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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.798486 | 1.080249 | -2.909697 | -0.051112 | 1.693387 | 1.63917 | -0.224393 | 0 | -0.8 | 0.628626 | 1.414214 | -0.001442 | -0.003224 | 0 | 99,872 |
-0.138453 | 0.3912 | 0.340885 | -0.050892 | 0.758258 | 0.587745 | -0.224393 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000111 | -0.003336 | 0 | 99,873 |
-1.108174 | 0.90985 | -3.258146 | -0.049791 | 2.090101 | 2.216534 | -0.144084 | 0.005937 | -0.8 | 0.628626 | 1.414214 | -0.000888 | -0.003339 | 0 | 99,874 |
-0.831777 | -0.127122 | -1.545111 | -0.04957 | 1.317158 | 1.684122 | -0.161477 | -0.001286 | -0.8 | 0.628626 | 1.414214 | -0.000667 | -0.003118 | 0 | 99,875 |
0 | 0.912002 | -0.516879 | -0.049349 | 0.865532 | 1.318413 | -0.161477 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.004457 | 0 | 99,876 |
1.663 | 1.604213 | 0.512039 | 0.940888 | 1.100843 | 1.034178 | -0.233842 | -0.00535 | -0.8 | 0.628626 | 1.414214 | 0.001333 | -0.005344 | 0 | 99,877 |
1.107436 | 1.601446 | 0.512039 | -0.051552 | 0.826447 | 0.937661 | -0.233842 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000888 | -0.005562 | 0 | 99,878 |
-0.830485 | 0.908929 | -0.856959 | -0.050892 | 1.206416 | 1.296035 | -0.242646 | -0.000651 | -0.8 | 0.628626 | 1.414214 | -0.000666 | -0.00512 | 0 | 99,879 |
2.213399 | 2.982339 | 0.854326 | -0.05221 | 0.970159 | 0.902996 | -0.242646 | 0 | -0.8 | 0.628626 | 1.414214 | 0.001775 | -0.007341 | 0 | 99,880 |
0.552736 | 0.562328 | -0.17155 | -0.052649 | 0.579015 | 0.848307 | -0.242646 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000443 | -0.008007 | 0 | 99,881 |
-1.93565 | -0.473343 | -2.222921 | -0.051332 | 1.209764 | 1.212927 | -0.236204 | 0.000476 | -0.8 | 0.628626 | 1.414214 | -0.001552 | -0.006902 | 0 | 99,882 |
-1.384449 | 0.217946 | -1.884505 | -0.050011 | 1.107108 | 1.361536 | -0.234701 | 0.000111 | -0.8 | 0.628626 | 1.414214 | -0.00111 | -0.005569 | 0 | 99,883 |
0.830854 | 1.256224 | -0.173068 | -0.050672 | 0.847987 | 0.971018 | -0.234701 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000666 | -0.007129 | 0 | 99,884 |
0.553595 | 1.945902 | -0.172612 | -0.051552 | 0.784466 | 0.902996 | -0.234701 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000444 | -0.008915 | 0 | 99,885 |
1.106454 | 1.599606 | -0.856959 | -0.05221 | 1.609185 | 1.541766 | -0.237921 | -0.000238 | -0.8 | 0.464102 | 0.614014 | 0.000887 | -0.009578 | 0 | 99,886 |
-1.106454 | -0.127966 | -1.882379 | -0.051771 | 1.3763 | 1.273077 | -0.237921 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000887 | -0.010483 | 0 | 99,887 |
-1.384449 | 0.563476 | -1.884505 | -0.050011 | 1.402326 | 1.575441 | -0.238351 | -0.000032 | -0.8 | 0.464102 | 0.614014 | -0.00111 | -0.008477 | 0 | 99,888 |
-1.108667 | -0.127276 | -2.230218 | -0.04957 | 1.637688 | 1.761027 | -0.238351 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000889 | -0.008036 | 0 | 99,889 |
0.831592 | 0.911694 | -0.173678 | 0.941329 | 1.127462 | 1.174769 | -0.235774 | 0.00019 | -0.8 | 0.464102 | 0.614014 | 0.000667 | -0.008702 | 0 | 99,890 |
