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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 | 1.068023 | 0.512039 | 1.608329 | 0.402672 | -0.104104 | -0.483358 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.002378 | 0 | 88,572 |
-0.493863 | 0.451659 | -0.098468 | 2.494226 | 0.211445 | -0.104104 | -0.480567 | 0.000206 | -0.8 | 0.732051 | 2.346065 | -0.000396 | -0.002379 | 0 | 88,573 |
-0.494058 | -0.473343 | -0.404174 | 0.726457 | 0.019551 | -0.43528 | -0.480567 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000396 | -0.001586 | 0 | 88,574 |
-0.741454 | -0.473343 | -1.321658 | 3.382228 | 0.874599 | 0.451498 | -0.46618 | 0.001064 | -0.8 | 0.732051 | 2.346065 | -0.000594 | -0.001984 | 0 | 88,575 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | -2.183299 | -0.971018 | -0.46618 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000397 | -0.001588 | 0 | 88,576 |
0.494548 | 0.144487 | -0.405446 | 0.72821 | -2.183299 | -1.583663 | -0.437621 | 0.002111 | -0.8 | 0.732051 | 2.346065 | 0.000397 | -0.000397 | 0 | 88,577 |
0 | -0.473343 | -1.0168 | 0.72821 | -0.907474 | -1.132165 | -0.437621 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.000992 | 0 | 88,578 |
0 | 0.452942 | -0.099315 | 0.72821 | -0.767863 | -1.329392 | -0.437621 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.000793 | 0 | 88,579 |
0.2472 | 0.144242 | -1.0168 | 3.382228 | 0.127105 | -0.104104 | -0.458664 | -0.001556 | -0.8 | 0.732051 | 2.346065 | 0.000198 | -0.000595 | 0 | 88,580 |
-0.741748 | -1.399996 | -0.710668 | 3.38486 | -0.838436 | -1.329392 | -0.458664 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000595 | -0.000595 | 0 | 88,581 |
-0.74219 | -1.400547 | -0.405446 | 3.38486 | -1.205439 | -0.716748 | -0.441486 | 0.00127 | -0.8 | 0.732051 | 2.346065 | -0.000595 | -0.000198 | 0 | 88,582 |
0.989488 | 1.071691 | 1.123756 | 0.72821 | 0.09556 | -0.519521 | -0.441486 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000793 | -0.000793 | 0 | 88,583 |
0.247249 | -0.164459 | -0.099436 | 1.612006 | 0.256144 | -0.612644 | -0.434185 | 0.00054 | -0.8 | 0.732051 | 2.346065 | 0.000198 | -0.000992 | 0 | 88,584 |
0.741454 | 0.452942 | 1.12315 | 1.612006 | -1.150016 | -1.942037 | -0.434185 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000594 | -0.001586 | 0 | 88,585 |
0 | -0.473343 | -0.404537 | 1.612006 | -2.102202 | -1.583663 | -0.407129 | 0.002 | -0.8 | 0.732051 | 2.346065 | 0 | -0.001983 | 0 | 88,586 |
-0.741454 | -0.473343 | -0.404537 | 1.612006 | -0.758966 | -0.612644 | -0.407129 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000594 | -0.001388 | 0 | 88,587 |
0 | -0.473343 | -0.405083 | 1.612006 | 1.084564 | 0 | -0.404982 | 0.000159 | -0.8 | 0.732051 | 2.346065 | 0 | -0.000397 | 0 | 88,588 |
0.741454 | 0.452942 | 1.12315 | 1.612006 | -0.348769 | -1.132165 | -0.404982 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000594 | -0.001983 | 0 | 88,589 |
-1.236002 | -1.399629 | -1.321658 | 0.72821 | -0.620284 | -0.612644 | -0.404982 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000991 | -0.000992 | 0 | 88,590 |
