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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.247054 | 0.143875 | 0.512039 | 0.726457 | -0.030897 | -1.329392 | -0.582134 | 0 | -1 | 0.732051 | 2.346065 | 0.000198 | 0.000594 | 1 | 97,772 |
0.740867 | 1.377211 | 0.206634 | 1.608329 | 0.546456 | 0.325017 | -0.590938 | -0.000651 | -1 | 0.732051 | 2.346065 | 0.000594 | 0 | 0 | 97,773 |
0.740427 | 0.451659 | 0.512039 | 1.606757 | -1.307211 | -0.358374 | -0.590938 | 0 | -1 | 0.732051 | 2.346065 | 0.000594 | 0 | 0 | 97,774 |
0.739988 | 0.451111 | 1.121941 | 1.606757 | -0.367923 | -0.222127 | -0.590938 | 0 | -1 | 0.732051 | 2.346065 | 0.000593 | -0.000593 | 0 | 97,775 |
-0.739988 | -0.781433 | -0.402725 | 4.257098 | -0.447658 | -0.519521 | -0.594374 | -0.000254 | -1 | 0.732051 | 2.346065 | -0.000593 | -0.000594 | 0 | 97,776 |
-2.469802 | -1.08995 | -2.541098 | 3.380475 | -0.618903 | -0.612644 | -0.584496 | 0.00073 | -1 | 0.732051 | 2.346065 | -0.00198 | 0.00198 | 1 | 97,777 |
1.235513 | 1.07016 | 0.512039 | 1.609379 | -1.136108 | -0.519521 | -0.584496 | 0 | -1 | 0.732051 | 2.346065 | 0.000991 | 0.00099 | 1 | 97,778 |
0 | 0.452026 | 0.512039 | 3.377848 | -0.48997 | -0.834771 | -0.584496 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.000396 | 1 | 97,779 |
0 | -0.473343 | 0.512039 | 1.609379 | -1.193912 | -1.583663 | -0.5933 | -0.000651 | -1 | 0.732051 | 2.346065 | 0 | -0.000396 | 0 | 97,780 |
-0.494058 | 0.452026 | -0.404174 | 3.380475 | -0.726378 | -0.519521 | -0.5933 | 0 | -1 | 0.732051 | 2.346065 | -0.000396 | 0.000396 | 1 | 97,781 |
0.494058 | 0.143875 | 1.122786 | 0.726457 | -2.102202 | -1.942037 | -0.592442 | 0.000063 | -1 | 0.732051 | 2.346065 | 0.000396 | -0.000396 | 0 | 97,782 |
-0.494058 | -0.473343 | -0.404174 | 1.612006 | -1.622032 | -0.971018 | -0.592442 | 0 | -1 | 0.732051 | 2.346065 | -0.000396 | 0 | 0 | 97,783 |
0.987921 | 1.069244 | -0.404537 | 1.609379 | 1.246314 | 0.683391 | -0.583638 | 0.000651 | -1 | 0.732051 | 2.346065 | 0.000792 | -0.000792 | 0 | 97,784 |
0 | -0.164948 | 0.512039 | 3.376098 | -1.284449 | -1.942037 | -0.583638 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.001387 | 0 | 97,785 |
0 | 0.451659 | 0.512039 | 1.608329 | 0.496906 | -0.716748 | -0.590509 | -0.000508 | -1 | 0.628626 | 1.414214 | 0 | -0.001387 | 0 | 97,786 |
2.712754 | 2.915651 | 0.512039 | 1.60414 | 1.027458 | 0.809872 | -0.590509 | 0 | -1 | 0.628626 | 1.414214 | 0.002175 | -0.003165 | 0 | 97,787 |
-0.24637 | -0.473343 | -1.316223 | 1.60414 | 0.541318 | 0.047788 | -0.590509 | 0 | -1 | 0.628626 | 1.414214 | -0.000198 | -0.00277 | 0 | 97,788 |
0 | -0.473343 | 0.207419 | 1.60414 | 0.117034 | -1.132165 | -0.596521 | -0.000444 | -1 | 0.628626 | 1.414214 | 0 | -0.00277 | 0 | 97,789 |
0.738965 | 1.372462 | -0.097261 | 3.36302 | 0.583494 | 0.093124 | -0.598669 | -0.000159 | -1 | 0.628626 | 1.414214 | 0.000592 | -0.002966 | 0 | 97,790 |
0.738527 | 1.064069 | 0.512039 | 1.601529 | 0.635249 | 0.390518 | -0.598669 | 0 | -1 | 0.628626 | 1.414214 | 0.000592 | -0.003954 | 0 | 97,791 |
