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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 | -0.164152 | -0.712368 | 0.729967 | -0.806834 | -0.834771 | -0.558085 | 0 | -1 | 0 | -0.385986 | 0 | -0.002384 | 0 | 97,972 |
0.247495 | -0.164152 | 0.206028 | 1.614638 | -0.08898 | -0.161147 | -0.566459 | -0.000619 | -1 | 0 | -0.385986 | 0.000198 | -0.002583 | 0 | 97,973 |
0.247446 | 0.453861 | 0.817927 | 1.614638 | -0.576414 | -1.132165 | -0.566459 | 0 | -1 | 0 | -0.385986 | 0.000198 | -0.002781 | 0 | 97,974 |
0.742043 | 0.453677 | 0.512039 | 0.72821 | -0.511231 | -0.834771 | -0.566889 | -0.000032 | -1 | 0 | -0.385986 | 0.000595 | -0.003774 | 0 | 97,975 |
0 | -0.473343 | 0.206332 | 0.72821 | -2.22866 | -1.583663 | -0.566889 | 0 | -1 | 0 | -0.385986 | 0 | -0.003376 | 0 | 97,976 |
0 | -0.473343 | -0.405264 | 0.72821 | -0.034328 | -0.104104 | -0.566674 | 0.000016 | -1 | 0 | -0.385986 | 0 | -0.003376 | 0 | 97,977 |
0 | -0.164459 | 0.206332 | 0.72821 | 0.02356 | 0.562124 | -0.566674 | 0 | -1 | 0 | -0.385986 | 0 | -0.001786 | 0 | 97,978 |
-0.247298 | -0.473343 | -0.099436 | 3.38486 | -0.86335 | -0.971018 | -0.563668 | 0.000222 | -1 | 0 | -0.385986 | -0.000198 | -0.001985 | 0 | 97,979 |
-0.74219 | -0.473343 | -0.405446 | 0.729967 | -0.326938 | -0.612644 | -0.563668 | 0 | -1 | 0 | -0.385986 | -0.000595 | -0.001787 | 0 | 97,980 |
0 | -0.473343 | 0.512039 | 0.729967 | -2.724795 | -1.942037 | -0.563668 | 0 | -1 | 0 | -0.385986 | 0 | -0.001986 | 0 | 97,981 |
0 | -0.473343 | -0.099922 | 0.729967 | -2.304333 | -1.132165 | -0.557441 | 0.00046 | -1 | 0 | -0.385986 | 0 | -0.000993 | 0 | 97,982 |
-0.495039 | -1.091786 | -0.405993 | 3.389254 | 0.345056 | -0.358374 | -0.554005 | 0.000254 | -1 | 0 | -0.385986 | -0.000397 | 0 | 0 | 97,983 |
-1.238457 | -1.401468 | -1.3253 | 1.619918 | -0.822414 | -0.834771 | -0.554005 | 0 | -1 | 0 | -0.385986 | -0.000993 | -0.000596 | 0 | 97,984 |
-0.495727 | -0.782964 | -0.40727 | 1.619918 | -1.164273 | -1.329392 | -0.554005 | 0 | -1 | 0 | -0.385986 | -0.000397 | 0.000795 | 1 | 97,985 |
0 | 0.14596 | 0.205541 | 1.619918 | -1.217205 | -1.132165 | -0.554005 | 0 | -1 | 0 | -0.385986 | 0 | 0.000596 | 1 | 97,986 |
-0.247938 | -0.163661 | 0.205541 | 1.619918 | -0.848684 | -1.329392 | -0.554005 | 0 | -1 | 0 | -0.385986 | -0.000199 | 0 | 0 | 97,987 |
0.247938 | 0.146083 | 0.512039 | 1.619918 | -0.591976 | -0.971018 | -0.555723 | -0.000127 | -1 | 0 | -0.385986 | 0.000199 | -0.000795 | 0 | 97,988 |
