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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.246565 | 0.142655 | 0.512039 | 0.722961 | -1.311875 | -1.583663 | -0.633455 | 0 | -0.4 | 0 | -0.385986 | 0.000198 | 0.000395 | 1 | 96,972 |
0 | -0.473343 | -0.097623 | 0.722961 | -0.935698 | -0.834771 | -0.63367 | -0.000016 | -0.4 | 0 | -0.385986 | 0 | 0.000395 | 1 | 96,973 |
-0.246565 | -0.781372 | -0.402544 | 0.722961 | -0.317139 | -0.716748 | -0.63367 | 0 | -0.4 | 0 | -0.385986 | -0.000198 | -0.000593 | 0 | 96,974 |
0 | -0.473343 | 0.207178 | 0.722961 | -2.304333 | -1.329392 | -0.638179 | -0.000333 | -0.4 | 0 | -0.385986 | 0 | -0.000593 | 0 | 96,975 |
0 | -0.473343 | 0.207178 | 0.722961 | -1.345647 | -1.132165 | -0.638179 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000593 | 0 | 96,976 |
0 | 0.142655 | -0.402725 | 0.722961 | -0.575136 | -0.612644 | -0.636461 | 0.000127 | -0.4 | 0 | -0.385986 | 0 | 0 | 0 | 96,977 |
-0.739988 | -1.397797 | -0.402725 | 1.606757 | -1.1571 | -1.583663 | -0.636461 | 0 | -0.4 | 0 | -0.385986 | -0.000593 | 0 | 0 | 96,978 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | 0.777704 | -0.222127 | -0.638609 | -0.000159 | -0.4 | 0 | -0.385986 | -0.000396 | 0.000594 | 1 | 96,979 |
0.246809 | 0.143264 | 0.206876 | 0.724708 | -1.032785 | -0.612644 | -0.638609 | 0 | -0.4 | 0 | -0.385986 | 0.000198 | 0.000198 | 1 | 96,980 |
0.24676 | -0.16507 | -0.098226 | 0.724708 | -1.099534 | -0.716748 | -0.638609 | 0 | -0.4 | 0 | -0.385986 | 0.000198 | 0.000593 | 1 | 96,981 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | -1.779692 | -1.329392 | -0.637535 | 0.000079 | -0.4 | 0 | -0.385986 | -0.000396 | 0.000989 | 1 | 96,982 |
0.493569 | 0.143264 | 1.122182 | 1.606757 | -1.077431 | -1.583663 | -0.637535 | 0 | -0.4 | 0 | -0.385986 | 0.000396 | 0 | 0 | 96,983 |
0.739988 | 0.451111 | 0.512039 | 1.606757 | -1.790487 | -1.329392 | -0.638179 | -0.000048 | -0.4 | 0 | -0.385986 | 0.000593 | 0 | 0 | 96,984 |
-0.493277 | -0.473343 | -0.402725 | 1.606757 | -0.62584 | -0.222127 | -0.638179 | 0 | -0.4 | 0 | -0.385986 | -0.000395 | 0.000791 | 1 | 96,985 |
-0.246711 | -0.165192 | 0.207057 | 1.606757 | -0.593293 | -0.43528 | -0.636461 | 0.000127 | -0.4 | 0 | -0.385986 | -0.000198 | 0.000593 | 1 | 96,986 |
0.739988 | 0.451111 | 0.81702 | 3.37173 | -0.820443 | -1.583663 | -0.636461 | 0 | -0.4 | 0 | -0.385986 | 0.000593 | -0.000989 | 0 | 96,987 |
0 | -0.473343 | 0.207178 | 1.606757 | 0.149573 | -0.104104 | -0.639897 | -0.000254 | -0.4 | 0 | -0.385986 | 0 | 0 | 0 | 96,988 |
-0.739988 | -1.397797 | -0.402725 | 3.373476 | 0.574501 | 0.216654 | -0.63732 | 0.000191 | -0.4 | 0 | -0.385986 | -0.000593 | 0.000593 | 1 | 96,989 |
-0.493569 | -1.08995 | -0.403268 | 3.373476 | -1.213255 | -0.971018 | -0.63732 | 0 | -0.4 | 0 | -0.385986 | -0.000396 | 0.000989 | 1 | 96,990 |
0 | -0.165009 | 0.206876 | 0.724708 | -1.20157 | -0.834771 | -0.63732 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.000989 | 1 | 96,991 |
0 | 0.143264 | 0.206876 | 3.373476 | -0.228856 | -0.43528 | -0.639038 | -0.000127 | -0.4 | 0 | -0.385986 | 0 | 0.000396 | 1 | 96,992 |
