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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.750801 | 0.425853 | 0.821839 | -0.528559 | 0.595533 | 0.535183 | -0.247115 | 0 | -0.186047 | -1 | 0.614014 | 0.000492 | 0.004278 | 1 | 19,801 |
-0.536249 | -0.717909 | -0.799978 | -0.526778 | 0.627007 | 0.601515 | -0.24833 | -0.000111 | -0.186047 | -1 | 0.614014 | -0.000352 | 0.00519 | 1 | 19,802 |
-0.214552 | -0.336652 | -0.42596 | -0.525887 | 0.505661 | 0.587757 | -0.24833 | 0 | -0.186047 | -1 | 0.614014 | -0.000141 | 0.00575 | 1 | 19,803 |
0.858028 | 0.679938 | 0.322768 | -0.528559 | 0.184914 | 0.188159 | -0.248677 | -0.000032 | -0.186047 | -1 | 0.614014 | 0.000562 | 0.001966 | 1 | 19,804 |
-1.609198 | -0.336759 | -1.423961 | -0.522321 | 0.650115 | 0.829461 | -0.248677 | 0 | -0.186047 | -1 | 0.614014 | -0.001055 | 0.001898 | 1 | 19,805 |
1.394736 | 1.315932 | 0.197794 | -0.528559 | 0.868407 | 1.020253 | -0.247462 | 0.000111 | -0.186047 | -1 | 0.614014 | 0.000914 | 0.001545 | 1 | 19,806 |
0.214462 | -0.336723 | 0.198137 | -0.528559 | -0.192869 | -0.329316 | -0.247462 | 0 | -0.186047 | -1 | 0.614014 | 0.000141 | 0.001124 | 1 | 19,807 |
-0.428954 | -0.844964 | -0.425539 | 5.806693 | 0.226974 | 0.132946 | -0.250759 | -0.000302 | -0.186047 | -1 | 0.614014 | -0.000281 | 0.001405 | 1 | 19,808 |
0.214492 | 0.171518 | 0.322839 | -0.528559 | 0.167241 | 0.203258 | -0.250759 | 0 | -0.186047 | -1 | 0.614014 | 0.000141 | 0.003368 | 1 | 19,809 |
1.286318 | 1.18725 | 0.821734 | -0.533007 | 0.581041 | 0.504981 | -0.255098 | -0.000397 | -0.186047 | -1.164525 | 1.414214 | 0.000843 | 0.001824 | 1 | 19,810 |
0.428532 | 0.424568 | 0.572321 | -0.534784 | 0.654431 | 0.641426 | -0.255098 | 0 | -0.186047 | -1.164525 | 1.414214 | 0.000281 | 0.001684 | 1 | 19,811 |
-1.071555 | 0.297423 | -0.673865 | 5.797793 | 0.821619 | 0.932035 | -0.26308 | -0.00073 | -0.186047 | -1.164525 | 1.414214 | -0.000702 | 0.002246 | 1 | 19,812 |
1.17867 | 0.932702 | 0.821628 | -0.534784 | 0.497281 | 0.790929 | -0.26308 | 0 | -0.186047 | -1.164525 | 1.414214 | 0.000773 | -0.000211 | 0 | 19,813 |
0.963689 | 0.80471 | 0.447751 | -0.539224 | 0.963533 | 1.079944 | -0.275575 | -0.001143 | -0.186047 | -1.164525 | 1.414214 | 0.000632 | -0.000561 | 0 | 19,814 |
0.856102 | 0.930565 | 0.572321 | -0.543657 | 0.827302 | 0.898238 | -0.275575 | 0 | -0.186047 | -1.164525 | 1.414214 | 0.000561 | -0.000631 | 0 | 19,815 |
0 | 0.549692 | 0.323468 | -0.543657 | 0.741979 | 0.910694 | -0.275922 | -0.000032 | -0.186047 | -1.164525 | 1.414214 | 0 | -0.000491 | 0 | 19,816 |
-0.21398 | 0.169594 | 0.074581 | -0.542771 | 0.809466 | 0.975937 | -0.275922 | 0 | -0.186047 | -1.164525 | 1.414214 | -0.00014 | -0.000772 | 0 | 19,817 |
0 | -0.337294 | -1.170626 | 5.776485 | 0.772811 | 0.907598 | -0.275922 | 0 | -0.186047 | -1.164525 | 1.414214 | 0 | -0.000982 | 0 | 19,818 |
-0.428051 | -0.337294 | -0.174447 | -0.540998 | 0.526985 | 0.699805 | -0.275922 | 0 | -0.186047 | -1.164525 | 1.414214 | -0.000281 | -0.001966 | 0 | 19,819 |
