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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 | -0.152568 | -0.122983 | 0.796366 | -0.147667 | -0.104104 | -0.544342 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.001442 | 0 | 99,672 |
-0.256821 | -0.794185 | 0.19456 | 0.796744 | -0.938114 | -1.132165 | -0.547992 | -0.00027 | -1.2 | -0.535898 | -0.385986 | -0.000206 | -0.00103 | 0 | 99,673 |
0.256821 | 0.168274 | -0.123114 | 0.796366 | 0.492461 | 0.76969 | -0.547992 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000206 | -0.001236 | 0 | 99,674 |
-0.128404 | -0.473343 | -0.122983 | 0.796366 | -0.011685 | 0.451498 | -0.558944 | -0.00081 | -1.2 | -0.785587 | -0 | -0.000103 | -0.001339 | 0 | 99,675 |
0.898549 | 0.649198 | 0.670769 | 0.795609 | -0.224027 | 0.093124 | -0.558944 | 0 | -1.2 | -0.785587 | -0 | 0.00072 | -0.001854 | 0 | 99,676 |
-0.513377 | -0.793987 | -0.122591 | -0.123107 | -0.578978 | -0.287628 | -0.555508 | 0.000254 | -1.2 | -0.785587 | -0 | -0.000412 | 0 | 0 | 99,677 |
0.513377 | 0.16801 | 0.512039 | 0.795609 | -0.254362 | -0.834771 | -0.555508 | 0 | -1.2 | -0.785587 | -0 | 0.000412 | -0.000823 | 0 | 99,678 |
0 | -0.473343 | -0.122591 | 0.795609 | 0.671324 | 0.587745 | -0.552931 | 0.000191 | -1.2 | -0.785587 | -0 | 0 | -0.000617 | 0 | 99,679 |
2.051398 | 2.089432 | 0.512039 | -0.124806 | 1.441892 | 1.432283 | -0.552931 | 0 | -1.2 | -0.785587 | -0 | 0.001645 | -0.003086 | 0 | 99,680 |
-0.768879 | 0.166692 | -2.49982 | 0.793343 | 1.451581 | 2.005196 | -0.558514 | -0.000413 | -1.2 | -0.785587 | -0 | -0.000616 | -0.002058 | 0 | 99,681 |
-0.512849 | -0.473343 | -0.121939 | 0.794098 | -0.317139 | -0.05052 | -0.558514 | 0 | -1 | -0.785587 | -0 | -0.000411 | -0.001852 | 0 | 99,682 |
0.512849 | 0.487598 | 0.512039 | 0.793343 | 0.127105 | 0 | -0.558514 | 0 | -1 | -0.785587 | -0 | 0.000411 | -0.002264 | 0 | 99,683 |
-0.256398 | -0.793657 | 0.195082 | 0.79372 | 0.022227 | 0.047788 | -0.556152 | 0.000175 | -1 | -0.785587 | -0 | -0.000206 | -0.001646 | 0 | 99,684 |
-1.282783 | -0.473343 | -1.07372 | 0.795609 | 0.064224 | 0.093124 | -0.550354 | 0.000429 | -1 | -0.785587 | -0 | -0.001028 | -0.000206 | 0 | 99,685 |
0.513272 | 0.808835 | 0.512039 | -0.123485 | 0.290967 | 0.177365 | -0.550354 | 0 | -1 | -0.785587 | -0 | 0.000412 | -0.000823 | 0 | 99,686 |
-0.256609 | -0.152832 | 0.194821 | -0.123674 | 0.074052 | -0.43528 | -0.553146 | -0.000206 | -1 | -0.785587 | -0 | -0.000206 | -0.001029 | 0 | 99,687 |
0.76967 | 0.488191 | 0.98784 | 0.79372 | 0.084111 | -0.519521 | -0.553146 | 0 | -1 | -0.785587 | -0 | 0.000617 | -0.001646 | 0 | 99,688 |
0.256451 | 0.16735 | 0.512039 | 0.79372 | 0.657429 | 0.451498 | -0.551858 | 0.000095 | -1 | -0.785587 | -0 | 0.000206 | -0.001852 | 0 | 99,689 |
0 | 0.167219 | 0.512039 | 0.79372 | 0.367263 | 0.216654 | -0.551858 | 0 | -1 | -0.785587 | -0 | 0 | -0.00144 | 0 | 99,690 |
