0.287628 | -0.577196 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000397 | -0.001984 | 0 | 96,524 |
-1.236738 | -0.473343 | -3.466099 | 1.614638 | 1.37233 | 1.350951 | -0.519218 | 0.004286 | -0.4 | -0.267949 | -0.517638 | -0.000992 | -0.000993 | 0 | 96,525 |
-0.495039 | -0.473343 | -1.018317 | 0.731727 | -0.301962 | -0.716748 | -0.519218 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000397 | 0 | 0 | 96,526 |
-3.222549 | -1.401468 | -3.471633 | 1.622566 | 0.098289 | -0.161147 | -0.519218 | 0 | -0.4 | -0.267949 | -0.517638 | -0.002584 | 0.001591 | 1 | 96,527 |
0 | 0.456628 | -0.408734 | 0.735257 | 0.042328 | -0.161147 | -0.507838 | 0.000841 | -0.4 | -0.267949 | -0.517638 | 0 | 0.000995 | 1 | 96,528 |
-0.496517 | -0.473343 | -0.408734 | 3.402488 | -0.213141 | 0.093124 | -0.539188 | -0.002318 | -0.4 | -0.267949 | -0.517638 | -0.000398 | 0.001989 | 1 | 96,529 |
-0.745146 | 1.076917 | -0.409101 | 1.625219 | 0.288192 | 0.093124 | -0.539188 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000597 | 0.002984 | 1 | 96,530 |
0.745146 | 0.457554 | -0.409651 | 1.625219 | -0.420786 | -0.104104 | -0.539188 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000597 | 0.002982 | 1 | 96,531 |
0 | -0.473343 | -1.33079 | 1.625219 | -0.09991 | 0.216654 | -0.523942 | 0.001127 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001393 | 1 | 96,532 |
0 | 0.146946 | 0.205053 | 3.402488 | -0.247877 | -0.612644 | -0.523942 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.000995 | 1 | 96,533 |
-0.745146 | -1.40424 | -0.409101 | 0.737028 | -0.387746 | -1.132165 | -0.537256 | -0.000984 | -0.4 | -0.267949 | -0.517638 | -0.000597 | 0.000996 | 1 | 96,534 |
0 | -0.473343 | 0.512039 | 1.625219 | -0.421759 | -0.222127 | -0.529096 | 0.000603 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002586 | 1 | 96,535 |
0.745146 | 1.077843 | 0.819146 | 0.735257 | -0.273524 | -0.612644 | -0.549925 | -0.00154 | -0.4 | -0.267949 | -0.517638 | 0.000597 | 0.002982 | 1 | 96,536 |
0.496517 | 0.146946 | 1.125826 | 3.399835 | -0.065651 | -0.43528 | -0.549925 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000398 | 0.003774 | 1 | 96,537 |
0.744405 | 0.456628 | -0.408734 | 1.622566 | -1.983352 | -1.329392 | -0.549925 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000597 | 0.005356 | 1 | 96,538 |
0 | -0.473343 | 0.512039 | 1.622566 | -4.029688 | -2.554681 | -0.559158 | -0.000683 | -0.4 | -0.267949 | -0.517638 | 0 | 0.003375 | 1 | 96,539 |
0.496023 | 1.075376 | 0.205359 | 3.39542 | 0.308414 | 0.216654 | -0.567748 | -0.000635 | -0.4 | -0.267949 | -0.517638 | 0.000398 | 0.003968 | 1 | 96,540 |
-0.496023 | -0.473343 | -0.407818 | 3.398068 | -0.029434 | 0.047788 | -0.567748 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000398 | 0.003375 | 1 | 96,541 |
0.496023 | 0.146329 | 1.125215 | 3.398068 | -2.926925 | -1.942037 | -0.559803 | 0.000587 | -0.4 | -0.267949 | -0.517638 | 0.000398 | 0.002978 | 1 | 96,542 |
-1.240428 | -2.022987 | -1.021361 | 0.735257 | 0.211763 | -0.612644 | -0.559803 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000995 | 0.004567 | 1 | 96,543 |
-0.496517 | -0.783457 | -0.408734 | 3.402488 | -0.164731 | -0.104104 | -0.559803 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000398 | 0.00635 | 1 | 96,544 |
0.496517 | 0.146946 | 0.205053 | 0.735257 | -0.28107 | -0.971018 | -0.557655 | 0.000159 | -0.4 | -0.267949 | -0.517638 | 0.000398 | 0.006546 | 1 | 96,545 |
0.744405 | 0.456628 | -0.408734 | 1.622566 | 0.339238 | -0.519521 | -0.557655 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000597 | 0.005356 | 1 | 96,546 |
0 | 0.146329 | 0.205359 | 3.398068 | -0.854923 | -0.834771 | -0.574404 | -0.001238 | -0.4 | -0.267949 | -0.517638 | 0 | 0.004366 | 1 | 96,547 |
