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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.495727 | 0.14596 | 0.205541 | 3.393656 | -1.371064 | -1.329392 | -0.532747 | 0 | -1 | -0.267949 | -0.517638 | 0.000397 | -0.00498 | 0 | 98,072 |
0 | 0.145714 | -0.100773 | 3.393656 | 0.019998 | -0.612644 | -0.525231 | 0.000556 | -1 | -0.267949 | -0.517638 | 0 | -0.00498 | 0 | 98,073 |
0.49553 | 0.145714 | -0.40727 | 0.731727 | -0.548947 | -0.161147 | -0.525231 | 0 | -1 | -0.267949 | -0.517638 | 0.000397 | -0.005377 | 0 | 98,074 |
0.742927 | 0.454782 | 0.512039 | 1.617275 | -0.30354 | -0.716748 | -0.526305 | -0.000079 | -1 | -0.267949 | -0.517638 | 0.000596 | -0.005973 | 0 | 98,075 |
-0.742927 | -1.401468 | -0.406357 | 3.391014 | -0.578978 | -0.716748 | -0.526305 | 0 | -1 | -0.267949 | -0.517638 | -0.000596 | -0.005976 | 0 | 98,076 |
0 | -0.473343 | -0.406905 | 3.391014 | -0.470538 | -0.519521 | -0.526305 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.005976 | 0 | 98,077 |
0 | -0.473343 | -0.100529 | 3.391014 | -0.34706 | -0.519521 | -0.529311 | -0.000222 | -1 | -0.267949 | -0.517638 | 0 | -0.005776 | 0 | 98,078 |
-1.239195 | -1.0924 | -1.019838 | 1.619918 | -1.122534 | -0.834771 | -0.536826 | -0.000556 | -1 | -0.267949 | -0.517638 | -0.000994 | -0.005582 | 0 | 98,079 |
0 | -0.473343 | 0.512039 | 1.619918 | -2.45844 | -1.583663 | -0.536826 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.004383 | 0 | 98,080 |
0.495826 | 0.455704 | 0.512039 | 1.621506 | 0.14815 | 0.136247 | -0.54198 | -0.000381 | -1 | -0.267949 | -0.517638 | 0.000398 | -0.00538 | 0 | 98,081 |
-1.239934 | -1.092769 | -1.327492 | 1.622566 | 0.058829 | -0.104104 | -0.537041 | 0.000365 | -1 | -0.267949 | -0.517638 | -0.000994 | -0.002789 | 0 | 98,082 |
-0.496319 | -0.163414 | -0.101504 | 1.622566 | -1.160675 | -0.834771 | -0.537041 | 0 | -1 | -0.267949 | -0.517638 | -0.000398 | -0.00299 | 0 | 98,083 |
-2.484562 | 0.146699 | -5.636856 | 3.408691 | 1.347565 | 1.631451 | -0.537041 | 0 | -1 | -0.267949 | -0.517638 | -0.001992 | -0.001397 | 0 | 98,084 |
0.745888 | 2.010286 | -0.41057 | 3.404258 | 0.207609 | 0.535739 | -0.505046 | 0.002365 | -1 | -0.535898 | -0.385986 | 0.000598 | -0.001995 | 0 | 98,085 |
1.242157 | 1.078461 | 0.204747 | 1.625219 | 0.226533 | 0.136247 | -0.505046 | 0 | -1 | -0.535898 | -0.385986 | 0.000996 | -0.002991 | 0 | 98,086 |
-0.745146 | -0.473343 | -0.409101 | 3.404258 | -1.175207 | -0.971018 | -0.505905 | -0.000063 | -0.8 | -0.535898 | -0.385986 | -0.000597 | -0.001994 | 0 | 98,087 |
-0.497011 | -0.473343 | -0.409651 | 3.406917 | -0.189388 | -0.519521 | -0.516427 | -0.000778 | -0.8 | -0.535898 | -0.385986 | -0.000398 | -0.001795 | 0 | 98,088 |
0 | 0.147564 | 0.204747 | 1.627878 | -1.376287 | -1.132165 | -0.516427 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001596 | 0 | 98,089 |
-0.497209 | -0.473343 | -0.410019 | 1.627878 | -0.322834 | -0.161147 | -0.518145 | -0.000127 | -0.8 | -0.535898 | -0.385986 | -0.000399 | -0.001596 | 0 | 98,090 |
