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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.503532 | 0.470143 | 0.512039 | 0.759643 | -0.433565 | -0.971018 | -0.55014 | -0.00054 | -1.6 | 0.732051 | 2.346065 | 0.000404 | 0.007239 | 1 | 87,572 |
0.25169 | -0.158911 | 0.512039 | 0.759643 | -0.301962 | -1.329392 | -0.55014 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.007638 | 1 | 87,573 |
0 | 0.15533 | 0.512039 | -0.141275 | 0.65277 | -0.05052 | -0.54971 | 0.000032 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007638 | 1 | 87,574 |
0 | -0.158975 | 0.200903 | 0.759643 | -0.144077 | -0.161147 | -0.54971 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007238 | 1 | 87,575 |
0 | 0.15533 | 0.512039 | -0.141094 | -0.129938 | -0.287628 | -0.547348 | 0.000175 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007037 | 1 | 87,576 |
0 | -0.158975 | -0.110296 | -0.141457 | 0.067519 | -0.05052 | -0.547348 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007438 | 1 | 87,577 |
-0.503431 | -0.158975 | -0.110296 | 0.76037 | 0.678495 | 0.25427 | -0.547563 | -0.000016 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.008042 | 1 | 87,578 |
0 | -0.158848 | -0.421934 | -0.14073 | 0.879226 | 0.885139 | -0.547563 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007241 | 1 | 87,579 |
0.75507 | 0.784257 | 0.200777 | -0.141275 | 0.51788 | -0.05052 | -0.548851 | -0.000095 | -1.6 | 0.732051 | 2.346065 | 0.000605 | 0.007036 | 1 | 87,580 |
0.503126 | 0.783496 | -0.73263 | -0.142183 | 1.294576 | 0.748892 | -0.548851 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000403 | 0.006232 | 1 | 87,581 |
1.005644 | 0.78299 | 0.822923 | -0.142546 | 0.002769 | -0.287628 | -0.548851 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000806 | 0.005426 | 1 | 87,582 |
0.753701 | 1.09565 | 0.512039 | -0.142908 | 0.346313 | 0.290351 | -0.549925 | -0.000079 | -1.6 | 0.732051 | 2.346065 | 0.000604 | 0.004621 | 1 | 87,583 |
0 | -0.473343 | 0.201529 | -0.143089 | -0.628638 | -1.583663 | -0.549925 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.004621 | 1 | 87,584 |
2.007646 | 2.034773 | 0.201529 | 0.753484 | 0.364109 | 0.612644 | -0.558299 | -0.000619 | -1.6 | 0.628626 | 1.414214 | 0.00161 | 0.003412 | 1 | 87,585 |
-0.752489 | -1.413413 | -0.418178 | -0.144354 | -2.183299 | -1.942037 | -0.558299 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000603 | 0.003414 | 1 | 87,586 |
0.25088 | 0.466727 | 0.822173 | -0.144174 | -0.414022 | -0.716748 | -0.562164 | -0.000286 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.003012 | 1 | 87,587 |
0.25083 | 0.153307 | 0.512039 | 0.753484 | -0.59726 | -0.716748 | -0.562164 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.002811 | 1 | 87,588 |
-0.501709 | 0.153181 | -0.108168 | 0.754568 | 0.018209 | -0.358374 | -0.560661 | 0.000111 | -1.6 | 0.628626 | 1.414214 | -0.000402 | 0.002812 | 1 | 87,589 |
-0.25093 | -0.786826 | 0.201842 | -0.143813 | -1.718915 | -1.583663 | -0.560661 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.003816 | 1 | 87,590 |
