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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.252659 | -0.788985 | 0.199705 | -0.137626 | -0.675404 | -0.612644 | -0.56968 | -0.000048 | -1 | 0.464102 | 0.614014 | -0.000203 | -0.000405 | 0 | 87,172 |
0.252659 | -0.157701 | 0.199642 | -0.137626 | -0.389583 | -0.222127 | -0.56968 | 0 | -1 | 0.464102 | 0.614014 | 0.000203 | -0.000608 | 0 | 87,173 |
-0.75813 | -0.157765 | -0.425151 | -0.137076 | 0.70962 | 0.290351 | -0.564097 | 0.000413 | -1 | 0.464102 | 0.614014 | -0.000608 | -0.000405 | 0 | 87,174 |
-0.505676 | -0.157573 | -0.113071 | -0.136709 | -0.279553 | -0.43528 | -0.564097 | 0 | -1 | 0.464102 | 0.614014 | -0.000405 | 0.000203 | 1 | 87,175 |
-0.252915 | -0.789305 | 0.199389 | -0.136526 | -0.435557 | -1.329392 | -0.564097 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | 0 | 0 | 87,176 |
0 | -0.157381 | 0.199325 | -0.136526 | 0.114016 | -0.43528 | -0.560876 | 0.000238 | -1 | 0.464102 | 0.614014 | 0 | 0 | 0 | 87,177 |
-0.252966 | -0.789369 | 0.199325 | -0.136709 | -0.617526 | -0.716748 | -0.561735 | -0.000063 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.000811 | 1 | 87,178 |
0.37943 | 0.000672 | 0.824752 | -0.136709 | -1.847779 | -1.329392 | -0.561735 | 0 | -1 | 0.464102 | 0.614014 | 0.000304 | 0.000507 | 1 | 87,179 |
-0.37943 | -0.631332 | 0.042992 | 0.769144 | -0.088439 | -0.716748 | -0.562809 | -0.000079 | -1 | 0.464102 | 0.614014 | -0.000304 | 0.001216 | 1 | 87,180 |
0.505881 | 0.158645 | 0.512039 | -0.136709 | -0.7214 | -0.519521 | -0.562809 | 0 | -1 | 0.464102 | 0.614014 | 0.000406 | 0.000608 | 1 | 87,181 |
-0.505881 | -0.789305 | -0.426102 | 0.769144 | -0.102676 | -0.519521 | -0.562809 | 0 | -1 | 0.464102 | 0.614014 | -0.000406 | 0.001014 | 1 | 87,182 |
-0.506086 | -0.473343 | -0.113579 | -0.136158 | -0.261656 | -0.161147 | -0.558944 | 0.000286 | -1 | 0.464102 | 0.614014 | -0.000406 | 0.001217 | 1 | 87,183 |
-0.25312 | -0.473343 | 0.199135 | 0.769879 | -0.095513 | -0.971018 | -0.560661 | -0.000127 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.001825 | 1 | 87,184 |
0.25312 | 2.685958 | 0.824942 | -0.136342 | 0.829453 | -0.612644 | -0.560661 | 0 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.001419 | 1 | 87,185 |
0.253069 | 0.158901 | 0.512039 | -0.136158 | 0.524152 | 0.216654 | -0.560661 | 0 | -1 | 0.464102 | 0.614014 | 0.000203 | 0.001217 | 1 | 87,186 |
-0.253069 | -0.473343 | 0.042754 | -0.136158 | 0.240625 | -0.43528 | -0.562164 | -0.000111 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.001419 | 1 | 87,187 |
1.264831 | 1.106787 | 0.668467 | -0.136893 | 0.568595 | 0.660432 | -0.561735 | 0.000032 | -1 | 0.464102 | 0.614014 | 0.001014 | 0.000405 | 1 | 87,188 |
-0.252864 | -0.473343 | 0.199452 | -0.136893 | -0.550167 | -0.716748 | -0.561735 | 0 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.000608 | 1 | 87,189 |
