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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.9817 | -0.779858 | -1.612326 | 1.595283 | -0.112182 | -0.716748 | -0.644406 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000787 | -0.003945 | 0 | 96,772 |
0 | -0.473343 | -0.398762 | 4.23102 | -1.059148 | -1.329392 | -0.592871 | 0.00381 | -0.4 | 0.628626 | 1.414214 | 0 | -0.003945 | 0 | 96,773 |
-0.736782 | -0.473343 | -1.006261 | 1.595283 | -0.709951 | -0.43528 | -0.612411 | -0.001445 | -0.4 | 0.628626 | 1.414214 | -0.000591 | -0.003354 | 0 | 96,774 |
0 | -0.166466 | -0.095461 | 1.595283 | 0.016414 | -0.222127 | -0.612411 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.003354 | 0 | 96,775 |
0.491237 | 0.447106 | 0.512039 | 1.595283 | -0.218558 | -0.716748 | -0.624222 | -0.000873 | -0.4 | 0.628626 | 1.414214 | 0.000394 | -0.003748 | 0 | 96,776 |
-0.982667 | -0.166587 | -0.702721 | 0.717744 | 0.380182 | 0.047788 | -0.624222 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000788 | -0.00138 | 0 | 96,777 |
0 | -0.473343 | 0.512039 | 2.476806 | 0.335156 | -0.104104 | -0.624222 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000986 | 0 | 96,778 |
1.228213 | 1.061041 | 0.512039 | 1.595283 | 0.24304 | -0.43528 | -0.624222 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000985 | -0.00197 | 0 | 96,779 |
-0.736782 | -0.473343 | -0.398762 | 0.71705 | 0.115527 | -0.834771 | -0.604466 | 0.00146 | -0.4 | 0.628626 | 1.414214 | -0.000591 | -0.002761 | 0 | 96,780 |
-0.49143 | -0.473343 | -0.095461 | 0.71705 | -0.534507 | -0.834771 | -0.604466 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000394 | -0.002367 | 0 | 96,781 |
0.49143 | 0.447468 | -0.39966 | 0.71705 | 0.674569 | 0.25427 | -0.604466 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000394 | -0.003354 | 0 | 96,782 |
0.98228 | 1.060437 | -0.095461 | 1.593726 | 0.363865 | 0.216654 | -0.612411 | -0.000587 | -0.4 | 0.628626 | 1.414214 | 0.000788 | -0.00513 | 0 | 96,783 |
0.981507 | 0.752836 | -0.702243 | 0.714282 | 0.133354 | 0.216654 | -0.631522 | -0.001413 | -0.4 | 0.628626 | 1.414214 | 0.000787 | -0.005917 | 0 | 96,784 |
0 | 0.445658 | 0.512039 | 0.712557 | -0.084129 | -0.519521 | -0.631522 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.005324 | 0 | 96,785 |
0.980735 | 1.670151 | 1.118343 | 0.712557 | -0.167211 | -0.43528 | -0.625725 | 0.000429 | -0.4 | 0.628626 | 1.414214 | 0.000786 | -0.007297 | 0 | 96,786 |
-0.735479 | 0.750909 | -0.397151 | 1.591135 | -1.293444 | -0.834771 | -0.625725 | 0 | -0.4 | 0.628626 | 1.414214 | -0.00059 | -0.007103 | 0 | 96,787 |
0.490368 | 0.139264 | 0.208856 | 3.347429 | -0.209113 | -0.716748 | -0.625725 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000393 | -0.008884 | 0 | 96,788 |
-0.490368 | -0.779617 | -1.307234 | 1.591135 | 0.196598 | -0.222127 | -0.632811 | -0.000524 | -0.4 | 0.628626 | 1.414214 | -0.000393 | -0.009086 | 0 | 96,789 |
0.490368 | 0.139264 | 0.208856 | 0.712557 | -1.258288 | -1.329392 | -0.632811 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000393 | -0.009479 | 0 | 96,790 |
