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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
3.652271 | 4.089374 | -0.392528 | 0.698873 | 1.175421 | 1.20039 | -0.619498 | 0.002095 | -0.4 | -0.785587 | -0 | 0.002928 | -0.003906 | 0 | 96,672 |
0.729173 | 0.437599 | -0.389882 | 1.568044 | 1.275508 | 0.954497 | -0.590938 | 0.002111 | -0.4 | -0.785587 | -0 | 0.000585 | -0.004882 | 0 | 96,673 |
-1.945409 | 0.133656 | -1.892849 | 0.700572 | 1.336035 | 1.174769 | -0.590938 | 0 | -0.4 | -0.785587 | -0 | -0.00156 | -0.002931 | 0 | 96,674 |
3.887787 | 4.686656 | 0.512039 | 1.562967 | 1.757784 | 1.819325 | -0.62143 | -0.002254 | -0.4 | -1 | 0.614014 | 0.003117 | -0.00644 | 0 | 96,675 |
-0.728038 | 0.132712 | -1.288468 | 1.565503 | 1.064631 | 1.212927 | -0.62143 | 0 | -0.4 | -1 | 0.614014 | -0.000584 | -0.006443 | 0 | 96,676 |
-0.485595 | 0.133065 | -1.28952 | 0.697178 | 1.409795 | 1.187672 | -0.611982 | 0.000698 | -0.4 | -1 | 0.614014 | -0.000389 | -0.006054 | 0 | 96,677 |
-0.728747 | -0.776754 | -1.290222 | 0.697178 | 1.030694 | 0.902996 | -0.611982 | 0 | -0.4 | -1 | 0.614014 | -0.000584 | -0.006058 | 0 | 96,678 |
-0.729173 | 0.133656 | -1.291275 | 3.308929 | 1.14374 | 0.987236 | -0.596307 | 0.001159 | -0.4 | -1 | 0.614014 | -0.000585 | -0.005865 | 0 | 96,679 |
0.729173 | 1.651361 | 0.512039 | 1.568044 | 1.344855 | 1.23748 | -0.596307 | 0 | -0.4 | -1 | 0.614014 | 0.000585 | -0.00645 | 0 | 96,680 |
-1.945409 | -0.776931 | -2.79565 | 0.700572 | 0.81184 | 0.829298 | -0.603393 | -0.000524 | -0.4 | -1 | 0.614014 | -0.00156 | -0.005871 | 0 | 96,681 |
-0.486827 | -0.473343 | -0.992923 | 0.700572 | 1.117441 | 0.866915 | -0.603393 | 0 | -0.4 | -1 | 0.614014 | -0.00039 | -0.006462 | 0 | 96,682 |
0 | 1.046671 | 0.211046 | 3.315724 | 0.455382 | 0.136247 | -0.610694 | -0.00054 | -0.4 | -1 | 0.614014 | 0 | -0.005873 | 0 | 96,683 |
-1.217899 | -0.473343 | -1.294798 | 0.702274 | 0.748957 | 0.562124 | -0.610694 | 0 | -0.4 | -1 | 0.614014 | -0.000976 | -0.005682 | 0 | 96,684 |
0.243675 | 1.048156 | 0.210752 | 0.702274 | 0.604893 | 0.390518 | -0.62916 | -0.001365 | -0.4 | -1 | 0.614014 | 0.000195 | -0.005681 | 0 | 96,685 |
-0.974985 | -0.473343 | -0.693225 | 0.70398 | 0.41615 | 0.480479 | -0.62916 | 0 | -0.4 | -1 | 0.614014 | -0.000782 | -0.00431 | 0 | 96,686 |
0.73131 | 0.44027 | -0.392528 | 1.575696 | 0.534334 | 0.612644 | -0.619712 | 0.000698 | -0.4 | -1 | 0.614014 | 0.000586 | -0.004897 | 0 | 96,687 |
1.217899 | 1.048156 | 0.210752 | 1.57314 | 0.94296 | 0.829298 | -0.619712 | 0 | -0.4 | -1 | 0.614014 | 0.000976 | -0.007445 | 0 | 96,688 |
2.432235 | 2.565204 | -0.391115 | 3.307233 | 1.02192 | 0.748892 | -0.619712 | 0 | -0.4 | -1 | 0.614014 | 0.00195 | -0.010379 | 0 | 96,689 |
-0.729173 | -0.473343 | -0.389355 | 1.568044 | 0.737994 | 0.660432 | -0.632381 | -0.000937 | -0.4 | -1 | 0.614014 | -0.000585 | -0.009794 | 0 | 96,690 |
0 | 0.437599 | 0.512039 | 3.308929 | 0.185036 | 0.093124 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.009794 | 0 | 96,691 |
1.215051 | 1.954654 | -1.593264 | 3.303 | 0.702433 | 0.660432 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.000974 | -0.009785 | 0 | 96,692 |