0.505676 | 0.474159 | 0.512039 | 0.767676 | -0.660371 | 0.047788 | -0.565385 | -0.00027 | -1 | 0.464102 | 0.614014 | 0.000405 | 0.000203 | 1 | 87,190 |
0.252761 | -0.157573 | 0.824498 | 0.767309 | -0.945427 | -0.519521 | -0.565385 | 0 | -1 | 0.464102 | 0.614014 | 0.000203 | 0 | 0 | 87,191 |
-0.252761 | -0.157637 | 0.199579 | -0.137076 | -1.293444 | -1.329392 | -0.561306 | 0.000302 | -1 | 0.464102 | 0.614014 | -0.000203 | 0.000203 | 1 | 87,192 |
-0.379238 | -0.631252 | 0.04323 | -0.136893 | -0.353066 | -0.716748 | -0.561306 | 0 | -1 | 0.464102 | 0.614014 | -0.000304 | 0.000405 | 1 | 87,193 |
-0.379353 | -0.473343 | 0.043087 | -0.136709 | -0.499941 | -0.222127 | -0.561306 | 0 | -1 | 0.464102 | 0.614014 | -0.000304 | 0.000811 | 1 | 87,194 |
0.126464 | 0.158517 | 0.512039 | 0.768777 | -0.341117 | -0.43528 | -0.562164 | -0.000063 | -1 | 0.249689 | 0 | 0.000101 | 0.000709 | 1 | 87,195 |
0 | -0.473343 | 0.355706 | -0.136709 | -1.700023 | -1.132165 | -0.558299 | 0.000286 | -1 | 0.249689 | 0 | 0 | 0.000507 | 1 | 87,196 |
0.126451 | 0.000528 | 0.668356 | -0.136893 | -0.147067 | -0.287628 | -0.558299 | 0 | -1 | 0.249689 | 0 | 0.000101 | -0.000203 | 0 | 87,197 |
0 | -0.473343 | 0.512039 | -0.136893 | -1.302585 | -1.329392 | -0.558299 | 0 | -1 | 0.249689 | 0 | 0 | -0.000406 | 0 | 87,198 |
0.252864 | 0.158389 | 0.824625 | 0.768043 | -0.830368 | -0.612644 | -0.558514 | -0.000016 | -1 | 0.249689 | 0 | 0.000203 | -0.000406 | 0 | 87,199 |
0.252812 | 0.158261 | 0.199452 | -0.13726 | -0.098257 | -0.612644 | -0.557441 | 0.000079 | -1 | 0.249689 | 0 | 0.000203 | -0.000811 | 0 | 87,200 |
0.252761 | -0.157573 | 0.824498 | -0.13726 | -1.859966 | -1.132165 | -0.557441 | 0 | -1 | 0.249689 | 0 | 0.000203 | -0.000811 | 0 | 87,201 |
0 | -0.157637 | 0.512039 | 0.767309 | -1.22922 | -0.971018 | -0.557441 | 0 | -1 | 0.249689 | 0 | 0 | -0.000811 | 0 | 87,202 |
0 | -0.315482 | 0.512039 | -0.13726 | -1.059148 | -0.43528 | -0.558514 | -0.000079 | -1 | 0.249689 | 0 | 0 | -0.001014 | 0 | 87,203 |
-0.252761 | -0.789113 | -0.112945 | -0.13726 | -0.738167 | -0.519521 | -0.558514 | 0 | -1 | 0.249689 | 0 | -0.000203 | -0.000608 | 0 | 87,204 |
-0.252812 | -0.473343 | 0.199515 | 0.768043 | -1.859966 | -1.329392 | -0.555078 | 0.000254 | -1 | 0.249689 | 0 | -0.000203 | -0.002029 | 0 | 87,205 |
0.252812 | -0.157509 | 0.824562 | 0.768043 | -3.636876 | -1.942037 | -0.555078 | 0 | -1 | 0.249689 | 0 | 0.000203 | 0.001013 | 1 | 87,206 |
-0.252812 | -0.473343 | -0.113071 | -0.137076 | -0.240757 | -0.287628 | -0.554649 | 0.000032 | -1 | 0.249689 | 0 | -0.000203 | -0.000608 | 0 | 87,207 |
0.505573 | 0.158261 | 0.824562 | -0.13726 | -0.776902 | -0.519521 | -0.554649 | 0 | -1 | 0.249689 | 0 | 0.000405 | -0.001014 | 0 | 87,208 |
0.25271 | -0.157637 | 0.512039 | -0.137626 | -0.62584 | -0.612644 | -0.558944 | -0.000317 | -1 | 0.249689 | 0 | 0.000203 | -0.001216 | 0 | 87,209 |
