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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.716455 | -0.473343 | -2.520083 | 0.714282 | 0.565192 | 0.508541 | -0.374919 | 0.000333 | -1 | 0.732051 | 2.346065 | -0.001376 | 0.002358 | 1 | 89,572 |
1.716455 | 1.670993 | -1.309025 | 3.343117 | 0.392118 | 0.136247 | -0.374919 | 0 | -1 | 0.732051 | 2.346065 | 0.001376 | 0.000982 | 1 | 89,573 |
-1.716455 | -0.473343 | -1.913181 | 3.347429 | -0.660371 | -0.358374 | -0.379429 | -0.000333 | -1 | 0.732051 | 2.346065 | -0.001376 | 0.001376 | 1 | 89,574 |
1.22628 | 1.058627 | 0.208677 | 3.345703 | -0.690846 | -0.161147 | -0.379429 | 0 | -1 | 0.732051 | 2.346065 | 0.000983 | 0.001375 | 1 | 89,575 |
-0.735624 | 0.139023 | -0.397329 | 3.345703 | -3.014284 | -1.329392 | -0.333906 | 0.003365 | -1 | 0.732051 | 2.346065 | -0.00059 | 0.001572 | 1 | 89,576 |
1.225798 | 1.058025 | -0.397866 | 3.345703 | -0.424687 | -0.971018 | -0.333906 | 0 | -1 | 0.732051 | 2.346065 | 0.000983 | 0.000982 | 1 | 89,577 |
-1.225798 | -2.004711 | -1.003277 | 3.347429 | 0.110601 | -0.612644 | -0.333906 | 0 | -1 | 0.732051 | 2.346065 | -0.000983 | 0.001572 | 1 | 89,578 |
0 | 0.445658 | 0.512039 | 3.345703 | -0.035804 | -0.358374 | -0.383724 | -0.003683 | -1 | 0.732051 | 2.346065 | 0 | 0.002553 | 1 | 89,579 |
0 | -0.473343 | 0.512039 | 3.345703 | -1.408679 | -1.583663 | -0.383724 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.001965 | 1 | 89,580 |
0.735624 | 0.445658 | 0.512039 | 1.591135 | -1.237374 | -1.329392 | -0.390165 | -0.000476 | -1 | 0.732051 | 2.346065 | 0.00059 | 0.001963 | 1 | 89,581 |
1.225076 | 1.057122 | -0.397329 | 1.588549 | -0.074551 | -0.222127 | -0.390165 | 0 | -1 | 0.732051 | 2.346065 | 0.000982 | 0.000393 | 1 | 89,582 |
0.489694 | 0.138422 | -1.305447 | 1.585968 | 1.494583 | 1.174769 | -0.387589 | 0.00019 | -1 | 0.732051 | 2.346065 | 0.000393 | 0 | 0 | 89,583 |
0 | 1.055021 | 0.512039 | 3.338814 | 0.19299 | -0.358374 | -0.387589 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.000981 | 1 | 89,584 |
0.73418 | 0.443855 | 0.512039 | 1.585968 | -1.213255 | -1.329392 | -0.391239 | -0.00027 | -1 | 0.732051 | 2.346065 | 0.000589 | 0.000392 | 1 | 89,585 |
0.489213 | 0.137822 | -0.395545 | 3.337096 | -0.803005 | -1.132165 | -0.391239 | 0 | -1 | 0.732051 | 2.346065 | 0.000392 | 0 | 0 | 89,586 |
-1.223394 | -0.473343 | -1.000304 | 3.338814 | -1.132684 | -0.716748 | -0.384797 | 0.000476 | -1 | 0.732051 | 2.346065 | -0.000981 | 0 | 0 | 89,587 |
-0.489694 | 0.443855 | -0.39608 | 0.710835 | -1.939171 | -1.132165 | -0.384797 | 0 | -1 | 0.732051 | 2.346065 | -0.000393 | 0 | 0 | 89,588 |
0 | -0.473343 | -0.396436 | 3.341395 | 0.214304 | -0.104104 | -0.38673 | -0.000143 | -1 | 0.732051 | 2.346065 | 0 | 0 | 0 | 89,589 |
-0.734901 | -1.391442 | -0.396436 | 3.341395 | -2.141301 | -1.329392 | -0.38673 | 0 | -1 | 0.732051 | 2.346065 | -0.000589 | 0.000982 | 1 | 89,590 |
0.734901 | 0.444756 | 1.117748 | 3.341395 | -2.576111 | -1.942037 | -0.392098 | -0.000397 | -1 | 0.732051 | 2.346065 | 0.000589 | 0.000393 | 1 | 89,591 |
-0.734901 | 1.05562 | -0.396436 | 0.710835 | 0.323252 | -0.104104 | -0.392098 | 0 | -1 | 0.732051 | 2.346065 | -0.000589 | 0.001963 | 1 | 89,592 |
0 | 0.444756 | 0.512039 | 1.588549 | -0.814571 | -0.612644 | -0.392098 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.001963 | 1 | 89,593 |
0 | 0.444756 | -0.396972 | 1.588549 | 0.293454 | 0.047788 | -0.392098 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002159 | 1 | 89,594 |
