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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 | -0.113706 | 0.769512 | -1.872422 | -1.329392 | -0.624222 | 0.000603 | -1 | 0.732051 | 2.346065 | 0 | 0.001217 | 1 | 87,072 |
0.758899 | 0.474735 | 0.824815 | 0.768777 | 0.883135 | 0.848307 | -0.624222 | 0 | -1 | 0.732051 | 2.346065 | 0.000608 | 0.000811 | 1 | 87,073 |
-1.265088 | -0.789305 | -1.051846 | -0.13579 | -0.134611 | 0.093124 | -0.62186 | 0.000175 | -1 | 0.732051 | 2.346065 | -0.001014 | 0.001825 | 1 | 87,074 |
0.506189 | 1.107108 | 0.512039 | -0.136526 | 0.87361 | 0.954497 | -0.62186 | 0 | -1 | 0.628626 | 1.414214 | 0.000406 | 0.001419 | 1 | 87,075 |
-0.759361 | -0.157253 | -0.739704 | -0.13579 | -0.055356 | -0.05052 | -0.60554 | 0.001206 | -1 | 0.628626 | 1.414214 | -0.000609 | 0.001825 | 1 | 87,076 |
0.253172 | -0.15706 | -0.114087 | -0.13579 | -0.503305 | -0.716748 | -0.60554 | 0 | -1 | 0.628626 | 1.414214 | 0.000203 | 0.002028 | 1 | 87,077 |
0.506189 | 0.15903 | 0.512039 | -0.136158 | -1.032785 | -0.716748 | -0.60554 | 0 | -1 | 0.628626 | 1.414214 | 0.000406 | 0.001419 | 1 | 87,078 |
0 | -0.157253 | 0.355626 | -0.136158 | -0.769659 | -0.612644 | -0.605325 | 0.000016 | -1 | 0.628626 | 1.414214 | 0 | 0.001419 | 1 | 87,079 |
0.758899 | 1.106467 | -0.113706 | -0.137076 | 0.972991 | 1.23748 | -0.603393 | 0.000143 | -1 | 0.628626 | 1.414214 | 0.000608 | 0.000811 | 1 | 87,080 |
0 | 0.474159 | 0.199389 | -0.136709 | -0.269789 | -0.43528 | -0.603393 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.001013 | 1 | 87,081 |
1.011147 | 0.789865 | 0.824625 | -0.137443 | -0.457944 | -0.287628 | -0.589865 | 0.001 | -1 | 0.628626 | 1.414214 | 0.000811 | -0.000203 | 0 | 87,082 |
-1.264062 | -0.789049 | -1.050578 | -0.136526 | 0.230243 | 0.093124 | -0.589865 | 0 | -1 | 0.628626 | 1.414214 | -0.001013 | 0.001216 | 1 | 87,083 |
-0.505984 | -0.157381 | -0.113452 | -0.136709 | -1.007594 | -1.132165 | -0.591368 | -0.000111 | -1 | 0.628626 | 1.414214 | -0.000406 | 0.001622 | 1 | 87,084 |
1.770046 | 1.737943 | 1.762765 | 0.766943 | 0.759833 | 0.047788 | -0.591368 | 0 | -1 | 0.628626 | 1.414214 | 0.001419 | 0 | 0 | 87,085 |
-1.011147 | -0.157701 | -0.737928 | -0.136709 | -0.145869 | -0.104104 | -0.591368 | 0 | -1 | 0.628626 | 1.414214 | -0.000811 | 0.000608 | 1 | 87,086 |
-1.265088 | -0.789305 | -1.051846 | 0.770247 | 0.768601 | 0.587745 | -0.590938 | 0.000032 | -1 | 0.628626 | 1.414214 | -0.001014 | 0.00142 | 1 | 87,087 |
1.012173 | 1.107108 | 0.824942 | -0.136342 | 0.078097 | -0.519521 | -0.590938 | 0 | -1 | 0.628626 | 1.414214 | 0.000812 | 0.001115 | 1 | 87,088 |
0.252915 | -0.157381 | 0.824688 | 0.768777 | -1.20157 | -1.329392 | -0.599742 | -0.000651 | -1 | 0.628626 | 1.414214 | 0.000203 | 0.000507 | 1 | 87,089 |
-0.758899 | -0.473343 | -0.426102 | 0.768777 | -1.171539 | -1.132165 | -0.599742 | 0 | -1 | 0.628626 | 1.414214 | -0.000608 | 0.001014 | 1 | 87,090 |
0 | 0.158773 | 0.512039 | -0.136526 | -1.233282 | -1.329392 | -0.595877 | 0.000286 | -1 | 0.628626 | 1.414214 | 0 | 0.000608 | 1 | 87,091 |
