Search is not available for this dataset
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
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002673
1
11,001
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002954
1
11,002
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002954
1
11,003
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002673
1
11,004
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002814
1
11,005
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002111
1
11,006
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002533
1
11,007
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.002111
1
11,008
0
0.173021
-0.677905
-0.515177
0.810326
1.097261
1.013102
0
-0.069767
-1.164525
1.414214
0
0.00197
1
11,009
-5.922055
6.526042
-10.208522
12.254842
1.998209
1.958293
1.024208
0.001016
-0.069767
0.628626
1.414214
-0.003882
0.005712
1
11,010
1.186252
2.857357
-2.818462
-0.494549
0.955737
1.178636
0.902213
-0.01116
-0.069767
0.628626
1.414214
0.000778
0.005215
1
11,011
2.800206
2.727184
0.321569
5.846001
0.950139
1.13081
0.987245
0.007779
-0.069767
0.628626
1.414214
0.001836
0.002958
1
11,012
-0.645745
1.957347
-1.055209
5.853174
0.722996
0.86295
0.987245
0
-0.069767
0.628626
1.414214
-0.000423
0.003944
1
11,013
2.581343
2.722506
-0.429483
5.833467
0.757682
0.822592
0.994534
0.000667
-0.069767
0.628626
1.414214
0.001692
0.002111
1
11,014
-2.366064
0.427571
-2.554897
-0.506225
0.647947
0.787332
0.994534
0
-0.069767
0.628626
1.414214
-0.001551
0.004926
1
11,015
-1.292129
0.68406
-0.930385
-0.499943
0.57383
0.540108
0.984295
-0.000937
-0.069767
0.628626
1.414214
-0.000847
0.006195
1
11,016
0
0.174855
-0.430191
-0.499045
-0.225515
-0.246456
0.984295
0
-0.069767
0.628626
1.414214
0
0.006054
1
11,017
0.646201
1.705279
0.071136
5.856763
0.691602
0.731346
0.984295
0
-0.069767
0.628626
1.414214
0.000424
0.005701
1
11,018
0
-0.080558
-0.429766
-0.501739
0.378009
0.489441
0.984295
0
-0.069767
0.628626
1.414214
0
0.004085
1
11,019
2.797047
3.741999
0.447091
5.833467
0.539155
0.819135
0.984295
0
-0.069767
0.628626
1.414214
0.001833
0.002884
1
11,020
0
0.554994
0.072266
5.833467
0.58995
0.769102
0.964338
-0.001826
-0.069767
0.628626
1.414214
0
0.00183
1
11,021
-2.151119
-0.845573
-3.181532
-0.506225
1.62202
1.092352
0.964338
0
-0.069767
0.628626
1.414214
-0.00141
0.002396
1
11,022
2.580979
3.231174
0.07156
5.829891
0.496944
0.761692
0.964338
0
-0.069767
0.628626
1.414214
0.001692
0.001548
1
11,023
-0.214915
-0.336222
-0.427648
-0.516071
-0.588506
-0.273134
0.964338
0
-0.069767
0.628626
1.414214
-0.000141
0.001478
1
11,024
-1.72041
-0.336186
-1.929012
-0.506225
-0.233197
-0.147837
0.962256
-0.00019
-0.069767
0.628626
1.414214
-0.001128
0.002606
1
11,025
0.215157
-0.335899
-0.554112
-0.508913
0.368738
0.424077
0.962256
0
-0.069767
0.628626
1.414214
0.000141
0.001972
1
11,026
-0.107575
-0.081062
0.3221
-0.508018
-0.269878
-0.564403
0.961735
-0.000048
-0.069767
0.628626
1.414214
-0.000071
0.001339
1
11,027
1.397882
1.065539
0.447206
-0.515177
