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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.639124 | -0.154079 | -0.278037 | -0.126686 | -0.287181 | 0 | -0.630234 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000512 | -0.000513 | 0 | 85,572 |
-0.127864 | -0.313621 | 0.353975 | 0.788827 | -1.7587 | -0.716748 | -0.631952 | -0.000127 | 1.8 | 0.628626 | 1.414214 | -0.000103 | -0.000615 | 0 | 85,573 |
-0.255767 | 0.165512 | 0.195862 | -0.126686 | -0.675404 | -0.05052 | -0.631952 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.00041 | 0 | 85,574 |
-0.511692 | -0.473343 | -0.753315 | 0.79033 | 0.09085 | 0.390518 | -0.635388 | -0.000254 | 1.8 | 0.628626 | 1.414214 | -0.00041 | 0.00082 | 1 | 85,575 |
0.255872 | 0.48543 | 0.195668 | 0.788827 | -0.676929 | -0.43528 | -0.635388 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000205 | 0.000615 | 1 | 85,576 |
1.278575 | 2.081553 | 1.460567 | 0.787701 | 0.33822 | 0.508541 | -0.637535 | -0.000159 | 1.8 | 0.628626 | 1.414214 | 0.001025 | -0.000615 | 0 | 85,577 |
-0.25561 | -0.313703 | 0.196057 | 0.788076 | -0.356527 | -0.05052 | -0.637535 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.00041 | 0 | 85,578 |
0.127812 | 0.16525 | 0.512039 | -0.127062 | 0.41947 | 0 | -0.630449 | 0.000524 | 1.8 | 0.628626 | 1.414214 | 0.000102 | -0.000512 | 0 | 85,579 |
-0.383474 | -0.633016 | 0.037993 | -0.126686 | 0.005524 | -0.287628 | -0.630449 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000307 | -0.001026 | 0 | 85,580 |
0 | 0.165381 | 0.195927 | -0.127062 | -0.06306 | -0.612644 | -0.632167 | -0.000127 | 1.8 | 0.628626 | 1.414214 | 0 | -0.001026 | 0 | 85,581 |
0.255663 | 0.165381 | 0.512039 | -0.126874 | -0.804916 | -1.132165 | -0.632167 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000205 | -0.001025 | 0 | 85,582 |
-0.255663 | -0.792738 | -0.120119 | 1.704528 | -0.505558 | -0.287628 | -0.627872 | 0.000317 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.001026 | 0 | 85,583 |
-0.255715 | -0.792803 | 0.195927 | 0.789202 | -1.779692 | -1.583663 | -0.627872 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.000821 | 0 | 85,584 |
-0.255767 | -0.473343 | -0.436685 | -0.126311 | -0.307506 | -1.132165 | -0.627013 | 0.000063 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.00041 | 0 | 85,585 |
-0.25582 | -0.792934 | 0.195797 | -0.126311 | -2.205525 | -0.834771 | -0.627013 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000205 | 0 | 0 | 85,586 |
-0.767775 | -0.153752 | -0.437074 | 0.79033 | -1.280004 | -0.358374 | -0.614774 | 0.000905 | 1.8 | 0.628626 | 1.414214 | -0.000616 | 0.001231 | 1 | 85,587 |
0.511902 | 0.166167 | 0.828474 | 0.789954 | -0.23233 | -0.971018 | -0.614774 | 0 | 1.8 | 0.628626 | 1.414214 | 0.00041 | 0.00082 | 1 | 85,588 |
0.76746 | 0.48543 | -0.120768 | 0.788827 | 0.305184 | 0.177365 | -0.622289 | -0.000556 | 1.8 | 0.628626 | 1.414214 | 0.000615 | 0.00123 | 1 | 85,589 |
-1.023384 | -0.792869 | -0.753056 | -0.125935 | -0.439562 | -0.519521 | -0.622289 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000821 | 0.001845 | 1 | 85,590 |