0 | 1.952291 | 0.512039 | 1.565503 | 1.525596 | 1.20039 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.009195 | 0 | 96,693 |
0.728463 | 1.043121 | 0.512039 | 1.565503 | 1.0847 | 1.064142 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.000584 | -0.009386 | 0 | 96,694 |
-1.214341 | -0.473343 | -1.28952 | 1.568044 | 0.990742 | 0.954497 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | -0.000974 | -0.008805 | 0 | 96,695 |
0.485878 | 0.133656 | -0.389355 | 3.304692 | 0.851498 | 0.660432 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.00039 | -0.010178 | 0 | 96,696 |
-0.242916 | 0.436712 | -0.389004 | 0.697178 | 0.734967 | 0.508541 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | -0.000195 | -0.010574 | 0 | 96,697 |
0.242916 | 0.133538 | -0.088715 | 1.565503 | 1.048717 | 0.358374 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.000195 | -0.010769 | 0 | 96,698 |
0.728463 | 0.436712 | 0.512039 | 1.565503 | 0.525068 | 0.390518 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.000584 | -0.010762 | 0 | 96,699 |
-0.728463 | -0.473343 | -1.890507 | 3.304692 | 1.394915 | 1.479559 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | -0.000584 | -0.008802 | 0 | 96,700 |
0.242868 | 0.436712 | -0.389004 | 1.565503 | 0.700555 | 0.451498 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.000195 | -0.00939 | 0 | 96,701 |
-0.242868 | 0.133301 | -0.689234 | 1.565503 | 1.495839 | 1.134889 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | -0.000195 | -0.009195 | 0 | 96,702 |
-0.485878 | 0.436712 | -0.389004 | 3.307233 | 1.677047 | 1.422516 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | -0.00039 | -0.009789 | 0 | 96,703 |
1.214341 | 1.043711 | 0.211633 | 1.565503 | 0.759712 | 0.705768 | -0.632381 | 0 | -0.4 | -1 | 0.614014 | 0.000974 | -0.009779 | 0 | 96,704 |
0 | 2.556342 | -1.890507 | 3.303 | 1.268448 | 0.829298 | -0.627228 | 0.000381 | -0.4 | 0.732051 | 2.346065 | 0 | -0.009779 | 0 | 96,705 |
-3.15975 | -1.383399 | -3.394001 | 3.311474 | 0.573156 | 0.177365 | -0.611123 | 0.001191 | -0.4 | 0.732051 | 2.346065 | -0.002533 | -0.007246 | 0 | 96,706 |
0.486637 | 1.046078 | 0.512039 | 3.311474 | 0.429531 | 0.136247 | -0.611123 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00039 | -0.008619 | 0 | 96,707 |
-0.243295 | 0.438132 | -0.089535 | 5.054058 | 0.015965 | -0.05052 | -0.60962 | 0.000111 | -0.4 | 0.732051 | 2.346065 | -0.000195 | -0.008031 | 0 | 96,708 |
0.972894 | 0.742076 | 0.812796 | 4.179626 | -1.071271 | -0.716748 | -0.60962 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00078 | -0.009204 | 0 | 96,709 |
-0.729599 | 0.437599 | -0.389882 | 3.311474 | -0.197195 | -0.43528 | -0.642903 | -0.002461 | -0.4 | 0.732051 | 2.346065 | -0.000585 | -0.009209 | 0 | 96,710 |
1.458772 | 1.349074 | -0.992336 | 4.179626 | 0.359467 | 0.390518 | -0.642903 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00117 | -0.010379 | 0 | 96,711 |
-1.458772 | -1.991876 | -1.291275 | 2.442476 | -0.59726 | -1.132165 | -0.644192 | -0.000095 | -0.4 | 0.732051 | 2.346065 | -0.00117 | -0.0098 | 0 | 96,712 |