0.493569 | 0.143264 | 0.512039 | 3.373476 | -0.193929 | -0.834771 | -0.639038 | 0 | -0.4 | 0 | -0.385986 | 0.000396 | 0 | 0 | 96,993 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | -1.096323 | -1.329392 | -0.639682 | -0.000048 | -0.4 | 0 | -0.385986 | -0.000396 | -0.000594 | 0 | 96,994 |
0 | -0.473343 | -1.319843 | 3.376098 | 0.146723 | -0.05052 | -0.639682 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000396 | 0 | 96,995 |
-0.493765 | -0.781738 | -1.930954 | 1.609379 | -1.115866 | -1.132165 | -0.632167 | 0.000556 | -0.4 | 0 | -0.385986 | -0.000396 | -0.000198 | 0 | 96,996 |
-0.246956 | 0.760116 | 0.206755 | 1.609379 | 0.069159 | 0.216654 | -0.632167 | 0 | -0.4 | 0 | -0.385986 | -0.000198 | 0 | 0 | 96,997 |
0.74072 | 0.452026 | 0.512039 | 0.724708 | -1.024263 | -1.132165 | -0.676401 | -0.00327 | -0.4 | 0 | -0.385986 | 0.000594 | -0.000594 | 0 | 96,998 |
-0.74072 | -0.473343 | -0.40363 | 1.609379 | 0.664348 | -0.287628 | -0.63367 | 0.003159 | -0.4 | 0 | -0.385986 | -0.000594 | 0 | 0 | 96,999 |
-0.494058 | -0.473343 | -0.404174 | 0.726457 | -0.631451 | -0.519521 | -0.632596 | 0.000079 | -0.4 | 0 | -0.385986 | -0.000396 | 0.001386 | 1 | 97,000 |
0.494058 | 0.143875 | 1.122786 | 3.377848 | -0.174088 | -1.132165 | -0.632596 | 0 | -0.4 | 0 | -0.385986 | 0.000396 | 0.002571 | 1 | 97,001 |
0.74072 | 0.452026 | 1.122545 | 3.376098 | -1.284449 | -1.583663 | -0.632596 | 0 | -0.4 | 0 | -0.385986 | 0.000594 | 0.001977 | 1 | 97,002 |
1.233557 | 1.067718 | 1.122182 | 1.606757 | 0.341269 | 0 | -0.639253 | -0.000492 | -0.4 | 0 | -0.385986 | 0.000989 | 0.000395 | 1 | 97,003 |
-1.233557 | -1.397797 | -1.318031 | 3.373476 | -0.736468 | -1.132165 | -0.643118 | -0.000286 | -0.4 | 0 | -0.385986 | -0.000989 | 0.001582 | 1 | 97,004 |
0.740281 | 0.759628 | 1.122182 | 1.606757 | -1.245647 | -1.329392 | -0.643118 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000594 | 0.001384 | 1 | 97,005 |
-1.481001 | -0.781555 | -1.318755 | 3.376098 | 0.031054 | -0.104104 | -0.631308 | 0.000873 | -0.4 | -0.267949 | -0.517638 | -0.001187 | 0.001978 | 1 | 97,006 |
0 | 1.068633 | 0.512039 | 3.376098 | -2.851252 | -1.583663 | -0.631308 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002571 | 1 | 97,007 |
0.74072 | 0.452026 | 1.122545 | 3.376098 | -1.086798 | -1.942037 | -0.631952 | -0.000048 | -0.4 | -0.267949 | -0.517638 | 0.000594 | 0.001977 | 1 | 97,008 |
0.493569 | 1.683716 | 0.206876 | 3.373476 | 0.98921 | 0.290351 | -0.631952 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000396 | 0.001581 | 1 | 97,009 |
0.739988 | 0.451111 | 0.512039 | 3.373476 | -0.731401 | -1.329392 | -0.631952 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000593 | 0.001975 | 1 | 97,010 |
-0.739988 | -1.397797 | -1.318031 | 0.724708 | -0.930895 | -0.519521 | -0.633026 | -0.000079 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.002963 | 1 | 97,011 |
0.739988 | 0.451111 | 0.512039 | 0.722961 | 0.6354 | -0.104104 | -0.633026 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000593 | 0.001975 | 1 | 97,012 |