-0.497408 | 0.147812 | -0.410386 | 0.738802 | -0.417877 | -0.358374 | -0.518145 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000399 | -0.000199 | 0 | 98,091 |
1.491628 | 1.390121 | 0.819513 | 0.737028 | 0.577013 | 0.390518 | -0.517715 | 0.000032 | -0.8 | -0.535898 | -0.385986 | 0.001196 | -0.000997 | 0 | 98,092 |
-0.497011 | -0.473343 | -0.409651 | 1.627878 | -0.064613 | -0.358374 | -0.520507 | -0.000206 | -0.8 | -0.535898 | -0.385986 | -0.000398 | 0.000797 | 1 | 98,093 |
0 | -0.473343 | -0.102605 | 1.627878 | -0.157966 | -0.716748 | -0.520507 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000996 | 1 | 98,094 |
0 | -0.473343 | -0.410019 | 1.627878 | -0.237935 | -0.287628 | -0.516212 | 0.000317 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000598 | 0 | 98,095 |
-0.745888 | -0.78389 | -0.410019 | 3.408691 | -0.319573 | -0.519521 | -0.516212 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000598 | -0.000499 | 0 | 98,096 |
0.745888 | 0.458482 | 0.512039 | 0.737028 | 0.120037 | 0 | -0.513421 | 0.000206 | -0.8 | -0.535898 | -0.385986 | 0.000598 | -0.001097 | 0 | 98,097 |
0 | 0.147564 | 0.204747 | 1.627878 | 0.030178 | -0.358374 | -0.513421 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.0001 | 0 | 98,098 |
-0.497209 | -0.473343 | -0.102605 | 1.627878 | -0.789803 | -0.716748 | -0.523942 | -0.000778 | -0.8 | -0.535898 | -0.385986 | -0.000399 | 0.000299 | 1 | 98,099 |
0.497209 | 0.147812 | 0.204625 | 1.627878 | 0.083712 | 0.216654 | -0.523942 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000399 | -0.0001 | 0 | 98,100 |
0 | -0.162859 | -0.102605 | 3.406917 | -0.367923 | -0.05052 | -0.516642 | 0.00054 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001394 | 1 | 98,101 |
0.24853 | 0.147564 | 0.204747 | 0.737028 | 0.458892 | -0.104104 | -0.516642 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.000697 | 1 | 98,102 |
-0.24853 | -0.16292 | -1.639858 | 0.737028 | -0.049268 | -0.161147 | -0.512562 | 0.000302 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.000398 | 1 | 98,103 |
-0.745888 | -0.473343 | -0.410019 | 3.408691 | 0.02886 | 0 | -0.512562 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000598 | 0.001494 | 1 | 98,104 |
-0.497507 | -0.473343 | -0.41057 | 0.738802 | -0.33943 | -0.612644 | -0.512562 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000399 | 0.001694 | 1 | 98,105 |
0.497507 | 0.148183 | 0.204441 | 0.738802 | 0.479906 | 0.390518 | -0.512132 | 0.000032 | -0.8 | -0.535898 | -0.385986 | 0.000399 | 0.000997 | 1 | 98,106 |
0.745888 | 0.458482 | 0.512039 | 1.627878 | -1.053183 | -0.612644 | -0.512132 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000598 | -0.0001 | 0 | 98,107 |
0 | -0.473343 | -0.102605 | 1.627878 | -0.248594 | -0.612644 | -0.51793 | -0.000429 | -0.8 | -0.535898 | -0.385986 | 0 | -0.0001 | 0 | 98,108 |
-0.745888 | -1.405168 | -1.02503 | 0.738802 | -0.016427 | -0.222127 | -0.51793 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000598 | 0.000997 | 1 | 98,109 |
-1.742143 | -1.094869 | -1.94948 | 1.630541 | 0.206646 | 0.290351 | -0.512132 | 0.000429 | -0.8 | -0.535898 | -0.385986 | -0.001397 | 0.001895 | 1 | 98,110 |