0.253018 | 0.158773 | 0.824815 | -0.136526 | -1.700023 | -1.329392 | -0.595877 | 0 | -1 | 0.628626 | 1.414214 | 0.000203 | 0.001216 | 1 | 87,092 |
0 | -0.473343 | 0.199262 | -0.136526 | -0.812627 | -1.132165 | -0.595877 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.001115 | 1 | 87,093 |
-1.012378 | 0.790377 | -0.73945 | -0.136158 | 0.51135 | 0.358374 | -0.598239 | -0.000175 | -1 | 0.628626 | 1.414214 | -0.000812 | 0.001825 | 1 | 87,094 |
1.012378 | 0.791403 | 0.825006 | -0.136526 | -0.132854 | -0.104104 | -0.598239 | 0 | -1 | 0.628626 | 1.414214 | 0.000812 | 0.001014 | 1 | 87,095 |
-0.759207 | -0.473343 | -0.426482 | -0.136342 | 0.697861 | -0.161147 | -0.60146 | -0.000238 | -1 | 0.628626 | 1.414214 | -0.000609 | 0.001622 | 1 | 87,096 |
0 | 0.15903 | 0.512039 | -0.135974 | -0.687724 | -0.358374 | -0.600601 | 0.000063 | -1 | 0.628626 | 1.414214 | 0 | 0.000812 | 1 | 87,097 |
0 | 0.15903 | 0.199071 | -0.13579 | -0.207109 | -0.104104 | -0.585355 | 0.001127 | -1 | 0.628626 | 1.414214 | 0 | 0.00142 | 1 | 87,098 |
0 | -0.157125 | -0.740212 | -0.135606 | 0.193319 | 0.25427 | -0.585355 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.000609 | 1 | 87,099 |
-1.266372 | -1.105973 | -1.053434 | -0.135238 | -0.803005 | -0.612644 | -0.599098 | -0.001016 | -1 | 0.628626 | 1.414214 | -0.001015 | 0.001421 | 1 | 87,100 |
1.013201 | 0.79243 | 1.451512 | -0.13579 | -0.960341 | -0.612644 | -0.599098 | 0 | -1 | 0.628626 | 1.414214 | 0.000812 | 0.000812 | 1 | 87,101 |
0.759361 | 0.475312 | 0.512039 | -0.136158 | -1.365888 | -0.612644 | -0.599742 | -0.000048 | -1 | 0.628626 | 1.414214 | 0.000609 | 0 | 0 | 87,102 |
0.253018 | -0.157253 | 0.199198 | 0.769144 | -0.108808 | 0.047788 | -0.599742 | 0 | -1 | 0.628626 | 1.414214 | 0.000203 | -0.000203 | 0 | 87,103 |
-0.253018 | -0.473343 | 0.199262 | -0.136342 | 0.436212 | -0.612644 | -0.590938 | 0.000651 | -1 | 0.628626 | 1.414214 | -0.000203 | 0.000203 | 1 | 87,104 |
-0.126528 | -0.473343 | 0.199198 | -0.136158 | -1.233282 | -0.716748 | -0.590938 | 0 | -1 | 0.628626 | 1.414214 | -0.000101 | 0.000304 | 1 | 87,105 |
0.632512 | 0.316842 | 0.668451 | -0.136526 | -0.154309 | -0.287628 | -0.592227 | -0.000095 | -1 | 0.628626 | 1.414214 | 0.000507 | -0.000203 | 0 | 87,106 |
0.252915 | -0.157381 | 0.199325 | -0.136893 | -0.409239 | -0.716748 | -0.592227 | 0 | -1 | 0.628626 | 1.414214 | 0.000203 | -0.000406 | 0 | 87,107 |
0.379276 | 0.158389 | 0.512039 | -0.137076 | -0.067733 | -0.104104 | -0.594159 | -0.000143 | -1 | 0.628626 | 1.414214 | 0.000304 | -0.000507 | 0 | 87,108 |
0.379161 | 0.000336 | 0.043182 | -0.137443 | 1.394915 | 0.829298 | -0.594159 | 0 | -1 | 0.628626 | 1.414214 | 0.000304 | -0.001014 | 0 | 87,109 |
0.505369 | 0.158005 | 0.824435 | 0.766576 | 0.320893 | -0.519521 | -0.594159 | 0 | -1 | 0.628626 | 1.414214 | 0.000405 | -0.001419 | 0 | 87,110 |
0.252608 | -0.157765 | 0.199705 | -0.137809 | -0.139324 | -0.358374 | -0.590509 | 0.00027 | -1 | 0.628626 | 1.414214 | 0.000203 | -0.001621 | 0 | 87,111 |
