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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 | 0.743431 | -4.029688 | -2.554681 | -0.380932 | 0.00027 | -1.4 | 0.732051 | 2.346065 | 0 | 0 | 0 | 88,072 |
0.4988 | 0.461277 | 0.203641 | 0.743431 | -0.077195 | -0.161147 | -0.380932 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0004 | 0.001199 | 1 | 88,073 |
0 | 0.460903 | -0.104571 | 3.420257 | 0.376385 | -0.287628 | -0.383724 | -0.000206 | -1.4 | 0.732051 | 2.346065 | 0 | 0.0006 | 1 | 88,074 |
0.747826 | 1.394589 | -0.104571 | 1.63321 | -0.275025 | 0.047788 | -0.383724 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0006 | -0.0004 | 0 | 88,075 |
0.249176 | 0.460343 | -0.412414 | 1.63321 | 0.444085 | 0.290351 | -0.441486 | -0.00427 | -1.4 | 0.732051 | 2.346065 | 0.0002 | 0.000799 | 1 | 88,076 |
-0.249176 | -0.784634 | 0.204011 | 1.634814 | -0.874063 | -0.716748 | -0.441486 | 0 | -1.4 | 0.732051 | 2.346065 | -0.0002 | 0.002993 | 1 | 88,077 |
0 | -0.473343 | 0.512039 | 4.310036 | -1.015867 | -0.971018 | -0.429032 | 0.000921 | -1.4 | 0.732051 | 2.346065 | 0 | 0.003988 | 1 | 88,078 |
0 | -0.473343 | 0.512039 | 1.63321 | 0.150283 | -1.132165 | -0.429032 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.00359 | 1 | 88,079 |
0 | 0.460343 | 0.512039 | 1.63321 | 0.127843 | 0.216654 | -0.432682 | -0.00027 | -1.4 | 0.732051 | 2.346065 | 0 | 0.00359 | 1 | 88,080 |
-0.747826 | -1.096112 | -0.412414 | 1.63321 | -0.706722 | -1.942037 | -0.432682 | 0 | -1.4 | 0.732051 | 2.346065 | -0.0006 | 0.003592 | 1 | 88,081 |
0.997002 | 1.083423 | 0.512039 | 1.63321 | 0.676816 | 0.047788 | -0.428817 | 0.000286 | -1.4 | 0.732051 | 2.346065 | 0.000799 | 0.003788 | 1 | 88,082 |
0.996206 | 0.771199 | 0.820005 | 1.630541 | 0.453099 | 0 | -0.428817 | 0 | -1.4 | 0.732051 | 2.346065 | 0.000799 | 0.003586 | 1 | 88,083 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | -1.575427 | -1.583663 | -0.4344 | -0.000413 | -1.4 | 0.732051 | 2.346065 | 0.000599 | 0.001595 | 1 | 88,084 |
0.497507 | 0.148183 | -0.410939 | 1.627878 | 0.408327 | 0.587745 | -0.4344 | 0 | -1.4 | 0.732051 | 2.346065 | 0.000399 | 0.001594 | 1 | 88,085 |
-1.24414 | 0.458482 | -1.02595 | 0.740579 | 0.1435 | 0.25427 | -0.434615 | -0.000016 | -1.4 | 0.732051 | 2.346065 | -0.000998 | 0.00299 | 1 | 88,086 |
-1.245382 | -1.09549 | -1.951938 | 1.63321 | -0.50782 | -0.287628 | -0.434615 | 0 | -1.4 | 0.732051 | 2.346065 | -0.000999 | 0.002993 | 1 | 88,087 |
0 | -0.473343 | -0.412414 | 1.634814 | -0.762508 | -0.834771 | -0.428817 | 0.000429 | -1.4 | 0.732051 | 2.346065 | 0 | 0.00359 | 1 | 88,088 |
0 | -0.473343 | -0.412414 | 3.420257 | -0.2646 | -0.104104 | -0.428817 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.00359 | 1 | 88,089 |
0.747378 | 0.460343 | -1.029024 | 1.63321 | 0.710149 | -0.222127 | -0.428387 | 0.000032 | -1.4 | 0.732051 | 2.346065 | 0.000599 | 0.002991 | 1 | 88,090 |
0 | -0.473343 | 0.204134 | 1.63321 | -0.952835 | -1.942037 | -0.428387 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.002991 | 1 | 88,091 |
