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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.735624 | 0.445658 | 0.512039 | 1.591135 | -2.851252 | -1.583663 | -0.591797 | -0.000254 | -0.8 | 0 | -0.385986 | 0.00059 | 0.001375 | 1 | 97,472 |
0 | 0.139023 | 0.208975 | 3.345703 | -1.582933 | -0.834771 | -0.591797 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001375 | 1 | 97,473 |
0 | -0.473343 | 0.208975 | 1.591135 | -1.284449 | -1.329392 | -0.594159 | -0.000175 | -0.8 | 0 | -0.385986 | 0 | 0.000982 | 1 | 97,474 |
0.490175 | 0.139023 | 1.117986 | 0.712557 | -1.160675 | -1.942037 | -0.594159 | 0 | -0.8 | 0 | -0.385986 | 0.000393 | 0.000786 | 1 | 97,475 |
-0.490175 | -1.08571 | -0.396972 | 1.591135 | -0.429602 | -0.834771 | -0.587932 | 0.00046 | -0.8 | 0 | -0.385986 | -0.000393 | 0.000982 | 1 | 97,476 |
-0.490368 | -0.473343 | -0.397329 | 0.712557 | -0.683073 | -0.716748 | -0.587932 | 0 | -0.8 | 0 | -0.385986 | -0.000393 | 0.001375 | 1 | 97,477 |
0.490368 | 0.139264 | 0.815161 | 3.345703 | -1.397675 | -1.583663 | -0.588147 | -0.000016 | -0.8 | 0 | -0.385986 | 0.000393 | 0.000393 | 1 | 97,478 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.588147 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.000393 | 1 | 97,479 |
0 | -0.473343 | -0.397329 | 1.591135 | -1.953519 | -1.329392 | -0.601246 | -0.000968 | -0.8 | 0 | -0.385986 | 0 | 0.002356 | 1 | 97,480 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.601246 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001375 | 1 | 97,481 |
0 | -0.473343 | -0.397329 | 1.591135 | -0.988747 | -1.132165 | -0.587717 | 0.001 | -0.8 | 0 | -0.385986 | 0 | 0.000982 | 1 | 97,482 |
-0.735624 | -0.473343 | -0.397329 | 0.714282 | -0.404497 | -0.716748 | -0.587717 | 0 | -0.8 | 0 | -0.385986 | -0.00059 | 0.001572 | 1 | 97,483 |
-0.490657 | -1.086312 | -0.397866 | 0.714282 | -2.183299 | -1.942037 | -0.582779 | 0.000365 | -0.8 | 0 | -0.385986 | -0.000393 | 0.001376 | 1 | 97,484 |
0 | -0.473343 | -0.094744 | 1.593726 | -0.212468 | -1.132165 | -0.582779 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001376 | 1 | 97,485 |
-0.736347 | 0.139626 | -0.398224 | 3.35002 | -0.645726 | -0.612644 | -0.580631 | 0.000159 | -0.8 | 0 | -0.385986 | -0.00059 | 0.001574 | 1 | 97,486 |
0 | -0.473343 | 0.512039 | 3.351749 | -0.955326 | -0.971018 | -0.580631 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.00059 | 1 | 97,487 |
-0.245546 | -0.473343 | -0.095102 | 0.716011 | -1.646855 | -1.583663 | -0.580631 | 0 | -0.8 | 0 | -0.385986 | -0.000197 | 0.000984 | 1 | 97,488 |
0.245546 | -0.166587 | -0.095222 | 0.716011 | -0.481251 | -0.834771 | -0.579343 | 0.000095 | -0.8 | 0 | -0.385986 | 0.000197 | 0.000787 | 1 | 97,489 |
0 | -0.473343 | 0.512039 | 1.593726 | -0.435557 | -0.43528 | -0.582779 | -0.000254 | -0.8 | 0 | -0.385986 | 0 | 0.000787 | 1 | 97,490 |
0.736347 | 0.446562 | 1.11894 | 3.35002 | -1.010338 | -0.971018 | -0.582779 | 0 | -0.8 | 0 | -0.385986 | 0.00059 | 0.000983 | 1 | 97,491 |