-0.252608 | -0.631124 | -0.112565 | -0.137809 | -0.024099 | -0.358374 | -0.589221 | 0.000095 | -1 | 0.628626 | 1.414214 | -0.000203 | -0.001419 | 0 | 87,112 |
0.252608 | -0.157765 | 0.512039 | -0.137809 | 0.292626 | -0.358374 | -0.589221 | 0 | -1 | 0.628626 | 1.414214 | 0.000203 | -0.001621 | 0 | 87,113 |
-0.88435 | -0.788921 | -0.581183 | -0.13726 | -0.054846 | 0.093124 | -0.590724 | -0.000111 | -1 | 0.628626 | 1.414214 | -0.000709 | -0.000507 | 0 | 87,114 |
0.126374 | -0.315466 | 0.355801 | 0.767309 | -0.017858 | -0.612644 | -0.590724 | 0 | -1 | 0.628626 | 1.414214 | 0.000101 | -0.000405 | 0 | 87,115 |
0 | -0.157637 | 0.512039 | -0.137443 | 0.334387 | 0.136247 | -0.590938 | -0.000016 | -1 | 0.628626 | 1.414214 | 0 | 0 | 0 | 87,116 |
0.505369 | 0.473583 | 0.512039 | -0.137626 | -0.319573 | -0.358374 | -0.590938 | 0 | -1 | 0.628626 | 1.414214 | 0.000405 | -0.000608 | 0 | 87,117 |
0.505164 | 0.157749 | 0.35588 | 0.76621 | -0.313105 | -0.05052 | -0.590938 | 0 | -1 | 0.628626 | 1.414214 | 0.000405 | -0.00081 | 0 | 87,118 |
-0.505164 | -0.788857 | -0.424772 | 0.766576 | 0.351561 | 0 | -0.5933 | -0.000175 | -1 | 0.628626 | 1.414214 | -0.000405 | -0.000507 | 0 | 87,119 |
-0.252659 | -0.788985 | -0.425151 | -0.137443 | -0.401671 | -0.519521 | -0.5933 | 0 | -1 | 0.628626 | 1.414214 | -0.000203 | -0.000304 | 0 | 87,120 |
0 | -0.473343 | -0.112818 | 1.672245 | -0.632862 | -0.43528 | -0.593086 | 0.000016 | -1 | 0.628626 | 1.414214 | 0 | 0.000203 | 1 | 87,121 |
-0.25271 | -0.473343 | 0.199642 | -0.137443 | -0.983475 | -0.834771 | -0.593086 | 0 | -1 | 0.628626 | 1.414214 | -0.000203 | 0.000203 | 1 | 87,122 |
0.25271 | -0.157637 | 0.199579 | -0.137626 | 0.358239 | 0 | -0.585141 | 0.000587 | -1 | 0.628626 | 1.414214 | 0.000203 | 0.000203 | 1 | 87,123 |
0 | 0.157877 | 0.512039 | -0.137626 | -0.071919 | -0.287628 | -0.585141 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000405 | 0 | 87,124 |
0 | -0.157701 | 0.512039 | 0.766943 | -1.376287 | -1.132165 | -0.610694 | -0.001889 | -1 | 0.628626 | 1.414214 | 0 | -0.000811 | 0 | 87,125 |
-0.25271 | -0.789049 | -0.112818 | -0.137443 | -0.437556 | -0.43528 | -0.612197 | -0.000111 | -1 | 0.628626 | 1.414214 | -0.000203 | -0.000811 | 0 | 87,126 |
0.505369 | 0.158005 | 0.512039 | 0.766576 | -1.109277 | -0.43528 | -0.612197 | 0 | -1 | 0.628626 | 1.414214 | 0.000405 | -0.001216 | 0 | 87,127 |
-0.252659 | -0.788985 | 0.199705 | -0.137626 | -1.801491 | -1.942037 | -0.612626 | -0.000032 | -1 | 0.628626 | 1.414214 | -0.000203 | -0.001216 | 0 | 87,128 |
0 | -0.157701 | 0.512039 | 0.766943 | -0.162261 | -0.612644 | -0.612626 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000912 | 0 | 87,129 |
0 | -0.157701 | 0.512039 | -0.137626 | -0.39606 | -0.612644 | -0.612626 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.001216 | 0 | 87,130 |
0.252659 | 0.157877 | 0.512039 | 0.766576 | 0.133354 | 0.093124 | -0.568606 | 0.003254 | -1 | 0.628626 | 1.414214 | 0.000203 | -0.001013 | 0 | 87,131 |