0 | 0.148804 | -0.41186 | 1.63321 | -0.532136 | -1.132165 | -0.428387 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.003986 | 1 | 88,092 |
0.498004 | 0.148804 | 0.204134 | 3.413132 | 0.066697 | -0.716748 | -0.431823 | -0.000254 | -1.4 | 0.732051 | 2.346065 | 0.000399 | 0.003586 | 1 | 88,093 |
1.990028 | 2.012763 | 0.512039 | 1.627878 | 1.434211 | 1.249506 | -0.432038 | -0.000016 | -1.4 | 0.732051 | 2.346065 | 0.001596 | 0.001991 | 1 | 88,094 |
-0.497209 | -0.473343 | -1.332628 | 1.627878 | 1.224242 | 0.748892 | -0.432038 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000399 | 0.002787 | 1 | 88,095 |
-1.492819 | -0.784013 | -1.333364 | 0.740579 | 0.82537 | -0.104104 | -0.429461 | 0.00019 | -1.4 | 0.628626 | 1.414214 | -0.001197 | 0.003984 | 1 | 88,096 |
0.248927 | 0.148555 | 0.512039 | 1.630541 | -0.828369 | -0.971018 | -0.429461 | 0 | -1.4 | 0.628626 | 1.414214 | 0.0002 | 0.003784 | 1 | 88,097 |
0.995212 | 0.769958 | 0.512039 | 3.411355 | -1.606067 | -1.329392 | -0.429461 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000798 | 0.002589 | 1 | 88,098 |
-0.497507 | -1.094869 | -1.02595 | 0.738802 | -0.666336 | -1.329392 | -0.441915 | -0.000921 | -1.4 | 0.628626 | 1.414214 | -0.000399 | 0.002391 | 1 | 88,099 |
0 | -0.473343 | -0.410939 | 0.738802 | -0.672365 | -1.132165 | -0.441915 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.002988 | 1 | 88,100 |
0 | -0.473343 | 0.204441 | 0.738802 | -1.241496 | -1.583663 | -0.439124 | 0.000206 | -1.4 | 0.628626 | 1.414214 | 0 | 0.002391 | 1 | 88,101 |
0 | -0.473343 | 0.204441 | 0.738802 | -3.014284 | -1.583663 | -0.432253 | 0.000508 | -1.4 | 0.628626 | 1.414214 | 0 | 0.001993 | 1 | 88,102 |
-0.497705 | -0.162549 | -0.103218 | 0.738802 | -0.558781 | -0.716748 | -0.432253 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000399 | 0.002591 | 1 | 88,103 |
-0.248927 | 0.148431 | 0.204318 | 0.740579 | -0.826377 | -0.716748 | -0.428387 | 0.000286 | -1.4 | 0.628626 | 1.414214 | -0.0002 | 0.00299 | 1 | 88,104 |
-1.245382 | -0.473343 | -1.027486 | 3.415801 | -0.427631 | -0.519521 | -0.428387 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000999 | 0.003988 | 1 | 88,105 |
0 | -0.473343 | 0.512039 | 1.63321 | -1.598251 | -1.583663 | -0.428387 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.003988 | 1 | 88,106 |
0 | 0.460343 | 0.512039 | 0.740579 | -0.416911 | -0.222127 | -0.433326 | -0.000365 | -1.4 | 0.628626 | 1.414214 | 0 | 0.005579 | 1 | 88,107 |
0.996405 | 1.08249 | 1.128033 | 0.740579 | -0.628638 | -0.971018 | -0.433326 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000799 | 0.004184 | 1 | 88,108 |
-0.996405 | -0.784448 | -0.719704 | 0.740579 | -1.790487 | -1.329392 | -0.427743 | 0.000413 | -1.4 | 0.628626 | 1.414214 | -0.000799 | 0.004983 | 1 | 88,109 |
0 | 0.460343 | -0.412414 | 1.63321 | -0.942979 | -0.612644 | -0.42624 | 0.000111 | -1.4 | 0.628626 | 1.414214 | 0 | 0.004983 | 1 | 88,110 |
0 | 0.460343 | -0.412414 | 3.417583 | -0.240757 | -0.287628 | -0.42624 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.004585 | 1 | 88,111 |