0.75264 | 0.78021 | 0.512039 | 0.753845 | -0.38409 | -0.104104 | -0.561306 | -0.000048 | -1.6 | 0.628626 | 1.414214 | 0.000603 | 0.003613 | 1 | 87,591 |
-0.25083 | -0.7867 | 0.201966 | -0.143993 | -1.007594 | -1.329392 | -0.561306 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.004014 | 1 | 87,592 |
-0.25088 | -0.786763 | 0.201904 | -0.144174 | -1.646855 | -1.942037 | -0.562594 | -0.000095 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.004616 | 1 | 87,593 |
0.752489 | 0.466727 | 1.132245 | -0.144535 | -0.534507 | -0.834771 | -0.562594 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000603 | 0.004013 | 1 | 87,594 |
0 | 1.092182 | 0.202029 | -0.144354 | 1.01802 | 1.078752 | -0.562594 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.004213 | 1 | 87,595 |
0 | -0.160112 | 0.202029 | -0.144354 | 0.668344 | -0.358374 | -0.562594 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.004213 | 1 | 87,596 |
0 | -0.473343 | 0.202029 | -0.144535 | 0.51341 | 0.421534 | -0.562379 | 0.000016 | -1.6 | 0.628626 | 1.414214 | 0 | 0.003813 | 1 | 87,597 |
0.250729 | 0.153056 | 0.821986 | -0.145076 | -1.1571 | -0.834771 | -0.562379 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.004813 | 1 | 87,598 |
1.252888 | 1.091867 | 0.202091 | 0.7506 | 0.158387 | -0.104104 | -0.563023 | -0.000048 | -1.6 | 0.628626 | 1.414214 | 0.001005 | 0.004008 | 1 | 87,599 |
0.500803 | 0.777694 | -0.417057 | -0.145796 | 0.644671 | 0.177365 | -0.563023 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000402 | 0.003606 | 1 | 87,600 |
0.250326 | -0.160615 | 0.512039 | -0.146156 | 0.701361 | -0.612644 | -0.566889 | -0.000286 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.004006 | 1 | 87,601 |
-0.250326 | 0.464464 | 0.202589 | -0.146335 | 0.37567 | 0.508541 | -0.566889 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.003806 | 1 | 87,602 |
0.500602 | 0.464652 | 0.821488 | -0.146335 | -0.343656 | -0.612644 | -0.567962 | -0.000079 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0.004205 | 1 | 87,603 |
-0.250276 | -0.160741 | 0.202651 | -0.145976 | 0.651159 | 0.325017 | -0.567962 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.004006 | 1 | 87,604 |
-1.252133 | -0.786071 | -1.035832 | -0.145256 | -0.687724 | -1.132165 | -0.567962 | 0 | -1.6 | 0.628626 | 1.414214 | -0.001004 | 0.00441 | 1 | 87,605 |
0.751431 | 0.465406 | 1.131373 | -0.145616 | -0.186809 | -0.519521 | -0.567318 | 0.000048 | -1.6 | 0.628626 | 1.414214 | 0.000602 | 0.004607 | 1 | 87,606 |
-0.250427 | -0.473343 | -0.41687 | -0.145436 | 0.998421 | 0.508541 | -0.567748 | -0.000032 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.004608 | 1 | 87,607 |
-1.503617 | -1.099239 | -1.346712 | -0.144715 | -0.493274 | -0.612644 | -0.567748 | 0 | -1.6 | 0.628626 | 1.414214 | -0.001206 | 0.006013 | 1 | 87,608 |
1.503617 | 1.717951 | 0.512039 | -0.145436 | -0.388664 | -0.104104 | -0.567748 | 0 | -1.6 | 0.628626 | 1.414214 | 0.001206 | 0.004608 | 1 | 87,609 |
-0.250477 | -0.473343 | 0.202402 | -0.145436 | -0.111055 | -0.612644 | -0.576552 | -0.000651 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.004209 | 1 | 87,610 |
