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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.252403 | -0.473343 | 0.200021 | -0.138358 | -0.634277 | -0.43528 | -0.708611 | 0.003413 | -0.4 | -0.785587 | -0 | -0.000202 | 0.006657 | 1 | 86,472 |
1.009306 | 0.787565 | -0.424392 | -0.139089 | 0.16083 | 0.358374 | -0.708611 | 0 | -0.4 | -0.785587 | -0 | 0.000809 | 0.005847 | 1 | 86,473 |
0.504347 | 0.156728 | 0.512039 | -0.139637 | -0.544093 | -0.519521 | -0.708611 | 0 | -0.4 | -0.785587 | -0 | 0.000404 | 0.005644 | 1 | 86,474 |
0.504143 | 0.156474 | 0.200337 | -0.139819 | -0.651539 | -0.222127 | -0.688855 | 0.00146 | -0.4 | -1 | 0.614014 | 0.000404 | 0.005441 | 1 | 86,475 |
0.251995 | 0.156219 | 0.200463 | 0.761826 | 1.029191 | 1.121185 | -0.688855 | 0 | -0.4 | -1 | 0.614014 | 0.000202 | 0.004837 | 1 | 86,476 |
-0.251995 | 0.156092 | 0.200526 | -0.139819 | 0.712391 | 0.562124 | -0.737385 | -0.003588 | -0.4 | -1 | 0.614014 | -0.000202 | 0.004637 | 1 | 86,477 |
0.251995 | -0.15853 | 0.823551 | -0.140002 | -0.333566 | -0.43528 | -0.792141 | -0.004048 | -0.4 | -1 | 0.614014 | 0.000202 | 0.005038 | 1 | 86,478 |
0 | 0.156092 | -0.11105 | 0.761098 | 0.336945 | 0.216654 | -0.792141 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.005239 | 1 | 86,479 |
0.75568 | 1.099768 | 0.512039 | 0.76037 | 1.086675 | 0.612644 | -0.792141 | 0 | -0.4 | -1 | 0.614014 | 0.000606 | 0.005035 | 1 | 86,480 |
-0.251842 | 0.470143 | -0.110673 | -0.140548 | 0.446194 | 0.216654 | -0.741465 | 0.003746 | -0.4 | -1 | 0.614014 | -0.000202 | 0.004835 | 1 | 86,481 |
0.503634 | 0.155838 | 0.200651 | -0.140548 | -0.896117 | -1.132165 | -0.741465 | 0 | -0.4 | -1 | 0.614014 | 0.000404 | 0.005235 | 1 | 86,482 |
-0.503634 | -0.473343 | -0.110547 | -0.140548 | -0.634277 | -0.519521 | -0.749195 | -0.000571 | -0.4 | -1 | 0.614014 | -0.000404 | 0.00604 | 1 | 86,483 |
-0.251893 | -0.473343 | -0.110799 | -0.140184 | 0.791263 | 0.535739 | -0.749195 | 0 | -0.4 | -1 | 0.614014 | -0.000202 | 0.006844 | 1 | 86,484 |
-0.251944 | -0.473343 | 0.200588 | 0.761462 | -0.299602 | -0.43528 | -0.727722 | 0.001587 | -0.4 | -1 | 0.614014 | -0.000202 | 0.006645 | 1 | 86,485 |
0.251944 | -0.158594 | 0.200526 | 0.761826 | -0.193278 | -0.222127 | -0.727722 | 0 | -0.4 | -1 | 0.614014 | 0.000202 | 0.006242 | 1 | 86,486 |
-0.755985 | -0.788092 | -0.4225 | -0.139819 | 0.781212 | 0.480479 | -0.728581 | -0.000063 | -0.4 | -1 | 0.614014 | -0.000606 | 0.006446 | 1 | 86,487 |
-0.252097 | -0.158467 | 0.2004 | -0.139819 | 1.032791 | 0.508541 | -0.729654 | -0.000079 | -0.4 | -1 | 0.614014 | -0.000202 | 0.006849 | 1 | 86,488 |
0.252097 | 0.156474 | 0.512039 | -0.139819 | 1.011148 | 0.535739 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0.000202 | 0.006848 | 1 | 86,489 |
0.252046 | -0.158467 | 0.2004 | -0.139819 | 1.177336 | 1.187672 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0.000202 | 0.007248 | 1 | 86,490 |
-0.252046 | -0.473343 | 0.200463 | -0.139637 | 0.43471 | 0.358374 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | -0.000202 | 0.008653 | 1 | 86,491 |