-0.25271 | -0.473343 | 0.199642 | -0.13726 | -1.083658 | -0.519521 | -0.558944 | 0 | -1 | 0.249689 | 0 | -0.000203 | -0.001217 | 0 | 87,210 |
0 | -0.473343 | -0.112945 | 0.767676 | -0.607979 | -0.358374 | -0.56195 | -0.000222 | -1 | 0.249689 | 0 | 0 | -0.001014 | 0 | 87,211 |
0 | -0.473343 | 0.355816 | -0.137443 | -1.062155 | -0.716748 | -0.56195 | 0 | -1 | 0.249689 | 0 | 0 | -0.001014 | 0 | 87,212 |
0.505369 | 0.473583 | 0.824435 | 0.766576 | -1.197728 | -0.612644 | -0.562164 | -0.000016 | -1 | 0.249689 | 0 | 0.000405 | -0.001419 | 0 | 87,213 |
0.252608 | -0.157765 | 0.512039 | -0.137809 | -0.429602 | -1.132165 | -0.562164 | 0 | -1 | 0.249689 | 0 | 0.000203 | -0.001621 | 0 | 87,214 |
-0.252608 | -0.788921 | -0.112565 | -0.137809 | -0.92141 | -0.834771 | -0.561091 | 0.000079 | -1 | 0.249689 | 0 | -0.000203 | -0.001216 | 0 | 87,215 |
0 | -0.473343 | 0.512039 | -0.137809 | -1.112562 | -0.971018 | -0.561091 | 0 | -1 | 0.249689 | 0 | 0 | -0.001216 | 0 | 87,216 |
0.505164 | 0.157749 | 0.512039 | 0.76621 | 0.06834 | 0.216654 | -0.561735 | -0.000048 | -1 | 0.249689 | 0 | 0.000405 | -0.00152 | 0 | 87,217 |
0 | -0.473343 | 0.512039 | -0.137809 | -4.029688 | -2.554681 | -0.561735 | 0 | -1 | 0.249689 | 0 | 0 | -0.001925 | 0 | 87,218 |
-0.757823 | -1.104435 | -0.424772 | 0.766943 | 0.059246 | -0.05052 | -0.562594 | -0.000063 | -1 | 0.249689 | 0 | -0.000608 | -0.001115 | 0 | 87,219 |
-0.25271 | -0.473343 | 0.199642 | -0.13726 | -0.988747 | -0.612644 | -0.562594 | 0 | -1 | 0.249689 | 0 | -0.000203 | -0.000811 | 0 | 87,220 |
-0.505573 | -0.473343 | -0.738181 | -0.137076 | -0.005112 | -0.104104 | -0.559158 | 0.000254 | -1 | 0.249689 | 0 | -0.000405 | -0.000811 | 0 | 87,221 |
0.252812 | -0.157509 | 0.512039 | 0.767676 | -1.498822 | -0.971018 | -0.559158 | 0 | -1 | 0.249689 | 0 | 0.000203 | -0.000912 | 0 | 87,222 |
0 | -0.473343 | 0.199515 | -0.137076 | -1.041437 | -0.519521 | -0.560661 | -0.000111 | -1 | 0.249689 | 0 | 0 | -0.001014 | 0 | 87,223 |
-0.505676 | -0.789177 | -0.425721 | -0.136709 | -1.071271 | -0.971018 | -0.560661 | 0 | -1 | 0.249689 | 0 | -0.000405 | -0.00142 | 0 | 87,224 |
0.252864 | -0.157445 | 0.512039 | -0.136893 | -1.041437 | -0.161147 | -0.559373 | 0.000095 | -1 | 0.249689 | 0 | 0.000203 | -0.001826 | 0 | 87,225 |
-0.505779 | -0.789241 | -0.113198 | -0.136893 | -2.183299 | -1.329392 | -0.559373 | 0 | -1 | 0.249689 | 0 | -0.000406 | -0.001421 | 0 | 87,226 |
0 | -0.157381 | 0.512039 | -0.136893 | -1.925177 | -1.329392 | -0.559373 | 0 | -1 | 0.249689 | 0 | 0 | -0.001624 | 0 | 87,227 |
0.758591 | 0.474351 | 0.824688 | -0.13726 | -0.51581 | -0.43528 | -0.559588 | -0.000016 | -1 | 0.249689 | 0 | 0.000608 | -0.002435 | 0 | 87,228 |
0 | -0.157573 | 0.512039 | -0.13726 | 0.189689 | 0.136247 | -0.558944 | 0.000048 | -1 | 0.249689 | 0 | 0 | -0.002333 | 0 | 87,229 |
0.505471 | 0.473775 | 0.824498 | 0.767309 | -0.253638 | -0.161147 | -0.558944 | 0 | -1 | 0.249689 | 0 | 0.000405 | -0.002637 | 0 | 87,230 |