-0.498501 | -0.473343 | -0.412414 | 3.417583 | -0.375949 | -0.612644 | -0.426884 | -0.000048 | -1.4 | 0.628626 | 1.414214 | -0.0004 | 0.004985 | 1 | 88,112 |
0.498501 | 1.083112 | 1.128279 | 3.415801 | -0.591976 | -1.329392 | -0.426884 | 0 | -1.4 | 0.628626 | 1.414214 | 0.0004 | 0.005181 | 1 | 88,113 |
0.747378 | 0.460343 | 1.128033 | 3.415801 | -2.621472 | -1.583663 | -0.426025 | 0.000063 | -1.4 | 0.628626 | 1.414214 | 0.000599 | 0.004383 | 1 | 88,114 |
0 | 0.148804 | 0.204134 | 1.63321 | -0.778727 | -0.43528 | -0.426025 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.004383 | 1 | 88,115 |
-1.245879 | -1.407029 | -1.336313 | 0.742361 | -0.427631 | -0.834771 | -0.426025 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000999 | 0.004985 | 1 | 88,116 |
0 | -0.473343 | 0.203826 | 1.63321 | -2.031271 | -1.942037 | -0.426025 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.005382 | 1 | 88,117 |
0.498501 | 0.149425 | 0.203826 | 3.417583 | -1.146507 | -0.716748 | -0.426025 | 0 | -1.4 | 0.628626 | 1.414214 | 0.0004 | 0.005579 | 1 | 88,118 |
-0.498501 | 0.460343 | -0.412414 | 1.63321 | -1.630186 | -1.329392 | -0.426455 | -0.000032 | -1.4 | 0.628626 | 1.414214 | -0.0004 | 0.006376 | 1 | 88,119 |
1.245879 | 1.083112 | 1.436307 | 1.63321 | -0.203123 | -0.971018 | -0.426455 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000999 | 0.00498 | 1 | 88,120 |
-0.996604 | -1.407029 | -1.028101 | 0.742361 | -0.503305 | -0.716748 | -0.427529 | -0.000079 | -1.4 | 0.628626 | 1.414214 | -0.000799 | 0.005381 | 1 | 88,121 |
-0.997401 | 0.771696 | -0.720935 | 3.420257 | -0.616152 | -0.612644 | -0.427529 | 0 | -1.4 | 0.628626 | 1.414214 | -0.0008 | 0.005584 | 1 | 88,122 |
1.994005 | 2.017731 | 2.053101 | 1.63321 | 1.32752 | 0.047788 | -0.428173 | -0.000048 | -1.4 | 0.628626 | 1.414214 | 0.001599 | 0.004383 | 1 | 88,123 |
-0.747378 | -0.473343 | -0.41186 | 1.63321 | -0.848684 | -0.612644 | -0.428173 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000599 | 0.004585 | 1 | 88,124 |
-0.498501 | -0.473343 | -0.412414 | 0.742361 | 0.909671 | 0.451498 | -0.42667 | 0.000111 | -1.4 | 0.628626 | 1.414214 | -0.0004 | 0.004985 | 1 | 88,125 |
1.743883 | 1.705258 | 1.128279 | 3.413132 | 0.198557 | -0.834771 | -0.42667 | 0 | -1.4 | 0.628626 | 1.414214 | 0.001398 | 0.002591 | 1 | 88,126 |
2.487039 | 2.63367 | 0.512039 | 1.625219 | 0.717239 | 0.660432 | -0.433112 | -0.000476 | -1.4 | 0.628626 | 1.414214 | 0.001994 | 0.000597 | 1 | 88,127 |
1.241662 | 1.077843 | 1.126192 | 0.735257 | 0.770386 | 0.136247 | -0.433112 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000996 | -0.000398 | 0 | 88,128 |
-0.496517 | -0.473343 | -0.71578 | 3.402488 | -0.110493 | -0.43528 | -0.435688 | -0.00019 | -1.4 | 0.628626 | 1.414214 | -0.000398 | 0.000199 | 1 | 88,129 |
0 | 0.146946 | 0.205053 | 0.735257 | -1.164273 | -1.329392 | -0.435688 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.000995 | 1 | 88,130 |
-0.745146 | 0.146946 | -0.409101 | 1.625219 | 0.161874 | -0.161147 | -0.439553 | -0.000286 | -1.4 | 0.628626 | 1.414214 | -0.000597 | 0.001195 | 1 | 88,131 |