0.490175 | 0.139023 | 1.117986 | 0.712557 | -1.258288 | -1.329392 | -0.638394 | -0.000413 | -0.4 | 0.628626 | 1.414214 | 0.000393 | -0.010269 | 0 | 96,791 |
0.734901 | 0.444756 | 0.512039 | 3.341395 | -0.238639 | -0.519521 | -0.638394 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000589 | -0.010858 | 0 | 96,792 |
0 | 0.138422 | 0.209273 | 1.588549 | 0.325601 | -0.358374 | -0.638394 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.010858 | 0 | 96,793 |
0 | -0.473343 | 0.512039 | 1.588549 | -4.029688 | -2.554681 | -0.637106 | 0.000095 | -0.4 | 0.628626 | 1.414214 | 0 | -0.010659 | 0 | 96,794 |
-0.734901 | -0.779316 | -0.396436 | 1.588549 | -1.171539 | -1.132165 | -0.637106 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000589 | -0.00888 | 0 | 96,795 |
0 | -0.473343 | 0.512039 | 1.588549 | -4.029688 | -2.554681 | -0.636247 | 0.000063 | -0.4 | 0.628626 | 1.414214 | 0 | -0.009277 | 0 | 96,796 |
0 | -0.473343 | 0.512039 | 1.588549 | -0.594612 | -0.834771 | -0.636461 | -0.000016 | -0.4 | 0.628626 | 1.414214 | 0 | -0.009277 | 0 | 96,797 |
0 | -0.473343 | 0.512039 | 3.341395 | -4.029688 | -2.554681 | -0.636461 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.00888 | 0 | 96,798 |
0.734901 | 0.444756 | 1.117748 | 1.588549 | -0.496598 | -0.971018 | -0.63732 | -0.000063 | -0.4 | 0.628626 | 1.414214 | 0.000589 | -0.009469 | 0 | 96,799 |
-1.225076 | -0.473343 | -1.305447 | 3.345703 | 0.106015 | -0.287628 | -0.63732 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000982 | -0.008289 | 0 | 96,800 |
-0.490368 | -0.473343 | -0.397329 | 1.591135 | -1.186356 | -1.132165 | -0.62916 | 0.000603 | -0.4 | 0.628626 | 1.414214 | -0.000393 | -0.007103 | 0 | 96,801 |
0.980542 | 0.751631 | 0.815161 | 3.345703 | -1.769099 | -1.132165 | -0.62916 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000786 | -0.00888 | 0 | 96,802 |
-1.471103 | -2.004711 | -1.60982 | 0.714282 | -0.032855 | -0.716748 | -0.633455 | -0.000317 | -0.4 | 0.628626 | 1.414214 | -0.001179 | -0.007106 | 0 | 96,803 |
-0.9817 | -0.779858 | -0.701526 | 1.595283 | -0.07932 | -0.358374 | -0.633455 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000787 | -0.006319 | 0 | 96,804 |
-0.245546 | -0.473343 | -0.095102 | 1.595283 | -1.939171 | -1.583663 | -0.650419 | -0.001254 | -0.4 | 0.628626 | 1.414214 | -0.000197 | -0.006717 | 0 | 96,805 |
-0.491237 | -0.166587 | -0.095222 | 0.71705 | -0.563763 | -0.519521 | -0.622933 | 0.002032 | -0.4 | 0.628626 | 1.414214 | -0.000394 | -0.008307 | 0 | 96,806 |
0 | 0.14035 | 0.512039 | 1.595283 | -0.036297 | -0.834771 | -0.622933 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.007314 | 0 | 96,807 |
0 | 0.447106 | 0.512039 | 0.71705 | 0.414148 | -0.104104 | -0.626154 | -0.000238 | -0.4 | 0.628626 | 1.414214 | 0 | -0.006719 | 0 | 96,808 |
-0.983054 | -1.087278 | -1.007159 | 0.717744 | 0.768839 | 0.177365 | -0.626154 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000788 | -0.005535 | 0 | 96,809 |
-2.214709 | -0.473343 | -2.530254 | 0.721219 | 1.329251 | 0.587745 | -0.611982 | 0.001048 | -0.4 | 0.628626 | 1.414214 | -0.001776 | -0.004156 | 0 | 96,810 |