1.283793 | 1.437132 | 0.572321 | -0.544543 | 0.906839 | 1.067341 | -0.290152 | -0.001302 | -0.186047 | -1.164525 | 1.414214 | 0.000842 | -0.00323 | 0 | 19,820 |
0.21386 | -0.084063 | -0.671768 | -0.546313 | 1.100944 | 1.260517 | -0.290152 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00014 | -0.002105 | 0 | 19,821 |
0.21383 | 0.169167 | 0.323608 | -0.547199 | 0.654431 | 0.836272 | -0.28269 | 0.000683 | -0.232558 | -1.164525 | 1.414214 | 0.00014 | -0.003158 | 0 | 19,822 |
0.855022 | 0.675487 | 0.323643 | -0.55162 | 1.149656 | 1.08493 | -0.28269 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00056 | -0.004633 | 0 | 19,823 |
0 | 0.674777 | 0.572321 | -0.55162 | 1.309494 | 1.18524 | -0.285466 | -0.000254 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.004915 | 0 | 19,824 |
0 | 0.927795 | 0.323782 | -0.550737 | 0.959559 | 1.121368 | -0.285466 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.005196 | 0 | 19,825 |
-1.068853 | -0.337649 | -0.919435 | -0.547199 | 1.064528 | 1.123739 | -0.278004 | 0.000683 | -0.232558 | -1.164525 | 1.414214 | -0.000701 | -0.003651 | 0 | 19,826 |
0.855142 | 0.422433 | 0.323608 | -0.548968 | 0.960425 | 1.13081 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.000561 | -0.004212 | 0 | 19,827 |
-0.427511 | -0.717472 | -0.670896 | -0.548968 | 1.0347 | 1.189614 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | -0.00028 | -0.003791 | 0 | 19,828 |
-0.427631 | -0.084276 | -0.422462 | -0.547199 | 1.010975 | 1.054537 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | -0.00028 | -0.002948 | 0 | 19,829 |
0.855142 | 1.055443 | 0.07486 | -0.550737 | 1.277579 | 1.445056 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.000561 | -0.004001 | 0 | 19,830 |
0.961462 | 0.674955 | 0.323747 | -0.554271 | 0.726398 | 0.952823 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00063 | -0.003296 | 0 | 19,831 |
0.320353 | 0.041767 | -0.297291 | -0.555153 | 1.1342 | 1.24439 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00021 | -0.003646 | 0 | 19,832 |
0 | -0.084843 | 0.323956 | -0.555153 | 0.93952 | 1.057114 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.003154 | 0 | 19,833 |
0.427032 | 0.168104 | 0.075556 | -0.556918 | 1.023255 | 1.147072 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00028 | -0.002382 | 0 | 19,834 |
-0.640593 | -0.590844 | -0.669504 | -0.555153 | 0.736506 | 0.819135 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | -0.00042 | -0.003085 | 0 | 19,835 |
0.640593 | 0.421157 | 0.075487 | -0.557801 | 1.221449 | 1.160752 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00042 | -0.002943 | 0 | 19,836 |
-0.747385 | -0.337897 | -0.669504 | -0.554271 | 0.837499 | 0.952823 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | -0.00049 | -0.002172 | 0 | 19,837 |
0.747385 | 0.421228 | 0.199682 | -0.557801 | 0.659788 | 0.754213 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00049 | -0.003785 | 0 | 19,838 |