-2.191362 | -1.689473 | -3.100929 | 1.575696 | 0.225601 | 0.093124 | -0.644192 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001757 | -0.008043 | 0 | 96,713 |
0 | -0.473343 | -0.391997 | 3.321687 | -0.56879 | -0.519521 | -0.644192 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.008043 | 0 | 96,714 |
1.217899 | 1.048156 | 0.210752 | 3.315724 | -0.488872 | -0.222127 | -0.640327 | 0.000286 | -0.4 | 0.732051 | 2.346065 | 0.000976 | -0.007839 | 0 | 96,715 |
-1.949209 | 0.134841 | -1.897547 | 3.319981 | -0.186809 | -0.519521 | -0.640327 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001563 | -0.006866 | 0 | 96,716 |
-1.219804 | -0.473343 | -0.995867 | 3.328522 | -0.358265 | -0.519521 | -0.640541 | -0.000016 | -0.4 | 0.732051 | 2.346065 | -0.000978 | -0.005888 | 0 | 96,717 |
-1.220998 | -0.473343 | -0.997343 | 3.328522 | 0.539535 | -0.612644 | -0.63367 | 0.000508 | -0.4 | 0.732051 | 2.346065 | -0.000979 | -0.0055 | 0 | 96,718 |
1.220998 | 1.052028 | 2.02142 | 0.705688 | -2.670782 | -1.942037 | -0.63367 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000979 | -0.006873 | 0 | 96,719 |
-0.488256 | -0.473343 | -0.997343 | 3.328522 | -0.257268 | -0.519521 | -0.643762 | -0.000746 | -0.4 | 0.732051 | 2.346065 | -0.000391 | -0.006087 | 0 | 96,720 |
0.488256 | 0.136626 | -1.300107 | 3.328522 | 0.371842 | -0.287628 | -0.643762 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000391 | -0.005101 | 0 | 96,721 |
0 | -0.473343 | -0.997343 | 1.578256 | -0.599921 | -0.971018 | -0.643977 | -0.000016 | -0.4 | 0.732051 | 2.346065 | 0 | -0.005888 | 0 | 96,722 |
-0.488256 | 0.441163 | -0.393413 | 3.325956 | -1.074342 | -0.834771 | -0.643977 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000391 | -0.005497 | 0 | 96,723 |
0.488256 | 2.574118 | 1.115614 | 3.325956 | 0.134085 | -0.358374 | -0.702598 | -0.004334 | -0.4 | 0.732051 | 2.346065 | 0.000391 | -0.006479 | 0 | 96,724 |
-0.488256 | -1.083312 | -1.903682 | 1.580822 | 0.362403 | -0.612644 | -0.702598 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000391 | -0.006087 | 0 | 96,725 |
-0.732742 | 0.136626 | -0.393768 | 3.328522 | -0.884982 | -1.132165 | -0.701739 | 0.000063 | -0.4 | 0.732051 | 2.346065 | -0.000587 | -0.005106 | 0 | 96,726 |
0 | -0.473343 | 0.512039 | 3.328522 | -4.029688 | -2.554681 | -0.701739 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.005894 | 0 | 96,727 |
-0.733173 | 1.052028 | -0.3943 | 1.582364 | -0.450724 | -0.716748 | -0.697445 | 0.000317 | -0.4 | 0.732051 | 2.346065 | -0.000588 | -0.005306 | 0 | 96,728 |
-0.489022 | 0.442597 | -0.999711 | 2.459557 | 0.301391 | -0.104104 | -0.697445 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000392 | -0.003929 | 0 | 96,729 |
0 | -0.473343 | -1.605657 | 3.338814 | -0.070345 | -0.519521 | -0.67318 | 0.001794 | -0.4 | 0.732051 | 2.346065 | 0 | -0.00452 | 0 | 96,730 |
-1.223394 | -2.001707 | -4.029447 | 3.338814 | 0.43771 | 0.390518 | -0.67318 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000981 | -0.003933 | 0 | 96,731 |