1.244636 | 1.081558 | 0.204134 | 0.740579 | -0.526251 | -0.43528 | -0.512132 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000998 | 0.001893 | 1 | 98,111 |
-0.746633 | -1.406098 | -1.026564 | 0.740579 | -0.042745 | -1.132165 | -0.514709 | -0.00019 | -0.8 | -0.535898 | -0.385986 | -0.000599 | 0.002492 | 1 | 98,112 |
-0.498004 | 0.459412 | -0.411491 | 0.740579 | -0.139916 | -0.104104 | -0.514709 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000399 | 0.002891 | 1 | 98,113 |
0 | 1.081558 | -0.41186 | 1.63321 | 0.31216 | 0.136247 | -0.516642 | -0.000143 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001895 | 1 | 98,114 |
2.985043 | 3.255817 | 0.204134 | 0.737028 | 0.602821 | 0.954497 | -0.516642 | 0 | -0.8 | -0.535898 | -0.385986 | 0.002393 | 0 | 0 | 98,115 |
-0.248481 | 1.077843 | -1.024417 | 0.737028 | 0.755703 | 1.121185 | -0.51385 | 0.000206 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.000199 | 1 | 98,116 |
-0.24853 | 1.388266 | -0.102483 | 1.625219 | 0.141341 | 0.177365 | -0.51385 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.000199 | 1 | 98,117 |
0 | 1.69875 | -0.410019 | 0.737028 | 0.481688 | 0.216654 | -0.51385 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000896 | 1 | 98,118 |
0 | -0.473343 | -0.410019 | 0.737028 | -0.379552 | -0.612644 | -0.509126 | 0.000349 | -0.8 | -0.535898 | -0.385986 | 0 | -0.0001 | 0 | 98,119 |
-3.23541 | -1.405168 | -3.487531 | 1.63321 | 0.875587 | 0.848307 | -0.509126 | 0 | -0.8 | -0.535898 | -0.385986 | -0.002594 | 0.002993 | 1 | 98,120 |
1.245382 | 2.015245 | 1.128033 | 1.630541 | 0.191342 | 0.390518 | -0.505476 | 0.00027 | -0.8 | -0.535898 | -0.385986 | 0.000999 | 0.001297 | 1 | 98,121 |
-0.498004 | 0.459412 | -0.411491 | 0.740579 | 0.479311 | 0.421534 | -0.509985 | -0.000333 | -0.8 | -0.535898 | -0.385986 | -0.000399 | 0.001696 | 1 | 98,122 |
0 | 0.148804 | -0.41186 | 1.63321 | 0.440056 | 0.325017 | -0.509985 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001397 | 1 | 98,123 |
0 | -0.473343 | -1.028101 | 1.63321 | 1.038298 | 0.920498 | -0.508911 | 0.000079 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001895 | 1 | 98,124 |
0 | 0.148804 | -0.41186 | 1.63321 | 0.172209 | 0.093124 | -0.508911 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001397 | 1 | 98,125 |
-0.747378 | 0.770702 | -1.336313 | 1.63321 | 1.01917 | 0 | -0.461885 | 0.003477 | -0.8 | -0.535898 | -0.385986 | -0.000599 | 0.001996 | 1 | 98,126 |
0 | 0.460343 | 0.512039 | 1.63321 | 0.055483 | 0.325017 | -0.461885 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001996 | 1 | 98,127 |
0.249176 | 0.460343 | -1.029024 | 1.63321 | 0.25082 | 0.047788 | -0.461885 | 0 | -0.8 | -0.535898 | -0.385986 | 0.0002 | 0.002295 | 1 | 98,128 |
-0.997002 | -0.784634 | -0.720442 | 1.634814 | 0.484056 | 0.748892 | -0.469186 | -0.00054 | -0.8 | -0.535898 | -0.385986 | -0.000799 | 0.002596 | 1 | 98,129 |
1.495205 | 1.394589 | 0.512039 | 0.740579 | 0.343039 | 0.25427 | -0.4621 | 0.000524 | -0.8 | -0.535898 | -0.385986 | 0.001199 | 0.001397 | 1 | 98,130 |