0 | -0.158467 | 0.2004 | -0.139637 | 0.373281 | 0.136247 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.009053 | 1 | 86,492 |
-0.504245 | -0.473343 | -1.046786 | 0.763285 | 1.088373 | 0.809872 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | -0.000404 | 0.009257 | 1 | 86,493 |
0 | -0.473343 | 0.200274 | -0.139272 | -0.508955 | -0.358374 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.009858 | 1 | 86,494 |
-1.261505 | -0.473343 | -1.047417 | 0.764747 | 0.73014 | 1.064142 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | -0.001011 | 0.01127 | 1 | 86,495 |
0.252403 | 0.472433 | 0.512039 | -0.138724 | 1.016483 | 0.829298 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0.000202 | 0.010267 | 1 | 86,496 |
0 | -0.158084 | 0.200021 | 0.764381 | 0.834568 | 0.587745 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.009866 | 1 | 86,497 |
0 | -0.158084 | -0.112059 | 0.764747 | 0.780862 | 0.358374 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.010867 | 1 | 86,498 |
0 | -0.158084 | 0.200021 | -0.138541 | 0.580346 | 0.480479 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.011068 | 1 | 86,499 |
-1.515185 | -0.473343 | -1.361013 | -0.137626 | 1.162841 | 1.307295 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | -0.001215 | 0.012282 | 1 | 86,500 |
0 | 0.157877 | 0.512039 | -0.137443 | 1.026551 | 0.790009 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.012683 | 1 | 86,501 |
0.505266 | 0.157877 | 0.512039 | 0.76621 | 0.096341 | 0.325017 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0.000405 | 0.012478 | 1 | 86,502 |
0.252556 | 0.157621 | 0.512039 | 0.765478 | 0.734081 | 0.612644 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0.000202 | 0.011675 | 1 | 86,503 |
0.504959 | 0.788075 | 0.824182 | -0.138724 | 0.993073 | 0.727593 | -0.729654 | 0 | -0.4 | -1 | 0.614014 | 0.000405 | 0.01107 | 1 | 86,504 |
11.557998 | 14.278269 | 6.429596 | 1.64394 | 1.985675 | 1.819325 | -0.657505 | 0.005334 | -0.4 | 0.732051 | 2.346065 | 0.009267 | 0.001002 | 1 | 86,505 |
1.249875 | 5.140554 | -0.106427 | 0.743431 | 2.068021 | 2.044927 | -0.657505 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001002 | 0.0002 | 1 | 86,506 |
0.499599 | 2.95634 | -1.96083 | -0.148129 | 0.840687 | 0.612644 | -0.657505 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000401 | 0 | 0 | 86,507 |
0.499399 | 2.332199 | 0.512039 | 1.637492 | 0.89651 | 1.329392 | -0.766373 | -0.008048 | -0.4 | 0.732051 | 2.346065 | 0.0004 | -0.0004 | 0 | 86,508 |
1.496999 | 1.708309 | 0.512039 | -0.149023 | 0.824723 | 1.093124 | -0.766373 | 0 | -0.4 | 0.732051 | 2.346065 | 0.0012 | -0.001801 | 0 | 86,509 |
-0.4988 | -0.161866 | -0.412969 | 0.743431 | 0.729502 | 0.809872 | -0.766159 | 0.000016 | -0.4 | 0.732051 | 2.346065 | -0.0004 | -0.001001 | 0 | 86,510 |
-0.499 | 0.461277 | -0.721922 | 0.745576 | 0.678075 | 0.612644 | -0.766159 | 0 | -0.4 | 0.732051 | 2.346065 | -0.0004 | 0.0002 | 1 | 86,511 |
-0.499199 | -0.161616 | -1.031184 | 1.638565 | 0.402217 | 0.290351 | -0.78119 | -0.001111 | -0.4 | 0.732051 | 2.346065 | -0.0004 | 0.0008 | 1 | 86,512 |
