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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 | 1.07016 | 0.512039 | 3.380475 | -0.450724 | -0.612644 | -0.614344 | -0.000381 | -0.4 | 0.464102 | 0.614014 | 0 | -0.001984 | 0 | 96,872 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | 0.060079 | -0.358374 | -0.614344 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000397 | -0.001389 | 0 | 96,873 |
0.247298 | 1.070772 | 0.206271 | 0.72821 | 0.519547 | 0 | -0.628087 | -0.001016 | -0.4 | 0.464102 | 0.614014 | 0.000198 | -0.000198 | 0 | 96,874 |
0.988704 | 1.379045 | 0.206332 | 1.612006 | 0.785624 | 0.390518 | -0.628087 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000793 | -0.000991 | 0 | 96,875 |
-2.225687 | -0.473343 | -2.545336 | 0.729967 | 0.483465 | 0.325017 | -0.627872 | 0.000016 | -0.4 | 0.464102 | 0.614014 | -0.001784 | 0.000198 | 1 | 96,876 |
-0.742779 | 0.763052 | -0.406175 | 1.617275 | 0.6195 | 0.25427 | -0.627872 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000596 | 0.000794 | 1 | 96,877 |
0.990274 | 0.763788 | 0.81817 | 0.729967 | 0.373041 | -0.612644 | -0.616277 | 0.000857 | -0.4 | 0.464102 | 0.614014 | 0.000794 | 0.000595 | 1 | 96,878 |
0 | -0.473343 | -0.405993 | 0.729967 | -0.324472 | -0.222127 | -0.616277 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0 | 0 | 96,879 |
0.74219 | 0.453861 | -0.405993 | 1.614638 | 0.552771 | 0 | -0.618639 | -0.000175 | -0.4 | 0.464102 | 0.614014 | 0.000595 | -0.000595 | 0 | 96,880 |
-1.237228 | -0.78235 | -1.323478 | 0.729967 | -0.724714 | -0.222127 | -0.618639 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000992 | 0.000992 | 1 | 96,881 |
1.237228 | 1.072304 | 0.512039 | 1.614638 | -0.033345 | -0.287628 | -0.610694 | 0.000587 | -0.4 | 0.464102 | 0.614014 | 0.000992 | -0.000595 | 0 | 96,882 |
-0.74219 | -0.473343 | -0.405446 | 0.729967 | -0.16659 | 0.093124 | -0.610694 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000595 | 0 | 0 | 96,883 |
0 | 0.453861 | -0.405993 | 0.729967 | 0.50645 | 0.587745 | -0.610694 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0 | 0 | 96,884 |
0 | -0.473343 | -0.099922 | 3.386616 | -0.237935 | -0.358374 | -0.620786 | -0.000746 | -0.4 | 0.249689 | 0 | 0 | 0 | 0 | 96,885 |
-0.495039 | -0.473343 | -0.405993 | 0.729967 | -0.606628 | -0.834771 | -0.620786 | 0 | -0.4 | 0.249689 | 0 | -0.000397 | 0.000992 | 1 | 96,886 |
0 | -0.164091 | -0.406357 | 1.617275 | 0.160133 | -0.287628 | -0.604252 | 0.001222 | -0.4 | 0.249689 | 0 | 0 | 0.001388 | 1 | 96,887 |
0 | -0.473343 | 0.205967 | 1.617275 | -2.670782 | -1.942037 | -0.598669 | 0.000413 | -0.4 | 0.249689 | 0 | 0 | 0.001388 | 1 | 96,888 |
-0.742927 | -1.401468 | -1.3253 | 0.731727 | 0.332332 | 0.093124 | -0.598669 | 0 | -0.4 | 0.249689 | 0 | -0.000596 | 0.001588 | 1 | 96,889 |
0 | -0.473343 | -0.406905 | 1.617275 | -0.147667 | 0 | -0.598669 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.001984 | 1 | 96,890 |