0.494548 | 0.144487 | 0.206271 | 0.72821 | -0.690846 | -0.971018 | -0.36676 | 0.002826 | -0.8 | 0.732051 | 2.346065 | 0.000397 | -0.000992 | 0 | 88,591 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | 0.595104 | -0.834771 | -0.36676 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000397 | 0.000397 | 1 | 88,592 |
0.494548 | 0.144487 | 0.206271 | 1.612006 | -0.25003 | -0.834771 | -0.341851 | 0.001841 | -0.8 | 0.732051 | 2.346065 | 0.000397 | -0.000397 | 0 | 88,593 |
0.741454 | 0.452942 | 0.512039 | 1.612006 | -1.1571 | -1.583663 | -0.341851 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000594 | -0.000594 | 0 | 88,594 |
0.494058 | 0.143875 | 0.206574 | 0.725757 | 0.197579 | -0.104104 | -0.345716 | -0.000286 | -0.8 | 0.732051 | 2.346065 | 0.000396 | -0.001387 | 0 | 88,595 |
-1.482762 | 0.14363 | -1.320932 | 0.726457 | 0.528538 | 0 | -0.345716 | 0 | -0.8 | 0.732051 | 2.346065 | -0.001189 | 0 | 0 | 88,596 |
0.988704 | 1.379045 | 1.428796 | 0.726457 | -0.553843 | -0.834771 | -0.349367 | -0.00027 | -0.8 | 0.732051 | 2.346065 | 0.000793 | -0.001586 | 0 | 88,597 |
0.247054 | -0.164704 | 0.206574 | 0.726457 | -0.332733 | -1.329392 | -0.349367 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000198 | -0.001784 | 0 | 88,598 |
-0.247054 | -0.781983 | -0.09883 | 0.726457 | -1.859966 | -1.132165 | -0.345502 | 0.000286 | -0.8 | 0.732051 | 2.346065 | -0.000198 | -0.000991 | 0 | 88,599 |
0 | -0.473343 | 0.206574 | 1.612006 | -0.299602 | -0.287628 | -0.345502 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.000991 | 0 | 88,600 |
-0.741454 | -1.399629 | -1.321658 | 0.72821 | 0.152055 | -0.287628 | -0.345931 | -0.000032 | -0.8 | 0.732051 | 2.346065 | -0.000594 | -0.000397 | 0 | 88,601 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | 0.043186 | -1.132165 | -0.345931 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000397 | 0.000198 | 1 | 88,602 |
0 | -0.473343 | 0.206271 | 1.614638 | -0.330242 | -0.834771 | -0.342495 | 0.000254 | -0.8 | 0.732051 | 2.346065 | 0 | 0.000397 | 1 | 88,603 |
-1.237228 | -0.473343 | -1.323478 | 1.614638 | -0.635696 | -1.132165 | -0.342495 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000992 | 0.001388 | 1 | 88,604 |
0.742484 | 0.763297 | 0.205967 | 1.614638 | 0.617792 | 0.25427 | -0.333691 | 0.000651 | -0.8 | 0.628626 | 1.414214 | 0.000595 | 0.000991 | 1 | 88,605 |
0.989292 | 1.688847 | 0.20615 | 1.612006 | 0.612636 | 0.177365 | -0.333691 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000793 | -0.000992 | 0 | 88,606 |
-0.494548 | 0.452942 | -0.405083 | 0.72821 | -0.327762 | -0.716748 | -0.344643 | -0.00081 | -0.8 | 0.628626 | 1.414214 | -0.000397 | -0.000595 | 0 | 88,607 |
0 | -0.473343 | -0.405446 | 1.614638 | -1.050224 | -1.132165 | -0.344643 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0 | 0 | 88,608 |
0 | 0.144487 | -0.405446 | 0.72821 | -0.39513 | -0.834771 | -0.340777 | 0.000286 | -0.8 | 0.628626 | 1.414214 | 0 | 0.001189 | 1 | 88,609 |
0 | -0.164398 | -1.323478 | 1.614638 | -0.692414 | -0.519521 | -0.340777 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.001387 | 1 | 88,610 |
-0.74219 | -1.400547 | -1.323478 | 1.614638 | -0.935698 | -1.132165 | -0.337342 | 0.000254 | -0.8 | 0.628626 | 1.414214 | -0.000595 | 0.002576 | 1 | 88,611 |