0 | -0.153029 | -0.439221 | -0.124052 | 0.627506 | 0.809872 | -0.551213 | 0.000048 | -1 | -0.785587 | -0 | 0 | -0.001028 | 0 | 99,691 |
0 | -0.473343 | 0.195017 | -0.124052 | -0.780558 | -0.834771 | -0.551213 | 0 | -1 | -0.785587 | -0 | 0 | -0.001852 | 0 | 99,692 |
-1.026121 | -0.473343 | -1.07372 | -0.123296 | 0.02886 | 0.290351 | -0.551213 | 0 | -1 | -0.785587 | -0 | -0.000823 | -0.001029 | 0 | 99,693 |
-0.513377 | -0.473343 | -0.440004 | -0.123107 | -0.072444 | 0.093124 | -0.55014 | 0.000079 | -1 | -0.785587 | -0 | -0.000412 | -0.000824 | 0 | 99,694 |
0.256715 | -0.152634 | 0.194626 | -0.122918 | 0.047457 | -0.222127 | -0.54971 | 0.000032 | -1 | -0.785587 | -0 | 0.000206 | -0.001648 | 0 | 99,695 |
-0.256715 | -0.473343 | -0.122722 | -0.122918 | -1.010338 | -0.612644 | -0.54971 | 0 | -1 | -0.785587 | -0 | -0.000206 | -0.001442 | 0 | 99,696 |
0 | -0.152634 | 0.194626 | -0.122918 | 0.184702 | -0.358374 | -0.54971 | 0 | -1 | -0.785587 | -0 | 0 | -0.001442 | 0 | 99,697 |
-0.770462 | -0.794119 | -0.440396 | -0.12235 | -0.200481 | 0.325017 | -0.549495 | 0.000016 | -1 | -0.785587 | -0 | -0.000618 | -0.000206 | 0 | 99,698 |
-0.513906 | -0.152436 | -0.123245 | -0.12235 | -0.551389 | -0.358374 | -0.549495 | 0 | -1 | -0.785587 | -0 | -0.000412 | 0.000412 | 1 | 99,699 |
0 | -0.152303 | 0.194299 | -0.121781 | 0.074052 | 0.508541 | -0.549925 | -0.000032 | -1 | -0.785587 | -0 | 0 | 0.000206 | 1 | 99,700 |
-0.257032 | -0.152303 | -0.441378 | -0.121591 | 0.3704 | 0.451498 | -0.545845 | 0.000302 | -1 | -0.785587 | -0 | -0.000206 | 0.000206 | 1 | 99,701 |
0.257032 | -0.152237 | 0.194233 | -0.121781 | -0.327762 | -0.834771 | -0.545845 | 0 | -1 | -0.785587 | -0 | 0.000206 | 0 | 0 | 99,702 |
-0.257032 | -0.633888 | -0.759315 | -0.121781 | 0.768601 | 0.790009 | -0.545845 | 0 | -1 | -0.785587 | -0 | -0.000206 | 0.000206 | 1 | 99,703 |
-0.514224 | 1.77301 | -0.123638 | -0.121781 | -0.26239 | -0.834771 | -0.538115 | 0.000571 | -1 | -0.785587 | -0 | -0.000412 | 0.000618 | 1 | 99,704 |
0.128576 | 0.169067 | 0.512039 | -0.121781 | 0.510035 | 0.587745 | -0.539618 | -0.000111 | -1 | -0.785587 | -0 | 0.000103 | 0.000721 | 1 | 99,705 |
0.64268 | 0.490074 | 0.670966 | -0.12216 | 0.296752 | -0.104104 | -0.539618 | 0 | -1 | -0.785587 | -0 | 0.000515 | 0.000206 | 1 | 99,706 |
0 | -0.473343 | -0.441378 | -0.121971 | 0.080109 | 0.136247 | -0.539618 | 0 | -1 | -0.785587 | -0 | 0 | -0.000206 | 0 | 99,707 |
-0.514118 | -0.152303 | -0.123507 | -0.121971 | -0.483418 | -0.43528 | -0.542839 | -0.000238 | -1 | -0.785587 | -0 | -0.000412 | 0.000618 | 1 | 99,708 |
0 | -0.152171 | 0.194168 | 0.799019 | -0.590663 | -0.358374 | -0.542839 | 0 | -1 | -0.785587 | -0 | 0 | 0.000824 | 1 | 99,709 |
-0.257138 | -0.152171 | -0.123769 | 0.799019 | 0.482874 | 0.047788 | -0.542839 | 0 | -1 | -0.785587 | -0 | -0.000206 | 0.001648 | 1 | 99,710 |
0 | 0.169067 | -0.1239 | -0.121212 | 0.490323 | -0.104104 | -0.544127 | -0.000095 | -1 | -0.785587 | -0 | 0 | 0.000824 | 1 | 99,711 |