0 | 0.166036 | 0.512039 | 0.789954 | -1.925177 | -0.971018 | -0.622289 | 0 | 1.8 | 0.628626 | 1.414214 | 0 | 0.00205 | 1 | 85,591 |
-0.512007 | -0.473343 | -0.437464 | 1.706782 | -0.50106 | 0.177365 | -0.622933 | -0.000048 | 1.8 | 0.628626 | 1.414214 | -0.000411 | 0.002665 | 1 | 85,592 |
0.767932 | 0.486021 | 0.828539 | -0.125935 | -0.304331 | -0.222127 | -0.622933 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000616 | 0.001025 | 1 | 85,593 |
-0.383907 | -0.473343 | 0.037458 | -0.125747 | -0.276531 | -0.519521 | -0.62551 | -0.00019 | 1.8 | 0.628626 | 1.414214 | -0.000308 | 0.001128 | 1 | 85,594 |
0.127982 | 0.006265 | 0.670248 | 0.790706 | -0.416911 | 0.508541 | -0.62551 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000103 | 0.001231 | 1 | 85,595 |
-0.127982 | -0.473343 | 0.353829 | -0.125747 | -1.213255 | -1.583663 | -0.628302 | -0.000206 | 1.8 | 0.628626 | 1.414214 | -0.000103 | 0.001333 | 1 | 85,596 |
0.383907 | 0.325922 | 0.353813 | 0.789954 | -0.368809 | 0 | -0.628302 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000308 | 0.00082 | 1 | 85,597 |
0.511692 | 0.165905 | 1.144586 | 1.705655 | -1.998879 | -1.942037 | -0.628302 | 0 | 1.8 | 0.628626 | 1.414214 | 0.00041 | 0.000615 | 1 | 85,598 |
-0.511692 | -1.112591 | -0.120508 | -0.125935 | -1.36076 | -1.132165 | -0.628302 | 0 | 1.8 | 0.628626 | 1.414214 | -0.00041 | 0.00082 | 1 | 85,599 |
-0.255925 | -0.793065 | -0.120768 | 1.705655 | -0.052812 | -0.287628 | -0.643118 | -0.001095 | 1.8 | 0.628626 | 1.414214 | -0.000205 | 0.001026 | 1 | 85,600 |
-0.255977 | -0.473343 | 0.195603 | 0.79033 | -1.43135 | -0.971018 | -0.643118 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000205 | 0.001436 | 1 | 85,601 |
1.279362 | 1.444401 | 1.777392 | -0.126686 | -0.22197 | -0.222127 | -0.627013 | 0.001191 | 1.8 | 0.628626 | 1.414214 | 0.001026 | 0 | 0 | 85,602 |
-0.511587 | -0.473343 | -1.069491 | 0.789578 | 0.356022 | 1.093124 | -0.627013 | 0 | 1.8 | 0.628626 | 1.414214 | -0.00041 | -0.000103 | 0 | 85,603 |
-0.255872 | -0.473343 | 0.195733 | 1.705091 | -0.377748 | -0.971018 | -0.623792 | 0.000238 | 1.8 | 0.628626 | 1.414214 | -0.000205 | 0.000205 | 1 | 85,604 |
-0.511902 | 0.165905 | -0.120768 | 0.79033 | -0.072444 | -0.104104 | -0.623792 | 0 | 1.8 | 0.464102 | 0.614014 | -0.00041 | 0.000821 | 1 | 85,605 |
0 | -0.473343 | 0.512039 | 1.706218 | -0.89837 | -1.329392 | -0.622719 | 0.000079 | 1.8 | 0.464102 | 0.614014 | 0 | 0.000821 | 1 | 85,606 |
1.535077 | 1.444401 | 1.461151 | 0.788451 | -0.900632 | -0.716748 | -0.622719 | 0 | 1.8 | 0.464102 | 0.614014 | 0.001231 | -0.000205 | 0 | 85,607 |
-0.255715 | -0.792803 | -0.120249 | 0.788827 | -0.703511 | -0.716748 | -0.624222 | -0.000111 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.000615 | 1 | 85,608 |
-0.76746 | -0.792869 | -0.436685 | -0.126311 | 0.094778 | -0.358374 | -0.624222 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000615 | 0.001025 | 1 | 85,609 |
0.255872 | 0.48543 | 0.195668 | -0.126311 | 0.074863 | 0.390518 | -0.622933 | 0.000095 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.000615 | 1 | 85,610 |
