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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.506497 | -0.15706 | -0.740466 | -0.13579 | -0.523914 | -0.287628 | -0.666309 | 0 | -0.6 | -1 | 0.614014 | -0.000406 | 0.001421 | 1 | 85,972 |
1.012789 | 1.10807 | 0.825133 | -0.135974 | 0.249332 | 0.421534 | -0.665665 | 0.000048 | -0.6 | -1 | 0.614014 | 0.000812 | 0.000203 | 1 | 85,973 |
0 | -0.473343 | 0.199135 | -0.135974 | -1.027089 | -0.519521 | -0.665665 | 0 | -0.6 | -1 | 0.614014 | 0 | 0 | 0 | 85,974 |
0 | -0.157189 | -0.113833 | -0.135974 | 0.558325 | 0.809872 | -0.67726 | -0.000857 | -0.6 | -1 | 0.614014 | 0 | -0.000406 | 0 | 85,975 |
-0.25312 | -0.473343 | 0.199135 | -0.135974 | -0.709951 | -1.132165 | -0.665235 | 0.000889 | -0.6 | -1 | 0.614014 | -0.000203 | 0.000203 | 1 | 85,976 |
-0.506395 | 0.15903 | -0.11396 | -0.135422 | -0.136963 | 0.290351 | -0.665235 | 0 | -0.6 | -1 | 0.614014 | -0.000406 | 0.000812 | 1 | 85,977 |
-0.253274 | -0.156996 | 0.198944 | -0.135238 | 0.413033 | 0.705768 | -0.665235 | 0 | -0.6 | -1 | 0.614014 | -0.000203 | 0.000609 | 1 | 85,978 |
0.253274 | 0.159415 | -0.114341 | -0.135422 | 0.637957 | 1.078752 | -0.663303 | 0.000143 | -0.6 | -1 | 0.614014 | 0.000203 | 0.00142 | 1 | 85,979 |
-0.253274 | -0.473343 | 0.198944 | -0.135422 | -0.190681 | -0.104104 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | -0.000203 | 0.001218 | 1 | 85,980 |
-0.380008 | -0.31513 | -0.114341 | -0.13487 | 0.701763 | 0.177365 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | -0.000305 | 0.001725 | 1 | 85,981 |
-0.126695 | -0.631621 | 0.042135 | -0.13487 | 0.362647 | 0.358374 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | -0.000102 | 0.001624 | 1 | 85,982 |
-0.253429 | 0.476083 | 0.198753 | -0.135238 | 0.345056 | 0.290351 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | -0.000203 | 0.001016 | 1 | 85,983 |
0.760132 | 0.792687 | 0.825324 | -0.135422 | 0.111362 | 0.216654 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.000609 | -0.000203 | 0 | 85,984 |
0.253274 | 0.317564 | 0.198881 | -0.135606 | 0.5309 | 0.809872 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.000203 | 0.001015 | 1 | 85,985 |
1.518567 | 1.423776 | 0.512039 | -0.136526 | 0.780396 | 0.902996 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.001218 | -0.000406 | 0 | 85,986 |
0 | -0.157381 | -0.113452 | -0.136709 | 0.585143 | 0.790009 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0 | -0.000609 | 0 | 85,987 |
0.252915 | -0.157381 | -1.052163 | -0.136709 | 0.41969 | 0.25427 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.000203 | -0.001014 | 0 | 85,988 |
0.252864 | 0.789865 | -0.113325 | -0.136893 | 1.448501 | 1.422516 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.000203 | -0.001623 | 0 | 85,989 |
-0.505779 | -0.473343 | -0.425911 | -0.136709 | -0.101568 | -0.104104 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | -0.000406 | -0.001015 | 0 | 85,990 |
-0.379469 | -0.157381 | 0.042945 | -0.136342 | 0.493043 | 0.683391 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | -0.000304 | -0.000507 | 0 | 85,991 |
