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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 | 0.445658 | -0.397866 | 1.591135 | -0.006514 | 0.093124 | -0.574834 | 0 | -1 | -0.785587 | -0 | 0 | -0.002363 | 0 | 97,672 |
0 | -0.473343 | 0.512039 | 1.591135 | -1.473348 | -1.583663 | -0.574834 | 0 | -1 | -0.785587 | -0 | 0 | -0.002363 | 0 | 97,673 |
0.245256 | 0.139385 | 0.512039 | 1.591135 | -0.142885 | -0.716748 | -0.574404 | 0.000032 | -1 | -0.785587 | -0 | 0.000197 | -0.003151 | 0 | 97,674 |
-0.735913 | -0.779737 | -0.701048 | 3.35002 | 0.019998 | 0.093124 | -0.574404 | 0 | -1 | -0.785587 | -0 | -0.00059 | -0.00335 | 0 | 97,675 |
0 | -0.473343 | 0.208677 | 3.35002 | -2.141301 | -1.329392 | -0.590509 | -0.001191 | -1 | -0.785587 | -0 | 0 | -0.00414 | 0 | 97,676 |
-0.736347 | 0.139626 | -0.398224 | 1.593726 | -0.424687 | -0.834771 | -0.590509 | 0 | -1 | -0.785587 | -0 | -0.00059 | -0.003945 | 0 | 97,677 |
0.9817 | 1.059531 | 0.512039 | 0.714282 | -0.275778 | -0.161147 | -0.585785 | 0.000349 | -1 | -0.785587 | -0 | 0.000787 | -0.004732 | 0 | 97,678 |
0.245304 | -0.166889 | -0.094624 | 1.591135 | -0.887192 | -1.132165 | -0.585785 | 0 | -1 | -0.785587 | -0 | 0.000197 | -0.003349 | 0 | 97,679 |
0.735624 | 1.058025 | 0.815221 | 1.591135 | -0.644283 | -0.358374 | -0.596092 | -0.000762 | -1 | -0.785587 | -0 | 0.00059 | -0.003939 | 0 | 97,680 |
0 | -0.16713 | 0.208975 | 3.345703 | -0.458983 | -0.358374 | -0.596092 | 0 | -1 | -0.785587 | -0 | 0 | -0.002952 | 0 | 97,681 |
0.490175 | 0.139023 | 1.117986 | 0.712557 | -3.407096 | -1.942037 | -0.600601 | -0.000333 | -1 | -0.785587 | -0 | 0.000393 | -0.002557 | 0 | 97,682 |
-1.225798 | -1.08571 | -1.60982 | 3.347429 | -0.071394 | -0.05052 | -0.600601 | 0 | -1 | -0.785587 | -0 | -0.000983 | -0.001969 | 0 | 97,683 |
0 | 0.445658 | 0.512039 | 3.347429 | -0.104898 | -0.358374 | -0.600601 | 0 | -1 | -0.785587 | -0 | 0 | -0.004929 | 0 | 97,684 |
-0.490657 | 0.445658 | -0.397866 | 3.347429 | -0.92141 | -0.971018 | -0.594374 | 0.00046 | -1 | -0.785587 | -0 | -0.000393 | -0.002561 | 0 | 97,685 |
1.22628 | 1.670993 | 1.118582 | 1.591135 | -0.595935 | -0.834771 | -0.594374 | 0 | -1 | -0.785587 | -0 | 0.000983 | -0.003544 | 0 | 97,686 |
-0.735624 | -0.473343 | -0.397329 | 1.591135 | -1.461028 | -0.971018 | -0.5933 | 0.000079 | -1 | -0.785587 | -0 | -0.00059 | -0.001969 | 0 | 97,687 |
0.735624 | 0.445658 | 0.512039 | 1.591135 | -0.505558 | -1.132165 | -0.5933 | 0 | -1 | -0.785587 | -0 | 0.00059 | -0.004926 | 0 | 97,688 |
-0.490368 | -0.473343 | -0.094147 | 1.591135 | -1.241496 | -0.834771 | -0.5933 | 0 | -1 | -0.785587 | -0 | -0.000393 | -0.005521 | 0 | 97,689 |
0 | -0.167009 | 0.208856 | 1.591135 | -0.347914 | -0.834771 | -0.60189 | -0.000635 | -1 | -0.785587 | -0 | 0 | -0.004532 | 0 | 97,690 |
0.490368 | 0.751631 | 0.208856 | 0.712557 | 0.299213 | 0.325017 | -0.595663 | 0.00046 | -1 | -0.785587 | -0 | 0.000393 | -0.004926 | 0 | 97,691 |