0.250477 | 0.152427 | -0.10742 | -0.145436 | 0.691342 | 0.480479 | -0.576552 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.004208 | 1 | 87,611 |
0 | -0.473343 | 0.202402 | -0.145436 | -0.45175 | -0.971018 | -0.571827 | 0.000349 | -1.6 | 0.628626 | 1.414214 | 0 | 0.004608 | 1 | 87,612 |
0.250427 | -0.16049 | 0.512039 | -0.145616 | 0.624593 | 0 | -0.571827 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.003407 | 1 | 87,613 |
0.750978 | 0.464841 | 0.82155 | -0.146156 | -0.178508 | -0.287628 | -0.572472 | -0.000048 | -1.6 | 0.628626 | 1.414214 | 0.000602 | 0.003205 | 1 | 87,614 |
0 | -0.160741 | -0.106799 | -0.146156 | 0.292902 | 0.047788 | -0.572472 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.002805 | 1 | 87,615 |
0.250226 | -0.160741 | 0.512039 | 0.749521 | -1.408679 | -1.583663 | -0.572472 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.003005 | 1 | 87,616 |
-0.250226 | -0.473343 | 0.202713 | -0.146156 | 0.838374 | 0.290351 | -0.572472 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.003805 | 1 | 87,617 |
0 | -0.473343 | 0.202651 | -0.146335 | 0.362891 | -0.43528 | -0.576766 | -0.000317 | -1.6 | 0.628626 | 1.414214 | 0 | 0.003405 | 1 | 87,618 |
0.500401 | 0.464276 | 0.512039 | 0.748802 | 1.206361 | 0.683391 | -0.573331 | 0.000254 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0.002804 | 1 | 87,619 |
0 | -0.473343 | 0.202775 | 0.748802 | 0.467472 | -0.519521 | -0.574404 | -0.000079 | -1.6 | 0.628626 | 1.414214 | 0 | 0.002804 | 1 | 87,620 |
0.250125 | -0.160866 | 0.202775 | 0.748443 | -0.679993 | -0.43528 | -0.574404 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000201 | 0.002603 | 1 | 87,621 |
1 | 1.088103 | 0.821178 | -0.147591 | 0.45393 | 0.562124 | -0.575693 | -0.000095 | -1.6 | 0.628626 | 1.414214 | 0.000802 | 0.001802 | 1 | 87,622 |
0.749474 | 0.462961 | 0.82093 | -0.148129 | -0.036297 | -0.612644 | -0.575693 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000601 | 0.001801 | 1 | 87,623 |
0 | -0.473343 | 0.20327 | -0.14795 | -0.530954 | -1.329392 | -0.57741 | -0.000127 | -1.6 | 0.628626 | 1.414214 | 0 | 0.001201 | 1 | 87,624 |
-0.499599 | -0.473343 | -0.414451 | -0.147771 | 0.197579 | -0.161147 | -0.57741 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000401 | 0.001201 | 1 | 87,625 |
-0.249875 | 0.150797 | 0.203147 | -0.147771 | 0.373759 | -0.519521 | -0.571398 | 0.000444 | -1.6 | 0.628626 | 1.414214 | -0.0002 | 0.001402 | 1 | 87,626 |
0.499699 | 0.150922 | 0.512039 | -0.147591 | -0.676929 | -0.834771 | -0.571398 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0.000801 | 1 | 87,627 |
0.249775 | -0.161304 | 0.820807 | -0.147771 | -3.636876 | -1.942037 | -0.575907 | -0.000333 | -1.6 | 0.628626 | 1.414214 | 0.0002 | 0.000601 | 1 | 87,628 |
-0.999399 | -0.785382 | -0.723405 | -0.147412 | 0.320368 | -0.104104 | -0.575907 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000801 | 0.001402 | 1 | 87,629 |
0.4998 | 0.151047 | 1.129884 | -0.147412 | -2.08362 | -1.942037 | -0.566244 | 0.000714 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0.000401 | 1 | 87,630 |
