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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 | -0.473343 | 0.512039 | -0.136342 | -1.769099 | -1.583663 | -0.728795 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002437 | 0 | 86,172 |
0.252966 | -0.157317 | -0.582958 | 0.769144 | -0.327762 | -0.05052 | -0.727722 | 0.000079 | -0.6 | 0.464102 | 0.614014 | 0.000203 | -0.00264 | 0 | 86,173 |
0 | -0.473343 | 0.512039 | -0.136526 | -4.029688 | -2.554681 | -0.727722 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.00264 | 0 | 86,174 |
-1.012173 | -0.473343 | -0.739196 | -0.135974 | 0.419249 | 0.508541 | -0.724716 | 0.000222 | -0.6 | 0.249689 | 0 | -0.000812 | -0.002032 | 0 | 86,175 |
0.506189 | 0.15903 | 0.824942 | -0.136158 | -0.893872 | -1.329392 | -0.724716 | 0 | -0.6 | 0.249689 | 0 | 0.000406 | -0.002438 | 0 | 86,176 |
-0.253069 | -0.473343 | 0.199198 | -0.135974 | -0.308303 | -0.43528 | -0.724716 | 0 | -0.6 | 0.249689 | 0 | -0.000203 | -0.002641 | 0 | 86,177 |
-0.759515 | -0.789562 | -0.426863 | -0.135422 | 0.106015 | 0.047788 | -0.726433 | -0.000127 | -0.6 | 0.249689 | 0 | -0.000609 | -0.001626 | 0 | 86,178 |
0 | -0.473343 | 0.512039 | -0.135422 | -1.077431 | -1.329392 | -0.726433 | 0 | -0.6 | 0.249689 | 0 | 0 | -0.001829 | 0 | 86,179 |
-0.5066 | -0.789754 | -0.114214 | -0.135422 | -0.498825 | -1.132165 | -0.726004 | 0.000032 | -0.6 | 0.249689 | 0 | -0.000406 | -0.00183 | 0 | 86,180 |
0.5066 | 0.47589 | 1.138291 | -0.135606 | -0.257997 | -0.358374 | -0.726863 | -0.000064 | -0.6 | 0.249689 | 0 | 0.000406 | -0.002236 | 0 | 86,181 |
0.506395 | 0.475505 | 0.825069 | -0.135974 | -0.996747 | -0.971018 | -0.726863 | 0 | -0.6 | 0.249689 | 0 | 0.000406 | -0.002235 | 0 | 86,182 |
0.25312 | -0.157125 | 0.824942 | -0.136158 | -1.297996 | -1.583663 | -0.734808 | -0.000587 | -0.6 | 0.249689 | 0 | 0.000203 | -0.002641 | 0 | 86,183 |
0 | -0.473343 | 0.512039 | -0.135974 | -1.983352 | -0.971018 | -0.734808 | 0 | -0.6 | 0.249689 | 0 | 0 | -0.00132 | 0 | 86,184 |
-0.506292 | -0.473343 | -0.739958 | 0.770983 | 0.236677 | 0.136247 | -0.733949 | 0.000063 | -0.6 | 0.249689 | 0 | -0.000406 | -0.001829 | 0 | 86,185 |
0 | 0.159158 | 0.512039 | 0.770983 | -0.983475 | -0.971018 | -0.733949 | 0 | -0.6 | 0.249689 | 0 | 0 | -0.001829 | 0 | 86,186 |
-0.253223 | -0.78969 | 0.199008 | 0.770983 | -2.08362 | -1.942037 | -0.733949 | 0 | -0.6 | 0.249689 | 0 | -0.000203 | -0.001422 | 0 | 86,187 |
0.253223 | -0.156996 | 0.512039 | -0.135422 | -0.103231 | -1.329392 | -0.727078 | 0.000508 | -0.6 | 0.249689 | 0 | 0.000203 | -0.001422 | 0 | 86,188 |
-0.506497 | -0.78969 | -0.114087 | -0.135422 | -2.183299 | -1.583663 | -0.727292 | -0.000016 | -0.6 | 0.249689 | 0 | -0.000406 | -0.001016 | 0 | 86,189 |
0.759669 | 0.475698 | 0.512039 | 0.770615 | -0.86335 | -0.971018 | -0.727292 | 0 | -0.6 | 0.249689 | 0 | 0.000609 | -0.002032 | 0 | 86,190 |
-0.253172 | -0.789626 | 0.199071 | -0.13579 | -2.102202 | -1.942037 | -0.727292 | 0 | -0.6 | 0.249689 | 0 | -0.000203 | -0.002032 | 0 | 86,191 |