0.490175 | 0.139023 | 0.512039 | 0.712557 | -1.38688 | -1.132165 | -0.598239 | -0.00019 | -1 | -0.785587 | -0 | 0.000393 | -0.0069 | 0 | 97,692 |
0.245015 | 0.138783 | -0.093909 | 1.588549 | -0.254362 | -0.161147 | -0.598239 | 0 | -1 | -0.785587 | -0 | 0.000196 | -0.00769 | 0 | 97,693 |
-0.245015 | 0.138663 | -0.699856 | 1.588549 | -0.49438 | -0.222127 | -0.59781 | 0.000032 | -1 | -0.785587 | -0 | -0.000196 | -0.0069 | 0 | 97,694 |
-0.490175 | 0.138783 | -0.396972 | 3.343117 | -0.182324 | -0.358374 | -0.59781 | 0 | -1 | -1 | 0.614014 | -0.000393 | -0.006507 | 0 | 97,695 |
0.490175 | 0.139023 | -0.397329 | 0.712557 | -0.428616 | -0.971018 | -0.595233 | 0.00019 | -1 | -1 | 0.614014 | 0.000393 | -0.007494 | 0 | 97,696 |
-0.245063 | -0.473343 | -0.396972 | 0.712557 | -0.149471 | -0.612644 | -0.595233 | 0 | -1 | -1 | 0.614014 | -0.000196 | -0.007297 | 0 | 97,697 |
0 | -0.473343 | -0.094028 | 0.712557 | -1.568019 | -1.329392 | -0.595233 | 0 | -1 | -1 | 0.614014 | 0 | -0.007297 | 0 | 97,698 |
-0.735479 | -0.779556 | -0.700333 | 1.591135 | 0.694747 | 0.290351 | -0.592871 | 0.000175 | -1 | -1 | 0.614014 | -0.00059 | -0.007103 | 0 | 97,699 |
-0.49056 | -0.167009 | -0.701048 | 0.714282 | -0.420786 | -0.43528 | -0.592871 | 0 | -1 | -1 | 0.614014 | -0.000393 | -0.006314 | 0 | 97,700 |
0 | -0.166889 | -0.701526 | 0.714282 | -0.202461 | -0.43528 | -0.593515 | -0.000048 | -1 | -1 | 0.614014 | 0 | -0.00671 | 0 | 97,701 |
-0.9817 | 0.752112 | -0.701526 | 3.35002 | -0.072444 | -0.05052 | -0.593515 | 0 | -1 | -1 | 0.614014 | -0.000787 | -0.00731 | 0 | 97,702 |
-0.245546 | 0.446562 | -0.398762 | 0.716011 | 0.125624 | 0 | -0.606828 | -0.000984 | -1 | -1 | 0.614014 | -0.000197 | -0.006717 | 0 | 97,703 |
0 | -0.473343 | -0.095222 | 0.716011 | -1.983352 | -1.329392 | -0.593086 | 0.001016 | -1 | -1 | 0.614014 | 0 | -0.005726 | 0 | 97,704 |
0.491043 | 0.446743 | -0.702721 | 1.593726 | 0.27268 | 0.047788 | -0.592442 | 0.000048 | -1 | -1 | 0.614014 | 0.000394 | -0.005724 | 0 | 97,705 |
-0.245497 | -0.166708 | -0.702243 | 3.351749 | 0.348818 | 0.325017 | -0.592442 | 0 | -1 | -1 | 0.614014 | -0.000197 | -0.006914 | 0 | 97,706 |
0.245497 | 0.139988 | -0.398762 | 1.593726 | -0.767863 | -0.43528 | -0.595448 | -0.000222 | -1 | -1 | 0.614014 | 0.000197 | -0.00711 | 0 | 97,707 |
-0.736637 | -0.166708 | -0.702243 | 3.351749 | -0.094965 | -0.222127 | -0.595448 | 0 | -1 | -1 | 0.614014 | -0.000591 | -0.006916 | 0 | 97,708 |
1.227487 | 1.060135 | 1.119179 | 1.593726 | -0.074023 | -0.834771 | -0.595448 | 0 | -1 | -1 | 0.614014 | 0.000984 | -0.007504 | 0 | 97,709 |
0 | 0.139626 | -0.398224 | 1.593726 | 0.960728 | 0.848307 | -0.594804 | 0.000048 | -1 | -1 | 0.614014 | 0 | -0.008496 | 0 | 97,710 |
0 | 0.139626 | -0.398224 | 0.714282 | 0.583659 | 0.290351 | -0.594804 | 0 | -1 | -1 | 0.614014 | 0 | -0.008496 | 0 | 97,711 |
-0.49085 | -0.166829 | -0.398224 | 1.593726 | -0.066171 | 0.390518 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000394 | -0.008102 | 0 | 97,712 |