-0.4998 | -0.785507 | -0.105807 | -0.147412 | -0.92141 | -1.329392 | -0.566244 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000401 | 0.000601 | 1 | 87,631 |
0 | -0.161117 | 0.203023 | -0.147233 | -0.655938 | -0.971018 | -0.566244 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.000801 | 1 | 87,632 |
-0.249975 | -0.785632 | 0.203023 | -0.147233 | -0.738167 | -1.132165 | -0.572686 | -0.000476 | -1.6 | 0.628626 | 1.414214 | -0.0002 | 0.001402 | 1 | 87,633 |
0 | 0.151173 | 0.202961 | -0.146874 | -0.365272 | -0.519521 | -0.572686 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.000401 | 1 | 87,634 |
0.4999 | 0.463337 | 0.202961 | 0.747008 | -0.127615 | -0.358374 | -0.573545 | -0.000063 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0 | 0 | 87,635 |
-0.749925 | -0.473343 | -0.415008 | -0.147412 | -0.44664 | -0.716748 | -0.57376 | -0.000016 | -1.6 | 0.628626 | 1.414214 | -0.000601 | 0.001603 | 1 | 87,636 |
-0.250075 | -0.160991 | 0.202899 | 0.748443 | 0.101392 | -0.519521 | -0.57376 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000201 | 0.003203 | 1 | 87,637 |
0 | -0.160929 | -0.106427 | -0.146874 | -0.676929 | -0.358374 | -0.564956 | 0.000651 | -1.6 | 0.628626 | 1.414214 | 0 | 0.002403 | 1 | 87,638 |
-0.500301 | -0.160929 | -0.415752 | -0.146874 | -0.938114 | -0.971018 | -0.564956 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000401 | 0.003005 | 1 | 87,639 |
1.000401 | 0.77644 | 1.130504 | 0.747008 | 0.084908 | -0.161147 | -0.564956 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000802 | 0.002202 | 1 | 87,640 |
0.4999 | 0.463337 | 0.821054 | 0.747008 | -0.433565 | -0.287628 | -0.570539 | -0.000413 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0.002401 | 1 | 87,641 |
0.249875 | -0.161179 | 0.203085 | 0.74665 | -0.637118 | -0.971018 | -0.570539 | 0 | -1.6 | 0.628626 | 1.414214 | 0.0002 | 0.002201 | 1 | 87,642 |
0.499599 | 0.150797 | 0.203147 | 0.745934 | 0.102165 | 0.216654 | -0.574834 | -0.000317 | -1.6 | 0.628626 | 1.414214 | 0.000401 | 0.001801 | 1 | 87,643 |
0 | -0.473343 | 0.20327 | -0.14795 | -1.454967 | -1.583663 | -0.574834 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.001801 | 1 | 87,644 |
0.249725 | -0.161367 | 0.20327 | -0.148129 | 0.015515 | -0.519521 | -0.575907 | -0.000079 | -1.6 | 0.464102 | 0.614014 | 0.0002 | 0.002 | 1 | 87,645 |
0 | -0.473343 | -0.414266 | -0.148129 | -0.859121 | -0.834771 | -0.575907 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | 0.002 | 1 | 87,646 |
-0.499499 | -0.473343 | -0.105436 | -0.148129 | -0.729722 | -1.329392 | -0.574189 | 0.000127 | -1.6 | 0.464102 | 0.614014 | -0.0004 | 0.0024 | 1 | 87,647 |
1.497898 | 1.709619 | 0.512039 | -0.148844 | 0.849642 | 0.562124 | -0.574189 | 0 | -1.6 | 0.464102 | 0.614014 | 0.001201 | 0.0004 | 1 | 87,648 |
0.249475 | -0.161679 | -0.722169 | -0.148844 | 0.453722 | -0.104104 | -0.465106 | 0.008064 | -1.6 | 0.464102 | 0.614014 | 0.0002 | 0 | 0 | 87,649 |
0 | -0.473343 | -0.413339 | 1.635885 | 0.955267 | 0.562124 | -0.465106 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | -0.0004 | 0 | 87,650 |