0.246273 | -0.165679 | -0.097021 | 0.721219 | 0.663631 | -0.358374 | -0.612411 | -0.000032 | -0.4 | 0.628626 | 1.414214 | 0.000197 | -0.005146 | 0 | 96,811 |
-1.724933 | -0.473343 | -1.925161 | 3.37173 | 1.234391 | 0.705768 | -0.612411 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001383 | -0.003565 | 0 | 96,812 |
0 | 0.142655 | 0.207178 | 0.722961 | 0.953034 | 0.093124 | -0.612411 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001979 | 0 | 96,813 |
0 | 0.142655 | -0.402725 | 3.37173 | 0.257026 | -0.161147 | -0.626584 | -0.001048 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001781 | 0 | 96,814 |
0.493082 | 0.142655 | 0.207178 | 1.60414 | 0.67189 | 0.047788 | -0.626584 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000395 | -0.001978 | 0 | 96,815 |
0 | 0.450197 | 0.512039 | 3.369114 | 0.246644 | -0.716748 | -0.607902 | 0.001381 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001582 | 0 | 96,816 |
-0.493082 | -0.473343 | -0.402363 | 3.37173 | -1.143019 | -1.132165 | -0.617565 | -0.000714 | -0.4 | 0.628626 | 1.414214 | -0.000395 | -0.001583 | 0 | 96,817 |
0 | 0.142655 | 0.207178 | 0.722961 | 0.123768 | -0.971018 | -0.617565 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001583 | 0 | 96,818 |
0.493082 | 0.142655 | 0.207178 | 0.722961 | 0.012808 | -1.132165 | -0.617565 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000395 | -0.002374 | 0 | 96,819 |
0.246468 | 0.450197 | -0.097502 | 1.60414 | 0.467472 | -0.222127 | -0.615632 | 0.000143 | -0.4 | 0.628626 | 1.414214 | 0.000198 | -0.003166 | 0 | 96,820 |
-0.739549 | -0.781251 | -0.707043 | 0.722961 | 0.065874 | -0.716748 | -0.615632 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000593 | -0.002573 | 0 | 96,821 |
0.493082 | 0.142655 | 0.512039 | 1.60414 | 0.240322 | -0.716748 | -0.614559 | 0.000079 | -0.4 | 0.628626 | 1.414214 | 0.000395 | -0.002969 | 0 | 96,822 |
0 | -0.473343 | 0.512039 | 1.60414 | -4.029688 | -2.554681 | -0.614559 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.003365 | 0 | 96,823 |
0 | -0.473343 | 0.512039 | 3.369114 | -0.723054 | -1.583663 | -0.623148 | -0.000635 | -0.4 | 0.628626 | 1.414214 | 0 | -0.003167 | 0 | 96,824 |
0 | 0.450197 | 0.512039 | 1.60414 | 0.306263 | 0 | -0.623148 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002374 | 0 | 96,825 |
0 | -0.473343 | 0.512039 | 1.60414 | -0.331071 | -0.971018 | -0.621215 | 0.000143 | -0.4 | 0.464102 | 0.614014 | 0 | -0.004159 | 0 | 96,826 |
1.970379 | 1.988216 | 1.121338 | 1.601529 | -0.029434 | -0.716748 | -0.621215 | 0 | -0.4 | 0.464102 | 0.614014 | 0.00158 | -0.006334 | 0 | 96,827 |
0.492109 | 0.14144 | 0.207779 | 0.71948 | -1.824163 | -1.132165 | -0.633026 | -0.000873 | -0.4 | 0.464102 | 0.614014 | 0.000395 | -0.005935 | 0 | 96,828 |
0 | -0.473343 | -0.400559 | 1.601529 | -1.20157 | -1.583663 | -0.633026 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.005935 | 0 | 96,829 |
-1.723231 | -2.010755 | -1.922756 | 1.60414 | -0.182324 | -0.612644 | -0.633026 | 0 | -0.4 | 0.464102 | 0.614014 | -0.001382 | -0.003958 | 0 | 96,830 |
0 | -0.473343 | -0.097141 | 1.60414 | -1.099534 | -0.971018 | -0.620786 | 0.000905 | -0.4 | 0.464102 | 0.614014 | 0 | -0.00495 | 0 | 96,831 |
