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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 | -0.473343 | 0.358355 | 1.627878 | -1.769099 | -1.132165 | -0.47391 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.003295 | 0 | 98,172 |
-0.373 | 0.613407 | 0.050941 | 1.184116 | 0.172209 | 0.093124 | -0.469186 | 0.000349 | -0.8 | -0.785587 | -0 | -0.000299 | -0.003596 | 0 | 98,173 |
0.621605 | 0.303216 | -0.718229 | 3.854005 | 0.336435 | 0 | -0.476272 | -0.000524 | -0.8 | -0.785587 | -0 | 0.000498 | -0.004094 | 0 | 98,174 |
-0.621605 | -1.249903 | -1.794369 | 1.184116 | -0.112182 | -0.05052 | -0.476272 | 0 | -0.8 | -0.785587 | -0 | -0.000498 | -0.003196 | 0 | 98,175 |
0 | 0.303216 | -0.256764 | 1.184116 | -0.273524 | -0.161147 | -0.476272 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.002696 | 0 | 98,176 |
0 | 0.303216 | 0.050803 | 1.627878 | 0.164302 | -0.519521 | -0.477131 | -0.000063 | -0.8 | -0.785587 | -0 | 0 | -0.002796 | 0 | 98,177 |
0.621605 | 0.303216 | 0.819452 | 3.406917 | -0.670852 | -0.612644 | -0.477131 | 0 | -0.8 | -0.785587 | -0 | 0.000498 | -0.003694 | 0 | 98,178 |
-0.621605 | -0.78392 | -0.256381 | 1.184116 | -0.027002 | -0.43528 | -0.477131 | 0 | -0.8 | -0.785587 | -0 | -0.000498 | -0.003596 | 0 | 98,179 |
0 | -0.473343 | -1.02595 | 1.627878 | 0.382306 | 0.136247 | -0.461026 | 0.001191 | -0.8 | -0.785587 | -0 | 0 | -0.003796 | 0 | 98,180 |
1.863885 | 1.855175 | 1.280458 | 1.625219 | -0.145869 | -0.104104 | -0.444492 | 0.001222 | -0.8 | -0.785587 | -0 | 0.001494 | -0.00509 | 0 | 98,181 |
-1.242281 | -0.473343 | -1.023652 | 1.181898 | -0.270534 | -0.222127 | -0.444492 | 0 | -0.8 | -0.785587 | -0 | -0.000996 | -0.003694 | 0 | 98,182 |
0 | -0.007593 | -1.025183 | 3.406917 | 0.120785 | -0.43528 | -0.444492 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.004294 | 0 | 98,183 |
0.372814 | 0.30283 | 0.819299 | 1.181898 | -0.848684 | -0.834771 | -0.447498 | -0.000222 | -0.8 | -0.785587 | -0 | 0.000299 | -0.004193 | 0 | 98,184 |
0.869467 | 0.612866 | 0.051171 | 3.849129 | 0.048307 | -0.287628 | -0.45845 | -0.00081 | -0.8 | -0.785587 | -0 | 0.000697 | -0.00509 | 0 | 98,185 |
-1.242281 | -0.473343 | -1.023652 | 1.181898 | -0.594612 | -1.132165 | -0.45845 | 0 | -0.8 | -0.785587 | -0 | -0.000996 | -0.006298 | 0 | 98,186 |
-0.248605 | 0.30283 | -0.102666 | 1.627878 | 0.18537 | 0.25427 | -0.45437 | 0.000302 | -0.8 | -0.785587 | -0 | -0.000199 | -0.005497 | 0 | 98,187 |
-0.373 | -0.162766 | -0.717861 | 3.854005 | -0.283354 | -0.104104 | -0.45437 | 0 | -0.8 | -0.785587 | -0 | -0.000299 | -0.007807 | 0 | 98,188 |
0.621605 | 1.079389 | 0.512039 | 3.406917 | 0.543804 | 0.480479 | -0.45437 | 0 | -0.8 | -0.785587 | -0 | 0.000498 | -0.005897 | 0 | 98,189 |
1.242281 | 1.854016 | 0.512039 | 1.179685 | 0.723339 | 0.480479 | -0.45437 | 0 | -0.8 | -0.785587 | -0 | 0.000996 | -0.005891 | 0 | 98,190 |
-1.242281 | -0.473343 | -1.023652 | 1.181898 | 0.366052 | 0.325017 | -0.438909 | 0.001143 | -0.8 | -0.785587 | -0 | -0.000996 | -0.0069 | 0 | 98,191 |