-0.249675 | 0.773689 | -0.105312 | -0.148486 | 1.048135 | 0.76969 | -0.78119 | 0 | -0.4 | 0.732051 | 2.346065 | -0.0002 | 0.001001 | 1 | 86,513 |
0.748874 | 1.085603 | 0.512039 | -0.148665 | 0.937502 | 0.971018 | -0.789779 | -0.000635 | -0.4 | 0.732051 | 2.346065 | 0.0006 | 0.0008 | 1 | 86,514 |
-0.249575 | 0.150048 | 0.203518 | -0.148665 | 1.31489 | 0.866915 | -0.789779 | 0 | -0.4 | 0.732051 | 2.346065 | -0.0002 | 0.0006 | 1 | 86,515 |
-0.998799 | -0.473343 | -1.031493 | -0.14795 | 0.560394 | 0 | -0.778183 | 0.000857 | -0.4 | 0.732051 | 2.346065 | -0.000801 | 0.001801 | 1 | 86,516 |
-0.249825 | -0.161304 | -0.105683 | -0.147591 | -0.324472 | -0.104104 | -0.778183 | 0 | -0.4 | 0.732051 | 2.346065 | -0.0002 | 0.002601 | 1 | 86,517 |
-0.749774 | -0.473343 | -1.03304 | -0.147054 | -0.099358 | -0.222127 | -0.768091 | 0.000746 | -0.4 | 0.732051 | 2.346065 | -0.000601 | 0.002602 | 1 | 86,518 |
0.249975 | 0.775438 | 0.512039 | 0.747726 | 0.517137 | 0.047788 | -0.768091 | 0 | -0.4 | 0.732051 | 2.346065 | 0.0002 | 0.003002 | 1 | 86,519 |
-1.500601 | -1.097984 | -2.271334 | -0.146156 | 0.604097 | 0.421534 | -0.763367 | 0.000349 | -0.4 | 0.732051 | 2.346065 | -0.001203 | 0.003605 | 1 | 86,520 |
-2.755801 | -0.473343 | -2.894645 | 0.753123 | 1.098317 | 0.636861 | -0.763367 | 0 | -0.4 | 0.732051 | 2.346065 | -0.00221 | 0.005415 | 1 | 86,521 |
0.250779 | 0.153181 | -0.728624 | -0.144354 | 0.946367 | 0.358374 | -0.772815 | -0.000698 | -0.4 | 0.732051 | 2.346065 | 0.000201 | 0.005214 | 1 | 86,522 |
0 | -0.160112 | 0.202029 | 0.752762 | -0.705114 | -0.612644 | -0.772815 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.005214 | 1 | 86,523 |
0.250729 | 0.46616 | 0.512039 | -0.144535 | -0.512372 | -0.358374 | -0.773245 | -0.000032 | -0.4 | 0.732051 | 2.346065 | 0.000201 | 0.005013 | 1 | 86,524 |
0.250678 | 0.778951 | -0.107919 | -0.144535 | 1.25507 | 0.76969 | -0.773245 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000201 | 0.005211 | 1 | 86,525 |
-0.501407 | -0.786511 | -0.417804 | 0.753123 | -0.275025 | -0.287628 | -0.770238 | 0.000222 | -0.4 | 0.732051 | 2.346065 | -0.000402 | 0.005214 | 1 | 86,526 |
-0.501609 | -0.786637 | -0.418178 | -0.144174 | -0.086819 | -0.222127 | -0.770238 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000402 | 0.005616 | 1 | 86,527 |
0.752337 | 0.466538 | 0.512039 | -0.144535 | -0.263862 | -0.287628 | -0.770238 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000603 | 0.005412 | 1 | 86,528 |
0.250678 | 0.465972 | 0.512039 | -0.144895 | 1.396925 | 0.937661 | -0.770238 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000201 | 0.004812 | 1 | 86,529 |
0.501205 | 0.152804 | -0.107794 | -0.145076 | 0.200509 | 0.047788 | -0.774318 | -0.000302 | -0.4 | 0.732051 | 2.346065 | 0.000402 | 0.00441 | 1 | 86,530 |
-0.501205 | -0.473343 | -0.107545 | 0.752401 | -0.701912 | -0.971018 | -0.774318 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000402 | 0.005211 | 1 | 86,531 |