-0.255872 | -0.473343 | 0.195733 | -0.126123 | -0.986105 | -1.583663 | -0.622933 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001025 | 1 | 85,611 |
-0.255925 | -0.473343 | -0.120768 | -0.125747 | -0.672365 | 0.093124 | -0.612197 | 0.000794 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001231 | 1 | 85,612 |
-0.512007 | -0.793131 | -0.120898 | -0.125559 | -0.738167 | -0.519521 | -0.612197 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000411 | 0.001436 | 1 | 85,613 |
0.512007 | 0.166298 | 0.512039 | 0.789954 | -0.295691 | -0.222127 | -0.630234 | -0.001333 | 1.8 | 0.464102 | 0.614014 | 0.000411 | 0.001435 | 1 | 85,614 |
0.255925 | 0.166036 | 0.512039 | -0.126123 | -1.271218 | -0.971018 | -0.630234 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.00123 | 1 | 85,615 |
-0.255925 | -0.473343 | 0.195668 | 0.789954 | -0.595935 | -0.612644 | -0.61327 | 0.001254 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001435 | 1 | 85,616 |
0 | -0.473343 | 0.512039 | 0.789954 | -4.029688 | -2.554681 | -0.61327 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.00164 | 1 | 85,617 |
0.255925 | -0.153621 | 0.512039 | -0.126123 | -0.575136 | -0.971018 | -0.61327 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.00164 | 1 | 85,618 |
-0.255925 | -0.473343 | 0.195668 | 0.789954 | -2.161911 | -1.329392 | -0.613485 | -0.000016 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.00164 | 1 | 85,619 |
0 | -0.473343 | 0.512039 | -0.126123 | -1.414263 | -1.942037 | -0.613485 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.00164 | 1 | 85,620 |
0.511797 | 0.166036 | 0.828409 | -0.126311 | -1.010338 | -1.132165 | -0.614129 | -0.000048 | 1.8 | 0.464102 | 0.614014 | 0.00041 | 0.001332 | 1 | 85,621 |
0 | -0.153752 | 0.512039 | -0.125935 | -0.767863 | -0.716748 | -0.614129 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.00123 | 1 | 85,622 |
-0.255872 | -0.793 | 0.195733 | 0.789578 | -1.968239 | -1.583663 | -0.613915 | 0.000016 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.00123 | 1 | 85,623 |
0 | -0.153686 | 0.512039 | -0.125935 | -1.38688 | -1.132165 | -0.611982 | 0.000143 | 1.8 | 0.464102 | 0.614014 | 0 | 0.000615 | 1 | 85,624 |
1.023175 | 1.443614 | -0.120768 | 0.788076 | -0.147667 | 0.216654 | -0.611982 | 0 | 1.8 | 0.464102 | 0.614014 | 0.00082 | -0.000615 | 0 | 85,625 |
0 | 0.165381 | 0.512039 | 0.788076 | 0.207288 | -0.519521 | -0.610264 | 0.000127 | 1.8 | 0.464102 | 0.614014 | 0 | -0.000205 | 0 | 85,626 |
-0.255715 | -0.473343 | -0.120249 | 0.788451 | 0.584814 | -0.05052 | -0.610264 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.000205 | 1 | 85,627 |
0 | -0.473343 | 0.512039 | 0.788451 | -0.690846 | -1.329392 | -0.614988 | -0.000349 | 1.8 | 0.464102 | 0.614014 | 0 | 0.000205 | 1 | 85,628 |
0 | 0.165512 | 0.512039 | -0.126499 | -0.043744 | -0.161147 | -0.614988 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0 | 0 | 85,629 |
-1.023384 | -0.792869 | -0.753056 | -0.125935 | -0.493274 | -0.612644 | -0.614988 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000821 | 0.000821 | 1 | 85,630 |
0 | 0.166036 | 0.512039 | 0.789954 | -0.764288 | -0.716748 | -0.617565 | -0.00019 | 1.8 | 0.464102 | 0.614014 | 0 | 0.001435 | 1 | 85,631 |