-0.247938 | -0.163661 | 0.205541 | 1.619918 | 0.572819 | 0.136247 | -0.559158 | -0.000254 | -1 | 0 | -0.385986 | -0.000199 | -0.000199 | 0 | 97,989 |
0.247938 | 0.146083 | 0.818536 | 1.619918 | -1.241496 | -1.329392 | -0.559158 | 0 | -1 | 0 | -0.385986 | 0.000199 | -0.000398 | 0 | 97,990 |
-0.247938 | 0.14596 | 0.205541 | 1.619918 | -1.02993 | -0.612644 | -0.559158 | 0 | -1 | 0 | -0.385986 | -0.000199 | -0.00199 | 0 | 97,991 |
1.239195 | 2.002886 | 0.818536 | 3.391014 | 0.598654 | 0.177365 | -0.560661 | -0.000111 | -1 | 0 | -0.385986 | 0.000994 | -0.001988 | 0 | 97,992 |
0 | -0.473343 | 0.512039 | 3.391014 | -1.205439 | -1.329392 | -0.560447 | 0.000016 | -1 | 0 | -0.385986 | 0 | -0.002187 | 0 | 97,993 |
-0.247741 | -0.473343 | -0.100529 | 0.731727 | -0.708334 | -0.834771 | -0.560447 | 0 | -1 | 0 | -0.385986 | -0.000199 | -0.001789 | 0 | 97,994 |
0.990667 | 0.764279 | 0.205724 | 3.391014 | -0.638544 | -0.716748 | -0.560447 | 0 | -1 | 0 | -0.385986 | 0.000794 | -0.001788 | 0 | 97,995 |
-1.238457 | -0.782657 | -1.3253 | 0.731727 | -0.880589 | -0.971018 | -0.550354 | 0.000746 | -1 | 0 | -0.385986 | -0.000993 | -0.000596 | 0 | 97,996 |
0.49553 | 0.145714 | 1.124606 | 1.617275 | -0.769659 | -1.329392 | -0.550354 | 0 | -1 | 0 | -0.385986 | 0.000397 | -0.000994 | 0 | 97,997 |
-0.49553 | -0.473343 | -0.406905 | 3.391014 | -0.058938 | -0.104104 | -0.556582 | -0.00046 | -1 | 0 | -0.385986 | -0.000397 | -0.000596 | 0 | 97,998 |
0.49553 | 1.073839 | 1.124606 | 1.617275 | -0.38683 | -0.716748 | -0.556582 | 0 | -1 | 0 | -0.385986 | 0.000397 | -0.000397 | 0 | 97,999 |
0 | 0.454782 | 0.512039 | 1.617275 | -0.411148 | -0.287628 | -0.559588 | -0.000222 | -1 | 0 | -0.385986 | 0 | -0.000397 | 0 | 98,000 |
1.237965 | 1.073224 | 0.818231 | 0.729967 | 0.265197 | 0.390518 | -0.559588 | 0 | -1 | 0 | -0.385986 | 0.000993 | -0.001986 | 0 | 98,001 |
-0.247495 | -0.782534 | -0.099922 | 0.729967 | -1.885158 | -1.583663 | -0.555293 | 0.000317 | -1 | 0 | -0.385986 | -0.000198 | -0.001589 | 0 | 98,002 |
0.247495 | 0.763052 | -0.100043 | 0.729967 | 0.054644 | -0.104104 | -0.555293 | 0 | -1 | 0 | -0.385986 | 0.000198 | -0.00139 | 0 | 98,003 |
-0.247495 | -0.782534 | -0.099922 | 0.729967 | -1.454967 | -1.132165 | -0.533605 | 0.001603 | -1 | 0 | -0.385986 | -0.000198 | -0.001589 | 0 | 98,004 |
0.247495 | -0.164152 | 0.206028 | 3.386616 | -0.077195 | -0.161147 | -0.533605 | 0 | -1 | 0 | -0.385986 | 0.000198 | -0.001986 | 0 | 98,005 |