-0.747378 | 1.081558 | -0.41186 | 1.63321 | -0.485594 | -0.43528 | -0.4621 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000599 | 0.00349 | 1 | 98,131 |
1.992014 | 2.015245 | 0.512039 | 1.630541 | 0.694882 | 1.107266 | -0.460168 | 0.000143 | -0.8 | -0.535898 | -0.385986 | 0.001597 | 0.000897 | 1 | 98,132 |
-0.746633 | -0.473343 | -0.410939 | 3.411355 | -0.61069 | -0.519521 | -0.460168 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000599 | 0.001496 | 1 | 98,133 |
-0.498004 | 0.459412 | -0.411491 | 0.740579 | 0.283723 | -0.161147 | -0.460168 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000399 | 0.002194 | 1 | 98,134 |
0 | 0.148804 | 0.204134 | 3.415801 | -0.065132 | 0 | -0.465106 | -0.000365 | -0.8 | -0.535898 | -0.385986 | 0 | 0.002891 | 1 | 98,135 |
0 | -0.473343 | 0.204134 | 0.740579 | -1.209333 | -1.329392 | -0.465106 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001895 | 1 | 98,136 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -1.43135 | -0.612644 | -0.459738 | 0.000397 | -0.8 | -0.535898 | -0.385986 | 0.000399 | 0.001297 | 1 | 98,137 |
-0.248977 | -0.473343 | -0.411491 | 0.740579 | 0.561254 | 0.25427 | -0.459738 | 0 | -0.8 | -0.535898 | -0.385986 | -0.0002 | 0.001197 | 1 | 98,138 |
0.248977 | -0.162301 | 0.81982 | 3.413132 | -0.042247 | -0.43528 | -0.461241 | -0.000111 | -0.8 | -0.535898 | -0.385986 | 0.0002 | 0.001496 | 1 | 98,139 |
-0.498004 | 0.459412 | -0.411491 | 1.630541 | 0.240019 | 0 | -0.461241 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000399 | 0.002891 | 1 | 98,140 |
1.244636 | 1.081558 | 1.743043 | 0.738802 | -1.004863 | -1.132165 | -0.452223 | 0.000667 | -0.8 | -0.535898 | -0.385986 | 0.000998 | 0.000897 | 1 | 98,141 |
0.497507 | 1.080008 | 1.12705 | 1.627878 | 0.447456 | 0.866915 | -0.456517 | -0.000317 | -0.8 | -0.535898 | -0.385986 | 0.000399 | 0.000498 | 1 | 98,142 |
1.739713 | 1.700049 | 0.512039 | 1.625219 | 0.609489 | 0.216654 | -0.456517 | 0 | -0.8 | -0.535898 | -0.385986 | 0.001395 | -0.001096 | 0 | 98,143 |
0.248332 | -0.163106 | 0.204992 | 3.402488 | 0.202131 | -0.161147 | -0.471548 | -0.001111 | -0.8 | -0.535898 | -0.385986 | 0.000199 | -0.001096 | 0 | 98,144 |
-1.988046 | -0.628454 | -1.945556 | 3.854005 | 0.602502 | 0.683391 | -0.452008 | 0.001445 | -0.8 | -0.785587 | -0 | -0.001594 | -0.000499 | 0 | 98,145 |
-0.621915 | -0.473343 | -0.718229 | 3.858891 | 0.158037 | -0.519521 | -0.452008 | 0 | -0.8 | -0.785587 | -0 | -0.000499 | 0 | 0 | 98,146 |
0 | -0.473343 | -1.026717 | 3.411355 | 0.164302 | 0.177365 | -0.452008 | 0 | -0.8 | -0.785587 | -0 | 0 | 0 | 0 | 98,147 |
1.243519 | 1.080163 | -0.257147 | 1.181898 | -0.655938 | -0.716748 | -0.451149 | 0.000063 | -0.8 | -0.785587 | -0 | 0.000997 | -0.001197 | 0 | 98,148 |
0 | -0.473343 | 0.512039 | 1.627878 | -0.207776 | -0.971018 | -0.451149 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.001496 | 0 | 98,149 |
0 | -0.473343 | 0.512039 | 1.627878 | -0.8011 | -1.132165 | -0.466824 | -0.001159 | -0.8 | -0.785587 | -0 | 0 | -0.000997 | 0 | 98,150 |