0 | -0.473343 | -1.018317 | 1.614638 | 0.289581 | -0.612644 | -0.337342 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002972 | 1 | 88,612 |
1.236738 | 1.071691 | 0.512039 | 3.38486 | 0.282881 | 0.216654 | -0.348293 | -0.00081 | -0.8 | 0.628626 | 1.414214 | 0.000992 | 0.001584 | 1 | 88,613 |
-0.989292 | -1.091173 | -0.710911 | 1.614638 | -0.621668 | -1.583663 | -0.348293 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000793 | 0.000397 | 1 | 88,614 |
-0.247446 | 0.144732 | 0.20615 | 1.614638 | -0.452778 | -1.583663 | -0.348293 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000198 | 0.002576 | 1 | 88,615 |
-0.495039 | -1.091786 | -0.405993 | 1.614638 | -2.45844 | -1.942037 | -0.340348 | 0.000587 | -0.8 | 0.628626 | 1.414214 | -0.000397 | 0.003369 | 1 | 88,616 |
0.495039 | 0.763297 | 1.123999 | 1.614638 | -0.001854 | -0.287628 | -0.340348 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000397 | 0.002576 | 1 | 88,617 |
-0.495039 | -0.473343 | -0.405993 | 1.614638 | -0.329414 | -0.43528 | -0.342925 | -0.00019 | -0.8 | 0.628626 | 1.414214 | -0.000397 | 0.002379 | 1 | 88,618 |
0 | 0.1451 | 0.205967 | 1.614638 | -0.25003 | -0.971018 | -0.342925 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002973 | 1 | 88,619 |
0 | 1.072304 | 0.205967 | 1.614638 | -0.150073 | -1.132165 | -0.338201 | 0.000349 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002973 | 1 | 88,620 |
-0.742927 | 0.1451 | -0.406357 | 0.729967 | -0.496598 | -0.612644 | -0.338201 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000596 | 0.002975 | 1 | 88,621 |
1.237965 | 1.073224 | 2.042394 | 0.729967 | -0.996747 | -1.583663 | -0.345716 | -0.000556 | -0.8 | 0.628626 | 1.414214 | 0.000993 | 0.001784 | 1 | 88,622 |
-0.495039 | -0.473343 | -0.405993 | 0.729967 | 0.13518 | -1.329392 | -0.345716 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000397 | 0.001983 | 1 | 88,623 |
0.495039 | 0.1451 | 0.205967 | 0.729967 | -2.183299 | -1.583663 | -0.33498 | 0.000794 | -0.8 | 0.628626 | 1.414214 | 0.000397 | 0.001586 | 1 | 88,624 |
-1.237965 | -0.473343 | -1.018317 | 1.614638 | -1.12928 | -1.132165 | -0.33498 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000993 | 0.002975 | 1 | 88,625 |
0 | -0.473343 | 0.512039 | 1.614638 | -4.029688 | -2.554681 | -0.335409 | -0.000032 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002579 | 1 | 88,626 |
1.980155 | 2.000429 | 1.124363 | 1.614638 | -1.241496 | -1.329392 | -0.335409 | 0 | -0.8 | 0.628626 | 1.414214 | 0.001588 | 0.001189 | 1 | 88,627 |
-0.74219 | -0.473343 | -0.405446 | 1.614638 | -0.227472 | -0.161147 | -0.333476 | 0.000143 | -0.8 | 0.628626 | 1.414214 | -0.000595 | 0.002576 | 1 | 88,628 |
0.247446 | 0.144854 | -0.405993 | 1.614638 | -0.394202 | -0.716748 | -0.333476 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.002378 | 1 | 88,629 |
0.494744 | 0.144732 | 0.817867 | 1.614638 | -2.851252 | -1.942037 | -0.337986 | -0.000333 | -0.8 | 0.628626 | 1.414214 | 0.000397 | 0.001981 | 1 | 88,630 |
-0.74219 | -1.400547 | -0.405446 | 0.729967 | -1.606067 | -1.329392 | -0.337986 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000595 | 0.002576 | 1 | 88,631 |