0.632383 | 0.63258 | 0.355642 | -0.136709 | 1.023063 | 0.727593 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.000507 | -0.000608 | 0 | 85,992 |
0 | -0.157445 | -0.113325 | -0.136709 | 0.590391 | 0.866915 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0 | -0.000608 | 0 | 85,993 |
0.505676 | 0.474159 | 0.199389 | 0.767676 | 0.737616 | 1.134889 | -0.663303 | 0 | -0.6 | -1 | 0.614014 | 0.000405 | -0.00142 | 0 | 85,994 |
-1.517643 | -0.473343 | -2.616048 | 1.676653 | 0.839952 | 1.249506 | -0.544986 | 0.008747 | -0.6 | 0.732051 | 2.346065 | -0.001217 | -0.000812 | 0 | 85,995 |
-1.519492 | 0.158901 | -1.366337 | -0.13487 | 0.242437 | 0.325017 | -0.533391 | 0.000857 | -0.6 | 0.732051 | 2.346065 | -0.001218 | 0.001218 | 1 | 85,996 |
1.013201 | 1.424931 | 0.198753 | 0.770615 | 0.823859 | 0.866915 | -0.533391 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000812 | 0.000203 | 1 | 85,997 |
-0.759823 | -0.15706 | -0.427245 | 0.772457 | 0.324297 | 0.325017 | -0.651492 | -0.008731 | -0.6 | 0.732051 | 2.346065 | -0.000609 | 0.000812 | 1 | 85,998 |
-1.774723 | -0.789883 | -1.68185 | -0.133762 | -0.117849 | -0.104104 | -0.651492 | 0 | -0.6 | 0.732051 | 2.346065 | -0.001423 | 0.002539 | 1 | 85,999 |
0.507321 | 0.793974 | -0.429156 | 0.773564 | 0.246644 | 0.290351 | -0.650633 | 0.000063 | -0.6 | 0.732051 | 2.346065 | 0.000407 | 0.001828 | 1 | 86,000 |
0 | 0.476855 | -0.115105 | 0.772826 | 0.061325 | -0.222127 | -0.650633 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | 0.002031 | 1 | 86,001 |
0.507115 | 0.476855 | 0.825515 | -0.134685 | -0.445624 | -0.834771 | -0.662014 | -0.000841 | -0.6 | 0.732051 | 2.346065 | 0.000407 | 0.001625 | 1 | 86,002 |
-0.507115 | 0.159929 | -0.42839 | 0.773933 | -0.358265 | -0.716748 | -0.662014 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000407 | 0.002031 | 1 | 86,003 |
0 | -0.156546 | -0.115105 | 0.773564 | -0.534507 | -0.834771 | -0.659867 | 0.000159 | -0.6 | 0.732051 | 2.346065 | 0 | 0.001422 | 1 | 86,004 |
0 | -0.314936 | 0.198498 | -0.134132 | -0.628638 | -0.834771 | -0.659867 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | 0.001625 | 1 | 86,005 |
1.774002 | 1.742885 | -0.115105 | -0.135422 | 0.415261 | 0.216654 | -0.666309 | -0.000476 | -0.6 | 0.732051 | 2.346065 | 0.001422 | 0 | 0 | 86,006 |
0.253223 | 0.791659 | -0.114214 | 0.770615 | -0.226091 | -0.05052 | -0.666309 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0.000203 | 1 | 86,007 |
-0.506497 | -0.78969 | -0.114087 | -0.135054 | -0.675404 | -0.971018 | -0.681555 | -0.001127 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0.000812 | 1 | 86,008 |
0.253274 | 0.475698 | 0.512039 | -0.13579 | -0.081452 | -0.358374 | -0.681555 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0.000406 | 1 | 86,009 |
1.265601 | 1.107749 | 0.198944 | -0.136342 | -0.309899 | 0.047788 | -0.693365 | -0.000873 | -0.6 | 0.732051 | 2.346065 | 0.001015 | -0.000609 | 0 | 86,010 |
1.011557 | 0.790377 | 0.824752 | -0.137076 | -0.08898 | -0.612644 | -0.693365 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000811 | -0.001014 | 0 | 86,011 |
1.515799 | 1.735704 | 0.199515 | -0.138175 | 0.190351 | 0.25427 | -0.696156 | -0.000206 | -0.6 | 0.732051 | 2.346065 | 0.001215 | -0.002026 | 0 | 86,012 |