-1.224595 | -1.085109 | -1.001789 | 3.343117 | 0.006897 | -0.612644 | -0.642474 | 0.00227 | -0.4 | 0.732051 | 2.346065 | -0.000982 | -0.002557 | 0 | 96,732 |
0.734901 | 0.444756 | -0.396972 | 3.341395 | 0.429964 | 0.136247 | -0.642474 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000589 | -0.002359 | 0 | 96,733 |
-0.979965 | -0.473343 | -1.002384 | 0.712557 | -0.331071 | -0.971018 | -0.643547 | -0.000079 | -0.4 | 0.732051 | 2.346065 | -0.000786 | -0.000786 | 0 | 96,734 |
0.245063 | -0.16719 | -0.700333 | 3.343117 | -0.370585 | -0.43528 | -0.643547 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000196 | -0.000983 | 0 | 96,735 |
0.734901 | 0.444756 | 0.512039 | 3.341395 | -0.147667 | -0.519521 | -0.644621 | -0.000079 | -0.4 | 0.732051 | 2.346065 | 0.000589 | -0.000786 | 0 | 96,736 |
0 | -0.473343 | -0.396436 | 3.341395 | -0.510092 | -0.222127 | -0.644621 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.001375 | 0 | 96,737 |
-1.9607 | -1.391442 | -2.821656 | 0.714282 | 0.484843 | -0.222127 | -0.634529 | 0.000746 | -0.4 | 0.732051 | 2.346065 | -0.001572 | 0.00059 | 1 | 96,738 |
-1.227004 | -0.473343 | -1.915568 | 1.595283 | 0.010995 | -0.358374 | -0.634529 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000984 | 0.00118 | 1 | 96,739 |
0 | -0.473343 | -0.398762 | 1.595283 | 0.072833 | -0.612644 | -0.634529 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.001574 | 1 | 96,740 |
0 | 1.059531 | 0.512039 | 1.593726 | 0.20536 | -0.104104 | -0.641615 | -0.000524 | -0.4 | 0.732051 | 2.346065 | 0 | 0.001967 | 1 | 96,741 |
1.227004 | 1.978532 | 1.11894 | 3.347429 | 0.238806 | -0.104104 | -0.641615 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000984 | 0.001572 | 1 | 96,742 |
0.735624 | 1.976123 | 0.512039 | 3.345703 | 1.082513 | 0.25427 | -0.641615 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00059 | 0.000982 | 1 | 96,743 |
0.490175 | 0.751149 | 1.117986 | 3.343117 | 0.029739 | -0.519521 | -0.691647 | -0.003699 | -0.4 | 0.732051 | 2.346065 | 0.000393 | 0.000589 | 1 | 96,744 |
-0.490175 | -0.779496 | -0.700095 | 3.345703 | 0.149573 | -0.358374 | -0.691647 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000393 | 0.000393 | 1 | 96,745 |
-1.22628 | 0.139023 | -1.610655 | 4.23102 | 0.399023 | 0.325017 | -0.658793 | 0.002429 | -0.4 | 0.732051 | 2.346065 | -0.000983 | 0.001376 | 1 | 96,746 |
-0.736347 | -0.473343 | -1.005365 | 4.23102 | 1.429664 | 0.358374 | -0.658793 | 0 | -0.4 | 0.732051 | 2.346065 | -0.00059 | 0.001967 | 1 | 96,747 |
0 | -0.473343 | -0.398762 | 1.593726 | -0.056377 | -0.104104 | -0.638609 | 0.001492 | -0.4 | 0.732051 | 2.346065 | 0 | 0.001967 | 1 | 96,748 |
0.736347 | 0.446562 | -0.398762 | 3.35002 | 0.175952 | -0.519521 | -0.638609 | 0 | -0.4 | 0.732051 | 2.346065 | 0.00059 | 0.001965 | 1 | 96,749 |
1.716455 | 2.589092 | 0.208677 | 1.588549 | -0.100462 | 0.047788 | -0.636676 | 0.000143 | -0.4 | 0.732051 | 2.346065 | 0.001376 | -0.000393 | 0 | 96,750 |
-0.490175 | 0.444756 | -0.396972 | 3.343117 | -1.425597 | -1.583663 | -0.636676 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000393 | -0.000393 | 0 | 96,751 |