-0.247495 | -0.782534 | -1.018317 | 0.729967 | -1.109277 | -1.329392 | -0.340563 | -0.00019 | -0.8 | 0.628626 | 1.414214 | -0.000198 | 0.002774 | 1 | 88,632 |
0.247495 | -0.164152 | 0.206028 | 0.729967 | -1.311875 | -1.329392 | -0.340563 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.001982 | 1 | 88,633 |
0 | 0.453861 | 0.512039 | 3.38486 | 0.16083 | 0 | -0.342281 | -0.000127 | -0.8 | 0.628626 | 1.414214 | 0 | 0.001586 | 1 | 88,634 |
0 | 0.453861 | 0.512039 | 0.729967 | 0.406749 | -0.05052 | -0.342281 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.00119 | 1 | 88,635 |
-0.495039 | -0.782534 | -0.405993 | 0.729967 | -1.939171 | -1.329392 | -0.342281 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000397 | 0.001983 | 1 | 88,636 |
0 | 0.1451 | 0.205967 | 0.729967 | 0.380418 | 0.047788 | -0.338845 | 0.000254 | -0.8 | 0.628626 | 1.414214 | 0 | 0.001983 | 1 | 88,637 |
1.237228 | 1.072304 | 0.512039 | 1.614638 | 0.176969 | -0.104104 | -0.338845 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000992 | 0.000397 | 1 | 88,638 |
-1.237228 | -0.473343 | -1.323478 | 1.614638 | -0.512372 | -0.519521 | -0.339704 | -0.000063 | -0.8 | 0.628626 | 1.414214 | -0.000992 | 0.001983 | 1 | 88,639 |
0 | -0.473343 | 0.205967 | 1.614638 | -1.998879 | -1.942037 | -0.339704 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002379 | 1 | 88,640 |
0.495039 | 0.1451 | 1.123999 | 1.614638 | -2.031271 | -1.942037 | -0.34271 | -0.000222 | -0.8 | 0.628626 | 1.414214 | 0.000397 | 0.001982 | 1 | 88,641 |
1.236738 | 1.071691 | 2.040877 | 0.72821 | -0.955326 | -0.716748 | -0.34271 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000992 | 0.000991 | 1 | 88,642 |
-0.494548 | -1.091173 | -0.405083 | 0.72821 | -2.621472 | -1.942037 | -0.344213 | -0.000111 | -0.8 | 0.628626 | 1.414214 | -0.000397 | 0.002377 | 1 | 88,643 |
0.494548 | 0.144487 | 1.123392 | 0.72821 | -1.376287 | -1.329392 | -0.344213 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000397 | 0.000991 | 1 | 88,644 |
-0.494548 | -1.091173 | -0.405083 | 0.72821 | -0.140509 | -0.358374 | -0.341207 | 0.000222 | -0.8 | 0.628626 | 1.414214 | -0.000397 | 0.001387 | 1 | 88,645 |
0.247298 | 0.144487 | 0.206271 | 0.72821 | -0.159803 | -1.132165 | -0.341207 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.003167 | 1 | 88,646 |
-0.989488 | -0.782289 | -0.711153 | 1.614638 | -0.349626 | -0.612644 | -0.340992 | 0.000016 | -0.8 | 0.628626 | 1.414214 | -0.000793 | 0.00396 | 1 | 88,647 |
0 | 0.453861 | 0.512039 | 1.614638 | -1.925177 | -1.583663 | -0.340992 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.003763 | 1 | 88,648 |
0.74219 | 0.453861 | 0.512039 | 1.614638 | -0.442585 | -0.612644 | -0.340992 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000595 | 0.00297 | 1 | 88,649 |
0 | -0.473343 | -0.405446 | 0.72821 | 0.290136 | -0.834771 | -0.342066 | -0.000079 | -0.8 | 0.628626 | 1.414214 | 0 | 0.00297 | 1 | 88,650 |
0 | -0.164398 | 0.206271 | 0.72821 | -1.518709 | -1.329392 | -0.340777 | 0.000095 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002575 | 1 | 88,651 |