-0.257191 | -0.473343 | -0.1239 | -0.121402 | -0.071919 | -0.05052 | -0.54198 | 0.000159 | -1 | -0.785587 | -0 | -0.000206 | 0.000928 | 1 | 99,712 |
0.257191 | 0.1692 | 0.194036 | -0.121591 | 0.467472 | 0.421534 | -0.54198 | 0 | -1 | -0.785587 | -0 | 0.000206 | 0.000309 | 1 | 99,713 |
0.257138 | 0.169067 | 0.82991 | -0.121591 | -0.502181 | -1.329392 | -0.54198 | 0 | -1 | -0.785587 | -0 | 0.000206 | 0.000618 | 1 | 99,714 |
0.257085 | -0.152171 | -0.123769 | -0.121781 | 0.674569 | 0.290351 | -0.545416 | -0.000254 | -1 | -0.785587 | -0 | 0.000206 | -0.029491 | 0 | 99,715 |
-1.02866 | -0.794515 | -0.759577 | -0.121212 | 0.561082 | 0.216654 | -0.545416 | 0 | -1 | -0.785587 | -0 | -0.000825 | -0.025064 | 0 | 99,716 |
1.542672 | 1.453889 | 0.830041 | -0.12235 | 0.141702 | 0.390518 | -0.536612 | 0.000651 | -1 | -0.785587 | -0 | 0.001237 | -0.026512 | 0 | 99,717 |
-0.256979 | -0.473343 | 0.194364 | -0.12216 | -0.077726 | -0.519521 | -0.543053 | -0.000476 | -1 | -0.785587 | -0 | -0.000206 | -0.030334 | 0 | 99,718 |
-0.771256 | -0.152303 | -0.441378 | -0.121591 | 0.182695 | -0.161147 | -0.543053 | 0 | -1 | -0.785587 | -0 | -0.000618 | -0.036108 | 0 | 99,719 |
0 | 0.490173 | 0.512039 | -0.121591 | -0.120704 | 0.093124 | -0.526305 | 0.001238 | -1 | -0.785587 | -0 | 0 | -0.036536 | 0 | 99,720 |
0 | 1.292649 | 0.512039 | -0.121591 | 0.653208 | 0.480479 | -0.563453 | -0.002746 | -1 | -0.785587 | -0 | 0 | -0.043618 | 0 | 99,721 |
0 | 0.169067 | -0.1239 | -0.121591 | 0.000924 | 0.390518 | -0.563453 | 0 | -1 | -0.785587 | -0 | 0 | -0.043618 | 0 | 99,722 |
0.257138 | 0.169067 | 0.670982 | -0.121781 | -0.430591 | -0.612644 | -0.543268 | 0.001492 | -1 | -0.785587 | -0 | 0.000206 | -0.042963 | 0 | 99,723 |
0 | -0.473343 | 0.194168 | -0.121591 | -0.361758 | -0.519521 | -0.544127 | -0.000063 | -1 | -0.785587 | -0 | 0 | -0.047708 | 0 | 99,724 |
-0.257138 | -0.794581 | -0.123769 | -0.121402 | -0.267559 | -0.834771 | -0.544127 | 0 | -1 | -0.785587 | -0 | -0.000206 | -0.05227 | 0 | 99,725 |
0.257138 | -0.152105 | 0.194102 | -0.121402 | -0.516961 | -0.358374 | -0.544127 | 0 | -1 | -0.785587 | -0 | 0.000206 | -0.054434 | 0 | 99,726 |
1.798486 | 4.337302 | -0.123769 | -0.122918 | 1.640868 | 2.314842 | -0.534035 | 0.000746 | -1 | -0.785587 | -0 | 0.001442 | -0.053919 | 0 | 99,727 |
-0.513589 | -0.473343 | -0.440396 | -0.122918 | 0.396271 | 0.451498 | -0.564097 | -0.002222 | -1 | -0.785587 | -0 | -0.000412 | -0.05405 | 0 | 99,728 |
0.256821 | -0.152502 | 0.194495 | -0.122728 | -0.39513 | -0.104104 | -0.564097 | 0 | -1 | -0.785587 | -0 | 0.000206 | -0.056105 | 0 | 99,729 |
-1.0276 | -0.794185 | -1.393813 | 0.797881 | 0.368955 | 0.636861 | -0.549495 | 0.001079 | -1 | -0.785587 | -0 | -0.000824 | -0.05768 | 0 | 99,730 |
0.513906 | 0.16867 | 0.829713 | 0.797123 | 0.282038 | -0.287628 | -0.549495 | 0 | -1 | -0.785587 | -0 | 0.000412 | -0.059184 | 0 | 99,731 |