-0.505369 | -0.473343 | -0.112691 | -0.137626 | 0.183699 | -0.222127 | -0.566244 | 0.000175 | -1 | 0.628626 | 1.414214 | -0.000405 | -0.001014 | 0 | 87,132 |
0.505369 | 0.158005 | 0.824435 | 0.766576 | -0.570053 | -0.716748 | -0.566244 | 0 | -1 | 0.628626 | 1.414214 | 0.000405 | -0.001825 | 0 | 87,133 |
0 | -0.473343 | -0.112691 | -0.137626 | -0.309899 | -0.358374 | -0.566244 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.002028 | 0 | 87,134 |
-0.252659 | -0.157765 | 0.199705 | 0.766943 | -0.676929 | -0.43528 | -0.564097 | 0.000159 | -1 | 0.464102 | 0.614014 | -0.000203 | -0.001622 | 0 | 87,135 |
-0.25271 | -0.473343 | 0.199642 | 0.767309 | -0.905184 | -0.716748 | -0.583423 | -0.001429 | -1 | 0.464102 | 0.614014 | -0.000203 | -0.001217 | 0 | 87,136 |
-0.252761 | -0.157637 | -0.112945 | 0.767309 | 0.405846 | 0 | -0.583423 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | -0.001217 | 0 | 87,137 |
0.631807 | 0.473775 | 0.980705 | -0.137626 | 0.134085 | -0.222127 | -0.583423 | 0 | -1 | 0.464102 | 0.614014 | 0.000507 | -0.000709 | 0 | 87,138 |
-0.50542 | -0.631172 | -0.268992 | 0.767309 | 0.299213 | -0.05052 | -0.558085 | 0.001873 | -1 | 0.464102 | 0.614014 | -0.000405 | -0.000507 | 0 | 87,139 |
-0.126387 | -0.315466 | 0.355801 | -0.13726 | -0.708334 | -0.834771 | -0.558085 | 0 | -1 | 0.464102 | 0.614014 | -0.000101 | 0 | 0 | 87,140 |
-0.505676 | -0.473343 | -0.113071 | -0.137076 | -1.419901 | -1.329392 | -0.5656 | -0.000556 | -1 | 0.464102 | 0.614014 | -0.000405 | 0.000608 | 1 | 87,141 |
1.011147 | 0.789865 | 0.980895 | -0.137443 | -0.09606 | -0.05052 | -0.5656 | 0 | -1 | 0.464102 | 0.614014 | 0.000811 | -0.000405 | 0 | 87,142 |
-0.126349 | -0.473343 | 0.199642 | -0.137443 | 0.084908 | -0.43528 | -0.564097 | 0.000111 | -1 | 0.464102 | 0.614014 | -0.000101 | -0.000608 | 0 | 87,143 |
-0.126361 | -0.315498 | 0.355832 | -0.137443 | 0.676395 | 1.78089 | -0.564097 | 0 | -1 | 0.464102 | 0.614014 | -0.000101 | -0.000811 | 0 | 87,144 |
0 | -0.157637 | 0.199579 | -0.137443 | -0.53928 | -0.834771 | -0.559588 | 0.000333 | -1 | 0.464102 | 0.614014 | 0 | -0.000709 | 0 | 87,145 |
0 | -0.315482 | 0.199579 | -0.13726 | 0.460126 | 0.177365 | -0.559588 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.000709 | 0 | 87,146 |
-1.011352 | -0.789113 | -0.738181 | -0.136893 | -0.434561 | -0.287628 | -0.563023 | -0.000254 | -1 | 0.464102 | 0.614014 | -0.000811 | 0.000203 | 1 | 87,147 |
0.758591 | 0.474351 | 0.824688 | -0.137076 | 0.845182 | 0 | -0.563023 | 0 | -1 | 0.464102 | 0.614014 | 0.000608 | -0.000405 | 0 | 87,148 |
-1.011557 | -0.789177 | -0.738435 | -0.136526 | 1.43111 | 0.421534 | -0.559373 | 0.00027 | -1 | 0.464102 | 0.614014 | -0.000811 | 0.000608 | 1 | 87,149 |
-0.253018 | 0.158645 | 0.199262 | -0.136342 | 0.321418 | 0.290351 | -0.559373 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.001014 | 1 | 87,150 |
0.253018 | -0.157253 | 0.199198 | -0.136342 | -0.023134 | -0.287628 | -0.561306 | -0.000143 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.001014 | 1 | 87,151 |