1.00221 | 1.404343 | 0.202153 | -0.145436 | 1.139482 | 0.451498 | -0.779042 | -0.000349 | -0.4 | 0.732051 | 2.346065 | 0.000804 | 0.004008 | 1 | 86,532 |
0.500803 | 0.465029 | 0.512039 | 0.749881 | -0.329414 | -0.358374 | -0.779042 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000402 | 0.005205 | 1 | 86,533 |
0.750828 | 0.464652 | 0.512039 | -0.146515 | 0.252896 | 0.683391 | -0.779042 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000602 | 0.003005 | 1 | 86,534 |
-0.500502 | 0.151674 | -0.416124 | 0.75024 | 0.687917 | 0.535739 | -0.773889 | 0.000381 | -0.4 | 0.732051 | 2.346065 | -0.000401 | 0.004405 | 1 | 86,535 |
-0.250326 | -0.786071 | -0.726133 | 0.749881 | -0.031386 | -0.161147 | -0.773889 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000201 | 0.004606 | 1 | 86,536 |
-0.500803 | 0.777192 | -0.416684 | -0.145616 | 1.677431 | 1.187672 | -0.760361 | 0.001 | -0.4 | 0.732051 | 2.346065 | -0.000402 | 0.005008 | 1 | 86,537 |
0.250427 | 0.777694 | 0.202402 | 0.75024 | 1.433917 | 0.612644 | -0.760361 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000201 | 0.004207 | 1 | 86,538 |
0.250376 | 0.152175 | 0.202465 | -0.145796 | 0.436212 | 0.325017 | -0.750483 | 0.00073 | -0.4 | 0.732051 | 2.346065 | 0.000201 | 0.005205 | 1 | 86,539 |
0.750828 | 0.777192 | -0.107047 | -0.146515 | 0.331817 | -0.161147 | -0.750483 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000602 | 0.004603 | 1 | 86,540 |
1.500301 | 1.400955 | 0.512039 | -0.147412 | 0.27752 | -0.43528 | -0.76079 | -0.000762 | -0.4 | 0.732051 | 2.346065 | 0.001203 | 0.002801 | 1 | 86,541 |
0.499699 | 0.462961 | 0.512039 | -0.147771 | 0.352307 | 0 | -0.76079 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000401 | 0.003399 | 1 | 86,542 |
-0.249825 | -0.161304 | 0.203209 | -0.147771 | 0.574668 | 0.866915 | -0.764655 | -0.000286 | -0.4 | 0.732051 | 2.346065 | -0.0002 | 0.003998 | 1 | 86,543 |
0.749324 | 0.774688 | 0.512039 | -0.148486 | 0.888561 | 0.047788 | -0.764655 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000601 | 0.002999 | 1 | 86,544 |
0.499299 | 0.150423 | 0.203332 | -0.148308 | 0.205038 | 0.25427 | -0.758214 | 0.000476 | -0.4 | 0.732051 | 2.346065 | 0.0004 | 0.002199 | 1 | 86,545 |
-0.998799 | -0.785195 | -1.031493 | -0.147771 | 0.921714 | 0.636861 | -0.758214 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000801 | 0.003998 | 1 | 86,546 |
-0.499699 | -0.473343 | -0.723652 | 0.747008 | 0.233316 | 0 | -0.762293 | -0.000302 | -0.4 | 0.732051 | 2.346065 | -0.000401 | 0.004398 | 1 | 86,547 |
1.248873 | 1.398704 | -0.105931 | -0.148308 | 0.335668 | -0.358374 | -0.762293 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001001 | 0.003397 | 1 | 86,548 |
0.249625 | 0.150298 | -0.72291 | -0.148308 | 0.319579 | -0.05052 | -0.767018 | -0.000349 | -0.4 | 0.732051 | 2.346065 | 0.0002 | 0.003795 | 1 | 86,549 |
0 | 0.150173 | -1.031493 | -0.148665 | 0.467067 | 0.480479 | -0.767018 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.003596 | 1 | 86,550 |
0.4991 | 0.461837 | 0.203456 | -0.148844 | 0.782725 | 0.748892 | -0.767447 | -0.000032 | -0.4 | 0.732051 | 2.346065 | 0.0004 | 0.002797 | 1 | 86,551 |