-0.739257 | -0.473343 | -0.401821 | 0.722961 | -0.02846 | 0.047788 | -0.623792 | -0.000222 | -0.4 | 0.464102 | 0.614014 | -0.000593 | -0.003365 | 0 | 96,832 |
-1.23307 | -1.089341 | -1.012265 | 1.606757 | 0.748216 | 0.390518 | -0.623792 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000989 | -0.002972 | 0 | 96,833 |
0 | -0.473343 | 0.512039 | 1.606757 | -4.029688 | -2.554681 | -0.623792 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002972 | 0 | 96,834 |
0.739988 | 0.451111 | 0.512039 | 0.722961 | 0.058829 | -0.612644 | -0.617565 | 0.00046 | -0.4 | 0.464102 | 0.614014 | 0.000593 | -0.003565 | 0 | 96,835 |
-1.480415 | -0.473343 | -1.318031 | 1.608329 | 0.041038 | -0.358374 | -0.617565 | 0 | -0.4 | 0.464102 | 0.614014 | -0.001187 | -0.002775 | 0 | 96,836 |
-0.493863 | 0.451659 | -1.01468 | 0.726457 | 1.311562 | 0.885139 | -0.621215 | -0.00027 | -0.4 | 0.464102 | 0.614014 | -0.000396 | -0.002379 | 0 | 96,837 |
-1.73006 | 0.452026 | -1.932406 | 0.72821 | 1.263394 | 0.683391 | -0.621215 | 0 | -0.4 | 0.464102 | 0.614014 | -0.001387 | -0.000992 | 0 | 96,838 |
-0.74219 | 0.144487 | -2.854745 | 0.729967 | 1.186246 | 0.920498 | -0.584496 | 0.002715 | -0.4 | 0.464102 | 0.614014 | -0.000595 | -0.000993 | 0 | 96,839 |
0 | 0.453861 | -0.099922 | 1.614638 | -0.128775 | -0.161147 | -0.584496 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.000993 | 0 | 96,840 |
-0.495039 | -0.473343 | -0.405993 | 0.729967 | 0.371362 | -0.287628 | -0.570539 | 0.001032 | -0.4 | 0.464102 | 0.614014 | -0.000397 | 0.000397 | 1 | 96,841 |
0 | 0.1451 | 0.205967 | 0.729967 | 0.541318 | -0.05052 | -0.570539 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.000397 | 0 | 96,842 |
0 | -0.473343 | 0.512039 | 0.729967 | -4.029688 | -2.554681 | -0.608976 | -0.002842 | -0.4 | 0.464102 | 0.614014 | 0 | 0 | 0 | 96,843 |
0.247544 | 0.1451 | 0.205967 | 3.386616 | 0.303561 | -0.612644 | -0.608976 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000198 | 0.000198 | 1 | 96,844 |
1.484232 | 2.924385 | -0.100043 | 3.382228 | 1.211894 | 0.683391 | -0.603822 | 0.000381 | -0.4 | 0.464102 | 0.614014 | 0.00119 | -0.000992 | 0 | 96,845 |
-0.494548 | 0.452942 | -1.0168 | 1.614638 | 1.283876 | 1.003162 | -0.603822 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000397 | -0.001389 | 0 | 96,846 |
0 | -0.473343 | 0.206271 | 0.72821 | -0.472664 | -0.971018 | -0.60962 | -0.000429 | -0.4 | 0.464102 | 0.614014 | 0 | -0.000992 | 0 | 96,847 |
0.494548 | 0.144487 | 0.206271 | 0.72821 | -0.440568 | -0.612644 | -0.60962 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000397 | -0.001388 | 0 | 96,848 |
0 | 0.144242 | 0.512039 | 1.612006 | -0.364392 | -0.716748 | -0.614559 | -0.000365 | -0.4 | 0.464102 | 0.614014 | 0 | -0.000992 | 0 | 96,849 |
0.2472 | 1.07016 | 0.512039 | 3.382228 | 0.20407 | -0.161147 | -0.614559 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000198 | -0.00119 | 0 | 96,850 |
0.988312 | 1.686706 | 0.817564 | 0.725757 | 0.78574 | -0.05052 | -0.630019 | -0.001143 | -0.4 | 0.464102 | 0.614014 | 0.000792 | -0.001982 | 0 | 96,851 |
-1.235513 | 0.452026 | -1.015285 | 1.612006 | 0.185703 | 0.047788 | -0.630019 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000991 | -0.001388 | 0 | 96,852 |