-1.108913 | 0.564858 | -1.201681 | -0.049349 | 1.40057 | 1.318413 | -0.235774 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000889 | -0.007365 | 0 | 99,891 |
0.55458 | 0.219483 | -0.17383 | -0.049349 | 0.681838 | 0.848307 | -0.219884 | 0.001175 | -0.8 | 0.464102 | 0.614014 | 0.000445 | -0.00781 | 0 | 99,892 |
-0.831962 | -0.127045 | -1.202443 | -0.048687 | 1.446775 | 1.329392 | -0.219884 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000667 | -0.006471 | 0 | 99,893 |
-2.221282 | -0.473343 | -2.577465 | -0.047359 | 1.530867 | 1.856158 | -0.23513 | -0.001127 | -0.8 | 0.464102 | 0.614014 | -0.001781 | -0.004466 | 0 | 99,894 |
1.666333 | 3.687318 | 0.512039 | -0.048466 | 1.38468 | 1.318413 | -0.23513 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001336 | -0.006474 | 0 | 99,895 |
3.049173 | 3.68177 | -0.174288 | 0.939568 | 1.371097 | 1.361536 | -0.218596 | 0.001222 | -0.8 | 0.464102 | 0.614014 | 0.002445 | -0.007576 | 0 | 99,896 |
-1.662261 | 0.909543 | -2.22839 | -0.04957 | 1.547813 | 1.441943 | -0.218596 | 0 | -0.8 | 0.464102 | 0.614014 | -0.001333 | -0.005125 | 0 | 99,897 |
-2.497553 | -0.127045 | -3.949586 | -0.047359 | 0.926875 | 1.121185 | -0.199699 | 0.001397 | -0.8 | 0.464102 | 0.614014 | -0.002002 | -0.004688 | 0 | 99,898 |
1.388147 | 1.953978 | 0.168608 | 0.94486 | 0.90388 | 0.954497 | -0.199699 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001113 | -0.005801 | 0 | 99,899 |
1.109406 | 1.95128 | -0.517337 | -0.049791 | 0.92135 | 0.562124 | -0.216234 | -0.001222 | -0.8 | 0.464102 | 0.614014 | 0.000889 | -0.008034 | 0 | 99,900 |
1.385371 | 1.60329 | 0.169295 | -0.050672 | 0.599298 | 0.848307 | -0.216234 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001111 | -0.008697 | 0 | 99,901 |
-1.66263 | -0.473343 | -1.886103 | -0.04957 | 0.917972 | 1.134889 | -0.222461 | -0.00046 | -0.8 | 0.464102 | 0.614014 | -0.001333 | -0.005574 | 0 | 99,902 |
1.385679 | 2.986944 | 0.169218 | -0.050452 | 1.849353 | 1.831774 | -0.222461 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001111 | -0.006014 | 0 | 99,903 |
-0.554087 | -0.127353 | -0.515508 | 0.94221 | 0.49517 | 0.535739 | -0.222461 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000444 | -0.006687 | 0 | 99,904 |
-1.108913 | 30.036229 | -1.544654 | -0.049349 | 1.11937 | 1.20039 | -0.205927 | 0.001222 | -0.8 | 0.464102 | 0.614014 | -0.000889 | -0.005351 | 0 | 99,905 |
1.385987 | 1.950203 | 0.169142 | -0.050452 | 1.196589 | 1.187672 | -0.205927 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001111 | -0.005792 | 0 | 99,906 |
-2.495887 | 0.218714 | -2.916545 | -0.048245 | 1.440437 | 1.432283 | -0.224179 | -0.001349 | -0.8 | 0.464102 | 0.614014 | -0.002001 | -0.004461 | 0 | 99,907 |
-0.277629 | 0.566706 | -0.174441 | -0.048023 | 0.796052 | 1.174769 | -0.224179 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000223 | -0.004462 | 0 | 99,908 |
-0.277691 | -0.126506 | -1.205116 | -0.047802 | 1.165451 | 1.212927 | -0.21108 | 0.000968 | -0.8 | 0.464102 | 0.614014 | -0.000223 | -0.00424 | 0 | 99,909 |