0.493082 | 1.066195 | 1.121579 | 0.722961 | 0.104478 | -0.161147 | -0.634743 | -0.000127 | -0.4 | -0.267949 | -0.517638 | 0.000395 | 0.000988 | 1 | 97,013 |
1.231852 | 1.065587 | -0.097502 | 0.721219 | 0.494011 | 0.358374 | -0.634743 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000988 | -0.000197 | 0 | 97,014 |
-0.492595 | -0.781008 | -0.40146 | 3.367371 | -1.40315 | -1.583663 | -0.64183 | -0.000524 | -0.4 | -0.267949 | -0.517638 | -0.000395 | 0.000987 | 1 | 97,015 |
-0.739257 | -0.473343 | -0.401821 | 1.60414 | -0.750207 | -0.612644 | -0.64183 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.00079 | 1 | 97,016 |
-0.493082 | -0.473343 | -0.402363 | 0.722961 | -1.027089 | -0.971018 | -0.641185 | 0.000048 | -0.4 | -0.267949 | -0.517638 | -0.000395 | 0.001383 | 1 | 97,017 |
0 | -0.473343 | 0.512039 | 0.722961 | -4.029688 | -2.554681 | -0.641185 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001383 | 1 | 97,018 |
0 | 0.142655 | 0.207178 | 0.722961 | -0.900632 | -0.519521 | -0.643547 | -0.000175 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001975 | 1 | 97,019 |
0.246565 | -0.165314 | 0.207178 | 0.722961 | -1.7587 | -1.132165 | -0.643547 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000198 | 0.001185 | 1 | 97,020 |
0.985773 | 0.758166 | 0.207238 | 3.367371 | -0.272775 | -0.612644 | -0.645265 | -0.000127 | -0.4 | -0.267949 | -0.517638 | 0.00079 | 0.000395 | 1 | 97,021 |
-0.492789 | -0.165618 | -0.097141 | 3.367371 | -0.642842 | -0.519521 | -0.645265 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000395 | 0.001382 | 1 | 97,022 |
0 | 0.14229 | 0.512039 | 1.60414 | -1.302585 | -1.329392 | -0.647627 | -0.000175 | -0.4 | -0.267949 | -0.517638 | 0 | 0.000395 | 1 | 97,023 |
-1.479537 | -0.781251 | -1.316945 | 1.606757 | -0.265338 | -0.43528 | -0.647627 | 0 | -0.4 | -0.267949 | -0.517638 | -0.001186 | 0.002568 | 1 | 97,024 |
0 | -0.473343 | 0.512039 | 1.606757 | -4.029688 | -2.554681 | -0.647842 | -0.000016 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001976 | 1 | 97,025 |
0 | 0.14302 | 0.512039 | 1.606757 | 0.02798 | 0.093124 | -0.647842 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002568 | 1 | 97,026 |
0.739988 | 0.451111 | 0.512039 | 3.37173 | -0.703511 | -0.716748 | -0.672107 | -0.001794 | -0.4 | -0.267949 | -0.517638 | 0.000593 | 0.002567 | 1 | 97,027 |
-0.739988 | -1.397797 | -1.318031 | 0.724708 | -0.427631 | -0.716748 | -0.672107 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.003555 | 1 | 97,028 |
0.246711 | 0.14302 | 0.512039 | 1.606757 | -0.227472 | -0.971018 | -0.640756 | 0.002318 | -0.4 | -0.267949 | -0.517638 | 0.000198 | 0.002765 | 1 | 97,029 |
-0.246711 | 0.142898 | 0.207057 | 1.606757 | -0.2018 | -0.612644 | -0.640756 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000198 | 0.003555 | 1 | 97,030 |
0.739988 | 0.451111 | 1.121941 | 3.37173 | -0.523914 | -0.971018 | -0.63732 | 0.000254 | -0.4 | -0.267949 | -0.517638 | 0.000593 | 0.003355 | 1 | 97,031 |
0 | -0.473343 | -0.402725 | 0.722961 | -1.225186 | -1.132165 | -0.63732 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.003355 | 1 | 97,032 |