1.237965 | 1.073224 | 0.818231 | 0.729967 | -0.606628 | -0.519521 | -0.599098 | -0.000032 | -0.4 | 0.249689 | 0 | 0.000993 | 0.001586 | 1 | 96,891 |
-0.990274 | 0.453861 | -1.018317 | 1.617275 | -0.404497 | 0 | -0.599098 | 0 | -0.4 | 0.249689 | 0 | -0.000794 | 0.002776 | 1 | 96,892 |
0.495235 | 0.145345 | 0.512039 | 3.389254 | -2.065628 | -1.329392 | -0.607687 | -0.000635 | -0.4 | 0.249689 | 0 | 0.000397 | 0.001388 | 1 | 96,893 |
0.495039 | 0.1451 | 0.205967 | 0.729967 | -0.511231 | -0.358374 | -0.611767 | -0.000302 | -0.4 | 0.249689 | 0 | 0.000397 | 0.000992 | 1 | 96,894 |
0 | -0.473343 | -0.405993 | 0.729967 | -1.939171 | -1.132165 | -0.611767 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.00139 | 0 | 96,895 |
-0.990274 | -0.782534 | -0.712125 | 3.389254 | -0.519269 | -0.612644 | -0.611767 | 0 | -0.4 | 0.249689 | 0 | -0.000794 | -0.000596 | 0 | 96,896 |
0.495235 | 0.145345 | 0.205846 | 1.617275 | 0.227772 | 0 | -0.607043 | 0.000349 | -0.4 | 0.249689 | 0 | 0.000397 | 0.002379 | 1 | 96,897 |
0 | -0.473343 | -0.100165 | 0.729967 | -1.164273 | -0.834771 | -0.607043 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.001388 | 1 | 96,898 |
0.495039 | 0.1451 | 0.205967 | 1.617275 | -0.368809 | -0.05052 | -0.611338 | -0.000317 | -0.4 | 0.249689 | 0 | 0.000397 | 0.001784 | 1 | 96,899 |
0 | -0.473343 | -1.018317 | 0.729967 | -0.361758 | -0.716748 | -0.611338 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.000992 | 1 | 96,900 |
0 | -0.473343 | 0.512039 | 0.729967 | -2.670782 | -1.942037 | -0.615418 | -0.000302 | -0.4 | 0.249689 | 0 | 0 | 0.001982 | 1 | 96,901 |
-0.495039 | -1.091786 | -0.405993 | 0.729967 | -0.912081 | -0.971018 | -0.615418 | 0 | -0.4 | 0.249689 | 0 | -0.000397 | 0.002379 | 1 | 96,902 |
0 | 1.072304 | 0.205967 | 3.389254 | -0.488872 | -0.43528 | -0.616062 | -0.000048 | -0.4 | 0.249689 | 0 | 0 | 0.002973 | 1 | 96,903 |
0.495039 | 0.1451 | 0.205967 | 1.614638 | -0.896117 | -0.612644 | -0.616062 | 0 | -0.4 | 0.249689 | 0 | 0.000397 | 0.002774 | 1 | 96,904 |
0 | 0.453861 | 0.512039 | 0.729967 | -0.994068 | -0.519521 | -0.619927 | -0.000286 | -0.4 | 0.249689 | 0 | 0 | 0.002972 | 1 | 96,905 |
-0.247495 | -0.782534 | -0.099922 | 0.729967 | -1.36076 | -1.132165 | -0.619927 | 0 | -0.4 | 0.249689 | 0 | -0.000198 | 0.002379 | 1 | 96,906 |
0 | -0.473343 | 0.512039 | 0.729967 | -4.029688 | -2.554681 | -0.619927 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002181 | 1 | 96,907 |
0.247495 | -0.164152 | 0.817988 | 0.729967 | -0.795423 | -0.834771 | -0.619927 | 0 | -0.4 | 0.249689 | 0 | 0.000198 | 0.002576 | 1 | 96,908 |
0 | -0.473343 | 0.512039 | 1.614638 | -0.065132 | -0.716748 | -0.614344 | 0.000413 | -0.4 | 0.249689 | 0 | 0 | 0.002576 | 1 | 96,909 |
0.247446 | 0.144854 | 0.817927 | 1.614638 | -2.331983 | -1.583663 | -0.614344 | 0 | -0.4 | 0.249689 | 0 | 0.000198 | 0.002378 | 1 | 96,910 |