-0.505062 | -0.157957 | -0.112312 | -0.137443 | 0.158736 | 0.136247 | -0.696156 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000405 | -0.001621 | 0 | 86,013 |
-0.252608 | -0.473343 | -0.737421 | 0.766943 | 1.688518 | 1.451498 | -0.696156 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | -0.001622 | 0 | 86,014 |
-0.252659 | -0.473343 | -0.112691 | -0.137443 | 0.114394 | 0.093124 | -0.702384 | -0.00046 | -0.6 | 0.732051 | 2.346065 | -0.000203 | -0.001013 | 0 | 86,015 |
0 | -0.157701 | 0.199642 | 0.766943 | -0.553843 | -0.519521 | -0.702384 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.000811 | 0 | 86,016 |
-0.758283 | -0.789049 | -0.425341 | -0.137076 | -0.398858 | -0.519521 | -0.702598 | -0.000016 | -0.6 | 0.732051 | 2.346065 | -0.000608 | -0.000811 | 0 | 86,017 |
-0.252864 | -0.473343 | -0.113198 | -0.136709 | -0.369696 | -0.43528 | -0.702598 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | -0.000406 | 0 | 86,018 |
-0.252915 | -0.157445 | 0.199389 | -0.137076 | -0.773269 | -1.132165 | -0.703028 | -0.000032 | -0.6 | 0.732051 | 2.346065 | -0.000203 | -0.000203 | 0 | 86,019 |
-0.252966 | 0.158517 | -0.113452 | -0.136342 | -0.375949 | -0.161147 | -0.703028 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | 0.000203 | 1 | 86,020 |
0.252966 | 0.158645 | -0.426482 | 0.76841 | -0.059966 | 0.216654 | -0.70496 | -0.000143 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0.000406 | 1 | 86,021 |
0 | 0.158517 | 0.199325 | 1.674447 | -0.390504 | -0.834771 | -0.70496 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.000203 | 0 | 86,022 |
-0.505984 | -0.789369 | -0.739196 | -0.136158 | -1.66403 | -1.132165 | -0.706034 | -0.000079 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0.000811 | 1 | 86,023 |
-0.253069 | -0.473343 | -0.113706 | 0.770247 | -0.803005 | -0.612644 | -0.706034 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | 0.001217 | 1 | 86,024 |
-0.506292 | -0.157189 | -0.113833 | -0.135606 | 0.063811 | 0.047788 | -0.708396 | -0.000175 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0.001623 | 1 | 86,025 |
0.506292 | 0.159158 | -0.114087 | -0.135974 | -1.007594 | -0.834771 | -0.708396 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000406 | 0.001217 | 1 | 86,026 |
0.253069 | -0.157189 | 0.512039 | -0.136158 | -0.39606 | -0.43528 | -0.702813 | 0.000413 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0.000406 | 1 | 86,027 |
-0.506189 | -0.157253 | -0.113706 | -0.136158 | -0.89837 | -0.519521 | -0.702813 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0.000203 | 1 | 86,028 |
1.265088 | 1.107108 | 1.137783 | -0.136709 | 0.638107 | 0.587745 | -0.702169 | 0.000048 | -0.6 | 0.732051 | 2.346065 | 0.001014 | -0.000608 | 0 | 86,029 |
-0.505881 | -0.789305 | -0.113325 | -0.136709 | -0.499941 | -0.612644 | -0.702169 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0.000608 | 1 | 86,030 |
0.252966 | -0.157317 | 0.199262 | -0.136526 | 0.130422 | 0.093124 | -0.698733 | 0.000254 | -0.6 | 0.732051 | 2.346065 | 0.000203 | -0.000203 | 0 | 86,031 |
-0.252966 | -0.789369 | -0.113452 | -0.136342 | -0.905184 | -1.329392 | -0.698733 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | 0.000203 | 1 | 86,032 |