1.241662 | 1.077843 | 0.512039 | 0.735257 | -0.294134 | -0.971018 | -0.439553 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000996 | 0 | 0 | 88,132 |
0.744405 | 0.456628 | 0.512039 | 1.622566 | -0.806834 | -0.834771 | -0.439339 | 0.000016 | -1.4 | 0.628626 | 1.414214 | 0.000597 | -0.000597 | 0 | 88,133 |
-1.737636 | -0.473343 | -1.636003 | 1.625219 | -0.190681 | 0 | -0.439339 | 0 | -1.4 | 0.628626 | 1.414214 | -0.001393 | 0.000796 | 1 | 88,134 |
0.496714 | 0.147193 | 0.204931 | 3.402488 | -0.176609 | -0.971018 | -0.435259 | 0.000302 | -1.4 | 0.628626 | 1.414214 | 0.000398 | 0.000398 | 1 | 88,135 |
0.496517 | 0.146946 | -0.409101 | 0.735257 | -0.286413 | -0.971018 | -0.435259 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000398 | 0 | 0 | 88,136 |
-1.241662 | -1.093632 | -1.022888 | 3.402488 | -1.015867 | -0.519521 | -0.436762 | -0.000111 | -1.4 | 0.628626 | 1.414214 | -0.000996 | 0.001592 | 1 | 88,137 |
0.745146 | 0.457554 | 0.512039 | 1.625219 | -0.724714 | -0.834771 | -0.436762 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000597 | 0.000995 | 1 | 88,138 |
0 | -0.473343 | -0.409101 | 0.735257 | 0.036719 | -0.43528 | -0.436762 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.000995 | 1 | 88,139 |
0 | -0.163168 | 0.205053 | 0.735257 | -0.692414 | -1.329392 | -0.435474 | 0.000095 | -1.4 | 0.628626 | 1.414214 | 0 | 0.000398 | 1 | 88,140 |
0 | 1.076917 | -0.409101 | 1.622566 | 0.584649 | 0.848307 | -0.435474 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | 0.000398 | 1 | 88,141 |
1.240921 | 1.076917 | 1.125826 | 3.398068 | -0.159803 | -0.05052 | -0.435474 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000995 | -0.000995 | 0 | 88,142 |
0 | -0.473343 | 0.205359 | 3.398068 | -1.847779 | -1.583663 | -0.437406 | -0.000143 | -1.4 | 0.628626 | 1.414214 | 0 | -0.000597 | 0 | 88,143 |
0 | -0.473343 | -0.408184 | 3.398068 | -0.463157 | -1.329392 | -0.437406 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | -0.001592 | 0 | 88,144 |
0.496023 | 0.146329 | -1.328957 | 3.393656 | -0.409239 | -1.132165 | -0.439553 | -0.000159 | -1.4 | 0.628626 | 1.414214 | 0.000398 | -0.001393 | 0 | 88,145 |
0 | 0.455704 | 0.512039 | 1.619918 | -0.30275 | -0.716748 | -0.440412 | -0.000063 | -1.4 | 0.628626 | 1.414214 | 0 | -0.001393 | 0 | 88,146 |
0 | -0.473343 | 0.512039 | 3.39542 | -0.709951 | -0.612644 | -0.440412 | 0 | -1.4 | 0.628626 | 1.414214 | 0 | -0.001393 | 0 | 88,147 |
-0.496023 | -1.093016 | -0.407818 | 3.398068 | -0.850756 | -0.834771 | -0.443633 | -0.000238 | -1.4 | 0.628626 | 1.414214 | -0.000398 | -0.000995 | 0 | 88,148 |
-0.744405 | -1.403314 | -0.408184 | 3.398068 | -2.784503 | -1.583663 | -0.443633 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000597 | -0.000398 | 0 | 88,149 |
0.744405 | 0.456628 | 1.125581 | 1.622566 | -2.534113 | -1.329392 | -0.439983 | 0.00027 | -1.4 | 0.628626 | 1.414214 | 0.000597 | -0.001393 | 0 | 88,150 |
-0.744405 | -1.403314 | -0.408184 | 0.735257 | -0.61069 | -0.612644 | -0.439983 | 0 | -1.4 | 0.628626 | 1.414214 | -0.000597 | -0.000796 | 0 | 88,151 |