0.494744 | 0.144732 | 0.512039 | 1.614638 | -2.014844 | -1.583663 | -0.614344 | 0 | -0.4 | 0.249689 | 0 | 0.000397 | 0.001981 | 1 | 96,911 |
-0.494744 | -0.473343 | -0.099557 | 1.614638 | -1.847779 | -0.971018 | -0.611767 | 0.00019 | -0.4 | 0.249689 | 0 | -0.000397 | 0.001784 | 1 | 96,912 |
-0.247446 | -0.164275 | -0.711882 | 0.729967 | 0.58217 | 0.358374 | -0.611767 | 0 | -0.4 | 0.249689 | 0 | -0.000198 | 0.001982 | 1 | 96,913 |
0 | -0.473343 | -0.712125 | 0.729967 | 0.13445 | -0.05052 | -0.609405 | 0.000175 | -0.4 | 0.249689 | 0 | 0 | 0.002972 | 1 | 96,914 |
-0.495039 | -0.782534 | -0.405993 | 0.729967 | -0.44664 | -0.971018 | -0.618424 | -0.000667 | -0.4 | 0.249689 | 0 | -0.000397 | 0.003369 | 1 | 96,915 |
0.495039 | 0.1451 | 0.205967 | 3.389254 | -0.176609 | -1.132165 | -0.618424 | 0 | -0.4 | 0.249689 | 0 | 0.000397 | 0.001982 | 1 | 96,916 |
-0.495039 | -0.473343 | -0.405993 | 1.617275 | -0.429602 | -0.834771 | -0.618424 | 0 | -0.4 | 0.249689 | 0 | -0.000397 | 0.002379 | 1 | 96,917 |
-0.742927 | -0.473343 | -1.631736 | 0.731727 | 0.47111 | 0.535739 | -0.611982 | 0.000476 | -0.4 | 0.249689 | 0 | -0.000596 | 0.003964 | 1 | 96,918 |
-1.239195 | -0.473343 | -1.939695 | 1.619918 | -0.113311 | -0.287628 | -0.611982 | 0 | -0.4 | 0.249689 | 0 | -0.000994 | 0.005551 | 1 | 96,919 |
-0.247987 | 0.455704 | -0.101138 | 1.619918 | -0.38683 | -1.132165 | -0.602749 | 0.000683 | -0.4 | 0.249689 | 0 | -0.000199 | 0.00575 | 1 | 96,920 |
0.247987 | -0.163538 | 0.818596 | 1.619918 | -2.576111 | -1.942037 | -0.602749 | 0 | -0.4 | 0.249689 | 0 | 0.000199 | 0.005551 | 1 | 96,921 |
1.239195 | 2.002886 | -0.101138 | 1.617275 | 0.515277 | 0.535739 | -0.607687 | -0.000365 | -0.4 | 0.249689 | 0 | 0.000994 | 0.004755 | 1 | 96,922 |
0.247691 | 0.454782 | 0.818231 | 1.617275 | -0.651539 | -0.716748 | -0.607687 | 0 | -0.4 | 0.249689 | 0 | 0.000199 | 0.004557 | 1 | 96,923 |
1.732464 | 1.690992 | 0.512039 | 1.614638 | 0.104478 | 0.358374 | -0.624007 | -0.001206 | -0.4 | 0.249689 | 0 | 0.001389 | 0.00297 | 1 | 96,924 |
0 | -0.473343 | -0.405446 | 1.614638 | -0.49771 | -0.358374 | -0.624007 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.00297 | 1 | 96,925 |
-0.74219 | -0.473343 | -1.017406 | 3.386616 | 0.221235 | -0.104104 | -0.614344 | 0.000714 | -0.4 | 0.249689 | 0 | -0.000595 | 0.003565 | 1 | 96,926 |
0 | -0.473343 | 0.512039 | 1.614638 | -1.575427 | -1.132165 | -0.614344 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.003565 | 1 | 96,927 |
0.74219 | 0.453861 | 0.512039 | 1.614638 | -0.672365 | -1.132165 | -0.611982 | 0.000175 | -0.4 | 0.249689 | 0 | 0.000595 | 0.002377 | 1 | 96,928 |
-0.74219 | -0.473343 | -1.323478 | 3.386616 | 0.275532 | 0.325017 | -0.611982 | 0 | -0.4 | 0.249689 | 0 | -0.000595 | 0.002576 | 1 | 96,929 |
0 | 0.453861 | 0.512039 | 1.614638 | 0.018209 | -0.519521 | -0.611982 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002774 | 1 | 96,930 |