0.741454 | 0.452942 | 1.12315 | 1.612006 | -1.492346 | -1.583663 | -0.619927 | 0.000746 | -0.4 | 0.464102 | 0.614014 | 0.000594 | -0.001983 | 0 | 96,853 |
0 | -0.473343 | -0.404537 | 1.612006 | -0.254362 | -0.519521 | -0.619927 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.001586 | 0 | 96,854 |
-0.741454 | 0.143875 | -0.404537 | 1.612006 | 1.07583 | 0.636861 | -0.619927 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000594 | -0.000992 | 0 | 96,855 |
-2.474703 | 1.07016 | -4.079032 | 3.391014 | 1.851826 | 1.71991 | -0.625725 | -0.000429 | -0.4 | 0.464102 | 0.614014 | -0.001984 | 0.000794 | 1 | 96,856 |
1.237965 | 3.544544 | 1.124363 | 0.729967 | 1.461177 | 0.829298 | -0.618424 | 0.00054 | -0.4 | 0.464102 | 0.614014 | 0.000993 | -0.000198 | 0 | 96,857 |
0.74219 | 0.762807 | -0.405993 | 3.38486 | -0.49217 | -0.519521 | -0.618424 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000595 | -0.000595 | 0 | 96,858 |
0.494548 | 1.070772 | 0.206271 | 1.612006 | -0.04675 | -0.612644 | -0.616062 | 0.000175 | -0.4 | 0.464102 | 0.614014 | 0.000397 | -0.000992 | 0 | 96,859 |
-0.494548 | -0.473343 | -0.405083 | 1.614638 | 0.47272 | 0.093124 | -0.616062 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000397 | -0.000397 | 0 | 96,860 |
-0.989684 | -1.400547 | -2.854745 | 3.389254 | 0.54628 | 0.636861 | -0.601675 | 0.001064 | -0.4 | 0.464102 | 0.614014 | -0.000793 | 0.000793 | 1 | 96,861 |
0.247495 | 0.763052 | 0.817988 | 0.72821 | 0.516766 | 0.216654 | -0.601675 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000198 | 0.000198 | 1 | 96,862 |
1.978192 | 2.615194 | 2.040877 | 1.612006 | 0.120411 | -0.05052 | -0.615203 | -0.001 | -0.4 | 0.464102 | 0.614014 | 0.001586 | -0.001586 | 0 | 96,863 |
0.247054 | 0.143875 | -0.404537 | 0.726457 | 0.009178 | -0.43528 | -0.615203 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000198 | -0.001784 | 0 | 96,864 |
0.247005 | 0.452209 | -0.09883 | 0.725757 | -0.113311 | -0.161147 | -0.615203 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000198 | -0.002379 | 0 | 96,865 |
0.493863 | 0.452026 | 1.122545 | 1.608329 | -1.700023 | -1.132165 | -0.617565 | -0.000175 | -0.4 | 0.464102 | 0.614014 | 0.000396 | -0.002378 | 0 | 96,866 |
-0.493863 | 0.143386 | -0.098468 | 0.726457 | -0.095513 | -0.161147 | -0.617565 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000396 | -0.002379 | 0 | 96,867 |
0 | -0.473343 | 0.512039 | 0.725757 | -1.47961 | -1.583663 | -0.633455 | -0.001175 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002975 | 0 | 96,868 |
-0.494058 | 0.452026 | -0.404174 | 3.380475 | 0.192002 | 0.047788 | -0.633455 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000396 | -0.003572 | 0 | 96,869 |
-0.741454 | -1.399629 | -0.404537 | 1.612006 | -1.190121 | -1.583663 | -0.609191 | 0.001794 | -0.4 | 0.464102 | 0.614014 | -0.000594 | -0.003176 | 0 | 96,870 |
0 | 0.452942 | 0.512039 | 1.612006 | -2.031271 | -0.971018 | -0.609191 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002978 | 0 | 96,871 |
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