-0.245497 | -0.166708 | 0.208558 | 1.593726 | 0.279501 | -0.05052 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000197 | -0.007905 | 0 | 97,713 |
1.227004 | 1.059531 | 0.512039 | 0.714282 | 0.018657 | -0.287628 | -0.594804 | 0 | -1 | -1 | 0.614014 | 0.000984 | -0.008889 | 0 | 97,714 |
-0.245304 | -0.473343 | -0.397866 | 0.714282 | -0.806834 | -0.43528 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000197 | -0.009089 | 0 | 97,715 |
-1.47284 | -0.473343 | -1.612326 | 0.716011 | 0.446194 | 0.562124 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.001181 | -0.006916 | 0 | 97,716 |
-0.98286 | -0.166527 | -1.00686 | 0.717744 | 0.242739 | 0.325017 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000788 | -0.006128 | 0 | 97,717 |
0 | -0.166285 | -0.09582 | 0.717744 | 0.621203 | 0.421534 | -0.594804 | 0 | -1 | -1 | 0.614014 | 0 | -0.006723 | 0 | 97,718 |
-0.983636 | -0.780462 | -0.703918 | 1.598923 | 0.64259 | 0.660432 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000789 | -0.004943 | 0 | 97,719 |
1.229423 | 1.062553 | 0.512039 | 3.356077 | 0.815802 | 1.034178 | -0.594804 | 0 | -1 | -1 | 0.614014 | 0.000986 | -0.006127 | 0 | 97,720 |
-0.245788 | -0.473343 | -0.39966 | 0.717744 | 0.327421 | 0.047788 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000197 | -0.005137 | 0 | 97,721 |
-0.245836 | -0.473343 | -0.399839 | 3.358678 | 0.570119 | 0.480479 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000197 | -0.004742 | 0 | 97,722 |
0 | 0.140834 | -0.400019 | 1.598923 | 0.268087 | 0.508541 | -0.594804 | 0 | -1 | -1 | 0.614014 | 0 | -0.004148 | 0 | 97,723 |
-0.737799 | -0.473343 | -0.400019 | 0.717744 | 0.663918 | 0.748892 | -0.594804 | 0 | -1 | -1 | 0.614014 | -0.000592 | -0.002963 | 0 | 97,724 |
-0.984412 | 1.062553 | -2.532056 | 3.36302 | 0.940414 | 0.535739 | -0.554649 | 0.002969 | -1 | 0.732051 | 2.346065 | -0.000789 | -0.00158 | 0 | 97,725 |
-0.985189 | -0.780947 | -1.315139 | 3.367371 | 0.191342 | -0.612644 | -0.554649 | 0 | -1 | 0.732051 | 2.346065 | -0.00079 | -0.001384 | 0 | 97,726 |
-0.492887 | -0.165557 | -1.011663 | 0.722961 | 0.095169 | -0.161147 | -0.54563 | 0.000667 | -1 | 0.732051 | 2.346065 | -0.000395 | -0.002969 | 0 | 97,727 |
0 | -0.473343 | -0.402363 | 1.60414 | -0.751948 | -0.971018 | -0.54563 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.001978 | 0 | 97,728 |
1.970379 | 1.988216 | 0.512039 | 0.71948 | -0.58544 | -0.43528 | -0.584711 | -0.002889 | -1 | 0.732051 | 2.346065 | 0.00158 | -0.003558 | 0 | 97,729 |
0 | -0.473343 | 0.207779 | 0.71948 | -3.117607 | -1.942037 | -0.584711 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.003558 | 0 | 97,730 |
1.229908 | 1.677336 | -2.838119 | 0.717744 | -0.826377 | -0.43528 | -0.588362 | -0.00027 | -1 | 0.732051 | 2.346065 | 0.000986 | -0.00494 | 0 | 97,731 |
0.983054 | 1.061645 | 0.208079 | 0.717744 | -0.647174 | -0.834771 | -0.588362 | 0 | -1 | 0.732051 | 2.346065 | 0.000788 | -0.005332 | 0 | 97,732 |