0.247298 | -0.164398 | 0.512039 | 0.72821 | -0.975658 | -1.942037 | -0.340777 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.001783 | 1 | 88,652 |
0.247249 | 0.761827 | -0.711153 | 1.612006 | 0.526532 | -0.612644 | -0.347005 | -0.00046 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.002969 | 1 | 88,653 |
0 | 0.144242 | -1.0168 | 0.72821 | 0.073239 | -0.287628 | -0.347005 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.00198 | 1 | 88,654 |
0.2472 | 0.144242 | 0.817624 | 1.612006 | -1.598251 | -1.583663 | -0.349581 | -0.00019 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.00198 | 1 | 88,655 |
-1.483938 | -0.782166 | -1.322386 | 0.72821 | -0.92141 | -0.834771 | -0.349581 | 0 | -0.8 | 0.628626 | 1.414214 | -0.00119 | 0.003565 | 1 | 88,656 |
0 | -0.473343 | 0.512039 | 0.72821 | -4.029688 | -2.554681 | -0.349581 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002972 | 1 | 88,657 |
0.74219 | 1.997976 | 1.123756 | 1.612006 | 0.296203 | 0.480479 | -0.348722 | 0.000063 | -0.8 | 0.628626 | 1.414214 | 0.000595 | 0.002179 | 1 | 88,658 |
1.483056 | 1.379412 | 1.123392 | 0.726457 | 0.420131 | -0.43528 | -0.348722 | 0 | -0.8 | 0.628626 | 1.414214 | 0.001189 | 0.00099 | 1 | 88,659 |
0.247005 | -0.164765 | -0.09883 | 1.609379 | 1.197987 | 0.683391 | -0.345716 | 0.000222 | -0.8 | 0.628626 | 1.414214 | 0.000198 | 0.00099 | 1 | 88,660 |
0.74072 | 0.452026 | 0.512039 | 0.724708 | -0.09606 | -0.519521 | -0.345716 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000594 | 0.000396 | 1 | 88,661 |
0.493569 | 0.759628 | 1.122182 | 0.724708 | -0.824392 | -1.132165 | -0.347434 | -0.000127 | -0.8 | 0.628626 | 1.414214 | 0.000396 | -0.000198 | 0 | 88,662 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | -0.429602 | -0.43528 | -0.347434 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000396 | 0 | 0 | 88,663 |
-2.470781 | 0.143264 | -2.848075 | 1.609379 | 0.159435 | 0.093124 | -0.347434 | 0 | -0.8 | 0.628626 | 1.414214 | -0.001981 | 0.002179 | 1 | 88,664 |
2.470781 | 2.613359 | 1.734503 | 3.377848 | 0.379708 | 0.047788 | -0.345287 | 0.000159 | -0.8 | 0.464102 | 0.614014 | 0.001981 | -0.000396 | 0 | 88,665 |
0.493569 | 0.143264 | -0.40363 | 3.376098 | -0.300388 | -0.716748 | -0.354305 | -0.000667 | -0.8 | 0.464102 | 0.614014 | 0.000396 | -0.000396 | 0 | 88,666 |
-0.493569 | -1.08995 | -1.013774 | 1.609379 | -0.776902 | -1.132165 | -0.354305 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000396 | 0 | 0 | 88,667 |
-0.74072 | -1.398712 | -0.40363 | 1.609379 | -1.525496 | -1.942037 | -0.345502 | 0.000651 | -0.8 | 0.464102 | 0.614014 | -0.000594 | 0.000594 | 1 | 88,668 |
0.74072 | 0.452026 | 0.817322 | 1.609379 | -1.38688 | -1.329392 | -0.345502 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000594 | -0.000594 | 0 | 88,669 |
0 | -0.473343 | -0.40363 | 3.376098 | 0.026216 | -0.161147 | -0.345287 | 0.000016 | -0.8 | 0.464102 | 0.614014 | 0 | 0.000396 | 1 | 88,670 |
-0.74072 | -0.781738 | -0.40363 | 1.609379 | -0.338589 | -0.716748 | -0.345287 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000594 | 0.00099 | 1 | 88,671 |
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