0.640325 | 0.673538 | 0.572321 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0.00042 | -0.002802 | 0 | 19,839 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.002661 | 0 | 19,840 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.002802 | 0 | 19,841 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.003152 | 0 | 19,842 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.003924 | 0 | 19,843 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.003854 | 0 | 19,844 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.003433 | 0 | 19,845 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.004135 | 0 | 19,846 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.004416 | 0 | 19,847 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.005048 | 0 | 19,848 |
0 | -0.085197 | -0.172357 | -0.560446 | 1.407263 | 1.272402 | -0.278004 | 0 | -0.232558 | -1.164525 | 1.414214 | 0 | -0.004908 | 0 | 19,849 |
-1.280918 | 2.945716 | -3.402912 | 12.056819 | 2.117373 | 1.842682 | -0.211367 | 0.006096 | -0.232558 | 0.628626 | 1.414214 | -0.00084 | -0.004209 | 0 | 19,850 |
0.213561 | 1.432592 | -0.670026 | 5.74995 | 0.35893 | 0.359075 | -0.314273 | -0.009414 | -0.232558 | 0.628626 | 1.414214 | 0.00014 | -0.004349 | 0 | 19,851 |
0.853945 | 1.179538 | 0.075556 | -0.560446 | 1.030333 | 0.735203 | -0.314273 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.00056 | -0.005612 | 0 | 19,852 |
0.640145 | 0.673184 | -1.165991 | -0.561327 | 0.463069 | 0.504981 | -0.276963 | 0.003413 | -0.232558 | 0.628626 | 1.414214 | 0.00042 | -0.005609 | 0 | 19,853 |
-4.91466 | -0.843649 | -5.143279 | 5.778258 | 0.565933 | 0.371293 | -0.276963 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.003222 | -0.003373 | 0 | 19,854 |
-1.713165 | -0.337258 | -2.16775 | 5.792459 | 0.66431 | 0.592369 | -0.26898 | 0.00073 | -0.232558 | 0.628626 | 1.414214 | -0.001123 | -0.00225 | 0 | 19,855 |
0.856823 | 0.551294 | 0.073882 | -0.538336 | 0.709963 | 0.707807 | -0.26898 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.000562 | -0.002037 | 0 | 19,856 |
-0.428351 | -0.210265 | -0.424138 | -0.536561 | 0.504994 | 0.281569 | -0.273839 | -0.000444 | -0.232558 | 0.628626 | 1.414214 | -0.000281 | -0.002108 | 0 | 19,857 |
0 | -0.083281 | -1.421717 | -0.535673 | 0.597579 | 0.274758 | -0.273839 | 0 | -0.232558 | 0.628626 | 1.414214 | 0 | -0.002108 | 0 | 19,858 |
3.209707 | 3.212411 | 0.074022 | 5.76055 | 0.66484 | 0.583117 | -0.277137 | -0.000302 | -0.232558 | 0.628626 | 1.414214 | 0.002104 | -0.004212 | 0 | 19,859 |
-1.069152 | -0.337578 | -2.288783 | -0.545428 | 0.211371 | 0.24692 | -0.277137 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000701 | -0.002527 | 0 | 19,860 |
0.21389 | 1.688871 | -1.169892 | 5.769398 | 0.313435 | 0.26096 | -0.280087 | -0.00027 | -0.232558 | 0.628626 | 1.414214 | 0.00014 | -0.002667 | 0 | 19,861 |
-0.21389 | -0.084063 | -0.174028 | 5.771169 | 0.102476 | -0.0097 | -0.280087 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.00014 | -0.001754 | 0 | 19,862 |
-2.569027 | -0.844323 | -2.415379 | -0.534784 | 0.229458 | 0.32126 | -0.258915 | 0.001937 | -0.232558 | 0.628626 | 1.414214 | -0.001684 | -0.00014 | 0 | 19,863 |