-0.200197
-0.18341
0.961735
0
-0.069767
0.628626
1.414214
0.000916
0.001549
1
11,028
-0.214975
0.045822
0.322311
-0.512494
-0.454178
-0.329316
0.96295
0.000111
-0.069767
0.628626
1.414214
-0.000141
0.001268
1
11,029
0
-0.463475
-0.678257
-0.513389
-0.00069
0.225387
0.96295
0
-0.069767
0.628626
1.414214
0
0.000704
1
11,030
-5.16852
-0.081421
-6.442298
5.878343
0.971924
1.30326
0.96295
0
-0.069767
0.628626
1.414214
-0.003388
0.003811
1
11,031
2.586449
3.239273
-1.435823
-0.504431
0.895341
1.167505
0.96295
0
-0.069767
0.628626
1.414214
0.001695
0.002256
1
11,032
3.011992
3.232791
0.822754
5.831679
0.072668
0.389277
0.968156
0.000476
-0.069767
0.628626
1.414214
0.001974
0.000282
1
11,033
0.4298
0.045733
0.322346
-0.516965
-0.355355
-0.246456
0.968156
0
-0.069767
0.628626
1.414214
0.000282
-0.000564
0
11,034
-0.214885
-0.336258
-0.302498
5.828103
0.125319
0.510094
0.968156
0
-0.069767
0.628626
1.414214
-0.000141
-0.000282
0
11,035
0.214885
-0.081636
0.447356
5.828103
0.301021
0.418381
0.968156
0
-0.069767
0.628626
1.414214
0.000141
-0.00007
0
11,036
-0.214885
0.172806
0.322417
-0.516071
0.832731
1.183045
0.961215
-0.000635
-0.069767
0.628626
1.414214
-0.000141
0.000141
1
11,037
0.214885
-0.081636
0.072407
5.828103
0.08193
0.132946
0.961215
0
-0.069767
0.628626
1.414214
0.000141
0
0
11,038
-0.214885
-0.590844
-0.552525
-0.516071
-0.169574
0.210703
0.962603
0.000127
-0.069767
0.628626
1.414214
-0.000141
-0.000705
0
11,039
-0.214915
0.172914
-1.678403
5.829891
0.557637
0.592369
0.962603
0
-0.069767
0.628626
1.414214
-0.000141
-0.000987
0
11,040
0.4298
0.173021
-0.052682
5.828103
0.113112
0.267889
0.962603
0
-0.069767
0.628626
1.414214
0.000282
-0.001268
0
11,041
-0.214885
-0.208979
-0.927633
-0.516071
0.335492
0.412644
0.960694
-0.000175
-0.069767
0.628626
1.414214
-0.000141
-0.000211
0
11,042
0.214885
0.427428
0.322382
5.828103
0.482973
0.679441
0.960694
0
-0.069767
0.628626
1.414214
0.000141
-0.000141
0
11,043
-0.4298
-0.336258
-0.552525
-0.513389
0.229458
0.406866
0.959479
-0.000111
-0.069767
0.628626
1.414214
-0.000282
0
0
11,044
0.4298
0.173021
0.072336
-0.516965
0.093486
0.26096
0.959479
0
-0.069767
0.628626
1.414214
0.000282
-0.000282
0
11,045
-0.4298
-0.590844
-2.178564
5.829891
0.273181
0.435348
0.961215
0.000159
-0.069767
0.628626
1.414214
-0.000282
-0.000141
0
11,046
4.292556
4.495503
1.072165
-0.533007
0.367926
0.592369
0.961215
0
-0.069767
0.628626
1.414214
0.002814
-0.001828
0
11,047
1.927717
2.454109
0.821558
5.776485
0.357694
0.578451
0.961215
0
-0.069767
0.628626
1.414214
0.001264
-0.002951
0
11,048
-2.356429
0.423428
-3.664714
5.801351
0.883456
1.312664
0.953753
-0.000683
-0.069767
0.628626
1.414214
-0.001545
-0.001266
0
11,049
-0.750537
0.678867
-0.425259
5.804912
0.239306
0.429732
0.935358
-0.001683
-0.069767
0.628626
1.414214
-0.000492
-0.0019
0
11,050
0.964908
0.552498
0.69704
5.797793
-0.191049
-0.286814
0.935358
0
-0.069767
0.628626
1.414214
0.000632
-0.003096
0
11,051
0.428652
-0.082924
-0.674566
-0.532118
-0.189234
-0.039527
0.93397
-0.000127