0 | -0.473343 | 0.051033 | 1.627878 | 0.05085 | -0.161147 | -0.434615 | 0.000317 | -0.8 | -0.785587 | -0 | 0 | -0.007301 | 0 | 98,192 |
-0.248605 | -0.78392 | 0.051033 | 1.627878 | -1.153547 | -1.942037 | -0.434615 | 0 | -0.8 | -0.785587 | -0 | -0.000199 | -0.006098 | 0 | 98,193 |
0.248605 | -0.0075 | 0.050941 | 1.627878 | 0.018209 | -0.161147 | -0.419369 | 0.001127 | -0.8 | -0.785587 | -0 | 0.000199 | -0.005897 | 0 | 98,194 |
-1.243519 | -1.249903 | -1.025183 | 1.184116 | -0.602594 | -0.716748 | -0.426455 | -0.000524 | -0.8 | -0.785587 | -0 | -0.000997 | -0.004599 | 0 | 98,195 |
0 | -0.473343 | -0.257147 | 1.630541 | -0.088439 | -0.287628 | -0.444492 | -0.001333 | -0.8 | -0.785587 | -0 | 0 | -0.004699 | 0 | 98,196 |
0 | 0.303604 | 0.512039 | 3.411355 | 0.449971 | 0.325017 | -0.444492 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.005501 | 0 | 98,197 |
-0.248853 | -0.473343 | 0.050573 | 1.630541 | -0.713198 | -1.132165 | -0.444492 | 0 | -0.8 | -0.785587 | -0 | -0.0002 | -0.004901 | 0 | 98,198 |
-0.373372 | 0.614491 | 0.050481 | 3.411355 | -0.401671 | -0.519521 | -0.442989 | 0.000111 | -0.8 | -0.785587 | -0 | -0.000299 | -0.004601 | 0 | 98,199 |
0.622225 | 0.303991 | 0.512039 | 1.630541 | -0.147667 | -0.971018 | -0.440842 | 0.000159 | -0.8 | -0.785587 | -0 | 0.000499 | -0.005301 | 0 | 98,200 |
-1.24476 | -0.473343 | -1.026717 | 1.186339 | 1.657076 | 1.093124 | -0.440842 | 0 | -0.8 | -0.785587 | -0 | -0.000998 | -0.0033 | 0 | 98,201 |
-1.246004 | -0.473343 | -1.028255 | 1.635885 | 1.072563 | 1.148383 | -0.428173 | 0.000937 | -0.8 | -0.785587 | -0 | -0.000999 | -0.002402 | 0 | 98,202 |
-1.122469 | 1.705476 | -1.184063 | 0.744503 | 1.587409 | 1.631451 | -0.428173 | 0 | -0.8 | -0.785587 | -0 | -0.0009 | -0.001402 | 0 | 98,203 |
-0.748874 | 0.150048 | -1.031184 | -0.148129 | 0.846119 | 0.683391 | -0.428173 | 0 | -0.8 | -0.785587 | -0 | -0.0006 | -0.001002 | 0 | 98,204 |
-0.499499 | -0.473343 | -0.723157 | 0.746292 | 1.301739 | 1.422516 | -0.438694 | -0.000778 | -0.8 | -1 | 0.614014 | -0.0004 | -0.0002 | 0 | 98,205 |
0.749174 | 0.462586 | 0.820807 | 0.745218 | 0.593159 | 0.325017 | -0.424952 | 0.001016 | -0.8 | -1 | 0.614014 | 0.000601 | -0.0002 | 0 | 98,206 |
-0.249675 | -0.785257 | -0.41408 | 0.745576 | 0.855193 | 0.866915 | -0.424952 | 0 | -0.8 | -1 | 0.614014 | -0.0002 | 0 | 0 | 98,207 |
0.249675 | 0.150423 | 0.203332 | 0.74486 | 0.718933 | 0.636861 | -0.422375 | 0.00019 | -0.8 | -1 | 0.614014 | 0.0002 | -0.001001 | 0 | 98,208 |
-1.248873 | -0.161491 | -1.340756 | 0.747367 | 1.097384 | 1.018806 | -0.423663 | -0.000095 | -0.8 | -1 | 0.614014 | -0.001001 | 0.001201 | 1 | 98,209 |
-0.4999 | 0.462961 | -0.415008 | 0.748443 | 0.94854 | 1.107266 | -0.423663 | 0 | -0.8 | -1 | 0.614014 | -0.000401 | 0.002702 | 1 | 98,210 |
-0.5001 | 0.151173 | -0.41538 | 1.64394 | 0.093994 | 0.421534 | -0.423663 | 0 | -0.8 | -1 | 0.614014 | -0.000401 | 0.003103 | 1 | 98,211 |
0.5001 | 0.775939 | 0.357446 | 0.747726 | 0.604257 | 0.25427 | -0.423878 | -0.000016 | -0.8 | -1 | 0.614014 | 0.000401 | 0.003202 | 1 | 98,212 |