0.428472 | 0.678154 | 0.821488 | -0.535673 | 0.54516 | 0.650031 | -0.275575 | -0.001524 | -0.232558 | 0.628626 | 1.414214 | 0.000281 | -0.000983 | 0 | 19,864 |
0.749536 | 0.297298 | 0.323189 | 5.78358 | 0.343954 | 0.451963 | -0.289458 | -0.00127 | -0.232558 | 0.628626 | 1.414214 | 0.000491 | -0.002178 | 0 | 19,865 |
0.214086 | 1.057406 | 0.198793 | -0.540111 | 0.412379 | 0.31478 | -0.289458 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.00014 | -0.001896 | 0 | 19,866 |
-0.642347 | 0.043187 | -0.174709 | -0.537449 | -0.035395 | 0.124738 | -0.277831 | 0.001064 | -0.232558 | 0.628626 | 1.414214 | -0.000421 | -0.001335 | 0 | 19,867 |
-0.321275 | -0.463966 | -0.050444 | -0.537449 | -0.378773 | -0.286814 | -0.277831 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000211 | -0.001124 | 0 | 19,868 |
-1.929071 | -0.337044 | -1.920577 | 5.806693 | 0.223981 | 0.253971 | -0.277831 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.001264 | 0.000703 | 1 | 19,869 |
-0.643566 | 2.202519 | -0.425679 | -0.524996 | 0.147434 | 0.274758 | -0.27679 | 0.000095 | -0.232558 | 0.628626 | 1.414214 | -0.000422 | 0.000422 | 1 | 19,870 |
1.929884 | 1.69592 | 0.322768 | -0.533007 | 0.153546 | 0.365207 | -0.275401 | 0.000127 | -0.232558 | 0.628626 | 1.414214 | 0.001265 | -0.000562 | 0 | 19,871 |
-1.39356 | 0.678332 | -1.048347 | -0.527669 | 0.190706 | 0.267889 | -0.275401 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000913 | 0.000913 | 1 | 19,872 |
-1.394835 | -0.590844 | -1.049829 | -0.522321 | -0.059785 | -0.070509 | -0.275401 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000914 | 0.001828 | 1 | 19,873 |
-0.429437 | -0.336473 | -1.42621 | -0.519644 | 0.795343 | 0.628342 | -0.277831 | -0.000222 | -0.232558 | 0.628626 | 1.414214 | -0.000281 | 0.00232 | 1 | 19,874 |
-0.429557 | -0.590844 | -0.177075 | -0.518751 | -0.329365 | -0.060048 | -0.277831 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000282 | 0.00211 | 1 | 19,875 |
1.28831 | 1.698494 | 0.82212 | -0.523213 | 0.187553 | 0.274758 | -0.287896 | -0.000921 | -0.232558 | 0.628626 | 1.414214 | 0.000844 | 0.001265 | 1 | 19,876 |
0 | -0.336544 | 0.322698 | -0.524105 | -0.446258 | -0.329316 | -0.287896 | 0 | -0.232558 | 0.628626 | 1.414214 | 0 | 0.002108 | 1 | 19,877 |
0.214613 | 0.934416 | 0.572321 | 5.810256 | -0.109677 | -0.171376 | -0.292408 | -0.000413 | -0.232558 | 0.628626 | 1.414214 | 0.000141 | 0.001827 | 1 | 19,878 |
0.858148 | 0.425996 | 0.821874 | -0.527669 | -0.751127 | -0.625212 | -0.292408 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.000563 | 0.001124 | 1 | 19,879 |
-0.750853 | -1.099192 | -0.92489 | -0.524996 | 0.194367 | 0.188159 | -0.288416 | 0.000365 | -0.232558 | 0.628626 | 1.414214 | -0.000492 | 0.000914 | 1 | 19,880 |
2.037172 | 2.076954 | 0.44754 | -0.533007 | 0.150219 | 0.406866 | -0.288416 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.001335 | -0.000703 | 0 | 19,881 |
-0.214311 | -0.336937 | -0.424838 | -0.533007 | 0.473616 | 0.569036 | -0.283557 | 0.000444 | -0.232558 | 0.628626 | 1.414214 | -0.00014 | -0.000843 | 0 | 19,882 |