-0.49143 | -1.087278 | -1.615257 | 0.71705 | 0.267799 | 0.047788 | -0.58965 | -0.000095 | -1 | 0.732051 | 2.346065 | -0.000394 | -0.005334 | 0 | 97,733 |
-3.691911 | -1.08752 | -4.966254 | 1.60414 | 0.980339 | 0.535739 | -0.58965 | 0 | -1 | 0.732051 | 2.346065 | -0.00296 | -0.001582 | 0 | 97,734 |
2.462488 | 3.524718 | 1.121338 | 1.598923 | 0.128581 | 0.177365 | -0.577196 | 0.000921 | -1 | 0.732051 | 2.346065 | 0.001974 | -0.003557 | 0 | 97,735 |
0 | -0.473343 | 0.512039 | 1.598923 | -4.029688 | -2.554681 | -0.577196 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.003557 | 0 | 97,736 |
1.229423 | 1.062553 | 0.512039 | 1.598923 | -1.606067 | -1.329392 | -0.577196 | 0 | -1 | 0.732051 | 2.346065 | 0.000986 | -0.002367 | 0 | 97,737 |
-2.952654 | -2.624022 | -3.442552 | 1.60414 | 0.09321 | -0.519521 | -0.598239 | -0.001556 | -1 | 0.732051 | 2.346065 | -0.002367 | -0.000198 | 0 | 97,738 |
-1.232339 | 0.142047 | -1.316223 | 0.722961 | -0.053828 | -0.971018 | -0.598239 | 0 | -1 | 0.732051 | 2.346065 | -0.000988 | 0.000791 | 1 | 97,739 |
1.232339 | 1.066195 | 1.121579 | 1.60414 | -1.525496 | -1.583663 | -0.598884 | -0.000048 | -1 | 0.732051 | 2.346065 | 0.000988 | 0.000395 | 1 | 97,740 |
0 | -0.473343 | -2.841431 | 1.60414 | 0.348068 | -0.287628 | -0.598884 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.000987 | 1 | 97,741 |
-1.972327 | -0.473343 | -2.841431 | 1.606757 | -0.322834 | -0.971018 | -0.595663 | 0.000238 | -1 | 0.732051 | 2.346065 | -0.001581 | 0.002963 | 1 | 97,742 |
-0.740427 | 0.451111 | -0.403268 | 1.608329 | 0.923983 | 0.216654 | -0.595663 | 0 | -1 | 0.732051 | 2.346065 | -0.000594 | 0.004542 | 1 | 97,743 |
0.740427 | 0.451659 | 0.512039 | 3.376098 | -1.122534 | -0.834771 | -0.594589 | 0.000079 | -1 | 0.732051 | 2.346065 | 0.000594 | 0.003555 | 1 | 97,744 |
0 | -0.473343 | -0.403268 | 1.608329 | -0.698728 | -0.971018 | -0.594589 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002568 | 1 | 97,745 |
-0.740427 | 0.451111 | -0.403268 | 1.608329 | 1.223441 | 0.480479 | -0.59738 | -0.000206 | -1 | 0.732051 | 2.346065 | -0.000594 | 0.002175 | 1 | 97,746 |
0 | 2.915651 | 0.512039 | 3.376098 | -0.804916 | -0.358374 | -0.59738 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.003162 | 1 | 97,747 |
0 | -0.164948 | -0.098468 | 0.725757 | -0.733085 | -0.716748 | -0.592656 | 0.000349 | -1 | 0.732051 | 2.346065 | 0 | 0.003557 | 1 | 97,748 |
-0.493863 | -1.090317 | -1.01468 | 2.494226 | 0.681282 | 0.290351 | -0.592656 | 0 | -1 | 0.732051 | 2.346065 | -0.000396 | 0.003953 | 1 | 97,749 |
0.493863 | 1.068633 | 1.122545 | 0.725757 | -0.502181 | -0.834771 | -0.587503 | 0.000381 | -1 | 0.732051 | 2.346065 | 0.000396 | 0.003557 | 1 | 97,750 |
-0.493863 | -0.164948 | -0.709216 | 2.494226 | -0.266077 | -0.519521 | -0.587503 | 0 | -1 | 0.732051 | 2.346065 | -0.000396 | 0.003558 | 1 | 97,751 |