0.4999 | 0.151173 | -0.41538 | 1.641787 | 0.704572 | 0.683391 | -0.423878 | 0 | -0.8 | -1 | 0.614014 | 0.000401 | 0.0038 | 1 | 98,213 |
0.749474 | 1.086852 | 0.512039 | 0.745576 | 0.997706 | 0.902996 | -0.415504 | 0.000619 | -0.8 | -1 | 0.614014 | 0.000601 | 0.0027 | 1 | 98,214 |
1.497598 | 1.39758 | 0.512039 | 2.528874 | 0.550323 | 0.508541 | -0.415504 | 0 | -0.8 | -1 | 0.614014 | 0.001201 | 0.002497 | 1 | 98,215 |
-0.748574 | -0.005963 | -1.030566 | 0.74486 | 0.461562 | 0.809872 | -0.415504 | 0 | -0.8 | -1 | 0.614014 | -0.0006 | 0.002598 | 1 | 98,216 |
0 | 0.77344 | 0.203456 | 0.745218 | 0.56995 | 0.683391 | -0.430535 | -0.001111 | -0.8 | -1 | 0.614014 | 0 | 0.003596 | 1 | 98,217 |
0 | 0.77344 | -0.105189 | 0.745218 | 0.888369 | 0.954497 | -0.421301 | 0.000683 | -0.8 | -1 | 0.614014 | 0 | 0.003097 | 1 | 98,218 |
0.249575 | -0.161554 | -0.413895 | 0.744503 | 0.495942 | 0.562124 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.0002 | 0.002398 | 1 | 98,219 |
-0.499199 | 0.150048 | -0.41371 | 0.745218 | 0.307877 | 0.451498 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0004 | 0.002798 | 1 | 98,220 |
1.247624 | 1.085291 | 0.512039 | -0.149023 | 0.550849 | 0.848307 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.001 | 0.002796 | 1 | 98,221 |
-0.249425 | 0.772443 | 0.049512 | 1.635885 | 0.852424 | 0.76969 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0002 | 0.005485 | 1 | 98,222 |
-0.748574 | -0.005963 | -0.413339 | 0.744503 | 0.624747 | 0.325017 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0006 | 0.006085 | 1 | 98,223 |
0 | 0.461837 | -0.413895 | 0.74486 | 0.41281 | 0.587745 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0 | 0.007079 | 1 | 98,224 |
0.4991 | 0.461837 | 0.203456 | -0.148844 | 0.736608 | 0.885139 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.0004 | 0.005685 | 1 | 98,225 |
0.623594 | 0.61721 | 0.820436 | 1.635885 | 0.45476 | 0.216654 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.0005 | 0.005185 | 1 | 98,226 |
-0.124694 | -0.161834 | -0.567299 | 2.528874 | 0.836474 | 0.987236 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0001 | 0.00429 | 1 | 98,227 |
-0.4989 | -0.473343 | -0.104695 | 2.528874 | 0.843096 | 1.212927 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0004 | 0.003694 | 1 | 98,228 |
-0.4991 | -0.473343 | -0.104942 | 0.74486 | 0.561597 | 0.809872 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0004 | 0.003596 | 1 | 98,229 |
-0.249625 | -0.161554 | -0.105189 | 0.745218 | 0.782609 | 0.727593 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0002 | 0.003796 | 1 | 98,230 |
0.249625 | -0.161491 | 0.203394 | 0.745218 | 0.675834 | 0.562124 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.0002 | 0.002598 | 1 | 98,231 |
0.4991 | 1.240726 | -0.105189 | -0.149023 | 1.290984 | 1.631451 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.0004 | 0.002198 | 1 | 98,232 |