-0.069767
0.628626
1.414214
0.000281
-0.003941
0
11,052
0
-0.083067
-0.050838
5.794237
0.037611
0.24692
0.93397
0
-0.069767
0.628626
1.414214
0
-0.003659
0
11,053
-0.428652
-0.336937
0.073812
-0.531229
0.119533
0.195744
0.93397
0
-0.069767
0.628626
1.414214
-0.000281
-0.002955
0
11,054
0.214341
-0.082924
0.198347
5.796015
0.002067
0.149113
0.93397
0
-0.069767
0.628626
1.414214
0.00014
-0.003377
0
11,055
-1.072007
0.170875
-0.923838
-0.528559
0.281053
0.395183
0.93397
0
-0.069767
0.628626
1.414214
-0.000703
-0.00197
0
11,056
0.643295
0.933344
1.071111
-0.531229
-0.122731
0.07364
0.93397
0
-0.069767
0.628626
1.414214
0.000422
-0.002674
0
11,057
-0.643295
0.678867
-0.425259
-0.527669
0.380806
0.578451
0.935184
0.000111
-0.069767
0.628626
1.414214
-0.000422
-0.002393
0
11,058
-0.214492
-0.082638
0.073391
5.804912
-0.164308
0.14107
0.935184
0
-0.069767
0.628626
1.414214
-0.000141
-0.002111
0
11,059
-0.214522
-0.082567
-0.176232
5.804912
-0.173108
-0.136322
0.957223
0.002016
-0.069767
0.628626
1.414214
-0.000141
-0.00324
0
11,060
0.429014
0.42571
0.697067
5.804912
-0.444947
-0.259683
0.957223
0
-0.069767
0.628626
1.414214
0.000281
-0.00338
0
11,061
-0.643566
-0.590844
-0.300899
-0.525887
-0.310762
-0.18341
0.957223
0
-0.069767
0.628626
1.414214
-0.000422
-0.001407
0
11,062
0.858028
0.679938
0.322768
-0.528559
0.124742
0.334064
0.959132
0.000175
-0.069767
0.628626
1.414214
0.000562
-0.001688
0
11,063
-0.214462
0.171304
0.073461
-0.528559
-0.172223
0.116445
0.959132
0
-0.069767
0.628626
1.414214
-0.000141
-0.000844
0
11,064
1.929071
1.694956
1.071111
-0.536561
-0.578907
-0.472317
0.952711
-0.000587
-0.069767
0.628626
1.414214
0.001264
-0.001686
0
11,065
0.642482
0.170448
0.323189
-0.537449
-0.806192
-0.455106
0.952711
0
-0.069767
0.628626
1.414214
0.000421
-0.002107
0
11,066
-0.214131
-0.337151
-0.174866
-0.537449
-0.320548
-0.081109
0.955835
0.000286
-0.069767
0.628626
1.414214
-0.00014
-0.002248
0
11,067
0.107069
0.170234
0.323259
-0.538336
-1.499781
-1.099821
0.955835
0
-0.069767
0.628626
1.414214
0.00007
-0.002248
0
11,068
-2.464491
2.198014
-2.667992
-0.528559
1.198619
1.42905
0.956182
0.000032
-0.069767
0.628626
1.414214
-0.001615
-0.000422
0
11,069
0.96484
1.18725
0.073391
-0.533007
0.24272
0.340391
0.976486
0.001857
-0.069767
0.464102
0.614014
0.000632
-0.000632
0
11,070
-1.608406
-0.463859
-1.547759
-0.524996
0.017043
0
0.955315
-0.001937
-0.069767
0.464102
0.614014
-0.001054
-0.000563
0
11,071
-1.287947
-0.336616
-1.425085
5.819173
0.241259
0.327688
0.955315
0
-0.069767
0.464102
0.614014
-0.000844
0.000563
1
11,072
1.287947
1.189502
0.822049
-0.525887
0.089858
0.116445
0.955662
0.000032
-0.069767
0.464102
0.614014
0.000844
0
0
11,073
-0.321885
-0.082424
-0.426101
-0.524105
-1.22227
-1.138866
0.955662
0
-0.069767
0.464102
0.614014
-0.000211
-0.00007
0
11,074
0
-0.209435
-0.051758
-0.524105
-0.163434
0.055855
0.960521
0.000444
-0.069767
0.464102
0.614014
0
0.000633
1
11,075
-0.751329
-0.463699
-0.55118
-0.521429
0.166155
0.346667
0.960521
0
-0.069767
0.464102
0.614014