-1.012378 | -0.789433 | -0.73945 | 0.770615 | -0.443596 | -0.519521 | -0.698733 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000812 | 0.000812 | 1 | 86,033 |
-0.759823 | -0.15706 | -0.427245 | -0.135606 | -0.4716 | -1.329392 | -0.698733 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000609 | 0.001218 | 1 | 86,034 |
1.772201 | 1.740636 | 0.512039 | 0.769144 | -0.024099 | 0.093124 | -0.705819 | -0.000524 | -0.6 | 0.732051 | 2.346065 | 0.001421 | -0.000812 | 0 | 86,035 |
-0.253018 | 0.158645 | -0.113579 | -0.136342 | -0.266818 | -0.358374 | -0.705819 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | -0.000406 | 0 | 86,036 |
-0.253069 | -0.473343 | 0.199198 | 0.769879 | -0.595935 | -0.612644 | -0.705819 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | -0.000609 | 0 | 86,037 |
-0.25312 | -0.473343 | 0.199135 | -0.135974 | 0.289581 | -0.612644 | -0.710543 | -0.000349 | -0.6 | 0.732051 | 2.346065 | -0.000203 | 0.000203 | 1 | 86,038 |
-0.506395 | -0.157125 | -0.427054 | -0.13579 | 0.21367 | -0.612644 | -0.710543 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0.001015 | 1 | 86,039 |
0.253223 | -0.156996 | 0.198944 | -0.13579 | -0.994068 | -0.971018 | -0.708181 | 0.000175 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0.000406 | 1 | 86,040 |
0.253172 | -0.15706 | 0.199008 | -0.13579 | -0.440568 | -0.358374 | -0.708181 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0 | 0 | 86,041 |
0.506189 | 0.15903 | -0.427054 | -0.136158 | 0.021336 | 0.047788 | -0.701525 | 0.000492 | -0.6 | 0.732051 | 2.346065 | 0.000406 | -0.000203 | 0 | 86,042 |
0 | -0.473343 | 0.199198 | 0.769879 | -0.327762 | -0.43528 | -0.701525 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | -0.000406 | 0 | 86,043 |
-0.506189 | -0.947599 | -0.426673 | -0.135974 | -0.824392 | -1.132165 | -0.704316 | -0.000206 | -0.6 | 0.732051 | 2.346065 | -0.000406 | 0 | 0 | 86,044 |
-0.759669 | -0.473343 | -0.427054 | -0.135606 | -1.485942 | -1.132165 | -0.704316 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000609 | 0.000812 | 1 | 86,045 |
1.012789 | 0.791916 | 0.825133 | -0.135974 | -0.367038 | -0.104104 | -0.707322 | -0.000222 | -0.6 | 0.732051 | 2.346065 | 0.000812 | 0.000203 | 1 | 86,046 |
-0.25312 | 0.000864 | 0.199135 | 0.769879 | -0.260922 | -0.358374 | -0.707322 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000203 | 0.000406 | 1 | 86,047 |
0 | 0.15903 | 0.199071 | -0.136158 | -0.325293 | -0.519521 | -0.703028 | 0.000317 | -0.6 | 0.732051 | 2.346065 | 0 | 0.000609 | 1 | 86,048 |
0.379661 | 0.15903 | 0.199071 | -0.136158 | -0.731401 | -1.329392 | -0.703028 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000304 | 0.000304 | 1 | 86,049 |
-0.379661 | -0.631428 | 0.042707 | -0.135606 | -0.164731 | -0.43528 | -0.703028 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000304 | 0.00071 | 1 | 86,050 |
0.25312 | -0.157125 | -0.11396 | -0.135974 | -0.393275 | -0.519521 | -0.707967 | -0.000365 | -0.6 | 0.732051 | 2.346065 | 0.000203 | 0.000609 | 1 | 86,051 |