0.74219 | 0.453861 | 0.512039 | 1.614638 | -1.655377 | -1.583663 | -0.617565 | -0.000413 | -0.4 | 0.249689 | 0 | 0.000595 | 0.002377 | 1 | 96,931 |
-0.74219 | -1.400547 | -1.017406 | 1.614638 | -0.385002 | -0.358374 | -0.617565 | 0 | -0.4 | 0.249689 | 0 | -0.000595 | 0.002576 | 1 | 96,932 |
0 | 0.453861 | -0.405993 | 1.614638 | 0.299213 | 0.047788 | -0.617565 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.002972 | 1 | 96,933 |
0 | 0.453861 | 0.512039 | 1.614638 | -2.205525 | -1.583663 | -0.618853 | -0.000095 | -0.4 | 0.249689 | 0 | 0 | 0.003565 | 1 | 96,934 |
0 | 0.453861 | -0.405993 | 1.614638 | 1.170047 | 0.971018 | -0.618853 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.00317 | 1 | 96,935 |
0.74219 | 0.453861 | -0.099922 | 0.72821 | 0.03324 | -0.222127 | -0.624866 | -0.000444 | -0.4 | 0.249689 | 0 | 0.000595 | 0.002377 | 1 | 96,936 |
0.494548 | 0.144487 | 0.206271 | 0.72821 | -0.808758 | -0.971018 | -0.624866 | 0 | -0.4 | 0.249689 | 0 | 0.000397 | 0.002573 | 1 | 96,937 |
0 | -0.473343 | -0.405083 | 0.72821 | -1.330926 | -0.971018 | -0.621215 | 0.00027 | -0.4 | 0.249689 | 0 | 0 | 0.002573 | 1 | 96,938 |
-0.494548 | -1.091173 | -0.405083 | 0.72821 | -3.407096 | -1.942037 | -0.621215 | 0 | -0.4 | 0.249689 | 0 | -0.000397 | 0.002377 | 1 | 96,939 |
0.494548 | 0.144487 | 0.206271 | 1.612006 | -1.44897 | -1.132165 | -0.626154 | -0.000365 | -0.4 | 0.249689 | 0 | 0.000397 | 0.001584 | 1 | 96,940 |
0.741454 | 0.452942 | 1.12315 | 0.726457 | -0.92141 | -1.132165 | -0.626154 | 0 | -0.4 | 0.249689 | 0 | 0.000594 | 0.00099 | 1 | 96,941 |
0.494058 | 0.143875 | 0.206574 | 1.609379 | 0.095169 | -0.222127 | -0.652351 | -0.001937 | -0.4 | 0.249689 | 0 | 0.000396 | 0.000594 | 1 | 96,942 |
-1.235513 | -0.473343 | -1.015285 | 1.612006 | -0.174088 | -0.519521 | -0.652351 | 0 | -0.4 | 0.249689 | 0 | -0.000991 | 0.00198 | 1 | 96,943 |
0 | 0.452942 | -0.405083 | 1.612006 | -0.14229 | -0.287628 | -0.630878 | 0.001587 | -0.4 | 0.249689 | 0 | 0 | 0.001584 | 1 | 96,944 |
-2.970233 | -4.184002 | -3.466099 | 10.470138 | -3.636876 | -1.942037 | -0.630878 | 0 | -0.4 | 0 | -0.385986 | -0.002381 | 0.003966 | 1 | 96,945 |
0 | -0.473343 | 0.512039 | 10.470138 | -4.029688 | -2.554681 | -0.630878 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.00357 | 1 | 96,946 |
4.205746 | 4.780819 | 4.1838 | 3.380475 | 0.84341 | -0.971018 | -0.645051 | -0.001048 | -0.4 | 0 | -0.385986 | 0.003372 | 0 | 0 | 96,947 |
-1.235513 | -0.473343 | -1.015285 | 1.612006 | -0.511231 | -1.329392 | -0.645051 | 0 | -0.4 | 0 | -0.385986 | -0.000991 | 0.001584 | 1 | 96,948 |
0.988508 | 1.07016 | 0.817624 | 0.726457 | 0.249927 | -0.287628 | -0.648486 | -0.000254 | -0.4 | 0 | -0.385986 | 0.000793 | 0.000198 | 1 | 96,949 |
-0.988508 | -0.781983 | -0.709942 | 3.380475 | -0.630043 | -0.287628 | -0.643118 | 0.000397 | -0.4 | 0 | -0.385986 | -0.000793 | 0.000594 | 1 | 96,950 |
1.235513 | 1.07016 | 1.428614 | 1.609379 | -0.123573 | 0.047788 | -0.643118 | 0 | -0.4 | 0 | -0.385986 | 0.000991 | 0 | 0 | 96,951 |