0 | -0.473343 | 0.512039 | -0.135606 | -0.767863 | -0.971018 | -0.727292 | 0 | -0.6 | 0.249689 | 0 | 0 | -0.002439 | 0 | 86,192 |
-0.506497 | -0.78969 | -0.114087 | -0.135422 | -0.593293 | -0.43528 | -0.727292 | 0 | -0.6 | 0.249689 | 0 | -0.000406 | -0.001219 | 0 | 86,193 |
0.253274 | 0.159415 | 0.512039 | -0.135422 | -3.117607 | -1.329392 | -0.731587 | -0.000317 | -0.6 | 0.249689 | 0 | 0.000203 | -0.002033 | 0 | 86,194 |
-0.633282 | -0.473343 | -0.270817 | -0.135054 | -0.156135 | 0.177365 | -0.731587 | 0 | -0.6 | 0.249689 | 0 | -0.000508 | -0.001118 | 0 | 86,195 |
-0.380124 | -0.631621 | 0.042135 | 0.772088 | -0.657412 | -0.612644 | -0.722783 | 0.000651 | -0.6 | 0.249689 | 0 | -0.000305 | -0.00061 | 0 | 86,196 |
0.506806 | 0.159801 | 0.825324 | 0.772088 | -0.295691 | -0.358374 | -0.722783 | 0 | -0.6 | 0.249689 | 0 | 0.000406 | -0.000406 | 0 | 86,197 |
-0.253377 | -0.473343 | -0.114468 | 0.77172 | -0.199164 | -0.716748 | -0.730084 | -0.00054 | -0.6 | 0.249689 | 0 | -0.000203 | 0 | 0 | 86,198 |
-0.253429 | -0.473343 | -0.114596 | -0.134685 | -0.518114 | -0.519521 | -0.730084 | 0 | -0.6 | 0.249689 | 0 | -0.000203 | 0.000406 | 1 | 86,199 |
0 | -0.473343 | 0.512039 | -0.134685 | -2.102202 | -1.942037 | -0.728581 | 0.000111 | -0.6 | 0.249689 | 0 | 0 | 0.000203 | 1 | 86,200 |
-0.760595 | -0.790011 | -0.428199 | -0.134316 | -0.098807 | -0.05052 | -0.728581 | 0 | -0.6 | 0.249689 | 0 | -0.00061 | 0.001625 | 1 | 86,201 |
0.507115 | 0.160187 | 0.825515 | -0.134501 | -0.195233 | -0.358374 | -0.725575 | 0.000222 | -0.6 | 0.249689 | 0 | 0.000407 | 0.001016 | 1 | 86,202 |
-0.507115 | -0.473343 | -0.11485 | -0.134316 | -0.743296 | -0.287628 | -0.725575 | 0 | -0.6 | 0.249689 | 0 | -0.000407 | 0.001625 | 1 | 86,203 |
0 | -0.473343 | 0.198498 | -0.134132 | -0.88941 | -0.612644 | -0.725575 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.001422 | 1 | 86,204 |
-0.634184 | 0.793459 | -0.742505 | -0.133762 | -0.33943 | -0.104104 | -0.72085 | 0.000349 | -0.6 | 0.249689 | 0 | -0.000508 | 0.001931 | 1 | 86,205 |
-0.126876 | -0.156385 | 0.041465 | -0.133762 | 0.046605 | -0.222127 | -0.719562 | 0.000095 | -0.6 | 0.249689 | 0 | -0.000102 | 0.002033 | 1 | 86,206 |
-0.507631 | 0.160573 | -0.429347 | -0.133208 | -1.099534 | -0.358374 | -0.719562 | 0 | -0.6 | 0.249689 | 0 | -0.000407 | 0.002236 | 1 | 86,207 |
-0.253893 | -0.790527 | -0.429731 | -0.133023 | -0.967948 | -1.132165 | -0.718274 | 0.000095 | -0.6 | 0.249689 | 0 | -0.000204 | 0.002338 | 1 | 86,208 |
0.253893 | -0.156159 | 0.198115 | -0.133393 | -0.151885 | -0.287628 | -0.718274 | 0 | -0.6 | 0.249689 | 0 | 0.000204 | 0.002033 | 1 | 86,209 |
0.507631 | 0.160831 | 1.139565 | -0.133393 | -2.926925 | -1.942037 | -0.719777 | -0.000111 | -0.6 | 0.249689 | 0 | 0.000407 | 0.001017 | 1 | 86,210 |
0 | -0.473343 | 0.512039 | -0.133393 | -4.029688 | -2.554681 | -0.719777 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.001423 | 1 | 86,211 |