0 | -0.473343 | 0.512039 | 0.73349 | -4.029688 | -2.554681 | -0.574404 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.004366 | 1 | 96,548 |
1.735218 | 1.694434 | 1.125215 | 0.731727 | 0.255849 | 0.136247 | -0.582779 | -0.000619 | -0.4 | -0.267949 | -0.517638 | 0.001391 | 0.004755 | 1 | 96,549 |
0 | -0.473343 | -0.406905 | 0.731727 | -0.045746 | -0.358374 | -0.574404 | 0.000619 | -0.4 | -0.267949 | -0.517638 | 0 | 0.004953 | 1 | 96,550 |
-0.247741 | -0.782841 | -0.406905 | 0.731727 | -0.218558 | -0.43528 | -0.574404 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000199 | 0.005744 | 1 | 96,551 |
2.227895 | 2.309926 | 0.818292 | 1.614638 | 0.6632 | 0.76969 | -0.574404 | 0 | -0.4 | -0.267949 | -0.517638 | 0.001786 | 0.003958 | 1 | 96,552 |
-0.74219 | -0.473343 | -0.405446 | 1.614638 | 0.305184 | 0.136247 | -0.574619 | -0.000016 | -0.4 | -0.267949 | -0.517638 | -0.000595 | 0.004553 | 1 | 96,553 |
1.978192 | 1.997976 | 1.123756 | 1.612006 | 0.382071 | 0.177365 | -0.58557 | -0.00081 | -0.4 | -0.267949 | -0.517638 | 0.001586 | 0.003954 | 1 | 96,554 |
1.234779 | 1.685851 | 0.206574 | 3.376098 | 0.996112 | 0.902996 | -0.58557 | 0 | -0.4 | -0.535898 | -0.385986 | 0.00099 | 0.002964 | 1 | 96,555 |
0 | 0.143264 | -4.071752 | 3.373476 | -0.482333 | -0.519521 | -0.620142 | -0.002556 | -0.4 | -0.535898 | -0.385986 | 0 | 0.003359 | 1 | 96,556 |
0.493569 | 0.143264 | -0.40363 | 3.373476 | 0.840268 | 0.587745 | -0.620142 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000396 | 0.00454 | 1 | 96,557 |
0.739988 | 1.067108 | 0.512039 | 3.369114 | 0.311894 | -0.222127 | -0.620142 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000593 | 0.00237 | 1 | 96,558 |
0 | 1.066195 | 0.207178 | 3.37173 | 0.178996 | -0.222127 | -0.592227 | 0.002064 | -0.4 | -0.535898 | -0.385986 | 0 | 0.003158 | 1 | 96,559 |
-1.727322 | 0.142655 | -1.928537 | 1.609379 | 1.273898 | 1.225289 | -0.592227 | 0 | -0.4 | -0.535898 | -0.385986 | -0.001385 | 0.004346 | 1 | 96,560 |
-1.482468 | 0.143508 | -1.320569 | 3.380475 | -0.075607 | -0.43528 | -0.574834 | 0.001286 | -0.4 | -0.535898 | -0.385986 | -0.001189 | 0.006914 | 1 | 96,561 |
-2.474703 | 0.452942 | -3.466099 | 3.393656 | 1.763847 | 1.307295 | -0.574834 | 0 | -0.4 | -0.535898 | -0.385986 | -0.001984 | 0.009882 | 1 | 96,562 |
-1.239195 | -0.473343 | -1.019838 | 1.622566 | 0.354044 | -0.161147 | -0.568606 | 0.00046 | -0.4 | -0.535898 | -0.385986 | -0.000994 | 0.010482 | 1 | 96,563 |
0 | -0.473343 | -1.021361 | 0.73349 | 0.443873 | -0.05052 | -0.568606 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.011465 | 1 | 96,564 |
-0.496023 | -1.093016 | -0.407818 | 3.398068 | -1.007594 | -1.329392 | -0.57011 | -0.000111 | -0.4 | -0.535898 | -0.385986 | -0.000398 | 0.012845 | 1 | 96,565 |
0 | 0.146329 | 0.205359 | 3.398068 | -0.542885 | -0.716748 | -0.57011 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.013826 | 1 | 96,566 |
0.496023 | 0.146329 | -0.408184 | 0.73349 | -0.003248 | -0.358374 | -0.565815 | 0.000317 | -0.4 | -0.535898 | -0.385986 | 0.000398 | 0.011465 | 1 | 96,567 |
-0.496023 | -1.093016 | -0.407818 | 0.73349 | -1.539319 | -1.942037 | -0.565815 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000398 | 0.011863 | 1 | 96,568 |
1.239688 | 1.075376 | -0.408184 | 1.619918 | -0.99944 | -0.971018 | -0.559588 | 0.00046 | -0.4 | -0.535898 | -0.385986 | 0.000994 | 0.009295 | 1 | 96,569 |
-0.743665 | -1.40239 | -1.327127 | 1.619918 | -0.403553 | -0.716748 | -0.559588 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000596 | 0.009891 | 1 | 96,570 |
1.239195 | 1.074761 | 0.818536 | 3.391014 | 0.266644 | 0.136247 | -0.559588 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000994 | 0.008898 | 1 | 96,571 |
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