-0.833445 | 0.220409 | -1.205499 | -0.047359 | 1.339658 | 1.018806 | -0.20335 | 0.000571 | -0.8 | 0.464102 | 0.614014 | -0.000668 | -0.003348 | 0 | 99,910 |
0 | -0.126197 | -0.175206 | -0.047137 | 1.268941 | 1.26137 | -0.20335 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | -0.003124 | 0 | 99,911 |
0 | 0.220872 | -0.175206 | -0.047137 | 1.208997 | 0.937661 | -0.20335 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | -0.001561 | 0 | 99,912 |
0 | 0.567864 | -0.175206 | -0.04758 | 0.595428 | 0.848307 | -0.195834 | 0.000556 | -0.8 | 0.464102 | 0.614014 | 0 | -0.001115 | 0 | 99,913 |
-0.555939 | 0.220872 | -0.175206 | -0.046916 | 0.971577 | 1.078752 | -0.195834 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000446 | -0.000669 | 0 | 99,914 |
0.278001 | 0.568328 | -0.175513 | -0.046472 | 0.958942 | 0.885139 | -0.197982 | -0.000159 | -0.8 | 0.464102 | 0.614014 | 0.000223 | -0.001561 | 0 | 99,915 |
-0.834188 | -0.820644 | -3.272448 | -0.046472 | 1.510156 | 1.661932 | -0.197982 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000669 | -0.000892 | 0 | 99,916 |
-0.556435 | -0.125887 | -0.519863 | -0.046028 | 0.658009 | 0.612644 | -0.200129 | -0.000159 | -0.8 | 0.464102 | 0.614014 | -0.000446 | -0.000223 | 0 | 99,917 |
0.556435 | 0.569258 | -0.176126 | 0.949291 | 0.931454 | 1.161674 | -0.200129 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000446 | -0.000223 | 0 | 99,918 |
1.390003 | 1.610232 | 0.855852 | -0.047359 | 0.611379 | 0.451498 | -0.208074 | -0.000587 | -0.8 | 0.464102 | 0.614014 | 0.001114 | -0.001561 | 0 | 99,919 |
-1.111879 | 0.91447 | -3.270759 | -0.04625 | 1.788831 | 1.712868 | -0.208074 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000891 | 0 | 0 | 99,920 |
-0.83456 | 0.221337 | -0.863677 | -0.045805 | 1.388645 | 1.187672 | -0.192828 | 0.001127 | -0.8 | 0.464102 | 0.614014 | -0.000669 | 0.000223 | 1 | 99,921 |
2.224253 | 2.305377 | 0.167994 | -0.04758 | 1.449936 | 1.350951 | -0.192828 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001783 | -0.000223 | 0 | 99,922 |
-0.277815 | 0.914161 | -0.1749 | -0.047359 | 0.955953 | 0.954497 | -0.213442 | -0.001524 | -0.8 | 0.464102 | 0.614014 | -0.000223 | 0.000668 | 1 | 99,923 |
-1.111879 | -0.126274 | -1.206265 | -0.046472 | 1.098051 | 0.885139 | -0.213442 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000891 | 0 | 0 | 99,924 |
-0.556311 | 0.56856 | -0.519633 | -0.045805 | 0.964705 | 0.748892 | -0.197123 | 0.001206 | -0.8 | 0.464102 | 0.614014 | -0.000446 | 0.001115 | 1 | 99,925 |
-1.670424 | 0.221646 | -3.275829 | -0.04447 | 1.793031 | 1.761027 | -0.197123 | 0 | -0.8 | 0.464102 | 0.614014 | -0.001339 | 0.003122 | 1 | 99,926 |
0.557057 | 0.570422 | 0.16761 | -0.045138 | 0.676675 | 0.902996 | -0.194975 | 0.000159 | -0.8 | 0.464102 | 0.614014 | 0.000447 | 0.00223 | 1 | 99,927 |
0.835119 | 1.959935 | 0.512039 | -0.046028 | 0.935375 | 0.971018 | -0.194975 | 0 | -0.8 | 0.464102 | 0.614014 | 0.00067 | 0.001561 | 1 | 99,928 |
-0.278311 | 0.569258 | -0.176126 | -0.045805 | 1.247083 | 1.20039 | -0.19562 | -0.000048 | -0.8 | 0.464102 | 0.614014 | -0.000223 | 0.003342 | 1 | 99,929 |