0.255925 | -0.153621 | 0.512039 | 0.789954 | -0.617526 | -1.329392 | -0.617565 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.001025 | 1 | 85,632 |
-0.255925 | -0.153686 | 0.195668 | 0.789954 | -0.695562 | -0.971018 | -0.642474 | -0.001841 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.00164 | 1 | 85,633 |
0 | -0.473343 | 0.195603 | -0.125935 | -1.316578 | -1.132165 | -0.642474 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.00205 | 1 | 85,634 |
0.255925 | -0.153621 | 0.512039 | 0.789954 | -0.861231 | -0.519521 | -0.640112 | 0.000175 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.001845 | 1 | 85,635 |
0.255872 | -0.153686 | 0.512039 | -0.125935 | -0.488872 | -0.519521 | -0.640112 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.001435 | 1 | 85,636 |
0.767302 | 0.804628 | -0.120638 | 1.702839 | 0.453307 | 0.358374 | -0.634314 | 0.000429 | 1.8 | 0.464102 | 0.614014 | 0.000615 | 0.00041 | 1 | 85,637 |
0 | -0.473343 | 0.512039 | -0.127062 | -2.926925 | -1.942037 | -0.634314 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.000615 | 1 | 85,638 |
1.277789 | 1.122976 | 1.144067 | -0.127624 | -0.955326 | -0.161147 | -0.630234 | 0.000302 | 1.8 | 0.464102 | 0.614014 | 0.001024 | -0.00041 | 0 | 85,639 |
-0.255453 | -0.473343 | 0.196251 | 0.786577 | -1.311875 | -0.834771 | -0.630234 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000205 | -0.000205 | 0 | 85,640 |
0.255453 | 0.802797 | 0.827826 | 0.786577 | 0.137725 | 0.76969 | -0.640756 | -0.000778 | 1.8 | 0.464102 | 0.614014 | 0.000205 | -0.00082 | 0 | 85,641 |
0.255401 | -0.154276 | 0.196251 | 0.786203 | -0.660371 | -0.971018 | -0.640756 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | -0.001024 | 0 | 85,642 |
-1.277527 | -0.792411 | -1.067223 | -0.127062 | 0.594619 | 0.748892 | -0.653854 | -0.000968 | 1.8 | 0.464102 | 0.614014 | -0.001024 | 0.000205 | 1 | 85,643 |
-0.255663 | -0.473343 | 0.195992 | -0.127062 | -1.769099 | -1.132165 | -0.653854 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.00041 | 1 | 85,644 |
0.255663 | 0.165381 | 0.512039 | -0.127062 | -0.994068 | -0.971018 | -0.640971 | 0.000952 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.000205 | 1 | 85,645 |
0 | -0.473343 | 0.195992 | 0.788076 | -0.336072 | -0.612644 | -0.640971 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.00041 | 1 | 85,646 |
-0.255663 | -0.154014 | 0.195992 | 0.788076 | -0.350484 | -0.519521 | -0.656002 | -0.001111 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001229 | 1 | 85,647 |
0.255663 | 0.165381 | 0.512039 | -0.126874 | -0.02846 | 0.421534 | -0.640971 | 0.001111 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.00082 | 1 | 85,648 |
-0.255663 | -0.473343 | 0.195992 | 0.787701 | -1.485942 | -1.583663 | -0.641615 | -0.000048 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001434 | 1 | 85,649 |
0 | -0.153948 | 0.512039 | 0.788076 | -0.555073 | -1.132165 | -0.641615 | 0 | 1.8 | 0.464102 | 0.614014 | 0 | 0.001229 | 1 | 85,650 |