0.492109 | 0.14144 | 0.207779 | 3.36302 | -1.233282 | -1.329392 | -0.594374 | 0.000317 | -1 | 0.628626 | 1.414214 | 0.000395 | -0.00534 | 0 | 97,792 |
1.229423 | 1.062553 | -0.400559 | 3.356077 | 0.695832 | 0.358374 | -0.594374 | 0 | -1 | 0.628626 | 1.414214 | 0.000986 | -0.006325 | 0 | 97,793 |
-0.491624 | -0.780401 | -0.39966 | 3.358678 | 0.139174 | -0.104104 | -0.604681 | -0.000762 | -1 | 0.628626 | 1.414214 | -0.000394 | -0.00494 | 0 | 97,794 |
-1.229908 | -1.395063 | -1.312616 | 3.364759 | 0.483859 | -0.104104 | -0.604681 | 0 | -1 | 0.628626 | 1.414214 | -0.000986 | -0.004945 | 0 | 97,795 |
-1.231122 | -1.703637 | -1.314418 | 3.367371 | -0.670852 | -0.834771 | -0.627443 | -0.001683 | -1 | 0.628626 | 1.414214 | -0.000987 | -0.004553 | 0 | 97,796 |
1.231122 | 1.064676 | 0.207479 | 0.71948 | -0.195233 | -0.222127 | -0.605325 | 0.001635 | -1 | 0.628626 | 1.414214 | 0.000987 | -0.004549 | 0 | 97,797 |
0.492109 | 0.14144 | 0.207779 | 1.598923 | 0.856215 | 0.290351 | -0.605325 | 0 | -1 | 0.628626 | 1.414214 | 0.000395 | -0.004943 | 0 | 97,798 |
0 | -0.473343 | -0.400559 | 3.360414 | 0.177307 | -0.716748 | -0.607687 | -0.000175 | -1 | 0.628626 | 1.414214 | 0 | -0.00534 | 0 | 97,799 |
0 | 0.448376 | 0.512039 | 3.360414 | 0.206967 | -0.05052 | -0.607687 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.00534 | 0 | 97,800 |
-0.492109 | -0.473343 | -1.009257 | 0.71948 | 0.338984 | 0 | -0.608976 | -0.000095 | -1 | 0.628626 | 1.414214 | -0.000395 | -0.004549 | 0 | 97,801 |
-0.738527 | 0.14144 | -0.400919 | 3.364759 | 0.222173 | 0.047788 | -0.608976 | 0 | -1 | 0.628626 | 1.414214 | -0.000592 | -0.004353 | 0 | 97,802 |
-1.231852 | -0.473343 | -2.535064 | 1.60414 | 0.364595 | -0.358374 | -0.604896 | 0.000302 | -1 | 0.628626 | 1.414214 | -0.000988 | -0.002572 | 0 | 97,803 |
0 | -0.473343 | -0.402363 | 1.60414 | -1.525496 | -1.132165 | -0.604896 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.002969 | 0 | 97,804 |
-0.493082 | -0.473343 | -0.402363 | 1.606757 | -0.104898 | -0.358374 | -0.607687 | -0.000206 | -1 | 0.628626 | 1.414214 | -0.000395 | -0.002573 | 0 | 97,805 |
0.246565 | 0.142655 | 0.512039 | 0.722961 | -0.945427 | -1.329392 | -0.607687 | 0 | -1 | 0.628626 | 1.414214 | 0.000198 | -0.002375 | 0 | 97,806 |
-0.986553 | -0.165375 | -0.707525 | 1.606757 | -0.383179 | -0.612644 | -0.60554 | 0.000159 | -1 | 0.628626 | 1.414214 | -0.000791 | -0.00099 | 0 | 97,807 |
0 | -0.473343 | 0.512039 | 1.606757 | -0.502181 | -1.132165 | -0.60554 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.001386 | 0 | 97,808 |
-0.740427 | -0.473343 | -0.403268 | 3.376098 | 0.193648 | -0.834771 | -0.604037 | 0.000111 | -1 | 0.628626 | 1.414214 | -0.000594 | -0.000792 | 0 | 97,809 |
0 | -0.164948 | -0.098468 | 3.376098 | 0.875883 | 0.177365 | -0.604037 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0 | 0 | 97,810 |
0.493667 | 0.143386 | -0.098468 | 1.608329 | -0.298818 | -0.519521 | -0.599957 | 0.000302 | -1 | 0.628626 | 1.414214 | 0.000396 | -0.001188 | 0 | 97,811 |