0.249475 | 0.772941 | 0.203579 | 0.743431 | 0.474325 | 0.136247 | -0.767447 | 0 | -0.4 | 0.732051 | 2.346065 | 0.0002 | 0.003195 | 1 | 86,552 |
-0.748574 | -0.473343 | -0.413339 | 0.745218 | -0.076665 | -0.358374 | -0.773459 | -0.000444 | -0.4 | 0.732051 | 2.346065 | -0.0006 | 0.003197 | 1 | 86,553 |
-0.249625 | -0.473343 | -0.105189 | -0.148486 | -0.838436 | -0.834771 | -0.773459 | 0 | -0.4 | 0.732051 | 2.346065 | -0.0002 | 0.003397 | 1 | 86,554 |
-0.998999 | -0.785257 | -0.72291 | -0.148129 | -0.818479 | -1.329392 | -0.766373 | 0.000524 | -0.4 | 0.732051 | 2.346065 | -0.000801 | 0.004198 | 1 | 86,555 |
0.249825 | 0.462774 | 0.203147 | -0.14795 | 0.167754 | -0.43528 | -0.766373 | 0 | -0.4 | 0.732051 | 2.346065 | 0.0002 | 0.003998 | 1 | 86,556 |
0.249775 | 0.462586 | 0.203209 | 0.745218 | -0.064613 | -0.834771 | -0.766373 | 0 | -0.4 | 0.732051 | 2.346065 | 0.0002 | 0.003797 | 1 | 86,557 |
0 | 0.462399 | 0.512039 | -0.14795 | -0.13052 | -0.43528 | -0.778398 | -0.000889 | -0.4 | 0.732051 | 2.346065 | 0 | 0.003797 | 1 | 86,558 |
-0.249775 | -0.785382 | -0.105559 | 0.74665 | -1.546359 | -1.942037 | -0.778398 | 0 | -0.4 | 0.732051 | 2.346065 | -0.0002 | 0.004995 | 1 | 86,559 |
0.499499 | 0.150672 | -0.105683 | -0.148486 | 0.567236 | -0.612644 | -0.783981 | -0.000413 | -0.4 | 0.732051 | 2.346065 | 0.0004 | 0.004594 | 1 | 86,560 |
0.998399 | 1.708745 | 0.820683 | 1.63642 | 0.967397 | 0.76969 | -0.783981 | 0 | -0.4 | 0.732051 | 2.346065 | 0.0008 | 0.002797 | 1 | 86,561 |
0.249475 | 0.461463 | -0.413524 | 1.63642 | 0.422112 | -0.287628 | -0.775821 | 0.000603 | -0.4 | 0.732051 | 2.346065 | 0.0002 | 0.002597 | 1 | 86,562 |
0 | 0.149799 | 0.203641 | 1.63642 | 0.215571 | -0.287628 | -0.775821 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.001599 | 1 | 86,563 |
0.4988 | 0.461277 | 0.203641 | 0.743431 | 0.48504 | -0.222127 | -0.784411 | -0.000635 | -0.4 | 0.732051 | 2.346065 | 0.0004 | 0.001598 | 1 | 86,564 |
-0.4988 | 0.460903 | -0.104571 | 1.634814 | 0.820062 | 0.390518 | -0.784411 | 0 | -0.4 | 0.628626 | 1.414214 | -0.0004 | 0.002597 | 1 | 86,565 |
0.4988 | 0.461277 | 0.512039 | 1.634814 | 0.162222 | -0.43528 | -0.779901 | 0.000333 | -0.4 | 0.628626 | 1.414214 | 0.0004 | 0.001598 | 1 | 86,566 |
0.747826 | 0.460903 | -0.721428 | 1.63321 | 0.854169 | 0.390518 | -0.779901 | 0 | -0.4 | 0.628626 | 1.414214 | 0.0006 | 0.000999 | 1 | 86,567 |
-0.747826 | 0.460343 | -0.412414 | 4.310036 | -0.48017 | -0.43528 | -0.779901 | 0 | -0.4 | 0.628626 | 1.414214 | -0.0006 | 0.001199 | 1 | 86,568 |
0.747826 | 1.394589 | -0.104571 | 4.310036 | 0.180007 | 0.325017 | -0.785914 | -0.000444 | -0.4 | 0.628626 | 1.414214 | 0.0006 | 0.0002 | 1 | 86,569 |
-0.747826 | -0.473343 | -1.029024 | 1.634814 | 0.310023 | -0.104104 | -0.785914 | 0 | -0.4 | 0.628626 | 1.414214 | -0.0006 | 0.001199 | 1 | 86,570 |
-0.4988 | -0.161866 | -0.104571 | 0.743431 | 0.136635 | -0.716748 | -0.7726 | 0.000984 | -0.4 | 0.628626 | 1.414214 | -0.0004 | 0.001 | 1 | 86,571 |
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