0 | 1.057122 | -0.397329 | 3.347429 | 0.481491 | -0.104104 | -0.650419 | -0.001016 | -0.4 | 0.732051 | 2.346065 | 0 | 0.000393 | 1 | 96,752 |
-1.22628 | -1.392344 | -1.307234 | 3.35002 | -0.848684 | -1.132165 | -0.650419 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000983 | 0.000197 | 1 | 96,753 |
1.22628 | 1.058627 | -0.398224 | 3.345703 | -0.167211 | -0.716748 | -0.650419 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000983 | -0.001574 | 0 | 96,754 |
0 | -0.16713 | -0.397329 | 1.591135 | -0.263126 | -0.716748 | -0.650419 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.00177 | 0 | 96,755 |
0 | -0.473343 | -1.003873 | 3.345703 | -0.27128 | -0.519521 | -0.652566 | -0.000159 | -0.4 | 0.732051 | 2.346065 | 0 | -0.002164 | 0 | 96,756 |
-1.22628 | -0.473343 | -1.307234 | 3.35002 | -0.567529 | -0.358374 | -0.652566 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000983 | -0.001181 | 0 | 96,757 |
0.490657 | 0.139626 | -0.094744 | 1.591135 | -0.493274 | -0.358374 | -0.651063 | 0.000111 | -0.4 | 0.732051 | 2.346065 | 0.000393 | -0.001574 | 0 | 96,758 |
-0.490657 | 0.445658 | -0.397866 | 3.35002 | -0.814571 | -0.834771 | -0.651063 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000393 | -0.001969 | 0 | 96,759 |
-0.736347 | -1.393249 | -0.398224 | 4.23102 | -0.733085 | -0.834771 | -0.658579 | -0.000556 | -0.4 | 0.732051 | 2.346065 | -0.00059 | -0.003155 | 0 | 96,760 |
0 | 1.059531 | 0.512039 | 1.593726 | 0.473121 | 0.390518 | -0.658579 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.002957 | 0 | 96,761 |
-0.736782 | 0.446562 | -1.006261 | 0.71705 | 0.535773 | 0.093124 | -0.648701 | 0.00073 | -0.4 | 0.732051 | 2.346065 | -0.000591 | -0.003749 | 0 | 96,762 |
0 | -0.166466 | -0.095461 | 0.71705 | 0.583328 | 0.25427 | -0.648701 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | -0.003749 | 0 | 96,763 |
0 | -0.166466 | 0.208319 | 1.595283 | -0.526251 | -0.971018 | -0.643118 | 0.000413 | -0.4 | 0.732051 | 2.346065 | 0 | -0.003749 | 0 | 96,764 |
1.47313 | 1.367011 | -0.095461 | 0.714282 | -0.603935 | -0.43528 | -0.643118 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001181 | -0.004535 | 0 | 96,765 |
-0.736347 | -0.473343 | -0.398224 | 1.595283 | -0.692414 | -0.834771 | -0.64956 | -0.000476 | -0.4 | 0.628626 | 1.414214 | -0.00059 | -0.003945 | 0 | 96,766 |
0 | -0.473343 | -0.398762 | 1.595283 | -0.016427 | -0.43528 | -0.64956 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.00434 | 0 | 96,767 |
-0.736782 | -0.473343 | -0.398762 | 1.595283 | -0.485594 | -0.834771 | -0.64956 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000591 | -0.003749 | 0 | 96,768 |
-0.49143 | -0.166466 | -0.095461 | 0.717744 | -0.482333 | -0.716748 | -0.627872 | 0.001603 | -0.4 | 0.628626 | 1.414214 | -0.000394 | -0.00296 | 0 | 96,769 |
0.49143 | 1.061041 | 0.512039 | 1.595283 | 0.322729 | 0.177365 | -0.644406 | -0.001222 | -0.4 | 0.628626 | 1.414214 | 0.000394 | -0.003156 | 0 | 96,770 |
1.718482 | 1.97998 | 1.422839 | 3.35002 | 0.783538 | 0.136247 | -0.644406 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001378 | -0.005127 | 0 | 96,771 |
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