0.24676 | 0.759384 | 0.81708 | 4.257098 | -0.118989 | -0.358374 | -0.599957 | 0 | -1 | 0.628626 | 1.414214 | 0.000198 | -0.00198 | 0 | 97,812 |
0 | 0.451111 | -0.403268 | 1.606757 | -0.716465 | -1.132165 | -0.600172 | -0.000016 | -1 | 0.628626 | 1.414214 | 0 | -0.00198 | 0 | 97,813 |
0 | -0.473343 | -0.403268 | 1.606757 | -0.582846 | -0.519521 | -0.600172 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.002377 | 0 | 97,814 |
0 | -0.473343 | -1.013774 | 3.376098 | 1.056586 | 0.290351 | -0.596307 | 0.000286 | -1 | 0.628626 | 1.414214 | 0 | -0.001386 | 0 | 97,815 |
-0.24676 | -0.473343 | -0.403268 | 3.376098 | 0.297573 | -0.104104 | -0.596307 | 0 | -1 | 0.628626 | 1.414214 | -0.000198 | -0.000792 | 0 | 97,816 |
-0.493667 | -0.781677 | -0.098226 | 3.376098 | -0.481251 | -1.132165 | -0.596951 | -0.000048 | -1 | 0.628626 | 1.414214 | -0.000396 | -0.000396 | 0 | 97,817 |
0.493667 | 0.451659 | 0.512039 | 1.608329 | -0.731401 | -1.132165 | -0.596951 | 0 | -1 | 0.628626 | 1.414214 | 0.000396 | -0.000396 | 0 | 97,818 |
0.24676 | -0.16507 | -0.098226 | 1.606757 | 0.078902 | -0.358374 | -0.596951 | 0 | -1 | 0.628626 | 1.414214 | 0.000198 | -0.001386 | 0 | 97,819 |
-0.740427 | -0.473343 | -1.013774 | 1.609379 | 0.004148 | 0.177365 | -0.595448 | 0.000111 | -1 | 0.628626 | 1.414214 | -0.000594 | 0 | 0 | 97,820 |
-0.493863 | 0.451659 | -1.01468 | 3.376098 | 0.226533 | 0.047788 | -0.600387 | -0.000365 | -1 | 0.628626 | 1.414214 | -0.000396 | -0.000396 | 0 | 97,821 |
0.493863 | 1.068633 | 1.122545 | 1.608329 | -1.056158 | -1.329392 | -0.600387 | 0 | -1 | 0.628626 | 1.414214 | 0.000396 | -0.000792 | 0 | 97,822 |
0 | -0.164948 | 0.512039 | 1.609379 | -4.029688 | -2.554681 | -0.600387 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000396 | 0 | 97,823 |
0.740427 | 0.451659 | -0.098468 | 1.606757 | 0.716978 | 0.216654 | -0.601031 | -0.000048 | -1 | 0.628626 | 1.414214 | 0.000594 | -0.00099 | 0 | 97,824 |
0 | -0.473343 | -0.098105 | 1.608329 | -0.882782 | -1.329392 | -0.601031 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.001386 | 0 | 97,825 |
-0.740427 | -0.473343 | -0.708491 | 4.257098 | 0.176969 | -0.104104 | -0.601031 | 0 | -1 | 0.628626 | 1.414214 | -0.000594 | -0.000792 | 0 | 97,826 |
0.740427 | 0.451659 | 0.512039 | 1.608329 | -1.221181 | -1.132165 | -0.601031 | 0 | -1 | 0.628626 | 1.414214 | 0.000594 | -0.001386 | 0 | 97,827 |
0 | -0.473343 | -0.403268 | 4.257098 | -0.193278 | -0.971018 | -0.600816 | 0.000016 | -1 | 0.628626 | 1.414214 | 0 | -0.001386 | 0 | 97,828 |
-0.740427 | -0.473343 | -0.403268 | 1.608329 | -0.994068 | -0.716748 | -0.600816 | 0 | -1 | 0.628626 | 1.414214 | -0.000594 | -0.000396 | 0 | 97,829 |
-0.987921 | -0.164948 | -1.01468 | 0.726457 | 0.9501 | -0.161147 | -0.60146 | -0.000048 | -1 | 0.628626 | 1.414214 | -0.000792 | 0.000396 | 1 | 97,830 |
0.494058 | 1.069244 | 1.122786 | 1.609379 | 0.219981 | -0.519521 | -0.60146 | 0 | -1 | 0.628626 | 1.414214 | 0.000396 | 0 | 0 | 97,831 |