-0.739988 | 1.066195 | -0.402725 | 1.606757 | 0.675834 | 0.562124 | -0.63732 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.00454 | 1 | 97,033 |
0.739988 | 0.451111 | 0.81702 | 3.37173 | -1.408679 | -1.329392 | -0.645909 | -0.000635 | -0.4 | -0.267949 | -0.517638 | 0.000593 | 0.003355 | 1 | 97,034 |
0.493082 | 0.142655 | 0.207178 | 3.369114 | -1.376287 | -1.329392 | -0.636461 | 0.000698 | -0.4 | -0.267949 | -0.517638 | 0.000395 | 0.003551 | 1 | 97,035 |
-0.493082 | -1.089341 | -0.402363 | 1.606757 | -0.110493 | -0.519521 | -0.636461 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000395 | 0.003946 | 1 | 97,036 |
-1.233557 | -1.397797 | -1.318031 | 0.724708 | -0.545302 | -0.05052 | -0.636032 | 0.000032 | -0.4 | -0.267949 | -0.517638 | -0.000989 | 0.005132 | 1 | 97,037 |
1.233557 | 1.067718 | 0.206876 | 1.606757 | -0.836408 | -0.519521 | -0.636032 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000989 | 0.003946 | 1 | 97,038 |
0 | -0.473343 | -1.318031 | 0.722961 | -0.616152 | -0.971018 | -0.638609 | -0.00019 | -0.4 | -0.267949 | -0.517638 | 0 | 0.00434 | 1 | 97,039 |
0 | 0.142655 | -0.402725 | 3.37173 | -1.443036 | -1.132165 | -0.638609 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.00434 | 1 | 97,040 |
0 | -0.473343 | 0.512039 | 1.606757 | -4.029688 | -2.554681 | -0.638609 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.00434 | 1 | 97,041 |
-0.739988 | -0.473343 | -0.402725 | 1.606757 | -0.169078 | -0.716748 | -0.642044 | -0.000254 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.004933 | 1 | 97,042 |
0 | 0.14302 | -1.013774 | 3.376098 | 0.45018 | 0.325017 | -0.627443 | 0.001079 | -0.4 | -0.267949 | -0.517638 | 0 | 0.004933 | 1 | 97,043 |
-1.23429 | -1.08995 | -1.929987 | 0.726457 | 0.232089 | 0 | -0.627443 | 0 | -0.4 | -0.267949 | -0.517638 | -0.00099 | 0.005529 | 1 | 97,044 |
0.246956 | 0.14363 | -0.709699 | 3.377848 | 0.048731 | -0.358374 | -0.69315 | -0.004858 | -0.4 | -0.267949 | -0.517638 | 0.000198 | 0.004346 | 1 | 97,045 |
-0.246956 | -0.78186 | -0.403993 | 0.726457 | -1.790487 | -0.834771 | -0.69315 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000198 | 0.006513 | 1 | 97,046 |
0 | -0.473343 | -0.098709 | 1.609379 | -0.826377 | -1.132165 | -0.69315 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.005726 | 1 | 97,047 |
0 | 0.14363 | 0.512039 | 1.609379 | -1.872422 | -1.329392 | -0.6414 | 0.003826 | -0.4 | -0.267949 | -0.517638 | 0 | 0.005529 | 1 | 97,048 |
0 | 0.452026 | 0.512039 | 1.609379 | -1.408679 | -1.329392 | -0.6414 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.005726 | 1 | 97,049 |
1.23429 | 1.068633 | 0.817322 | 3.37173 | 0.286241 | 0.25427 | -0.647198 | -0.000429 | -0.4 | -0.267949 | -0.517638 | 0.00099 | 0.005524 | 1 | 97,050 |
1.972327 | 1.990649 | 2.036342 | 3.367371 | -0.175978 | -0.161147 | -0.647198 | 0 | -0.4 | -0.267949 | -0.517638 | 0.001581 | 0.003352 | 1 | 97,051 |
0 | -0.473343 | 0.207479 | 1.60414 | -2.534113 | -1.583663 | -0.647198 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002958 | 1 | 97,052 |