0 | 0.158901 | 0.512039 | -0.135974 | -0.778727 | -0.612644 | -0.712691 | -0.000349 | -0.6 | 0.732051 | 2.346065 | 0 | 0.000406 | 1 | 86,052 |
0 | -0.473343 | -0.426863 | -0.135974 | 0.07729 | 0.047788 | -0.712691 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | 0.000406 | 1 | 86,053 |
-0.759515 | -1.105844 | -0.426863 | -0.135606 | -0.439562 | -0.716748 | -0.711832 | 0.000063 | -0.6 | 0.732051 | 2.346065 | -0.000609 | 0.00142 | 1 | 86,054 |
0.253223 | 0.317404 | 0.512039 | -0.135606 | -0.527423 | -0.519521 | -0.711832 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000203 | 0.000812 | 1 | 86,055 |
-0.253223 | -0.78969 | 0.199008 | -0.135422 | -0.945427 | -0.834771 | -0.711832 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000203 | 0.001015 | 1 | 86,056 |
0.506395 | 0.159286 | 0.512039 | -0.13579 | -0.13227 | -0.43528 | -0.711832 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000406 | -0.000406 | 0 | 86,057 |
0.25312 | -0.157125 | 0.355563 | -0.135974 | -0.478016 | -1.132165 | -0.715053 | -0.000238 | -0.6 | 0.628626 | 1.414214 | 0.000203 | 0.000203 | 1 | 86,058 |
-0.25312 | -0.789562 | -0.113833 | -0.13579 | -0.39513 | -0.834771 | -0.715053 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000203 | 0.000609 | 1 | 86,059 |
0 | -0.473343 | 0.512039 | -0.135974 | -4.029688 | -2.554681 | -0.714408 | 0.000048 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000609 | 1 | 86,060 |
0.506189 | 0.15903 | 0.512039 | -0.136158 | -1.074342 | -0.358374 | -0.714408 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000406 | -0.000406 | 0 | 86,061 |
0.253018 | -0.157253 | 0.512039 | 0.769144 | -0.47373 | -0.971018 | -0.700236 | 0.001048 | -0.6 | 0.628626 | 1.414214 | 0.000203 | -0.000812 | 0 | 86,062 |
0 | -0.157317 | 0.512039 | 0.769144 | -0.059452 | -0.612644 | -0.700236 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | -0.000406 | 0 | 86,063 |
-0.253018 | -0.789433 | 0.042849 | 0.769144 | -0.118419 | -0.834771 | -0.692721 | 0.000556 | -0.6 | 0.628626 | 1.414214 | -0.000203 | -0.000203 | 0 | 86,064 |
0.505984 | 0.474735 | 0.512039 | -0.136709 | 0.223734 | -0.161147 | -0.692721 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000406 | -0.000203 | 0 | 86,065 |
0.252915 | -0.157381 | -0.113452 | -0.136709 | 0.357993 | 0.290351 | -0.70131 | -0.000635 | -0.6 | 0.628626 | 1.414214 | 0.000203 | 0.000405 | 1 | 86,066 |
-0.758899 | -0.789305 | -0.426102 | -0.136342 | 0.177645 | -0.161147 | -0.70131 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000608 | 0.000101 | 1 | 86,067 |
0.253018 | -0.157253 | 0.824815 | -0.136342 | -1.414263 | -1.942037 | -0.700881 | 0.000032 | -0.6 | 0.628626 | 1.414214 | 0.000203 | 0.001014 | 1 | 86,068 |
0 | 0.474543 | -0.113579 | -0.136342 | 0.823967 | 1.107266 | -0.700881 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.000608 | 1 | 86,069 |
0.252966 | -0.157317 | -0.113579 | -0.136526 | -0.470538 | -0.358374 | -0.699592 | 0.000095 | -0.6 | 0.628626 | 1.414214 | 0.000203 | 0.000608 | 1 | 86,070 |
0.505779 | 0.474351 | 0.824688 | -0.137076 | 0.174934 | 0.325017 | -0.699592 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000406 | 0.000203 | 1 | 86,071 |
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