0.245353 | 0.139626 | 0.208677 | 0.714282 | -0.793544 | -0.716748 | -0.588791 | -0.000444 | -0.8 | 0 | -0.385986 | 0.000197 | 0.000786 | 1 | 97,492 |
0.245304 | -0.166889 | -0.094624 | 1.591135 | -0.893872 | -1.132165 | -0.588791 | 0 | -0.8 | 0 | -0.385986 | 0.000197 | 0 | 0 | 97,493 |
-0.490657 | -0.473343 | -0.397866 | 0.714282 | -1.824163 | -1.329392 | -0.588791 | 0 | -0.8 | 0 | -0.385986 | -0.000393 | 0.000983 | 1 | 97,494 |
0.245353 | 0.752353 | 0.512039 | 0.714282 | -0.300388 | -0.971018 | -0.582349 | 0.000476 | -0.8 | 0 | -0.385986 | 0.000197 | 0.000197 | 1 | 97,495 |
0.245304 | -0.166889 | -0.094624 | 0.714282 | -2.065628 | -1.583663 | -0.582349 | 0 | -0.8 | 0 | -0.385986 | 0.000197 | 0 | 0 | 97,496 |
-0.490657 | 0.445658 | -0.397866 | 3.347429 | -0.693986 | -0.43528 | -0.583638 | -0.000095 | -0.8 | 0 | -0.385986 | -0.000393 | 0 | 0 | 97,497 |
0 | -0.473343 | 0.512039 | 1.591135 | -4.029688 | -2.554681 | -0.583638 | 0 | -0.8 | 0 | -0.385986 | 0 | 0 | 0 | 97,498 |
0.490657 | 0.139626 | 1.118582 | 1.591135 | -2.141301 | -1.583663 | -0.584926 | -0.000095 | -0.8 | 0 | -0.385986 | 0.000393 | -0.000984 | 0 | 97,499 |
0 | 0.445658 | 0.512039 | 0.712557 | -0.50782 | -0.716748 | -0.584926 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.000984 | 0 | 97,500 |
0.735624 | 0.445658 | 1.118343 | 0.712557 | -1.681741 | -1.942037 | -0.585785 | -0.000063 | -0.8 | 0 | -0.385986 | 0.00059 | -0.001967 | 0 | 97,501 |
0 | -0.16713 | 0.208975 | 0.712557 | -1.182615 | -1.132165 | -0.585785 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.002558 | 0 | 97,502 |
0.490175 | 0.139023 | 1.117986 | 0.712557 | -2.784503 | -1.583663 | -0.583423 | 0.000175 | -0.8 | 0 | -0.385986 | 0.000393 | -0.002951 | 0 | 97,503 |
0 | -0.473343 | 0.512039 | 0.712557 | -4.029688 | -2.554681 | -0.583423 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.003345 | 0 | 97,504 |
-0.490175 | -0.473343 | -0.396972 | 3.345703 | -0.690846 | -0.519521 | -0.583852 | -0.000032 | -0.8 | 0 | -0.385986 | -0.000393 | -0.002952 | 0 | 97,505 |
-0.735624 | -1.392344 | -0.397329 | 0.712557 | -3.244064 | -1.942037 | -0.583852 | 0 | -0.8 | 0 | -0.385986 | -0.00059 | -0.002363 | 0 | 97,506 |
2.450393 | 3.505087 | 1.118343 | 0.710835 | 1.156205 | 0.902996 | -0.586429 | -0.00019 | -0.8 | 0 | -0.385986 | 0.001965 | -0.003342 | 0 | 97,507 |
0 | -0.473343 | 0.512039 | 0.710835 | -0.745016 | -1.583663 | -0.586429 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.003342 | 0 | 97,508 |
0 | -0.473343 | -0.093314 | 0.710835 | -0.810689 | -0.971018 | -0.586429 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.002948 | 0 | 97,509 |
-0.489694 | -1.085109 | -0.39608 | 0.710835 | -0.44664 | -0.612644 | -0.590938 | -0.000333 | -0.8 | 0 | -0.385986 | -0.000393 | -0.001965 | 0 | 97,510 |
0.489694 | 0.138422 | 0.209273 | 3.338814 | -0.277285 | -0.358374 | -0.591153 | -0.000016 | -0.8 | 0 | -0.385986 | 0.000393 | -0.002948 | 0 | 97,511 |
0.73418 | 0.443855 | -0.39608 | 1.585968 | -0.957828 | -0.971018 | -0.591153 | 0 | -0.8 | 0 | -0.385986 | 0.000589 | -0.003537 | 0 | 97,512 |