-0.748724 | -0.473343 | -0.722169 | 0.745576 | 0.910877 | 0.848307 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | -0.0006 | 0.003297 | 1 | 98,233 |
0.499199 | 0.306169 | -0.72291 | -0.14795 | 0.908927 | 1.174769 | -0.421301 | 0 | -0.8 | -1 | 0.614014 | 0.0004 | 0.0014 | 1 | 98,234 |
-0.249575 | 3.263269 | -1.031184 | 2.533879 | 1.530339 | 1.23748 | -0.420228 | 0.000079 | -0.8 | 0.732051 | 2.346065 | -0.0002 | 0.0011 | 1 | 98,235 |
-2.748623 | -1.409085 | -2.885772 | 0.748443 | 0.123768 | -0.358374 | -0.420228 | 0 | -0.8 | 0.732051 | 2.346065 | -0.002204 | 0.003304 | 1 | 98,236 |
0.750225 | 1.088416 | -0.415938 | 1.645018 | 0.1877 | 0.451498 | -0.420228 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000602 | 0.001402 | 1 | 98,237 |
-3.254241 | -1.723126 | -3.51081 | -0.145256 | 1.022378 | 0.705768 | -0.389092 | 0.002302 | -0.8 | 0.732051 | 2.346065 | -0.002609 | 0.004011 | 1 | 98,238 |
3.004216 | 3.27977 | 0.202153 | 1.642325 | 0.316676 | 0.451498 | -0.389092 | 0 | -0.8 | 0.732051 | 2.346065 | 0.002409 | 0.001202 | 1 | 98,239 |
1.249624 | 2.179653 | 0.202899 | -0.14795 | 0.249332 | 0.748892 | -0.397466 | -0.000619 | -0.8 | 0.732051 | 2.346065 | 0.001002 | 0 | 0 | 98,240 |
-2.500502 | -0.785445 | -2.579048 | -0.145976 | 0.282319 | 0.290351 | -0.405197 | -0.000571 | -0.8 | 0.732051 | 2.346065 | -0.002005 | 0.001604 | 1 | 98,241 |
-0.500702 | -0.473343 | -0.106923 | 1.647716 | 0.114394 | -0.161147 | -0.405197 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000401 | 0.002206 | 1 | 98,242 |
1.251379 | 1.089983 | 0.512039 | -0.146515 | -0.49217 | -0.834771 | -0.405197 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001003 | 0.001603 | 1 | 98,243 |
0.5002 | 0.151548 | 0.512039 | 1.642325 | -1.041437 | -0.834771 | -0.397251 | 0.000587 | -0.8 | 0.732051 | 2.346065 | 0.000401 | 0.000802 | 1 | 98,244 |
0.375019 | 3.270751 | 0.666585 | 0.747726 | 0.803385 | 0.535739 | -0.402405 | -0.000381 | -0.8 | 0.732051 | 2.346065 | 0.000301 | -0.0001 | 0 | 98,245 |
-0.124994 | -0.317206 | -0.106117 | 1.643402 | 0.211445 | -0.161147 | -0.402405 | 0 | -0.8 | 0.732051 | 2.346065 | -0.0001 | 0.0002 | 1 | 98,246 |
-1.000401 | -0.785695 | -1.343357 | 0.75024 | 0.375431 | 0.093124 | -0.402405 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000802 | 0 | 0 | 98,247 |
0.500301 | 0.151674 | -0.106675 | 0.749162 | 0.070795 | -0.104104 | -0.402405 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000401 | -0.000201 | 0 | 98,248 |
0 | -0.473343 | -0.570438 | 0.748443 | 0.791377 | -0.716748 | -0.396393 | 0.000444 | -0.8 | 0.732051 | 2.346065 | 0 | 0.000401 | 1 | 98,249 |
-0.250125 | 0.151423 | -0.415752 | 0.748443 | 0.319315 | 0.290351 | -0.411424 | -0.001111 | -0.8 | 0.732051 | 2.346065 | -0.000201 | 0.002004 | 1 | 98,250 |
1.250125 | 1.40058 | 0.512039 | 0.747008 | -0.030409 | 0.390518 | -0.411424 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001002 | 0.001001 | 1 | 98,251 |
-0.124956 | 0.150922 | 0.357569 | 0.747367 | 0.264037 | -1.132165 | -0.418295 | -0.000508 | -0.8 | 0.732051 | 2.346065 | -0.0001 | 0.000501 | 1 | 98,252 |