-0.495039 | -0.473343 | -0.405993 | 0.729967 | -1.143019 | -1.329392 | -0.533605 | 0 | -1 | 0 | -0.385986 | -0.000397 | -0.00139 | 0 | 98,006 |
-0.742927 | -0.473343 | -0.406357 | 1.617275 | -0.367923 | -0.612644 | -0.529955 | 0.00027 | -1 | 0 | -0.385986 | -0.000596 | -0.001988 | 0 | 98,007 |
0 | 0.145468 | -0.100529 | 0.731727 | -0.144077 | -0.222127 | -0.529955 | 0 | -1 | 0 | -0.385986 | 0 | -0.001988 | 0 | 98,008 |
-1.239195 | -0.473343 | -1.019838 | 3.393656 | -0.34706 | -0.519521 | -0.531029 | -0.000079 | -1 | 0 | -0.385986 | -0.000994 | -0.000597 | 0 | 98,009 |
0.991455 | 0.765263 | 1.124972 | 0.731727 | -0.575136 | -0.834771 | -0.530599 | 0.000032 | -1 | 0 | -0.385986 | 0.000795 | -0.001392 | 0 | 98,010 |
0.247741 | -0.163845 | 0.818292 | 3.393656 | -3.014284 | -1.942037 | -0.530599 | 0 | -1 | 0 | -0.385986 | 0.000199 | -0.00159 | 0 | 98,011 |
-0.991258 | -1.402021 | -1.019838 | 1.619918 | -0.724714 | -0.612644 | -0.528667 | 0.000143 | -1 | 0 | -0.385986 | -0.000795 | -0.000795 | 0 | 98,012 |
0 | -0.163661 | 0.512039 | 1.619918 | -2.252779 | -1.942037 | -0.528667 | 0 | -1 | 0 | -0.385986 | 0 | -0.000398 | 0 | 98,013 |
-0.247938 | -0.783087 | 0.205541 | 1.619918 | -1.700023 | -1.942037 | -0.529096 | -0.000032 | -1 | 0 | -0.385986 | -0.000199 | 0 | 0 | 98,014 |
0.743665 | 0.455704 | 0.818536 | 1.619918 | -1.911521 | -1.583663 | -0.529096 | 0 | -1 | 0 | -0.385986 | 0.000596 | -0.000596 | 0 | 98,015 |
-0.743665 | -0.473343 | -0.40727 | 1.619918 | 0.812171 | -0.104104 | -0.53382 | -0.000349 | -1 | 0 | -0.385986 | -0.000596 | 0 | 0 | 98,016 |
-1.240428 | -0.473343 | -1.021361 | 1.622566 | 1.234496 | 0.25427 | -0.53382 | 0 | -1 | 0 | -0.385986 | -0.000995 | 0.000995 | 1 | 98,017 |
0.496319 | 0.456628 | 1.125581 | 1.622566 | -1.801491 | -1.942037 | -0.525446 | 0.000619 | -1 | 0 | -0.385986 | 0.000398 | 0.000795 | 1 | 98,018 |
-0.992836 | 0.456258 | -1.022277 | 3.399835 | 1.304106 | 0.535739 | -0.525446 | 0 | -1 | 0 | -0.385986 | -0.000796 | 0.002386 | 1 | 98,019 |
0.992836 | 1.69659 | 1.125826 | 1.621506 | -0.024099 | 0.136247 | -0.519433 | 0.000444 | -1 | 0 | -0.385986 | 0.000796 | 0.001392 | 1 | 98,020 |
0 | -0.163414 | 0.512039 | 3.398068 | -4.029688 | -2.554681 | -0.519433 | 0 | -1 | 0 | -0.385986 | 0 | 0.000795 | 1 | 98,021 |
0 | -0.163414 | 0.512039 | 3.399835 | -4.029688 | -2.554681 | -0.525016 | -0.000413 | -1 | 0 | -0.385986 | 0 | 0.001193 | 1 | 98,022 |