-0.000492
0.000985
1
11,076
-1.073969
0.172269
-1.176516
-0.516965
0.44803
0.510094
0.961041
0.000048
-0.069767
0.464102
0.614014
-0.000704
0.001267
1
11,077
1.717988
1.444839
0.322417
5.813822
0.089858
0.019055
0.961041
0
-0.069767
0.464102
0.614014
0.001126
0.000703
1
11,078
-0.644019
-0.336544
-0.176653
-0.520537
-0.455507
-0.233443
0.960694
-0.000032
-0.069767
0.464102
0.614014
-0.000422
0.000914
1
11,079
-0.859115
-0.209247
-0.551734
5.826316
0.345634
0.554703
0.960694
0
-0.069767
0.464102
0.614014
-0.000563
0.001407
1
11,080
-0.429739
-0.336294
-0.427366
-0.515177
0.80168
0.457426
0.960694
0
-0.069767
0.464102
0.614014
-0.000282
0.001408
1
11,081
0.214885
0.172914
0.447356
-0.516965
-0.550882
-0.300732
0.960694
0
-0.069767
0.464102
0.614014
0.000141
0.001689
1
11,082
0
-0.081708
0.072477
5.826316
-0.566312
-0.564403
0.956009
-0.000429
-0.069767
0.464102
0.614014
0
0.001337
1
11,083
-0.85972
-0.081708
-0.677552
-0.5116
-0.437131
-0.220638
0.956009
0
-0.069767
0.464102
0.614014
-0.000564
0.002393
1
11,084
0.214975
-0.081421
0.072196
-0.514283
0.02906
0.239807
0.939176
-0.00154
-0.069767
0.464102
0.614014
0.000141
0.002041
1
11,085
0.537306
0.045822
0.572321
-0.516071
-0.364628
-0.455106
0.939176
0
-0.069767
0.464102
0.614014
0.000352
0.0019
1
11,086
0.107439
0.045598
0.072442
-0.516071
-0.300047
0.091037
0.956876
0.001619
-0.069767
0.464102
0.614014
0.00007
0.001548
1
11,087
0
0.427284
-0.802588
5.828103
-0.096864
0.099597
0.956876
0
-0.069767
0.464102
0.614014
0
0.001759
1
11,088
-1.289762
-0.336258
-0.927633
5.837046
-0.253778
-0.039527
0.957223
0.000032
-0.069767
0.464102
0.614014
-0.000845
0.002112
1
11,089
-0.64529
-0.081277
-0.178132
5.844209
-0.081173
-0.049722
0.957223
0
-0.069767
0.464102
0.614014
-0.000423
0.002395
1
11,090
0
0.428576
0.572321
5.844209
-0.223607
-0.113778
0.955835
-0.000127
-0.069767
0.464102
0.614014
0
0.002957
1
11,091
1.397784
1.065422
0.447215
-0.514283
-0.099248
0.091037
0.955835
0
-0.069767
0.464102
0.614014
0.000916
0.002322
1
11,092
0.322384
0.300363
0.572321
5.829891
-0.541786
-0.246456
0.955835
0
-0.069767
0.464102
0.614014
0.000211
0.00197
1
11,093
-0.214915
-0.590844
0.072407
-0.515177
-0.642068
-0.526288
0.955315
-0.000048
-0.069767
0.464102
0.614014
-0.000141
0.00183
1
11,094
0
0.682085
0.322346
-0.515177
-0.032496
0.14107
0.955315
0
-0.069767
0.464102
0.614014
0
0.001267
1
11,095
-0.214945
-0.081565
-0.427789
-0.515177
-0.450207
-0.273134
0.955488
0.000016
-0.069767
0.464102
0.614014
-0.000141
0.000845
1
11,096
1.718714
2.463111
0.697313
-0.521429
-0.189234
0.046813
0.955488
0
-0.069767
0.464102
0.614014
0.001127
-0.000422
0
11,097
0.214703
-0.336437
-0.676673
-0.521429
-0.516644
-0.526288
0.958265
0.000254
-0.069767
0.464102
0.614014
0.000141
-0.000352
0
11,098
0.214673
0.680653
0.572321
-0.525887
-0.849386
-0.405589
0.958265
0
-0.069767
0.464102
0.614014
0.000141
-0.000281
0
11,099
-1.71823
0.299172
-1.925842
-0.514283
-0.02102
0.037667
0.953753
-0.000413
-0.069767
0.464102
0.614014
-0.001126
0.000704
1
11,100