0.124956 | -0.317238 | -0.260539 | 1.641787 | 1.17239 | 0.390518 | -0.418295 | 0 | -0.8 | 0.732051 | 2.346065 | 0.0001 | 0.001001 | 1 | 98,253 |
-0.249925 | -0.005121 | -0.105931 | 1.64125 | -0.041749 | -0.161147 | -0.434185 | -0.001175 | -0.8 | 0.732051 | 2.346065 | -0.0002 | 0.001002 | 1 | 98,254 |
0.4998 | 0.463149 | 0.975446 | 0.747008 | -0.434561 | -0.834771 | -0.434185 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000401 | 0.000801 | 1 | 98,255 |
0.749324 | 1.08654 | -0.105807 | 0.745576 | 0.650572 | 0.451498 | -0.443848 | -0.000714 | -0.8 | 0.732051 | 2.346065 | 0.000601 | -0.0002 | 0 | 98,256 |
0 | -0.161429 | 0.512039 | 0.745934 | -1.013096 | -1.132165 | -0.443848 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.0004 | 0 | 98,257 |
-0.999199 | 0.150423 | -0.723157 | 0.747008 | 0.379945 | 0.177365 | -0.441486 | 0.000175 | -0.8 | 0.732051 | 2.346065 | -0.000801 | 0.000401 | 1 | 98,258 |
1.498498 | 2.333884 | 0.82093 | 1.638028 | 0.669339 | 0.390518 | -0.441486 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001201 | -0.002204 | 0 | 98,259 |
1.372044 | 1.240726 | 0.820559 | 2.082669 | 0.109077 | 0 | -0.435474 | 0.000444 | -0.8 | 0.732051 | 2.346065 | 0.0011 | -0.003705 | 0 | 98,260 |
0 | -0.473343 | -0.258685 | 3.420257 | -0.255087 | -0.287628 | -0.435474 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.003906 | 0 | 98,261 |
0.623158 | 1.083267 | -0.258685 | 1.188565 | -0.039264 | -0.05052 | -0.435474 | 0 | -0.8 | 0.732051 | 2.346065 | 0.0005 | -0.004205 | 0 | 98,262 |
1.245382 | 1.08249 | -0.2583 | 3.415801 | 0.845078 | 0.636861 | -0.441057 | -0.000413 | -0.8 | 0.732051 | 2.346065 | 0.000999 | -0.005805 | 0 | 98,263 |
-0.622535 | -0.473343 | -1.027486 | 1.186339 | 1.0207 | 0.612644 | -0.437836 | 0.000238 | -0.8 | 0.732051 | 2.346065 | -0.000499 | -0.005105 | 0 | 98,264 |
1.24476 | 1.85866 | 0.512039 | 3.411355 | 0.029739 | -0.104104 | -0.437836 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000998 | -0.005501 | 0 | 98,265 |
-0.622225 | -1.250677 | -1.026717 | 1.185227 | 0.330527 | 0.325017 | -0.420228 | 0.001302 | -0.8 | 0.732051 | 2.346065 | -0.000499 | -0.005404 | 0 | 98,266 |
1.24414 | 1.080938 | 1.281224 | 3.409135 | 0.182024 | 0.093124 | -0.420228 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000998 | -0.006401 | 0 | 98,267 |
-0.621915 | 0.303216 | -0.256764 | 3.409135 | -0.191978 | -0.612644 | -0.415718 | 0.000333 | -0.8 | 0.732051 | 2.346065 | -0.000499 | -0.005903 | 0 | 98,268 |
-0.622225 | 0.303604 | -0.257147 | 3.413577 | 0.59559 | 0.136247 | -0.415718 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000499 | -0.006006 | 0 | 98,269 |
0 | 0.303991 | 0.512039 | 3.413577 | -0.169078 | -0.834771 | -0.423878 | -0.000603 | -0.8 | 0.732051 | 2.346065 | 0 | -0.006207 | 0 | 98,270 |
1.24414 | 1.080938 | -0.257531 | 3.409135 | 0.714361 | 0.660432 | -0.423878 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000998 | -0.007204 | 0 | 98,271 |
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