-0.507631 | -1.107518 | -0.115488 | -0.133393 | -1.748489 | -1.583663 | -0.719777 | 0 | -0.6 | 0.249689 | 0 | -0.000407 | 0.001627 | 1 | 86,212 |
0.253841 | 0.160831 | 0.198179 | -0.133762 | -0.111055 | -0.05052 | -0.720421 | -0.000048 | -0.6 | 0.249689 | 0 | 0.000204 | 0.001627 | 1 | 86,213 |
0.507528 | 0.160702 | 0.82577 | -0.133947 | -0.512372 | -0.716748 | -0.722139 | -0.000127 | -0.6 | 0.249689 | 0 | 0.000407 | 0.001626 | 1 | 86,214 |
-0.507528 | -0.473343 | -0.115361 | -0.133762 | -1.150016 | -1.329392 | -0.722139 | 0 | -0.6 | 0.249689 | 0 | -0.000407 | 0.002439 | 1 | 86,215 |
0.761214 | 0.477628 | 1.139438 | -0.133947 | -2.784503 | -1.583663 | -0.722139 | 0 | -0.6 | 0.249689 | 0 | 0.00061 | 0.002032 | 1 | 86,216 |
0.253635 | -0.156482 | 0.198435 | -0.134132 | 0.285962 | -0.222127 | -0.723213 | -0.000079 | -0.6 | 0.249689 | 0 | 0.000203 | 0.001625 | 1 | 86,217 |
0.253583 | -0.156546 | -0.115105 | -0.134132 | -1.086798 | -0.971018 | -0.723213 | 0 | -0.6 | 0.249689 | 0 | 0.000203 | 0.001625 | 1 | 86,218 |
-0.760905 | -1.107002 | -0.428582 | -0.133947 | -0.803005 | -0.971018 | -0.723213 | 0 | -0.6 | 0.249689 | 0 | -0.00061 | 0.002844 | 1 | 86,219 |
0.507321 | 0.160444 | 0.825642 | -0.134316 | -0.983475 | -0.716748 | -0.723213 | 0 | -0.6 | 0.249689 | 0 | 0.000407 | 0.003045 | 1 | 86,220 |
-0.253635 | -0.473343 | 0.198498 | -0.133947 | -0.503305 | -0.971018 | -0.723642 | -0.000032 | -0.6 | 0.249689 | 0 | -0.000203 | 0.003249 | 1 | 86,221 |
0.253635 | -0.156482 | 0.825579 | -0.134132 | -0.648625 | -0.43528 | -0.723642 | 0 | -0.6 | 0.249689 | 0 | 0.000203 | 0.003349 | 1 | 86,222 |
0 | -0.473343 | 0.198498 | -0.134132 | -1.160675 | -1.583663 | -0.723857 | -0.000016 | -0.6 | 0.249689 | 0 | 0 | 0.003045 | 1 | 86,223 |
0 | -0.473343 | 0.512039 | -0.134316 | -4.029688 | -2.554681 | -0.723857 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.003856 | 1 | 86,224 |
-0.253635 | -0.473343 | 0.198498 | -0.134132 | -0.635696 | -0.834771 | -0.728151 | -0.000317 | -0.6 | 0.249689 | 0 | -0.000203 | 0.003857 | 1 | 86,225 |
0 | -0.156482 | 0.512039 | -0.133947 | -0.844562 | -0.971018 | -0.728151 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.003857 | 1 | 86,226 |
-0.507425 | -0.631798 | -0.115233 | -0.133947 | -0.810689 | -1.329392 | -0.727937 | 0.000016 | -0.6 | 0.249689 | 0 | -0.000407 | 0.004871 | 1 | 86,227 |
0.507425 | 0.160573 | 0.512039 | -0.133947 | -0.383179 | -0.971018 | -0.727937 | 0 | -0.6 | 0.249689 | 0 | 0.000407 | 0.004262 | 1 | 86,228 |
-0.253687 | -0.790269 | 0.198435 | -0.133947 | -3.117607 | -1.942037 | -0.727937 | 0 | -0.6 | 0.249689 | 0 | -0.000203 | 0.004263 | 1 | 86,229 |
-0.507528 | -0.473343 | -0.115361 | -0.133762 | -0.107129 | -0.222127 | -0.727937 | 0 | -0.6 | 0.249689 | 0 | -0.000407 | 0.00467 | 1 | 86,230 |
0 | -0.156288 | 0.512039 | -0.133578 | -0.527423 | -0.716748 | -0.725789 | 0.000159 | -0.6 | 0.249689 | 0 | 0 | 0.005075 | 1 | 86,231 |