-0.253018 | -0.473343 | 0.199262 | -0.136158 | -0.416911 | -0.612644 | -0.561306 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.001217 | 1 | 87,152 |
0 | -0.157253 | -0.113706 | -0.136526 | -0.058938 | -0.971018 | -0.561306 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.001217 | 1 | 87,153 |
0.253018 | -0.157253 | 0.512039 | -0.136526 | -0.757204 | -0.612644 | -0.560232 | 0.000079 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.000811 | 1 | 87,154 |
0 | -0.157317 | 0.512039 | -0.136342 | -0.818479 | -0.716748 | -0.561735 | -0.000111 | -1 | 0.464102 | 0.614014 | 0 | 0.000608 | 1 | 87,155 |
0 | -0.473343 | -0.113579 | -0.136342 | -0.343656 | -0.287628 | -0.561735 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000811 | 1 | 87,156 |
0 | -0.157317 | 0.355658 | -0.136342 | 0.162569 | -0.161147 | -0.563238 | -0.000111 | -1 | 0.464102 | 0.614014 | 0 | 0.000608 | 1 | 87,157 |
0.252966 | 0.474543 | 0.824752 | -0.136709 | -0.380457 | -0.43528 | -0.563238 | 0 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.000811 | 1 | 87,158 |
-0.252966 | -0.157381 | 0.199325 | -0.136342 | -0.391426 | -0.716748 | -0.563238 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.001216 | 1 | 87,159 |
0 | -0.157317 | 0.512039 | -0.136709 | -0.630043 | -0.834771 | -0.557226 | 0.000444 | -1 | 0.464102 | 0.614014 | 0 | 0.001014 | 1 | 87,160 |
0 | 0.000672 | 0.512039 | -0.136526 | -0.746741 | -0.834771 | -0.557226 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.001014 | 1 | 87,161 |
0 | -0.157317 | 0.512039 | -0.136526 | -1.835848 | -1.329392 | -0.567318 | -0.000746 | -1 | 0.464102 | 0.614014 | 0 | 0.001014 | 1 | 87,162 |
0 | -0.473343 | 0.512039 | -0.136526 | -3.407096 | -1.942037 | -0.567318 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.001419 | 1 | 87,163 |
0.505881 | 0.474543 | 0.824752 | 0.768043 | -1.02993 | -0.971018 | -0.563882 | 0.000254 | -1 | 0.464102 | 0.614014 | 0.000406 | 0.001216 | 1 | 87,164 |
0.252864 | 0.158389 | -0.113325 | -0.137076 | -0.112746 | 0 | -0.563882 | 0 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.000811 | 1 | 87,165 |
0.505573 | 0.158261 | 1.137022 | -0.13726 | -0.803005 | -0.971018 | -0.567962 | -0.000302 | -1 | 0.464102 | 0.614014 | 0.000405 | 0.000405 | 1 | 87,166 |
-0.252761 | -0.789113 | 0.199579 | -0.13726 | -3.407096 | -1.942037 | -0.567962 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.001013 | 1 | 87,167 |
0.252761 | 0.158133 | 0.824498 | -0.13726 | 0.012355 | 0.325017 | -0.567748 | 0.000016 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.00081 | 1 | 87,168 |
-0.126374 | -0.63122 | -0.112945 | -0.13726 | -0.403553 | -1.329392 | -0.567748 | 0 | -1 | 0.464102 | 0.614014 | -0.000101 | 0.000304 | 1 | 87,169 |
0 | -0.473343 | 0.043277 | -0.13726 | -2.205525 | -1.583663 | -0.569036 | -0.000095 | -1 | 0.464102 | 0.614014 | 0 | 0.000101 | 1 | 87,170 |
0.631743 | 0.315882 | 0.668261 | -0.137626 | 0.644967 | 0.660432 | -0.569036 | 0 | -1 | 0.464102 | 0.614014 | 0.000507 | -0.000811 | 0 | 87,171 |
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