0 | -0.473343 | -0.092958 | 0.709116 | -0.026517 | -0.716748 | -0.592012 | -0.000063 | -0.8 | 0 | -0.385986 | 0 | -0.003537 | 0 | 97,513 |
-0.489405 | 0.137822 | -0.092958 | 1.585968 | -0.30275 | -0.834771 | -0.592012 | 0 | -0.8 | 0 | -0.385986 | -0.000392 | -0.003538 | 0 | 97,514 |
0.489405 | 0.138062 | -0.395901 | 1.585968 | 0.057159 | -0.222127 | -0.590724 | 0.000095 | -0.8 | -0.267949 | -0.517638 | 0.000392 | -0.003931 | 0 | 97,515 |
0 | -0.473343 | -0.395545 | 1.585968 | -0.233726 | -1.583663 | -0.590724 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003537 | 0 | 97,516 |
-0.73418 | -0.473343 | -0.395545 | 3.337096 | -0.400732 | -0.612644 | -0.590724 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000589 | -0.003342 | 0 | 97,517 |
0 | -0.473343 | 0.512039 | 1.585968 | -2.670782 | -1.942037 | -0.595018 | -0.000317 | -0.8 | -0.267949 | -0.517638 | 0 | -0.002948 | 0 | 97,518 |
0.73418 | 0.443855 | 0.512039 | 3.337096 | -0.498825 | -1.132165 | -0.595018 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000589 | -0.003537 | 0 | 97,519 |
0 | -0.473343 | 0.20957 | 1.585968 | -1.769099 | -1.942037 | -0.588791 | 0.00046 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004522 | 0 | 97,520 |
-0.73418 | -0.779016 | -1.303663 | 1.585968 | -0.975658 | -0.834771 | -0.588791 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000589 | -0.003342 | 0 | 97,521 |
0 | -0.473343 | 0.512039 | 1.585968 | -1.271218 | -1.583663 | -0.589221 | -0.000032 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003933 | 0 | 97,522 |
0 | 0.138182 | 0.512039 | 0.710835 | -0.553843 | -1.132165 | -0.589221 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004327 | 0 | 97,523 |
-0.489694 | -0.473343 | -0.39608 | 0.710835 | -0.607979 | -1.329392 | -0.589865 | -0.000048 | -0.8 | -0.267949 | -0.517638 | -0.000393 | -0.003738 | 0 | 97,524 |
0.244871 | -0.16743 | 0.209273 | 0.710835 | 0.362159 | 0.480479 | -0.589865 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000196 | -0.004131 | 0 | 97,525 |
-0.244871 | -0.473343 | -0.093433 | 1.588549 | -0.440568 | -0.834771 | -0.588147 | 0.000127 | -0.8 | -0.267949 | -0.517638 | -0.000196 | -0.003935 | 0 | 97,526 |
0 | -0.473343 | 0.209273 | 0.710835 | -0.834388 | -1.329392 | -0.588147 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004526 | 0 | 97,527 |
-0.734901 | -0.473343 | -1.002384 | 0.712557 | 0.755825 | 0.25427 | -0.587288 | 0.000063 | -0.8 | -0.267949 | -0.517638 | -0.000589 | -0.004332 | 0 | 97,528 |
0 | -0.473343 | -0.396972 | 1.588549 | -0.4716 | -0.716748 | -0.587288 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003345 | 0 | 97,529 |
2.447989 | 2.584885 | -0.396972 | 0.709116 | 1.595307 | 1.20039 | -0.586644 | 0.000048 | -0.8 | -0.267949 | -0.517638 | 0.001963 | -0.006294 | 0 | 97,530 |
-1.223394 | -0.473343 | -1.000304 | 1.585968 | -0.259458 | -0.05052 | -0.586644 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000981 | -0.004919 | 0 | 97,531 |
-0.489694 | 0.443855 | -0.39608 | 0.710835 | -0.059452 | -0.612644 | -0.589221 | -0.00019 | -0.8 | -0.267949 | -0.517638 | -0.000393 | -0.004526 | 0 | 97,532 |