-0.556808 | 0.56949 | -0.520554 | -0.045138 | 1.033315 | 0.76969 | -0.19562 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000446 | 0.005344 | 1 | 99,930 |
-0.278497 | -0.125499 | -0.521016 | -0.044693 | 0.735346 | 0.748892 | -0.19562 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000223 | 0.005123 | 1 | 99,931 |
-0.557181 | -0.473343 | -0.521246 | -0.044693 | 0.570457 | 0.727593 | -0.188963 | 0.000492 | -0.8 | 0.464102 | 0.614014 | -0.000447 | 0.00557 | 1 | 99,932 |
0.278622 | 0.222733 | 0.167533 | -0.044693 | 0.55867 | 0.848307 | -0.188963 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000223 | 0.006679 | 1 | 99,933 |
-1.11486 | -0.82142 | -1.555686 | 0.954634 | 1.134817 | 1.382334 | -0.184883 | 0.000302 | -0.8 | 0.464102 | 0.614014 | -0.000894 | 0.008681 | 1 | 99,934 |
-1.674161 | -0.125033 | -1.902736 | -0.042683 | 1.153311 | 1.533143 | -0.184883 | 0 | -0.8 | 0.464102 | 0.614014 | -0.001342 | 0.009137 | 1 | 99,935 |
0.279183 | 0.224135 | -0.869223 | -0.042683 | 1.225573 | 1.497784 | -0.177367 | 0.000556 | -0.8 | 0.464102 | 0.614014 | 0.000224 | 0.008136 | 1 | 99,936 |
-2.235215 | -1.170978 | -2.251104 | 0.960006 | 1.676111 | 1.774319 | -0.177367 | 0 | -0.8 | 0.464102 | 0.614014 | -0.001792 | 0.009595 | 1 | 99,937 |
1.118108 | 1.272502 | -0.179522 | -0.041564 | 1.590073 | 1.402653 | -0.173932 | 0.000254 | -0.8 | 0.464102 | 0.614014 | 0.000896 | 0.009587 | 1 | 99,938 |
-0.558929 | 0.224604 | -0.870152 | -0.041564 | 0.862712 | 0.885139 | -0.173932 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000448 | 0.008925 | 1 | 99,939 |
0 | 0.573929 | 0.166452 | -0.041564 | 0.967984 | 1.134889 | -0.180159 | -0.00046 | -0.8 | 0.464102 | 0.614014 | 0 | 0.008702 | 1 | 99,940 |
0.558929 | 0.573929 | 0.166452 | -0.041788 | 0.52305 | 0.937661 | -0.180159 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000448 | 0.008921 | 1 | 99,941 |
0 | 1.968105 | 0.512039 | 0.958212 | 1.187329 | 1.161674 | -0.174361 | 0.000429 | -0.8 | 0.464102 | 0.614014 | 0 | 0.008921 | 1 | 99,942 |
0.837924 | 0.57346 | -0.524488 | -0.042012 | 1.288371 | 1.174769 | -0.174361 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000672 | 0.008249 | 1 | 99,943 |
0.279183 | -0.124565 | -0.523792 | -0.042683 | 0.341015 | 0.25427 | -0.15933 | 0.001111 | -0.8 | 0.464102 | 0.614014 | 0.000224 | 0.008025 | 1 | 99,944 |
-0.837736 | -0.124643 | -0.868914 | -0.042236 | 0.993313 | 0.809872 | -0.15933 | 0 | -0.8 | 0.249689 | 0 | -0.000672 | 0.008919 | 1 | 99,945 |
1.67491 | 2.315947 | 0.684687 | -0.043577 | 0.781329 | 0.866915 | -0.200129 | -0.003016 | -0.8 | 0.249689 | 0 | 0.001343 | 0.008241 | 1 | 99,946 |
1.394043 | 2.312207 | 0.856852 | -0.044247 | 0.690795 | 1.003162 | -0.200129 | 0 | -0.8 | 0.249689 | 0 | 0.001118 | 0.006458 | 1 | 99,947 |
-1.952096 | -0.473343 | -2.936483 | -0.043131 | 1.004506 | 1.049287 | -0.200129 | 0 | -0.8 | 0.249689 | 0 | -0.001565 | 0.008023 | 1 | 99,948 |
0 | 3.357217 | 0.512039 | -0.043131 | 1.692617 | 1.51564 | -0.194975 | 0.000381 | -0.8 | 0.249689 | 0 | 0 | 0.006468 | 1 | 99,949 |
-1.675661 | 1.268988 | -2.596149 | 0.95866 | 1.578573 | 1.761027 | -0.18295 | 0.000889 | -0.8 | 0.249689 | 0 | -0.001343 | 0.007589 | 1 | 99,950 |