0 | -0.473343 | 0.205298 | 1.622566 | -1.953519 | -1.132165 | -0.525016 | 0 | -1 | 0 | -0.385986 | 0 | 0.001193 | 1 | 98,023 |
0 | -0.163414 | 0.512039 | 3.398068 | -0.820443 | -0.612644 | -0.525016 | 0 | -1 | 0 | -0.385986 | 0 | 0.00159 | 1 | 98,024 |
-0.496319 | -0.163414 | -0.101504 | 3.399835 | -2.27797 | -1.132165 | -0.525016 | 0 | -1 | -0.267949 | -0.517638 | -0.000398 | 0.002584 | 1 | 98,025 |
0.496319 | 0.766495 | 0.81884 | 1.621506 | -0.447658 | -0.358374 | -0.523084 | 0.000143 | -1 | -0.267949 | -0.517638 | 0.000398 | 0.00159 | 1 | 98,026 |
0 | 1.075684 | 0.512039 | 1.619918 | -0.653001 | -0.971018 | -0.522869 | 0.000016 | -1 | -0.267949 | -0.517638 | 0 | 0.00159 | 1 | 98,027 |
1.983304 | 2.004362 | 1.431895 | 0.731727 | 0.250522 | 0.290351 | -0.522869 | 0 | -1 | -0.267949 | -0.517638 | 0.00159 | 0 | 0 | 98,028 |
-0.49553 | -1.0924 | -0.406905 | 1.619918 | -1.190121 | -0.971018 | -0.523942 | -0.000079 | -1 | -0.267949 | -0.517638 | -0.000397 | -0.000596 | 0 | 98,029 |
-0.495727 | -0.782964 | -0.40727 | 1.619918 | -0.733085 | -1.132165 | -0.523942 | 0 | -1 | -0.267949 | -0.517638 | -0.000397 | -0.000199 | 0 | 98,030 |
-0.247938 | -0.783087 | 0.205541 | 1.619918 | -1.525496 | -1.329392 | -0.521795 | 0.000159 | -1 | -0.267949 | -0.517638 | -0.000199 | 0.000398 | 1 | 98,031 |
1.239195 | 1.074761 | 0.818536 | 3.393656 | -0.634277 | -0.43528 | -0.521795 | 0 | -1 | -0.267949 | -0.517638 | 0.000994 | -0.00159 | 0 | 98,032 |
0.742927 | 0.454782 | 0.512039 | 3.389254 | -0.216521 | 0.093124 | -0.526734 | -0.000365 | -1 | -0.267949 | -0.517638 | 0.000596 | -0.002584 | 0 | 98,033 |
-1.982122 | -0.473343 | -2.244791 | 1.617275 | -1.038538 | -1.132165 | -0.526734 | 0 | -1 | -0.267949 | -0.517638 | -0.001589 | -0.002987 | 0 | 98,034 |
1.239195 | 2.002886 | 2.043915 | 0.731727 | -0.083057 | -0.222127 | -0.526734 | 0 | -1 | -0.267949 | -0.517638 | 0.000994 | -0.003382 | 0 | 98,035 |
-0.247741 | -0.473343 | -0.406905 | 0.731727 | -1.068216 | -0.834771 | -0.526734 | 0 | -1 | -0.267949 | -0.517638 | -0.000199 | -0.002188 | 0 | 98,036 |
-0.991455 | -0.782902 | -0.713584 | 4.283436 | -0.204448 | -0.104104 | -0.521795 | 0.000365 | -1 | -0.267949 | -0.517638 | -0.000795 | -0.00199 | 0 | 98,037 |
-0.744108 | 0.455704 | -0.407818 | 1.621506 | -0.022171 | -0.161147 | -0.521795 | 0 | -1 | -0.267949 | -0.517638 | -0.000597 | -0.001792 | 0 | 98,038 |
0.496122 | 0.456258 | 0.818718 | 1.621506 | -1.59054 | -1.132165 | -0.518574 | 0.000238 | -1 | -0.267949 | -0.517638 | 0.000398 | -0.00219 | 0 | 98,039 |