0 | -0.473343 | 0.512039 | 0.710835 | -4.029688 | -2.554681 | -0.589221 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004723 | 0 | 97,533 |
-0.734901 | -0.473343 | -0.396436 | 0.712557 | -1.266875 | -1.132165 | -0.589006 | 0.000016 | -0.8 | -0.267949 | -0.517638 | -0.000589 | -0.004134 | 0 | 97,534 |
0 | -0.473343 | 0.512039 | 0.712557 | -4.029688 | -2.554681 | -0.589006 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004332 | 0 | 97,535 |
-0.490175 | -1.08571 | -0.396972 | 0.712557 | -0.887192 | -1.132165 | -0.589006 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000393 | -0.003544 | 0 | 97,536 |
-1.22628 | -0.473343 | -1.307234 | 3.35002 | -0.844562 | -0.612644 | -0.587073 | 0.000143 | -0.8 | -0.267949 | -0.517638 | -0.000983 | -0.002561 | 0 | 97,537 |
0.245353 | 0.139626 | -0.398224 | 0.714282 | -0.022652 | -0.358374 | -0.582564 | 0.000333 | -0.8 | -0.267949 | -0.517638 | 0.000197 | -0.003152 | 0 | 97,538 |
0 | -0.473343 | -0.094624 | 1.593726 | -0.701912 | -1.329392 | -0.582564 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003152 | 0 | 97,539 |
0 | -0.473343 | 0.512039 | 0.714282 | -4.029688 | -2.554681 | -0.582564 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003152 | 0 | 97,540 |
0.980928 | 0.752112 | 0.81528 | 3.347429 | -0.050278 | -0.05052 | -0.584926 | -0.000175 | -0.8 | -0.267949 | -0.517638 | 0.000786 | -0.004531 | 0 | 97,541 |
0 | -0.473343 | -0.397329 | 1.591135 | -0.793544 | -1.132165 | -0.583852 | 0.000079 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004926 | 0 | 97,542 |
-0.735624 | -0.473343 | -0.397329 | 3.345703 | -0.784238 | -0.43528 | -0.583852 | 0 | -0.8 | -0.267949 | -0.517638 | -0.00059 | -0.004929 | 0 | 97,543 |
0.735624 | 0.445658 | 0.512039 | 1.591135 | -0.217199 | -0.834771 | -0.569251 | 0.001079 | -0.8 | -0.267949 | -0.517638 | 0.00059 | -0.005518 | 0 | 97,544 |
-0.735624 | -1.392344 | -1.307234 | 0.714282 | -0.182962 | -0.43528 | -0.569251 | 0 | -0.8 | -0.267949 | -0.517638 | -0.00059 | -0.004336 | 0 | 97,545 |
0 | -0.473343 | 0.512039 | 1.591135 | -0.493274 | -0.834771 | -0.569251 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004929 | 0 | 97,546 |
-0.490657 | -0.473343 | -0.397866 | 0.714282 | -0.684619 | -0.971018 | -0.59781 | -0.002111 | -0.8 | -0.267949 | -0.517638 | -0.000393 | -0.003942 | 0 | 97,547 |
0 | -0.473343 | 0.208677 | 1.593726 | 0.022671 | -0.43528 | -0.59781 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004535 | 0 | 97,548 |
-0.736347 | -0.473343 | -0.398224 | 3.351749 | -0.437556 | -0.612644 | -0.590938 | 0.000508 | -0.8 | -0.267949 | -0.517638 | -0.00059 | -0.003945 | 0 | 97,549 |
0 | -0.473343 | -0.398762 | 1.593726 | -0.846619 | -0.716748 | -0.590938 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003945 | 0 | 97,550 |
-0.49114 | -0.473343 | -1.006261 | 1.596322 | -0.506688 | -0.358374 | -0.590509 | 0.000032 | -0.8 | -0.267949 | -0.517638 | -0.000394 | -0.00454 | 0 | 97,551 |
-0.737073 | -0.473343 | -0.399121 | 3.356077 | -0.387746 | -0.358374 | -0.590509 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000591 | -0.003355 | 0 | 97,552 |