-0.494058 | 0.76036 | -0.709699 | 0.726457 | -0.054846 | -0.161147 | -0.596951 | 0.000333 | -1 | 0.628626 | 1.414214 | -0.000396 | 0 | 0 | 97,832 |
0 | 0.143875 | 0.206574 | 0.726457 | -0.059966 | -1.132165 | -0.596951 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000594 | 0 | 97,833 |
0 | -0.473343 | 0.206574 | 0.726457 | -0.227472 | -1.942037 | -0.598454 | -0.000111 | -1 | 0.628626 | 1.414214 | 0 | -0.000594 | 0 | 97,834 |
-0.741454 | -0.473343 | -1.933376 | 3.382228 | 1.021539 | 0.421534 | -0.598454 | 0 | -1 | 0.628626 | 1.414214 | -0.000594 | 0 | 0 | 97,835 |
0 | 0.452942 | 0.512039 | 1.612006 | 0.047457 | -0.104104 | -0.596092 | 0.000175 | -1 | 0.628626 | 1.414214 | 0 | 0.000594 | 1 | 97,836 |
0.494352 | 0.144242 | 0.512039 | 1.612006 | -1.40315 | -1.583663 | -0.596092 | 0 | -1 | 0.628626 | 1.414214 | 0.000396 | 0.000594 | 1 | 97,837 |
0.247102 | -0.164642 | 0.206513 | 1.612006 | -0.413062 | -0.834771 | -0.595233 | 0.000063 | -1 | 0.628626 | 1.414214 | 0.000198 | 0 | 0 | 97,838 |
0 | -0.473343 | 0.206574 | 3.380475 | -1.021451 | -1.132165 | -0.595233 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0 | 0 | 97,839 |
0.494058 | 0.143875 | 0.206574 | 0.726457 | 0.945408 | 0.587745 | -0.589865 | 0.000397 | -1 | 0.628626 | 1.414214 | 0.000396 | -0.000991 | 0 | 97,840 |
-0.494058 | -1.090561 | -0.404174 | 1.612006 | -0.435557 | -0.519521 | -0.589865 | 0 | -1 | 0.628626 | 1.414214 | -0.000396 | -0.000594 | 0 | 97,841 |
-1.236002 | -1.399629 | -1.933376 | 0.72821 | 0.045325 | -0.43528 | -0.593515 | -0.00027 | -1 | 0.628626 | 1.414214 | -0.000991 | 0.000397 | 1 | 97,842 |
0 | -0.473343 | 0.206271 | 3.38486 | -0.452778 | -0.834771 | -0.593515 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.000397 | 1 | 97,843 |
1.236002 | 1.070772 | -0.405446 | 3.382228 | 0.204393 | 0 | -0.593515 | 0 | -1 | 0.628626 | 1.414214 | 0.000991 | -0.001586 | 0 | 97,844 |
-1.236002 | -2.017458 | -1.321658 | 3.382228 | -3.636876 | -1.942037 | -0.574404 | 0.001413 | -1 | 0.464102 | 0.614014 | -0.000991 | 0.000397 | 1 | 97,845 |
-0.74219 | 0.144487 | -0.405446 | 3.38486 | -0.231634 | -0.519521 | -0.594159 | -0.00146 | -1 | 0.464102 | 0.614014 | -0.000595 | -0.000397 | 0 | 97,846 |
1.236738 | 1.071691 | 0.817927 | 0.72821 | -0.376847 | -0.161147 | -0.594159 | 0 | -1 | 0.464102 | 0.614014 | 0.000992 | -0.000397 | 0 | 97,847 |
0 | -0.473343 | 0.512039 | 3.38486 | -1.397675 | -1.583663 | -0.594159 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.000397 | 0 | 97,848 |
-0.494548 | -0.16452 | -0.405083 | 3.38486 | -0.466309 | -0.519521 | -0.591153 | 0.000222 | -1 | 0.464102 | 0.614014 | -0.000397 | 0 | 0 | 97,849 |
0 | -0.473343 | 0.206271 | 3.38486 | -4.029688 | -2.554681 | -0.591153 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0 | 0 | 97,850 |
0.494548 | 0.144487 | 0.206271 | 0.72821 | -0.526251 | -0.834771 | -0.580631 | 0.000778 | -1 | 0.464102 | 0.614014 | 0.000397 | -0.000992 | 0 | 97,851 |