0.748125 | 0.461277 | 0.203641 | 1.635885 | 1.752034 | 1.078752 | -0.461241 | 0.000286 | -1.6 | 0.464102 | 0.614014 | 0.0006 | -0.0008 | 0 | 87,651 |
-0.4987 | -0.473343 | -0.412784 | 1.635885 | 0.257614 | -0.834771 | -0.461241 | 0 | -1.6 | 0.464102 | 0.614014 | -0.0004 | 0 | 0 | 87,652 |
0.997202 | 0.772443 | -0.104695 | 0.742361 | 0.698535 | -0.05052 | -0.4621 | -0.000063 | -1.6 | 0.464102 | 0.614014 | 0.0008 | -0.001 | 0 | 87,653 |
-0.498501 | -1.096112 | -1.029024 | 1.635885 | 0.244845 | -0.287628 | -0.4621 | 0 | -1.6 | 0.464102 | 0.614014 | -0.0004 | -0.0004 | 0 | 87,654 |
-0.748125 | -0.784821 | -0.412784 | 1.635885 | -0.102122 | -0.716748 | -0.455873 | 0.00046 | -1.6 | 0.464102 | 0.614014 | -0.0006 | 0 | 0 | 87,655 |
0.997401 | 1.084045 | 0.820374 | 0.742361 | 1.23166 | 0.325017 | -0.455873 | 0 | -1.6 | 0.464102 | 0.614014 | 0.0008 | -0.0008 | 0 | 87,656 |
-0.249275 | -0.16199 | -0.104325 | 0.742361 | -0.375949 | -1.329392 | -0.453296 | 0.00019 | -1.6 | 0.464102 | 0.614014 | -0.0002 | -0.0006 | 0 | 87,657 |
0.249275 | 0.149425 | 0.512039 | 0.742361 | -0.973076 | -1.329392 | -0.453296 | 0 | -1.6 | 0.464102 | 0.614014 | 0.0002 | -0.0006 | 0 | 87,658 |
-0.249275 | -0.473343 | -0.104325 | 0.742361 | -0.59726 | -1.329392 | -0.46983 | -0.001222 | -1.6 | 0.464102 | 0.614014 | -0.0002 | -0.0006 | 0 | 87,659 |
-0.748125 | 0.149425 | -0.412784 | 3.420257 | 0.339747 | 0.480479 | -0.46983 | 0 | -1.6 | 0.464102 | 0.614014 | -0.0006 | 0.001 | 1 | 87,660 |
0.249425 | 0.461277 | 0.820374 | 1.635885 | -1.302585 | -0.971018 | -0.45029 | 0.001445 | -1.6 | 0.464102 | 0.614014 | 0.0002 | -0.0002 | 0 | 87,661 |
0.4987 | 0.149674 | -0.104695 | 1.635885 | 0.21778 | 0.093124 | -0.45029 | 0 | -1.6 | 0.464102 | 0.614014 | 0.0004 | 0 | 0 | 87,662 |
-1.247125 | -1.407963 | -1.338162 | 1.635885 | 0.831483 | 0.748892 | -0.455873 | -0.000413 | -1.6 | 0.464102 | 0.614014 | -0.001 | 0.0014 | 1 | 87,663 |
0.499 | 0.150048 | 1.128895 | 1.635885 | -2.304333 | -1.942037 | -0.455873 | 0 | -1.6 | 0.464102 | 0.614014 | 0.0004 | 0.001599 | 1 | 87,664 |
-0.499 | 1.084045 | -0.104818 | 1.635885 | 0.1705 | -0.104104 | -0.455873 | 0 | -1.6 | 0.464102 | 0.614014 | -0.0004 | 0.002398 | 1 | 87,665 |
0.499 | 1.084668 | 1.128895 | 1.635885 | -0.706722 | -0.43528 | -0.455873 | 0 | -1.6 | 0.464102 | 0.614014 | 0.0004 | 0.002597 | 1 | 87,666 |
0.748125 | 1.084045 | -0.104818 | 1.635885 | -0.679993 | -0.519521 | -0.470045 | -0.001048 | -1.6 | 0.464102 | 0.614014 | 0.0006 | 0.002396 | 1 | 87,667 |
-0.4987 | 0.149425 | -0.412784 | 1.635885 | -1.015867 | -0.971018 | -0.445136 | 0.001841 | -1.6 | 0.464102 | 0.614014 | -0.0004 | 0.001798 | 1 | 87,668 |
-0.249425 | -0.784945 | 0.203703 | 1.635885 | 0.128581 | 0.047788 | -0.445136 | 0 | -1.6 | 0.464102 | 0.614014 | -0.0002 | 0.002597 | 1 | 87,669 |
0 | 0.461277 | 0.203641 | 1.635885 | 0.853143 | 0.535739 | -0.447284 | -0.000159 | -1.6 | 0.464102 | 0.614014 | 0 | 0.002996 | 1 | 87,670 |
0 | 0.461277 | 0.512039 | 1.635885 | -0.267559 | -0.834771 | -0.447284 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | 0.002597 | 1 | 87,671 |
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