-0.256927 | -0.473343 | -0.758791 | 1.718112 | -0.388664 | 0 | -0.549495 | 0 | -1 | -0.785587 | -0 | -0.000206 | -0.056359 | 0 | 99,732 |
0 | -0.473343 | -0.441181 | -0.12216 | -1.22922 | -1.132165 | -0.538329 | 0.000825 | -1 | -0.785587 | -0 | 0 | -0.057231 | 0 | 99,733 |
0.5138 | 0.48938 | 0.353209 | 0.796744 | -0.448679 | 0.047788 | -0.538329 | 0 | -1 | -0.785587 | -0 | 0.000412 | -0.053072 | 0 | 99,734 |
0.513589 | 0.168274 | 0.194495 | -0.122728 | 0.646743 | 0.093124 | -0.540262 | -0.000143 | -1 | -1 | 0.614014 | 0.000412 | -0.056311 | 0 | 99,735 |
-0.256768 | -0.473343 | -0.122853 | 0.796744 | 0.768243 | 0.535739 | -0.540262 | 0 | -1 | -1 | 0.614014 | -0.000206 | -0.057195 | 0 | 99,736 |
-0.513694 | -0.794185 | -0.122983 | -0.122539 | 1.340962 | 0.987236 | -0.514065 | 0.001937 | -1 | -1 | 0.614014 | -0.000412 | -0.056129 | 0 | 99,737 |
0 | -0.152436 | 0.512039 | -0.122539 | -0.134025 | -0.05052 | -0.514065 | 0 | -1 | -1 | 0.614014 | 0 | -0.055476 | 0 | 99,738 |
0 | -0.152436 | 0.512039 | -0.122539 | -0.035311 | 0.216654 | -0.51385 | 0.000016 | -1 | -1 | 0.614014 | 0 | -0.057437 | 0 | 99,739 |
0.513694 | 0.489181 | 0.194429 | -0.122728 | 0.784119 | 0.727593 | -0.51385 | 0 | -1 | -1 | 0.614014 | 0.000412 | -0.059159 | 0 | 99,740 |
0.513483 | 0.168142 | 0.512039 | -0.123296 | 0.404714 | 0.25427 | -0.514924 | -0.000079 | -1 | -1 | 0.614014 | 0.000412 | -0.058261 | 0 | 99,741 |
-1.027177 | -0.473343 | -0.757744 | -0.122539 | 0.699209 | 0.25427 | -0.514924 | 0 | -1 | -1 | 0.614014 | -0.000824 | -0.058747 | 0 | 99,742 |
0 | -0.152436 | 0.512039 | -0.122539 | 0.738245 | 0.216654 | -0.535967 | -0.001556 | -1 | -1 | 0.614014 | 0 | -0.061591 | 0 | 99,743 |
-0.256927 | -0.152436 | 0.0356 | -0.12216 | 0.264617 | 0.177365 | -0.535967 | 0 | -1 | -1 | 0.614014 | -0.000206 | -0.061823 | 0 | 99,744 |
-0.771097 | -0.794383 | -0.441181 | 0.79864 | 0.427359 | 0.587745 | -0.537685 | -0.000127 | -1 | -1 | 0.614014 | -0.000618 | -0.061424 | 0 | 99,745 |
0 | -0.152171 | 0.194168 | -0.121781 | 0.548217 | 0.885139 | -0.537685 | 0 | -1 | -1 | 0.614014 | 0 | -0.060547 | 0 | 99,746 |
0 | 0.168935 | 0.194168 | 0.79826 | 1.330004 | 1.524435 | -0.536612 | 0.000079 | -0.8 | -1 | 0.614014 | 0 | -0.059672 | 0 | 99,747 |
0.771097 | 0.810948 | 0.512039 | 0.797502 | 0.610592 | 0.76969 | -0.536612 | 0 | -0.8 | -1 | 0.614014 | 0.000618 | -0.060071 | 0 | 99,748 |
0.256927 | -0.152369 | 0.194364 | -0.122539 | 0.373281 | 0.508541 | -0.536612 | 0 | -0.8 | -1 | 0.614014 | 0.000206 | -0.060277 | 0 | 99,749 |
-0.256927 | 0.168406 | -0.123245 | 0.797502 | 0.516208 | 0.727593 | -0.546274 | -0.000714 | -0.8 | -1 | 0.614014 | -0.000206 | -0.061166 | 0 | 99,750 |
-0.256979 | -0.152369 | 0.194364 | 0.797881 | 0.999453 | 1.093124 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | -0.000206 | -0.061617 | 0 | 99,751 |
0 | -0.152303 | 0.194299 | 0.797881 | 0.1435 | -0.05052 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.061179 | 0 | 99,752 |