-0.25271 | -0.789049 | 0.04342 | -0.13726 | -0.215843 | -0.716748 | -0.55787 | 0.000079 | -1 | 0.249689 | 0 | -0.000203 | -0.002435 | 0 | 87,231 |
0 | -0.473343 | 0.199579 | 0.767676 | -0.923766 | -0.716748 | -0.55787 | 0 | -1 | 0.249689 | 0 | 0 | -0.002435 | 0 | 87,232 |
-0.252761 | -0.473343 | 0.199579 | -0.13726 | -0.928509 | -0.834771 | -0.55787 | 0 | -1 | 0.249689 | 0 | -0.000203 | -0.002435 | 0 | 87,233 |
0.505471 | 0.473775 | 0.824498 | -0.137626 | -1.10601 | -0.358374 | -0.559373 | -0.000111 | -1 | 0.249689 | 0 | 0.000405 | -0.002942 | 0 | 87,234 |
-0.25271 | -0.157701 | 0.199642 | 0.767309 | -0.408288 | 0.047788 | -0.559373 | 0 | -1 | 0.249689 | 0 | -0.000203 | -0.002638 | 0 | 87,235 |
0 | -0.473343 | 0.199579 | -0.13726 | -1.20157 | -1.132165 | -0.560017 | -0.000048 | -1 | 0.249689 | 0 | 0 | -0.002841 | 0 | 87,236 |
0 | -0.473343 | 0.355816 | -0.13726 | -1.024263 | -1.583663 | -0.560017 | 0 | -1 | 0.249689 | 0 | 0 | -0.002435 | 0 | 87,237 |
0 | -0.473343 | 0.512039 | -0.137443 | -2.926925 | -1.583663 | -0.563882 | -0.000286 | -1 | 0.249689 | 0 | 0 | -0.003044 | 0 | 87,238 |
0 | -0.473343 | 0.512039 | -0.137443 | -3.117607 | -1.583663 | -0.563882 | 0 | -1 | 0.249689 | 0 | 0 | -0.003044 | 0 | 87,239 |
0 | -0.473343 | -0.112945 | -0.13726 | -1.027089 | -0.612644 | -0.56603 | -0.000159 | -1 | 0.249689 | 0 | 0 | -0.003451 | 0 | 87,240 |
0 | -0.473343 | 0.512039 | -0.137443 | -3.244064 | -1.942037 | -0.56603 | 0 | -1 | 0.249689 | 0 | 0 | -0.003654 | 0 | 87,241 |
0 | -0.157637 | 0.199579 | 0.767309 | -1.015867 | -0.834771 | -0.56603 | 0 | -1 | 0.249689 | 0 | 0 | -0.003146 | 0 | 87,242 |
-0.126374 | -0.63122 | 0.355816 | -0.13726 | -1.66403 | -1.583663 | -0.564097 | 0.000143 | -1 | 0.249689 | 0 | -0.000101 | -0.003146 | 0 | 87,243 |
0.126374 | -0.315466 | 0.355801 | -0.137443 | -0.227472 | -0.287628 | -0.564097 | 0 | -1 | 0.249689 | 0 | 0.000101 | -0.002841 | 0 | 87,244 |
0 | -0.157637 | 0.512039 | -0.137443 | -1.983352 | -1.329392 | -0.563453 | 0.000048 | -1 | 0.249689 | 0 | 0 | -0.003044 | 0 | 87,245 |
-0.252761 | -0.473343 | 0.199579 | -0.13726 | 0.016863 | -0.716748 | -0.563453 | 0 | -1 | 0.249689 | 0 | -0.000203 | -0.002638 | 0 | 87,246 |
-0.758591 | -0.473343 | -0.738435 | -0.136526 | 0.753382 | 0.25427 | -0.562809 | 0.000048 | -1 | 0.249689 | 0 | -0.000608 | -0.002132 | 0 | 87,247 |
-0.252966 | -0.473343 | -0.113452 | -0.136342 | -0.891637 | -0.358374 | -0.556152 | 0.000492 | -1 | 0.249689 | 0 | -0.000203 | -0.00203 | 0 | 87,248 |
0.252966 | 0.158645 | 0.824752 | -0.136893 | -0.450724 | -0.358374 | -0.556152 | 0 | -1 | 0.249689 | 0 | 0.000203 | -0.002233 | 0 | 87,249 |
-0.252966 | -0.157381 | 0.199325 | 0.769144 | -0.098257 | -0.222127 | -0.557441 | -0.000095 | -1 | 0.249689 | 0 | -0.000203 | -0.00203 | 0 | 87,250 |
0.252966 | -0.157317 | 0.199262 | 0.769144 | 1.179649 | 0.25427 | -0.557441 | 0 | -1 | 0.249689 | 0 | 0.000203 | -0.00203 | 0 | 87,251 |