-0.739257 | -0.473343 | -0.401821 | 1.60414 | -0.606628 | -0.287628 | -0.648486 | -0.000095 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.003551 | 1 | 97,053 |
0.246468 | 1.065587 | 0.512039 | 1.60414 | -2.361051 | -1.329392 | -0.648486 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000198 | 0.003747 | 1 | 97,054 |
0.492789 | 0.14229 | 0.512039 | 0.721219 | -0.53928 | -0.834771 | -0.648486 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000395 | 0.003352 | 1 | 97,055 |
-0.739257 | 0.142047 | -0.401821 | 0.721219 | -0.359136 | -0.43528 | -0.656861 | -0.000619 | -0.4 | -0.267949 | -0.517638 | -0.000593 | 0.00296 | 1 | 97,056 |
0.739257 | 0.450197 | 1.121338 | 0.721219 | -2.102202 | -1.942037 | -0.656861 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000593 | 0.002958 | 1 | 97,057 |
0 | -0.473343 | 0.512039 | 0.721219 | -4.029688 | -2.554681 | -0.646554 | 0.000762 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002958 | 1 | 97,058 |
0 | -0.473343 | 0.512039 | 0.721219 | -4.029688 | -2.554681 | -0.646554 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001579 | 1 | 97,059 |
1.231122 | 1.064676 | 0.207479 | 3.36302 | 0.471714 | 0.325017 | -0.640112 | 0.000476 | -0.4 | -0.267949 | -0.517638 | 0.000987 | 0.000395 | 1 | 97,060 |
0.492109 | 0.14144 | 0.207779 | 0.71948 | -0.378649 | -0.43528 | -0.640112 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000395 | 0.000592 | 1 | 97,061 |
-0.492109 | -1.088126 | -0.400559 | 0.71948 | -1.700023 | -1.942037 | -0.640112 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000395 | 0.00138 | 1 | 97,062 |
-0.738527 | 0.14144 | -0.400919 | 0.721219 | 0.968151 | 0.25427 | -0.640112 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000592 | 0.001972 | 1 | 97,063 |
-0.246273 | -0.473343 | -0.70608 | 0.721219 | 0.772284 | 0.790009 | -0.675972 | -0.002651 | -0.4 | -0.267949 | -0.517638 | -0.000197 | 0.00217 | 1 | 97,064 |
0.984801 | 0.75695 | 0.207539 | 1.601529 | -1.139553 | -0.612644 | -0.675972 | 0 | -0.4 | -0.535898 | -0.385986 | 0.00079 | 0.00138 | 1 | 97,065 |
-0.984801 | -1.395972 | -1.009858 | 3.364759 | -1.40315 | -0.834771 | -0.675972 | 0 | -0.4 | -0.535898 | -0.385986 | -0.00079 | 0.00217 | 1 | 97,066 |
0.246273 | -0.165679 | 0.816478 | 1.601529 | -0.804916 | -0.971018 | -0.641615 | 0.00254 | -0.8 | -0.535898 | -0.385986 | 0.000197 | 0.002169 | 1 | 97,067 |
0 | -0.473343 | 0.512039 | 3.364759 | 0.265487 | -0.287628 | -0.641615 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.002563 | 1 | 97,068 |
0.738527 | 1.064069 | 0.512039 | 0.71948 | 0.100618 | -0.104104 | -0.639253 | 0.000175 | -0.8 | -0.535898 | -0.385986 | 0.000592 | 0.001183 | 1 | 97,069 |
-0.738527 | -0.473343 | -0.400919 | 3.36302 | -0.952835 | -0.716748 | -0.647413 | -0.000603 | -0.8 | -0.535898 | -0.385986 | -0.000592 | 0.001578 | 1 | 97,070 |
0 | 0.449286 | 0.512039 | 1.601529 | -2.102202 | -1.329392 | -0.647413 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001972 | 1 | 97,071 |
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