0 | -0.473343 | 0.353177 | -0.12216 | -1.321321 | -0.519521 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.061617 | 0 | 99,753 |
0 | -0.152303 | 0.194299 | 0.797502 | 0.261418 | 0.047788 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.063372 | 0 | 99,754 |
0.256979 | 0.16867 | 0.353177 | 0.797502 | 0.275248 | 0.216654 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0.000206 | -0.064017 | 0 | 99,755 |
0 | 0.48938 | 0.512039 | 0.797502 | 0.666207 | 0.683391 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.066436 | 0 | 99,756 |
-0.514012 | -0.473343 | -0.123376 | 0.79826 | 0.282319 | 0.480479 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | -0.000412 | -0.067125 | 0 | 99,757 |
0.514012 | 0.489776 | 0.194233 | 0.797123 | 0.885176 | 1.273077 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0.000412 | -0.066436 | 0 | 99,758 |
0.256927 | 0.48938 | 0.194364 | 0.797123 | 0.353548 | 0.451498 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0.000206 | -0.066642 | 0 | 99,759 |
0.770462 | 0.489181 | 0.512039 | 0.796366 | 0.540606 | 0.660432 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0.000618 | -0.066819 | 0 | 99,760 |
-1.027389 | -1.11496 | -0.758005 | 0.797123 | -0.151281 | 0.216654 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | -0.000824 | -0.06886 | 0 | 99,761 |
-0.128483 | -0.152369 | 0.194364 | -0.12216 | 0.152055 | 0.325017 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | -0.000103 | -0.072516 | 0 | 99,762 |
-0.514065 | 0.32905 | -0.282352 | -0.121781 | 0.664491 | 0.920498 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | -0.000412 | -0.070334 | 0 | 99,763 |
0.642548 | 0.650354 | 0.353128 | 0.797502 | 0.92135 | 1.064142 | -0.546274 | 0 | -0.8 | -1 | 0.614014 | 0.000515 | -0.069081 | 0 | 99,764 |
-37.296395 | -42.113676 | -45.59326 | 13.147521 | -0.038273 | -1.329392 | -0.502684 | 0.003223 | -0.8 | 0.732051 | 2.346065 | -0.029903 | -0.037855 | 0 | 99,765 |
4.492694 | 5.139298 | 0.512039 | 12.197344 | -0.340273 | -1.329392 | -0.502684 | 0 | -0.8 | 0.732051 | 2.346065 | 0.003602 | -0.039475 | 0 | 99,766 |
-0.263829 | 6.103985 | -5.041769 | 1.789296 | 2.399576 | 2.674408 | -0.687782 | -0.013684 | -0.8 | 0.732051 | 2.346065 | -0.000212 | -0.040364 | 0 | 99,767 |
-5.023376 | 3.148388 | -8.976196 | 1.803129 | 2.273999 | 2.610188 | -0.432038 | 0.018907 | -0.8 | 0.732051 | 2.346065 | -0.004028 | -0.038541 | 0 | 99,768 |
-7.973071 | 0.849941 | -11.653038 | -0.088365 | 2.195342 | 2.745337 | -0.432038 | 0 | -0.8 | 0.732051 | 2.346065 | -0.006393 | -0.032149 | 0 | 99,769 |
-0.533355 | 12.46308 | -3.448152 | 2.777064 | 1.909866 | 2.441322 | -0.415289 | 0.001238 | -0.8 | 0.732051 | 2.346065 | -0.000428 | -0.030838 | 0 | 99,770 |
-8.83344 | 0.192967 | -11.072038 | 1.843585 | 2.025502 | 2.468802 | -0.415289 | 0 | -0.8 | 0.732051 | 2.346065 | -0.007082 | -0.024197 | 0 | 99,771 |
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