-0.496517 | -0.783457 | -0.408734 | 0.735257 | -0.947885 | -1.583663 | -0.44213 | -0.000159 | -1.4 | 0.628626 | 1.414214 | -0.000398 | -0.000797 | 0 | 88,152 |
0.248283 | -0.163168 | 0.205053 | 0.735257 | -1.186356 | -1.583663 | -0.44213 | 0 | -1.4 | 0.628626 | 1.414214 | 0.000199 | -0.001195 | 0 | 88,153 |
0.248234 | -0.163229 | -0.101871 | 1.622566 | -0.748472 | -0.612644 | -0.441486 | 0.000048 | -1.4 | 0.628626 | 1.414214 | 0.000199 | -0.001394 | 0 | 88,154 |
0 | 0.456628 | 0.512039 | 1.622566 | -0.511231 | -0.612644 | -0.441486 | 0 | -1.4 | 0.464102 | 0.614014 | 0 | -0.000996 | 0 | 88,155 |
0 | 0.456628 | 0.512039 | 1.619918 | -1.041437 | -0.612644 | -0.441486 | 0 | -1.4 | 0.464102 | 0.614014 | 0 | -0.001394 | 0 | 88,156 |
1.984092 | 2.005348 | 2.045438 | 3.393656 | 0.649691 | 0.177365 | -0.44621 | -0.000349 | -1.4 | 0.464102 | 0.614014 | 0.001591 | -0.002586 | 0 | 88,157 |
-0.743665 | -0.473343 | -0.40727 | 0.73349 | 0.085704 | -0.222127 | -0.443848 | 0.000175 | -1.4 | 0.464102 | 0.614014 | -0.000596 | -0.002389 | 0 | 88,158 |
0 | -0.473343 | 0.512039 | 3.39542 | -4.029688 | -2.554681 | -0.443848 | 0 | -1.4 | 0.464102 | 0.614014 | 0 | -0.002389 | 0 | 88,159 |
0 | 0.455704 | 0.512039 | 1.619918 | -0.272027 | -0.834771 | -0.446854 | -0.000222 | -1.4 | 0.464102 | 0.614014 | 0 | -0.002987 | 0 | 88,160 |
-0.496023 | -0.473343 | -0.407818 | 0.73349 | -1.160675 | -0.716748 | -0.446854 | 0 | -1.4 | 0.464102 | 0.614014 | -0.000398 | -0.001991 | 0 | 88,161 |
0 | -0.163476 | 0.205359 | 0.73349 | -0.887192 | -1.583663 | -0.446854 | 0 | -1.4 | 0.464102 | 0.614014 | 0 | -0.001991 | 0 | 88,162 |
0.743961 | 0.765756 | 1.125215 | 1.619918 | -0.760735 | -1.132165 | -0.443848 | 0.000222 | -1.4 | 0.464102 | 0.614014 | 0.000596 | -0.002587 | 0 | 88,163 |
-0.247938 | -0.163661 | -0.714315 | 0.73349 | -0.557543 | -0.43528 | -0.443848 | 0 | -1.4 | 0.464102 | 0.614014 | -0.000199 | -0.002987 | 0 | 88,164 |
0 | -0.473343 | -0.407818 | 0.73349 | -0.4716 | -0.834771 | -0.444063 | -0.000016 | -1.4 | 0.464102 | 0.614014 | 0 | -0.002389 | 0 | 88,165 |
-0.496023 | -0.473343 | -0.407818 | 0.73349 | -1.027089 | -1.132165 | -0.443848 | 0.000016 | -1.4 | 0.464102 | 0.614014 | -0.000398 | -0.001991 | 0 | 88,166 |
0.496023 | 0.146329 | 0.205359 | 0.73349 | -0.157966 | -0.971018 | -0.443848 | 0 | -1.4 | 0.464102 | 0.614014 | 0.000398 | -0.002987 | 0 | 88,167 |
0.743665 | 0.455704 | -0.101138 | 1.619918 | -1.04728 | -1.132165 | -0.447498 | -0.00027 | -1.4 | 0.464102 | 0.614014 | 0.000596 | -0.002985 | 0 | 88,168 |
0.49553 | 0.145714 | 0.205663 | 3.391014 | 0.944535 | 0.325017 | -0.447498 | 0 | -1.4 | 0.464102 | 0.614014 | 0.000397 | -0.00398 | 0 | 88,169 |
-0.49553 | 1.073224 | -0.406905 | 0.731727 | -0.510092 | -0.287628 | -0.447498 | 0 | -1.4 | 0.464102 | 0.614014 | -0.000397 | -0.002985 | 0 | 88,170 |
-0.495727 | -0.163784 | -0.40727 | 1.619918 | -0.082522 | -0.222127 | -0.45029 | -0.000206 | -1.4 | 0.464102 | 0.614014 | -0.000397 | -0.003185 | 0 | 88,171 |
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