0.749957 | 0.932274 | 0.572321 | -0.535673 | 0.395016 | 0.457426 | -0.283557 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.000492 | -0.000773 | 0 | 19,883 |
1.60581 | 2.072462 | 0.572321 | -0.542771 | 0.086819 | 0.164961 | -0.283557 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.001053 | -0.001755 | 0 | 19,884 |
-1.712925 | -0.083779 | -1.918128 | 5.792459 | 0.360164 | 0.346667 | -0.263948 | 0.001794 | -0.232558 | 0.628626 | 1.414214 | -0.001123 | -0.000702 | 0 | 19,885 |
0.856703 | 0.931632 | 0.323154 | -0.539224 | -0.200197 | -0.208035 | -0.263948 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.000562 | -0.000702 | 0 | 19,886 |
0.428171 | -0.083494 | 0.323294 | -0.540111 | -0.085062 | -0.147837 | -0.288243 | -0.002222 | -0.232558 | 0.628626 | 1.414214 | 0.000281 | -0.001334 | 0 | 19,887 |
-1.713406 | -0.717668 | -1.420317 | -0.538336 | -0.591735 | -0.405589 | -0.289631 | -0.000127 | -0.232558 | 0.628626 | 1.414214 | -0.001123 | 0 | 0 | 19,888 |
2.141456 | 1.946617 | 1.693456 | -0.540998 | -0.537283 | -0.208035 | -0.289631 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.001404 | -0.000702 | 0 | 19,889 |
0.21398 | -0.083779 | 0.447882 | -0.542771 | 0.324335 | 0.124738 | -0.322777 | -0.003032 | -0.232558 | 0.628626 | 1.414214 | 0.00014 | -0.000912 | 0 | 19,890 |
-0.21398 | 0.169594 | 0.074581 | -0.542771 | 0.214418 | 0.253971 | -0.322777 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.00014 | -0.001123 | 0 | 19,891 |
-0.535082 | 0.1697 | -0.049963 | -0.540111 | 0.016369 | 0.172768 | -0.322777 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000351 | -0.000772 | 0 | 19,892 |
-1.177842 | -0.46402 | -1.295843 | -0.534784 | 0.686999 | 0.564287 | -0.313059 | 0.000889 | -0.232558 | 0.628626 | 1.414214 | -0.000772 | -0.000421 | 0 | 19,893 |
0.107114 | -0.083209 | 0.073952 | -0.535673 | -0.117807 | 0.116445 | -0.313059 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.00007 | 0.00014 | 1 | 19,894 |
0.642527 | 0.551053 | 0.447751 | -0.538336 | -0.12438 | 0.108065 | -0.311323 | 0.000159 | -0.232558 | 0.628626 | 1.414214 | 0.000421 | -0.000351 | 0 | 19,895 |
-1.071029 | -0.717712 | -1.047096 | -0.533896 | 0.352729 | 0.499834 | -0.311323 | 0 | -0.232558 | 0.628626 | 1.414214 | -0.000702 | 0.000491 | 1 | 19,896 |
-0.428622 | -0.336955 | 0.073847 | -0.532118 | 0.027071 | 0.24692 | -0.308373 | 0.00027 | -0.232558 | 0.628626 | 1.414214 | -0.000281 | 0.000351 | 1 | 19,897 |
-0.96484 | -0.336884 | -1.048689 | -0.528559 | 0.543269 | 0.798074 | -0.314967 | -0.000603 | -0.232558 | 0.628626 | 1.414214 | -0.000632 | 0.000843 | 1 | 19,898 |
0.214462 | 2.075642 | 0.572321 | -0.529449 | -0.093697 | 0.037667 | -0.314967 | 0 | -0.232558 | 0.628626 | 1.414214 | 0.000141 | 0.000983 | 1 | 19,899 |
-0.214462 | -0.590844 | -0.300776 | 5.806693 | -0.100045 | 0.132946 | -0.310803 | 0.000381 | -0.232558 | 0.628626 | 1.414214 | -0.000141 | 0.001405 | 1 | 19,900 |
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