0.558804 | 1.968651 | 0.16653 | -0.042236 | 1.302483 | 1.134889 | -0.18295 | 0 | -0.8 | 0.249689 | 0 | 0.000448 | 0.005806 | 1 | 99,951 |
2.232714 | 2.315947 | 0.512039 | -0.043577 | 1.005762 | 1.034178 | -0.18295 | 0 | -0.8 | 0.249689 | 0 | 0.00179 | 0.004684 | 1 | 99,952 |
0.836239 | 0.919432 | -0.86737 | -0.044247 | 0.865532 | 0.748892 | -0.198411 | -0.001143 | -0.8 | 0.249689 | 0 | 0.00067 | 0.003568 | 1 | 99,953 |
-1.394043 | -0.473343 | -1.901116 | -0.043577 | 0.548745 | 0.451498 | -0.193902 | 0.000333 | -0.8 | 0.249689 | 0 | -0.001118 | 0.005131 | 1 | 99,954 |
0.557804 | 0.223511 | -0.522865 | 0.95508 | 0.699075 | 0.866915 | -0.193902 | 0 | -0.8 | 0.249689 | 0 | 0.000447 | 0.00624 | 1 | 99,955 |
0.836239 | 0.571355 | -1.212415 | -0.044693 | 0.890199 | 0.829298 | -0.187889 | 0.000444 | -0.8 | 0.249689 | 0 | 0.00067 | 0.00557 | 1 | 99,956 |
-0.836239 | 0.222733 | -1.211258 | -0.043577 | 0.45848 | 0.451498 | -0.187889 | 0 | -0.8 | 0.249689 | 0 | -0.00067 | 0.003793 | 1 | 99,957 |
-0.278871 | -0.125033 | -0.522402 | -0.043801 | 0.897555 | 0.76969 | -0.196478 | -0.000635 | -0.8 | 0.249689 | 0 | -0.000224 | 0.003794 | 1 | 99,958 |
0 | 1.26782 | 0.512039 | 0.954188 | 1.013706 | 0.866915 | -0.196478 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.004017 | 1 | 99,959 |
0.278871 | 0.571588 | 0.167225 | -0.044024 | 1.202883 | 0.790009 | -0.196478 | 0 | -0.8 | 0.249689 | 0 | 0.000224 | 0.003348 | 1 | 99,960 |
0.278808 | 0.571355 | 0.512039 | 0.953295 | 0.764054 | 0.790009 | -0.206141 | -0.000714 | -0.8 | 0.249689 | 0 | 0.000224 | 0.003347 | 1 | 99,961 |
1.949916 | 2.657952 | 1.201126 | -0.045805 | 0.722047 | 0.987236 | -0.206141 | 0 | -0.8 | 0.249689 | 0 | 0.001563 | 0.002006 | 1 | 99,962 |
0.556559 | 0.916946 | 0.68407 | -0.046028 | 0.851086 | 0.920498 | -0.210221 | -0.000302 | -0.8 | 0.249689 | 0 | 0.000446 | 0.002006 | 1 | 99,963 |
0 | 0.221646 | 0.512039 | 0.949291 | 0.12895 | 0.216654 | -0.210221 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.002673 | 1 | 99,964 |
-0.834932 | 0.221646 | -0.864291 | -0.045583 | 1.264587 | 1.018806 | -0.213872 | -0.00027 | -0.8 | 0.249689 | 0 | -0.000669 | 0.000446 | 1 | 99,965 |
0 | 0.917256 | 0.167841 | -0.04536 | 1.23945 | 1.23748 | -0.213872 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.001115 | 1 | 99,966 |
0.278373 | 0.222112 | -0.176434 | -0.045583 | 1.161651 | 0.987236 | -0.209148 | 0.000349 | -0.8 | 0.249689 | 0 | 0.000223 | 0.001561 | 1 | 99,967 |
0.556559 | 1.611626 | -0.17628 | -0.04625 | 0.882258 | 0.809872 | -0.209148 | 0 | -0.8 | 0.249689 | 0 | 0.000446 | 0.001337 | 1 | 99,968 |
-0.278249 | 0.221646 | 0.168071 | -0.046028 | 0.526532 | 0.535739 | -0.217307 | -0.000603 | -0.8 | 0.249689 | 0 | -0.000223 | 0.000892 | 1 | 99,969 |
0.83456 | 1.263937 | 0.167994 | -0.046694 | 0.994515 | 1.318413 | -0.217307 | 0 | -0.8 | 0.249689 | 0 | 0.000669 | 0.000446 | 1 | 99,970 |
-0.556311 | 0.221337 | -0.34764 | -0.046028 | 0.814154 | 0.790009 | -0.216448 | 0.000063 | -0.8 | 0.249689 | 0 | -0.000446 | 0.002451 | 1 | 99,971 |
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