0 | -0.473343 | 0.512039 | 1.609379 | -2.102202 | -1.132165 | -0.643118 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.000594 | 1 | 96,952 |
0.74072 | 1.068633 | 1.122545 | 0.724708 | 0.326901 | 0.177365 | -0.629805 | 0.000984 | -0.4 | 0 | -0.385986 | 0.000594 | 0.000989 | 1 | 96,953 |
0.246809 | -0.165009 | 0.512039 | 0.724708 | -0.933291 | -0.971018 | -0.624866 | 0.000365 | -0.4 | 0 | -0.385986 | 0.000198 | -0.000198 | 0 | 96,954 |
0.24676 | -0.16507 | 0.81708 | 0.724708 | -3.636876 | -1.942037 | -0.624866 | 0 | -0.4 | 0 | -0.385986 | 0.000198 | 0.000198 | 1 | 96,955 |
-0.987334 | -0.473343 | -0.708491 | 1.609379 | 0.262292 | 0.25427 | -0.624866 | 0 | -0.4 | 0 | -0.385986 | -0.000792 | -0.000198 | 0 | 96,956 |
-0.246956 | 0.143508 | 0.206755 | 1.609379 | -0.520427 | -0.612644 | -0.625295 | -0.000032 | -0.4 | 0 | -0.385986 | -0.000198 | 0 | 0 | 96,957 |
0.74072 | 0.452026 | 0.512039 | 1.609379 | -1.467154 | -0.971018 | -0.625295 | 0 | -0.4 | 0 | -0.385986 | 0.000594 | 0 | 0 | 96,958 |
0 | -0.473343 | 0.512039 | 1.609379 | -4.029688 | -2.554681 | -0.628946 | -0.00027 | -0.4 | 0 | -0.385986 | 0 | 0.000396 | 1 | 96,959 |
0 | -0.473343 | 0.206876 | 0.724708 | -3.636876 | -1.942037 | -0.628946 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.000989 | 1 | 96,960 |
0 | -0.473343 | 0.206876 | 0.724708 | -3.014284 | -1.942037 | -0.633885 | -0.000365 | -0.4 | 0 | -0.385986 | 0 | 0.000396 | 1 | 96,961 |
-0.74072 | -0.473343 | -0.40363 | 3.376098 | -1.340697 | -1.132165 | -0.633885 | 0 | -0.4 | 0 | -0.385986 | -0.000594 | 0.001583 | 1 | 96,962 |
0 | -0.473343 | 0.512039 | 0.724708 | -3.636876 | -1.942037 | -0.634314 | -0.000032 | -0.4 | 0 | -0.385986 | 0 | 0.001978 | 1 | 96,963 |
1.23429 | 1.068633 | 1.427707 | 3.376098 | -1.59054 | -1.583663 | -0.634314 | 0 | -0.4 | 0 | -0.385986 | 0.00099 | 0.001976 | 1 | 96,964 |
0 | -0.473343 | 0.512039 | 1.609379 | -4.029688 | -2.554681 | -0.628946 | 0.000397 | -0.4 | 0 | -0.385986 | 0 | 0.001581 | 1 | 96,965 |
-1.23429 | -1.398346 | -1.929987 | 1.609379 | -0.128775 | 0.047788 | -0.628946 | 0 | -0.4 | 0 | -0.385986 | -0.00099 | 0.001978 | 1 | 96,966 |
0 | -0.473343 | -0.404174 | 1.609379 | -0.980857 | -1.132165 | -0.629805 | -0.000063 | -0.4 | 0 | -0.385986 | 0 | 0.001583 | 1 | 96,967 |
1.23429 | 1.068633 | 0.817322 | 0.724708 | -0.614782 | -1.329392 | -0.629805 | 0 | -0.4 | 0 | -0.385986 | 0.00099 | 0.000593 | 1 | 96,968 |
0.739988 | 0.451111 | 0.512039 | 0.724708 | -0.371476 | -1.132165 | -0.629805 | 0 | -0.4 | 0 | -0.385986 | 0.000593 | 0 | 0 | 96,969 |
0 | -0.473343 | 0.512039 | 0.724708 | -4.029688 | -2.554681 | -0.631952 | -0.000159 | -0.4 | 0 | -0.385986 | 0 | 0.000198 | 1 | 96,970 |
0 | -0.473343 | -0.402725 | 0.722961 | 0.082513 | 0 | -0.633455 | -0.000111 | -0.4 | 0 | -0.385986 | 0 | 0.000988 | 1 | 96,971 |
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