-1.73006 | -1.090561 | -2.544124 | 3.38486 | -1.125897 | -0.519521 | -0.579987 | 0.000556 | -1 | 0.732051 | 2.346065 | -0.001387 | 0.004353 | 1 | 97,752 |
0.494548 | 0.144487 | 0.206271 | 1.614638 | -1.044351 | -1.132165 | -0.579987 | 0 | -1 | 0.732051 | 2.346065 | 0.000397 | 0.002969 | 1 | 97,753 |
1.235513 | 1.995529 | -0.405083 | 0.725757 | 0.503984 | 0.177365 | -0.584711 | -0.000349 | -1 | 0.732051 | 2.346065 | 0.000991 | 0.001978 | 1 | 97,754 |
0.493863 | 1.068633 | 0.512039 | 3.376098 | -0.714829 | -0.834771 | -0.584711 | 0 | -1 | 0.732051 | 2.346065 | 0.000396 | 0.001187 | 1 | 97,755 |
-1.729375 | 0.451659 | -1.625791 | 0.726457 | 0.268951 | -0.104104 | -0.589006 | -0.000317 | -1 | 0.732051 | 2.346065 | -0.001387 | 0.002771 | 1 | 97,756 |
0 | 1.995529 | 0.512039 | 1.612006 | -0.226091 | -0.612644 | -0.589006 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.00198 | 1 | 97,757 |
-0.494548 | 0.452942 | -0.405083 | 0.72821 | -1.056158 | -0.716748 | -0.583423 | 0.000413 | -1 | 0.732051 | 2.346065 | -0.000397 | 0.002377 | 1 | 97,758 |
0.494548 | 1.070772 | 0.206271 | 1.612006 | 0.77653 | 0.325017 | -0.583423 | 0 | -1 | 0.732051 | 2.346065 | 0.000397 | 0.001387 | 1 | 97,759 |
-1.236738 | 0.452942 | -1.0168 | 3.386616 | 0.25082 | -0.287628 | -0.582134 | 0.000095 | -1 | 0.732051 | 2.346065 | -0.000992 | 0.002378 | 1 | 97,760 |
0 | 0.453861 | -0.405993 | 3.386616 | 0.615766 | 0.325017 | -0.582134 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002774 | 1 | 97,761 |
0 | -0.473343 | -0.405993 | 0.729967 | -0.447658 | -0.612644 | -0.585141 | -0.000222 | -1 | 0.732051 | 2.346065 | 0 | 0.002972 | 1 | 97,762 |
0 | -0.473343 | -0.405993 | 1.614638 | -0.233726 | -0.716748 | -0.585141 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002972 | 1 | 97,763 |
0 | -0.473343 | 0.512039 | 1.614638 | -1.024263 | -1.942037 | -0.585141 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002972 | 1 | 97,764 |
-0.495039 | 0.453861 | -0.405993 | 0.729967 | -1.630186 | -0.971018 | -0.580846 | 0.000317 | -1 | 0.732051 | 2.346065 | -0.000397 | 0.003369 | 1 | 97,765 |
1.237228 | 1.072304 | 0.512039 | 0.729967 | -0.115575 | -0.971018 | -0.580846 | 0 | -1 | 0.732051 | 2.346065 | 0.000992 | 0.002179 | 1 | 97,766 |
0 | -0.473343 | -1.017406 | 3.386616 | 0.039315 | 0.325017 | -0.579128 | 0.000127 | -1 | 0.732051 | 2.346065 | 0 | 0.001783 | 1 | 97,767 |
-0.74219 | -0.473343 | -0.405446 | 3.386616 | -0.552615 | -1.329392 | -0.579128 | 0 | -1 | 0.732051 | 2.346065 | -0.000595 | 0.002774 | 1 | 97,768 |
1.236738 | 1.071691 | 0.512039 | 1.612006 | 0.064224 | -0.104104 | -0.579128 | 0 | -1 | 0.732051 | 2.346065 | 0.000992 | 0.00198 | 1 | 97,769 |
-0.247249 | 1.07016 | -0.099315 | 0.726457 | -0.29026 | -0.612644 | -0.579128 | 0 | -1 | 0.732051 | 2.346065 | -0.000198 | 0.001585 | 1 | 97,770 |
0.988704 | 1.070466 | 1.428796 | 0.726457 | -0.878406 | -0.612644 | -0.582134 | -0.000222 | -1 | 0.732051 | 2.346065 | 0.000793 | 0.000396 | 1 | 97,771 |
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