0.507528 | 0.160702 | -0.115616 | -0.133762 | 0.44514 | 0.093124 | -0.725789 | 0 | -0.6 | 0.249689 | 0 | 0.000407 | 0.005477 | 1 | 86,232 |
-0.253738 | -0.473343 | -0.115361 | -0.133762 | -0.630043 | -0.834771 | -0.725789 | 0 | -0.6 | 0.249689 | 0 | -0.000203 | 0.006085 | 1 | 86,233 |
1.648376 | 1.585943 | 0.512039 | -0.133762 | -0.983475 | -1.583663 | -0.724071 | 0.000127 | -0.6 | 0.249689 | 0 | 0.001322 | 0.004561 | 1 | 86,234 |
-1.140951 | -1.898713 | -0.89839 | 3.495543 | -2.141301 | -1.942037 | -0.724071 | 0 | -0.6 | 0 | -0.385986 | -0.000915 | 0.005173 | 1 | 86,235 |
0 | -0.473343 | 0.512039 | 12.584502 | -4.029688 | -2.554681 | -0.724071 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.005173 | 1 | 86,236 |
0.253635 | -0.156482 | -0.74276 | -0.134316 | 0.578015 | 1.078752 | -0.732661 | -0.000635 | -0.6 | 0 | -0.385986 | 0.000203 | 0.004868 | 1 | 86,237 |
0.253583 | -0.156546 | 0.512039 | -0.134316 | -0.814571 | -0.222127 | -0.732661 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.004665 | 1 | 86,238 |
0 | -0.473343 | 0.198562 | -0.134316 | -0.295691 | -0.222127 | -0.732661 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.004665 | 1 | 86,239 |
-0.507218 | -0.79014 | -0.428582 | -0.133947 | 0.177983 | -0.05052 | -0.738673 | -0.000444 | -0.6 | 0 | -0.385986 | -0.000407 | 0.005476 | 1 | 86,240 |
-0.253687 | -0.790269 | -0.115233 | -0.133762 | -0.229549 | -0.43528 | -0.738029 | 0.000048 | -0.6 | 0 | -0.385986 | -0.000203 | 0.006387 | 1 | 86,241 |
-0.507528 | -0.790334 | -0.115361 | -0.133762 | -1.010338 | -1.132165 | -0.738029 | 0 | -0.6 | 0 | -0.385986 | -0.000407 | 0.006289 | 1 | 86,242 |
1.014849 | 1.111287 | 1.139438 | -0.134132 | 0.236068 | 0.216654 | -0.738029 | 0 | -0.6 | 0 | -0.385986 | 0.000814 | 0.005677 | 1 | 86,243 |
-0.76106 | -0.790205 | -0.428773 | -0.133762 | -0.3091 | -0.358374 | -0.734808 | 0.000238 | -0.6 | 0 | -0.385986 | -0.00061 | 0.004871 | 1 | 86,244 |
0.507425 | 0.160573 | 0.825706 | -0.133947 | -1.09313 | -1.583663 | -0.734808 | 0 | -0.6 | 0 | -0.385986 | 0.000407 | 0.004869 | 1 | 86,245 |
0.253635 | -0.156482 | 0.198435 | -0.134316 | -0.309899 | -1.132165 | -0.737385 | -0.00019 | -0.6 | 0 | -0.385986 | 0.000203 | 0.004463 | 1 | 86,246 |
0.760595 | 0.476855 | 1.138927 | -0.134685 | -0.323653 | -0.834771 | -0.736526 | 0.000063 | -0.6 | 0 | -0.385986 | 0.00061 | 0.003651 | 1 | 86,247 |
0.253429 | -0.156739 | 0.19869 | -0.135054 | -0.341117 | -0.161147 | -0.736526 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.003448 | 1 | 86,248 |
0.253377 | -0.156803 | 0.512039 | -0.135238 | -2.141301 | -1.583663 | -0.736526 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.00284 | 1 | 86,249 |
-0.253377 | -0.473343 | 0.198817 | -0.13487 | -0.803005 | -0.971018 | -0.739317 | -0.000206 | -0.6 | 0 | -0.385986 | -0.000203 | 0.003043 | 1 | 86,250 |
1.013201 | 0.79243 | -0.428008 | -0.135606 | -0.235126 | 0 | -0.739317 | 0 | -0.6 | 0 | -0.385986 | 0.000812 | 0.002636 | 1 | 86,251 |