0 | 0.447468 | 0.512039 | 0.717744 | -1.769099 | -1.583663 | -0.586214 | 0.000317 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003355 | 0 | 97,553 |
-0.491624 | -0.780401 | -0.39966 | 0.717744 | 0.741505 | -0.287628 | -0.586214 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000394 | -0.002961 | 0 | 97,554 |
0 | -0.166224 | 0.208079 | 0.717744 | -0.697143 | -0.716748 | -0.583638 | 0.00019 | -0.8 | -0.267949 | -0.517638 | 0 | -0.002961 | 0 | 97,555 |
0 | -0.473343 | 0.512039 | 0.717744 | -4.029688 | -2.554681 | -0.583638 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003555 | 0 | 97,556 |
1.228697 | 1.061645 | 0.512039 | 1.596322 | 0.252303 | 0.177365 | -0.583638 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000985 | -0.003946 | 0 | 97,557 |
0 | -0.473343 | -0.399121 | 1.596322 | -0.701912 | -0.716748 | -0.589865 | -0.00046 | -0.8 | -0.267949 | -0.517638 | 0 | -0.00454 | 0 | 97,558 |
0.49114 | 0.140229 | 0.208379 | 3.351749 | -0.041251 | -0.612644 | -0.585355 | 0.000333 | -0.8 | -0.267949 | -0.517638 | 0.000394 | -0.003945 | 0 | 97,559 |
0.736347 | 0.446562 | 0.512039 | 3.35002 | -0.186166 | 0.136247 | -0.585355 | 0 | -0.8 | -0.267949 | -0.517638 | 0.00059 | -0.004535 | 0 | 97,560 |
-0.736347 | -0.473343 | -0.398224 | 1.593726 | -0.975658 | -0.519521 | -0.585355 | 0 | -0.8 | -0.267949 | -0.517638 | -0.00059 | -0.003945 | 0 | 97,561 |
0 | 1.059531 | -0.398762 | 0.716011 | 1.117119 | 0.093124 | -0.58557 | -0.000016 | -0.8 | -0.267949 | -0.517638 | 0 | -0.00434 | 0 | 97,562 |
0 | -0.473343 | 0.512039 | 0.716011 | 0.553119 | -0.971018 | -0.582993 | 0.000191 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004933 | 0 | 97,563 |
-0.49114 | -0.473343 | -0.398762 | 0.716011 | 0.523601 | 0.047788 | -0.582993 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000394 | -0.003946 | 0 | 97,564 |
0 | -0.473343 | 0.208379 | 0.716011 | 0.201482 | -0.612644 | -0.582993 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.00454 | 0 | 97,565 |
0.49114 | 0.140229 | 0.512039 | 0.716011 | -0.630043 | -0.716748 | -0.586214 | -0.000238 | -0.8 | -0.267949 | -0.517638 | 0.000394 | -0.005923 | 0 | 97,566 |
-0.49114 | -1.086915 | -0.398762 | 0.716011 | -1.835848 | -1.329392 | -0.586214 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000394 | -0.003946 | 0 | 97,567 |
0.49114 | 0.140229 | 1.119179 | 0.716011 | -2.926925 | -1.942037 | -0.585355 | 0.000063 | -0.8 | -0.267949 | -0.517638 | 0.000394 | -0.004933 | 0 | 97,568 |
0 | -0.473343 | -0.398762 | 0.716011 | -2.424083 | -1.132165 | -0.585355 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.00434 | 0 | 97,569 |
-1.228213 | -1.086915 | -1.006261 | 1.596322 | -0.284882 | -0.43528 | -0.584496 | 0.000063 | -0.8 | -0.267949 | -0.517638 | -0.000985 | -0.003949 | 0 | 97,570 |
0.737073 | 0.447468 | 0.512039 | 3.354345 | -0.440568 | -0.43528 | -0.584496 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000591 | -0.004935 | 0 | 97,571 |
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