0.255663 | -0.153948 | 0.512039 | -0.126874 | -1.122534 | -1.132165 | -0.641185 | 0.000032 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.001434 | 1 | 85,651 |
-0.511378 | -0.473343 | -0.120119 | 0.788451 | -0.56879 | -0.161147 | -0.641185 | 0 | 1.8 | 0.464102 | 0.614014 | -0.00041 | 0.001025 | 1 | 85,652 |
-0.639517 | -0.473343 | -0.436685 | -0.126123 | -0.424687 | -0.104104 | -0.638823 | 0.000175 | 1.8 | 0.464102 | 0.614014 | -0.000513 | 0.001537 | 1 | 85,653 |
0.12793 | -0.313523 | 0.353877 | 0.789578 | -0.58544 | -1.583663 | -0.638823 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000103 | 0.001435 | 1 | 85,654 |
0.25582 | 0.165774 | 0.82828 | 0.789202 | -0.541681 | -0.971018 | -0.638823 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.00082 | 1 | 85,655 |
0 | -0.153818 | 0.512039 | -0.126311 | -1.12928 | -0.971018 | -0.631737 | 0.000524 | 1.8 | 0.464102 | 0.614014 | 0 | 0.001127 | 1 | 85,656 |
0.255767 | -0.153818 | 0.195797 | -0.126686 | -0.468419 | -0.358374 | -0.629375 | 0.000175 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.00082 | 1 | 85,657 |
0.766988 | 0.484841 | 0.195862 | -0.127062 | -0.07297 | 0 | -0.629375 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000615 | 0.000615 | 1 | 85,658 |
-0.25561 | -0.473343 | 0.196057 | 0.787701 | -0.115008 | 0.093124 | -0.629375 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.00082 | 1 | 85,659 |
-0.255663 | -0.31367 | -0.120119 | 0.788076 | -0.337749 | -0.161147 | -0.634958 | -0.000413 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001434 | 1 | 85,660 |
0.255663 | 0.005724 | 0.512039 | -0.127062 | -1.461028 | -0.971018 | -0.634958 | 0 | 1.8 | 0.464102 | 0.614014 | 0.000205 | 0.001024 | 1 | 85,661 |
0 | -0.473343 | 0.512039 | 0.787701 | -2.424083 | -1.583663 | -0.631952 | 0.000222 | 1.8 | 0.464102 | 0.614014 | 0 | 0.001024 | 1 | 85,662 |
-0.255663 | -0.154014 | 0.195992 | 0.788076 | -0.25654 | 0.290351 | -0.631952 | 0 | 1.8 | 0.464102 | 0.614014 | -0.000205 | 0.001639 | 1 | 85,663 |
0.511273 | 0.165381 | 0.828085 | -0.127249 | -0.552615 | -0.358374 | -0.627657 | 0.000317 | 1.8 | 0.464102 | 0.614014 | 0.00041 | 0.001229 | 1 | 85,664 |
0 | -0.154079 | 0.512039 | -0.127249 | -0.415946 | -0.971018 | -0.627657 | 0 | 1.8 | 0.249689 | 0 | 0 | 0.001024 | 1 | 85,665 |
0 | -0.473343 | 0.512039 | -0.127062 | -1.47961 | -0.971018 | -0.62551 | 0.000159 | 1.8 | 0.249689 | 0 | 0 | 0.001433 | 1 | 85,666 |
0.255558 | 0.165119 | 0.196057 | 0.786952 | 0.224669 | 0.325017 | -0.62551 | 0 | 1.8 | 0.249689 | 0 | 0.000205 | 0.001229 | 1 | 85,667 |
0.255505 | -0.154145 | 0.512039 | -0.127436 | -0.728047 | -1.329392 | -0.62916 | -0.00027 | 1.8 | 0.249689 | 0 | 0.000205 | 0.000819 | 1 | 85,668 |
-0.255505 | -0.15421 | 0.196186 | 0.786952 | -1.241496 | -1.583663 | -0.62916 | 0 | 1.8 | 0.249689 | 0 | -0.000205 | 0.001024 | 1 | 85,669 |
0 | 0.164988 | 0.512039 | -0.127436 | -1.1571 | -1.329392 | -0.616491 | 0.000937 | 1.8 | 0.249689 | 0 | 0 | 0.001433 | 1 | 85,670 |
0.127759 | -0.154145 | 0.669973 | -0.127436 | -0.955326 | -0.971018 | -0.616491 | 0 | 1.8 | 0.249689 | 0 | 0.000102 | 0.000921 | 1 | 85,671 |
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