0 | -0.163538 | 0.20542 | 1.621506 | 0.432774 | 0.216654 | -0.518574 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.002588 | 0 | 98,040 |
-2.234103 | -0.473343 | -2.249729 | 0.735257 | 0.055483 | 0 | -0.518574 | 0 | -1 | -0.267949 | -0.517638 | -0.001791 | -0.001196 | 0 | 98,041 |
1.241662 | 1.077843 | 1.126192 | 0.735257 | 0.470102 | 0.290351 | -0.519433 | -0.000063 | -1 | -0.267949 | -0.517638 | 0.000996 | -0.000996 | 0 | 98,042 |
-0.248234 | -0.473343 | -0.408734 | 0.735257 | -0.893872 | -0.834771 | -0.519433 | 0 | -1 | -0.267949 | -0.517638 | -0.000199 | -0.001195 | 0 | 98,043 |
0.248234 | -0.163229 | 0.205114 | 1.622566 | -0.03679 | 0.136247 | -0.519004 | 0.000032 | -1 | -0.267949 | -0.517638 | 0.000199 | -0.001394 | 0 | 98,044 |
0.992441 | 1.076301 | 0.81884 | 1.621506 | -0.206443 | -0.05052 | -0.519004 | 0 | -1 | -0.267949 | -0.517638 | 0.000796 | -0.00219 | 0 | 98,045 |
0.247987 | -0.163538 | -0.10126 | 1.621506 | -0.301174 | -0.161147 | -0.515568 | 0.000254 | -1 | -0.267949 | -0.517638 | 0.000199 | -0.002987 | 0 | 98,046 |
0 | -0.473343 | 0.512039 | 1.619918 | -2.183299 | -1.583663 | -0.513636 | 0.000143 | -1 | -0.267949 | -0.517638 | 0 | -0.002389 | 0 | 98,047 |
0 | 0.455704 | 0.512039 | 1.619918 | -0.882782 | -0.834771 | -0.513636 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.002389 | 0 | 98,048 |
0.743665 | 0.455704 | -0.407818 | 1.619918 | 0.300031 | 0.25427 | -0.513636 | 0 | -1 | -0.267949 | -0.517638 | 0.000596 | -0.003383 | 0 | 98,049 |
0 | 0.145714 | -0.713828 | 3.393656 | 0.510786 | -0.104104 | -0.511488 | 0.000159 | -1 | -0.267949 | -0.517638 | 0 | -0.002985 | 0 | 98,050 |
-0.743665 | -1.40239 | -1.327127 | 1.619918 | -0.88941 | -1.329392 | -0.50977 | 0.000127 | -1 | -0.267949 | -0.517638 | -0.000596 | -0.002389 | 0 | 98,051 |
0.247938 | 0.146083 | 0.818536 | 1.619918 | -1.769099 | -1.583663 | -0.50977 | 0 | -1 | -0.267949 | -0.517638 | 0.000199 | -0.002388 | 0 | 98,052 |
0.495727 | 0.14596 | 0.818475 | 3.393656 | -1.769099 | -1.583663 | -0.510844 | -0.000079 | -1 | -0.267949 | -0.517638 | 0.000397 | -0.002985 | 0 | 98,053 |
-0.495727 | -0.473343 | -0.100773 | 4.283436 | -0.706722 | -0.834771 | -0.510844 | 0 | -1 | -0.267949 | -0.517638 | -0.000397 | -0.003185 | 0 | 98,054 |
-0.247938 | -0.163661 | 0.205541 | 1.619918 | -0.859121 | -0.716748 | -0.510844 | 0 | -1 | -0.267949 | -0.517638 | -0.000199 | -0.003385 | 0 | 98,055 |