-0.253223 | -0.78969 | 0.199008 | -0.13579 | -1.266875 | -1.942037 | -0.739747 | -0.000032 | -0.6 | 0 | -0.385986 | -0.000203 | 0.002839 | 1 | 86,252 |
0.253223 | -0.156996 | 0.825069 | -0.13579 | -0.767863 | -1.583663 | -0.739747 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.002433 | 1 | 86,253 |
-0.253223 | -0.15706 | -0.114087 | -0.135422 | -0.309899 | -0.43528 | -0.74082 | -0.000079 | -0.6 | 0 | -0.385986 | -0.000203 | 0.003041 | 1 | 86,254 |
0 | -0.473343 | -0.427435 | -0.135422 | -0.595935 | -0.716748 | -0.74082 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.003446 | 1 | 86,255 |
0 | -0.473343 | 0.512039 | -0.135422 | -0.53928 | -1.329392 | -0.739961 | 0.000064 | -0.6 | 0 | -0.385986 | 0 | 0.003041 | 1 | 86,256 |
-0.253274 | -0.473343 | 0.198944 | -0.135422 | -0.39606 | -0.716748 | -0.739961 | 0 | -0.6 | 0 | -0.385986 | -0.000203 | 0.003244 | 1 | 86,257 |
-0.126656 | -0.631573 | -0.114341 | -0.135238 | -1.467154 | -1.583663 | -0.738888 | 0.000079 | -0.6 | 0 | -0.385986 | -0.000102 | 0.003649 | 1 | 86,258 |
-0.126669 | -0.315113 | -1.054547 | -0.135054 | -0.324472 | -0.05052 | -0.738888 | 0 | -0.6 | 0 | -0.385986 | -0.000102 | 0.003852 | 1 | 86,259 |
-0.760286 | -0.789883 | -0.427817 | -0.13487 | -0.49438 | -0.519521 | -0.738888 | 0 | -0.6 | 0 | -0.385986 | -0.00061 | 0.004462 | 1 | 86,260 |
0.506909 | 0.476469 | 0.512039 | -0.13487 | -0.11956 | -0.161147 | -0.731157 | 0.000571 | -0.6 | 0 | -0.385986 | 0.000406 | 0.00365 | 1 | 86,261 |
-0.253429 | -0.473343 | 0.198753 | -0.13487 | -0.854923 | -1.132165 | -0.72944 | 0.000127 | -0.6 | 0 | -0.385986 | -0.000203 | 0.004056 | 1 | 86,262 |
0.253429 | -0.156739 | 0.512039 | -0.135054 | -0.988747 | -0.834771 | -0.72944 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.003954 | 1 | 86,263 |
0.506703 | 0.159672 | 0.82526 | 0.771351 | -0.594612 | -0.222127 | -0.72944 | 0 | -0.6 | 0 | -0.385986 | 0.000406 | 0.003244 | 1 | 86,264 |
0.506497 | 0.159415 | -0.114341 | -0.135422 | 0.225601 | 0.451498 | -0.737814 | -0.000619 | -0.6 | 0 | -0.385986 | 0.000406 | 0.002838 | 1 | 86,265 |
0.253172 | -0.15706 | -1.993989 | -0.13579 | 0.746856 | -0.834771 | -0.737814 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.002837 | 1 | 86,266 |
-0.253172 | -0.157125 | 0.199071 | -0.135974 | -0.482333 | -0.612644 | -0.738029 | -0.000016 | -0.6 | 0 | -0.385986 | -0.000203 | 0.002028 | 1 | 86,267 |
0.253172 | -0.15706 | 0.512039 | -0.136158 | -1.575427 | -1.329392 | -0.738029 | 0 | -0.6 | 0 | -0.385986 | 0.000203 | 0.001825 | 1 | 86,268 |
0.759207 | 0.47512 | 0.824942 | -0.136526 | 0.127105 | -0.104104 | -0.749839 | -0.000873 | -0.6 | 0 | -0.385986 | 0.000609 | 0.001419 | 1 | 86,269 |
0.758745 | 0.790377 | 0.512039 | -0.136893 | -0.242884 | -0.358374 | -0.749839 | 0 | -0.6 | 0 | -0.385986 | 0.000608 | 0.001013 | 1 | 86,270 |
0 | -0.473343 | 0.512039 | -0.137076 | -1.812713 | -1.942037 | -0.734808 | 0.001111 | -0.6 | 0 | -0.385986 | 0 | 0 | 0 | 86,271 |
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