0 | -0.157381 | 0.512039 | 0.769144 | -0.364392 | -0.834771 | -0.557441 | 0 | -1 | 0.249689 | 0 | 0 | -0.002233 | 0 | 87,252 |
-0.252966 | -0.789369 | -0.113452 | -0.136526 | 0.832974 | -0.222127 | -0.558514 | -0.000079 | -1 | 0.249689 | 0 | -0.000203 | -0.002234 | 0 | 87,253 |
0.252966 | 0.158645 | 0.512039 | 0.768777 | 0.314821 | 0.136247 | -0.558514 | 0 | -1 | 0.249689 | 0 | 0.000203 | -0.002437 | 0 | 87,254 |
-2.025168 | -3.003348 | -1.991446 | 7.112326 | -2.183299 | -1.583663 | -0.558514 | 0 | -1 | 0 | -0.385986 | -0.001624 | -0.000711 | 0 | 87,255 |
4.047052 | 4.582566 | 5.51495 | 7.112326 | -0.778727 | -1.583663 | -0.558514 | 0 | -1 | 0 | -0.385986 | 0.003245 | -0.003956 | 0 | 87,256 |
-2.274851 | -1.104435 | -2.612878 | 0.768777 | 1.575224 | 1.874014 | -0.564956 | -0.000476 | -1 | 0 | -0.385986 | -0.001824 | -0.001827 | 0 | 87,257 |
0 | 0.158645 | 0.199262 | 0.769144 | 0.175274 | 0.136247 | -0.566459 | -0.000111 | -1 | 0 | -0.385986 | 0 | -0.001421 | 0 | 87,258 |
0 | 0.316602 | 0.199262 | -0.136526 | 0.763693 | 0.829298 | -0.5656 | 0.000063 | -1 | 0 | -0.385986 | 0 | -0.001624 | 0 | 87,259 |
-0.253018 | -0.473343 | 0.199262 | 0.769144 | -0.773269 | -1.329392 | -0.5656 | 0 | -1 | 0 | -0.385986 | -0.000203 | -0.001624 | 0 | 87,260 |
0.253018 | 0.158773 | 0.512039 | -0.136526 | -0.871904 | -0.834771 | -0.567962 | -0.000175 | -1 | 0 | -0.385986 | 0.000203 | -0.001827 | 0 | 87,261 |
0 | -0.157317 | 0.512039 | 0.769144 | -0.905184 | -1.132165 | -0.567962 | 0 | -1 | 0 | -0.385986 | 0 | -0.001827 | 0 | 87,262 |
0 | -0.157317 | 0.512039 | 0.769144 | -1.560706 | -0.971018 | -0.565171 | 0.000206 | -1 | 0 | -0.385986 | 0 | -0.001827 | 0 | 87,263 |
0 | 0.316602 | 0.512039 | -0.136526 | 0.625361 | 0.451498 | -0.565171 | 0 | -1 | 0 | -0.385986 | 0 | -0.002234 | 0 | 87,264 |
0.252966 | -0.157317 | 0.199262 | -0.136526 | -0.84047 | -0.971018 | -0.563453 | 0.000127 | -1 | 0 | -0.385986 | 0.000203 | -0.002233 | 0 | 87,265 |
0 | -0.473343 | 0.35569 | 0.768777 | -1.280004 | -1.132165 | -0.563453 | 0 | -1 | 0 | -0.385986 | 0 | -0.001624 | 0 | 87,266 |
0.126464 | -0.157381 | 0.668371 | -0.136709 | -2.014844 | -1.583663 | -0.560661 | 0.000206 | -1 | 0 | -0.385986 | 0.000101 | -0.001928 | 0 | 87,267 |
-0.505932 | 0.000528 | -0.113388 | 0.769144 | 1.122825 | 1.66939 | -0.560661 | 0 | -1 | 0 | -0.385986 | -0.000406 | -0.001319 | 0 | 87,268 |
0.252992 | 0.00072 | 0.668419 | -0.136526 | -0.249312 | -0.519521 | -0.560017 | 0.000048 | -1 | 0 | -0.385986 | 0.000203 | -0.001522 | 0 | 87,269 |
0.126477 | -0.315338 | 0.199293 | 0.769144 | -0.352204 | -0.834771 | -0.560017 | 0 | -1 | 0 | -0.385986 | 0.000101 | -0.00203 | 0 | 87,270 |
-0.505984 | -0.473343 | -0.113452 | 0.769144 | -1.053183 | -1.329392 | -0.560017 | 0 | -1 | 0 | -0.385986 | -0.000406 | -0.001624 | 0 | 87,271 |
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