0.247938 | 0.455704 | 0.818536 | 1.619918 | -0.041749 | -0.287628 | -0.51428 | -0.000254 | -1 | -0.267949 | -0.517638 | 0.000199 | -0.003185 | 0 | 98,056 |
-1.488365 | -0.783087 | -2.862784 | 1.622566 | 0.282319 | 0.136247 | -0.51428 | 0 | -1 | -0.267949 | -0.517638 | -0.001193 | -0.001394 | 0 | 98,057 |
0 | -0.473343 | -0.408734 | 0.735257 | -1.24983 | -0.834771 | -0.507623 | 0.000492 | -1 | -0.267949 | -0.517638 | 0 | -0.001394 | 0 | 98,058 |
0.496319 | 0.146699 | -0.101749 | 1.622566 | -0.454838 | -0.716748 | -0.521366 | -0.001016 | -1 | -0.267949 | -0.517638 | 0.000398 | -0.00239 | 0 | 98,059 |
0 | -0.163414 | -0.101504 | 3.398068 | -1.275594 | -0.971018 | -0.524372 | -0.000222 | -1 | -0.267949 | -0.517638 | 0 | -0.003787 | 0 | 98,060 |
0 | -0.163414 | 0.512039 | 1.621506 | -4.029688 | -2.554681 | -0.524372 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.002789 | 0 | 98,061 |
0 | 0.146453 | 0.205298 | 1.621506 | -0.980857 | -0.161147 | -0.521151 | 0.000238 | -1 | -0.267949 | -0.517638 | 0 | -0.003387 | 0 | 98,062 |
0.496122 | 0.456258 | -0.101504 | 1.621506 | -1.284449 | -0.971018 | -0.521151 | 0 | -1 | -0.267949 | -0.517638 | 0.000398 | -0.004185 | 0 | 98,063 |
0.247987 | -0.163538 | 0.20542 | 1.621506 | -1.371064 | -1.329392 | -0.511273 | 0.00073 | -1 | -0.267949 | -0.517638 | 0.000199 | -0.004383 | 0 | 98,064 |
0 | -0.473343 | -0.714559 | 3.398068 | 0.046605 | -0.104104 | -0.528452 | -0.00127 | -1 | -0.267949 | -0.517638 | 0 | -0.00199 | 0 | 98,065 |
0 | 0.455704 | -0.101138 | 4.283436 | -0.02025 | 0.047788 | -0.528022 | 0.000032 | -1 | -0.267949 | -0.517638 | 0 | -0.002189 | 0 | 98,066 |
0 | -0.473343 | 0.512039 | 1.621506 | -1.102763 | -0.834771 | -0.528022 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.002389 | 0 | 98,067 |
0.247938 | 0.146083 | -0.407818 | 1.619918 | -0.285647 | -0.358374 | -0.531243 | -0.000238 | -1 | -0.267949 | -0.517638 | 0.000199 | -0.002587 | 0 | 98,068 |
0.991258 | 0.765017 | 0.205541 | 1.619918 | -0.195887 | -0.05052 | -0.531243 | 0 | -1 | -0.267949 | -0.517638 | 0.000795 | -0.003382 | 0 | 98,069 |
-0.247741 | -0.782841 | -0.406905 | 0.731727 | -1.266875 | -0.971018 | -0.532747 | -0.000111 | -1 | -0.267949 | -0.517638 | -0.000199 | -0.005777 | 0 | 98,070 |
-0.743517 | -0.782902 | -0.407087 | 3.393656 | -0.711572 | -0.834771 | -0.532747 | 0 | -1 | -0.267949 | -0.517638 | -0.000596 | -0.004183 | 0 | 98,071 |
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