1.862957 | 1.854016 | 0.512039 | 1.179685 | -0.019771 | 0.136247 | -0.466824 | 0 | -0.8 | -0.785587 | -0 | 0.001494 | -0.003489 | 0 | 98,151 |
-0.620677 | -1.248743 | -1.022888 | 3.402488 | -0.054337 | -0.43528 | -0.466824 | 0 | -0.8 | -0.785587 | -0 | -0.000498 | -0.00399 | 0 | 98,152 |
-0.620986 | -0.473343 | -0.255616 | 3.849129 | 0.318789 | 0.216654 | -0.456947 | 0.00073 | -0.8 | -0.785587 | -0 | -0.000498 | -0.004392 | 0 | 98,153 |
0.620986 | 0.302443 | 0.051263 | 3.402488 | -0.15249 | -0.05052 | -0.466609 | -0.000714 | -0.8 | -0.785587 | -0 | 0.000498 | -0.00549 | 0 | 98,154 |
-0.248357 | 0.302057 | -1.023652 | 1.625219 | -0.460023 | -0.834771 | -0.466609 | 0 | -0.8 | -0.785587 | -0 | -0.000199 | -0.005692 | 0 | 98,155 |
-0.372629 | -0.938861 | 0.0514 | 1.181898 | -0.751948 | -1.942037 | -0.465536 | 0.000079 | -0.8 | -0.785587 | -0 | -0.000299 | -0.004792 | 0 | 98,156 |
-0.621295 | 0.302443 | -0.255998 | 3.849129 | -0.210452 | -0.161147 | -0.465536 | 0 | -0.8 | -0.785587 | -0 | -0.000498 | -0.004494 | 0 | 98,157 |
0 | 0.30283 | -0.256381 | 1.627878 | 0.256438 | -0.161147 | -0.471334 | -0.000429 | -0.8 | -0.785587 | -0 | 0 | -0.004294 | 0 | 98,158 |
0.621295 | 0.30283 | 0.051033 | 1.181898 | -0.261656 | -0.222127 | -0.471334 | 0 | -0.8 | -0.785587 | -0 | 0.000498 | -0.005794 | 0 | 98,159 |
-0.621295 | -0.473343 | -0.255998 | 3.849129 | 0.32768 | -0.161147 | -0.47434 | -0.000222 | -0.8 | -0.785587 | -0 | -0.000498 | -0.005696 | 0 | 98,160 |
1.242281 | 1.078616 | 2.047729 | 3.402488 | -0.295691 | -0.519521 | -0.47434 | 0 | -0.8 | -0.785587 | -0 | 0.000996 | -0.007093 | 0 | 98,161 |
0 | -0.473343 | 0.512039 | 3.402488 | -0.345355 | -1.583663 | -0.47434 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.006692 | 0 | 98,162 |
0 | -0.473343 | 0.051492 | 1.625219 | -0.000463 | -0.834771 | -0.465536 | 0.000651 | -0.8 | -0.785587 | -0 | 0 | -0.006292 | 0 | 98,163 |
-1.242281 | -0.473343 | -1.023652 | 3.406917 | 0.638857 | 0.216654 | -0.465536 | 0 | -0.8 | -0.785587 | -0 | -0.000996 | -0.004695 | 0 | 98,164 |
0.621295 | 0.30283 | 0.051033 | 3.849129 | 0.885564 | 0.562124 | -0.481641 | -0.001191 | -0.8 | -0.785587 | -0 | 0.000498 | -0.003992 | 0 | 98,165 |
0 | -0.473343 | 0.512039 | 1.181898 | -4.029688 | -2.554681 | -0.480782 | 0.000063 | -0.8 | -0.785587 | -0 | 0 | -0.004592 | 0 | 98,166 |
-0.248481 | -0.473343 | 0.051263 | 1.181898 | -0.213141 | -0.519521 | -0.480782 | 0 | -0.8 | -0.785587 | -0 | -0.000199 | -0.004393 | 0 | 98,167 |
0.869467 | 0.612866 | 0.358431 | 1.625219 | 0.167065 | 0.093124 | -0.480782 | 0 | -0.8 | -0.785587 | -0 | 0.000697 | -0.00509 | 0 | 98,168 |
-1.242281 | -1.249129 | -1.023652 | 3.849129 | -0.110493 | -0.104104 | -0.47391 | 0.000508 | -0.8 | -0.785587 | -0 | -0.000996 | -0.003894 | 0 | 98,169 |
0.621295 | 0.30283 | 0.512039 | 1.181898 | -0.436556 | -0.716748 | -0.47391 | 0 | -0.8 | -0.785587 | -0 | 0.000498 | -0.004792 | 0 | 98,170 |
-0.8699 | -0.473343 | -0.717004 | 1.627878 | 0.131156 | -0.05052 | -0.47391 | 0 | -0.8 | -0.785587 | -0 | -0.000697 | -0.003095 | 0 | 98,171 |
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