-0.494548 | -0.473343 | -0.405083 | 3.38486 | -1.36076 | -1.329392 | -0.580631 | 0 | -1 | 0.464102 | 0.614014 | -0.000397 | -0.000595 | 0 | 97,852 |
0.9889 | 1.68799 | -0.405446 | 1.612006 | 0.230551 | 0.047788 | -0.590294 | -0.000714 | -1 | 0.464102 | 0.614014 | 0.000793 | -0.001388 | 0 | 97,853 |
-0.494352 | -0.164642 | -0.099073 | 3.382228 | -0.350484 | -0.612644 | -0.593515 | -0.000238 | -1 | 0.464102 | 0.614014 | -0.000396 | -0.001388 | 0 | 97,854 |
0 | 0.452942 | -0.405083 | 1.612006 | -0.468419 | -0.716748 | -0.593515 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.00119 | 0 | 97,855 |
0.494352 | 0.144242 | 0.512039 | 1.612006 | -0.687724 | -1.583663 | -0.593515 | 0 | -1 | 0.464102 | 0.614014 | 0.000396 | -0.001785 | 0 | 97,856 |
0.741161 | 0.452575 | 0.206513 | 0.726457 | -0.466309 | -0.519521 | -0.595018 | -0.000111 | -1 | 0.464102 | 0.614014 | 0.000594 | -0.002975 | 0 | 97,857 |
-0.494058 | 0.14363 | -0.404174 | 3.380475 | -0.193278 | 0 | -0.595018 | 0 | -1 | 0.464102 | 0.614014 | -0.000396 | -0.002181 | 0 | 97,858 |
0 | -0.473343 | -0.098952 | 3.380475 | -0.799201 | -0.716748 | -0.594589 | 0.000032 | -1 | 0.464102 | 0.614014 | 0 | -0.002579 | 0 | 97,859 |
0.987921 | 1.069244 | 1.122786 | 1.609379 | -0.697143 | -0.612644 | -0.594589 | 0 | -1 | 0.464102 | 0.614014 | 0.000792 | -0.002775 | 0 | 97,860 |
-0.987921 | -0.164948 | -1.01468 | 0.726457 | -0.402611 | -0.834771 | -0.595663 | -0.000079 | -1 | 0.464102 | 0.614014 | -0.000792 | -0.001983 | 0 | 97,861 |
-0.741454 | -0.473343 | -0.404537 | 3.38486 | 0.060079 | -0.43528 | -0.595663 | 0 | -1 | 0.464102 | 0.614014 | -0.000594 | -0.001984 | 0 | 97,862 |
0 | -0.473343 | -0.405083 | 3.382228 | 0.010087 | -0.161147 | -0.59008 | 0.000413 | -1 | 0.464102 | 0.614014 | 0 | -0.001984 | 0 | 97,863 |
-0.494548 | -1.091173 | -0.405083 | 0.72821 | -2.851252 | -1.942037 | -0.59008 | 0 | -1 | 0.464102 | 0.614014 | -0.000397 | -0.000992 | 0 | 97,864 |
1.236002 | 1.070772 | 1.123392 | 3.382228 | -0.091149 | -0.222127 | -0.59008 | 0 | -1 | 0.464102 | 0.614014 | 0.000991 | -0.002777 | 0 | 97,865 |
0.494058 | 0.143875 | -1.321658 | 3.380475 | -0.799201 | -0.519521 | -0.584496 | 0.000413 | -1 | 0.464102 | 0.614014 | 0.000396 | -0.003372 | 0 | 97,866 |
0 | 0.452026 | -0.404174 | 3.377848 | 0.428229 | 0.136247 | -0.579987 | 0.000333 | -1 | 0.464102 | 0.614014 | 0 | -0.003372 | 0 | 97,867 |
0.493863 | 0.452026 | -0.709699 | 1.608329 | 0.199534 | -0.222127 | -0.579987 | 0 | -1 | 0.464102 | 0.614014 | 0.000396 | -0.003768 | 0 | 97,868 |
-0.987921 | -1.707535 | -1.01468 | 1.608329 | -2.08362 | -1.942037 | -0.591583 | -0.000857 | -1 | 0.464102 | 0.614014 | -0.000792 | -0.003572 | 0 | 97,869 |
0.987921 | 1.069244 | 1.122786 | 1.609379 | -0.315522 | -0.716748 | -0.591583 | 0 | -1 | 0.464102 | 0.614014 | 0.000792 | -0.004364 | 0 | 97,870 |
-0.987921 | -1.090317 | -1.01468 | 0.726457 | -0.128775 | -0.834771 | -0.592012 | -0.000032 | -1 | 0.464102 | 0.614014 | -0.000792 | -0.003572 | 0 | 97,871 |
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