0 | 0.444756 | -0.093909 | 0.712557 | -0.488872 | -0.519521 | -0.384153 | 0.000587 | -1 | 0.732051 | 2.346065 | 0 | 0.001963 | 1 | 89,595 |
0 | 0.444756 | -0.396972 | 3.343117 | 0.095951 | 0.390518 | -0.384153 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002355 | 1 | 89,596 |
0 | 0.444756 | -1.003277 | 1.588549 | 1.757264 | 1.161674 | -0.384153 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.002747 | 1 | 89,597 |
-1.225798 | -0.473343 | -1.003277 | 3.347429 | 0.421452 | -0.161147 | -0.381791 | 0.000175 | -1 | 0.732051 | 2.346065 | -0.000983 | 0.002946 | 1 | 89,598 |
0.735624 | 0.445658 | -0.397866 | 3.345703 | -0.439562 | -0.716748 | -0.381361 | 0.000032 | -1 | 0.732051 | 2.346065 | 0.00059 | 0.001963 | 1 | 89,599 |
-0.735624 | -1.392344 | -0.397329 | 3.345703 | -2.621472 | -1.942037 | -0.381361 | 0 | -1 | 0.732051 | 2.346065 | -0.00059 | 0.002946 | 1 | 89,600 |
2.450393 | 2.587889 | 1.118343 | 3.341395 | 0.171184 | -0.358374 | -0.388018 | -0.000492 | -1 | 0.732051 | 2.346065 | 0.001965 | 0.000981 | 1 | 89,601 |
-2.450393 | -0.473343 | -2.517104 | 1.591135 | -0.217199 | -0.358374 | -0.388018 | 0 | -1 | 0.732051 | 2.346065 | -0.001965 | 0.002946 | 1 | 89,602 |
0 | 0.445658 | 0.512039 | 3.347429 | -0.930895 | -1.132165 | -0.379644 | 0.000619 | -1 | 0.732051 | 2.346065 | 0 | 0.002553 | 1 | 89,603 |
0.735624 | 0.445658 | 1.118343 | 1.591135 | -0.988747 | -1.583663 | -0.379644 | 0 | -1 | 0.732051 | 2.346065 | 0.00059 | 0.00216 | 1 | 89,604 |
0.490175 | 0.139023 | 0.208975 | 0.712557 | -0.634277 | -0.716748 | -0.379644 | 0 | -1 | 0.732051 | 2.346065 | 0.000393 | 0.001963 | 1 | 89,605 |
0 | 0.444756 | -0.396972 | 3.343117 | -0.22197 | -0.287628 | -0.385227 | -0.000413 | -1 | 0.732051 | 2.346065 | 0 | 0.002355 | 1 | 89,606 |
-0.490175 | -0.473343 | -0.396972 | 3.345703 | 0.264907 | -0.612644 | -0.3863 | -0.000079 | -1 | 0.732051 | 2.346065 | -0.000393 | 0.002356 | 1 | 89,607 |
0.490175 | 0.139023 | 1.117986 | 3.345703 | -2.45844 | -1.942037 | -0.3863 | 0 | -1 | 0.732051 | 2.346065 | 0.000393 | 0.001963 | 1 | 89,608 |
-1.225798 | -2.004711 | -1.003277 | 3.347429 | -0.836408 | -1.132165 | -0.3863 | 0 | -1 | 0.732051 | 2.346065 | -0.000983 | 0.002946 | 1 | 89,609 |
1.9607 | 1.976123 | 1.118343 | 3.341395 | -0.174717 | -0.161147 | -0.395319 | -0.000667 | -1 | 0.732051 | 2.346065 | 0.001572 | 0.002353 | 1 | 89,610 |
-1.225076 | -1.391442 | -1.305447 | 3.343117 | -1.307211 | -1.132165 | -0.395319 | 0 | -1 | 0.732051 | 2.346065 | -0.000982 | 0.002356 | 1 | 89,611 |
0 | 0.139023 | -0.397329 | 1.591135 | -0.518114 | -0.834771 | -0.391454 | 0.000286 | -1 | 0.732051 | 2.346065 | 0 | 0.002748 | 1 | 89,612 |
1.225076 | 1.057122 | -0.397329 | 1.588549 | -0.233726 | -0.161147 | -0.400258 | -0.000651 | -1 | 0.732051 | 2.346065 | 0.000982 | 0.001766 | 1 | 89,613 |
-1.225076 | -0.473343 | -1.305447 | 3.343117 | 0.849125 | -0.222127 | -0.400258 | 0 | -1 | 0.732051 | 2.346065 | -0.000982 | 0.002748 | 1 | 89,614 |
1.225076 | 1.057122 | 0.512039 | 1.588549 | -0.935698 | -0.519521 | -0.400258 | 0 | -1 | 0.732051 | 2.346065 | 0.000982 | 0.001766 | 1 | 89,615 |
0.489694 | 0.138422 | 0.209273 | 0.710835 | 0.388866 | -0.05052 | -0.403049 | -0.000206 | -1 | 0.732051 | 2.346065 | 0.000393 | 0.001373 | 1 | 89,616 |
0 | 0.443855 | -0.39608 | 0.710835 | -0.548947 | -0.287628 | -0.398969 | 0.000302 | -1 | 0.732051 | 2.346065 | 0 | 0.000981 | 1 | 89,617 |
-0.489694 | -0.473343 | -0.39608 | 0.710835 | -0.366154 | -0.43528 | -0.398969 | 0 | -1 | 0.732051 | 2.346065 | -0.000393 | 0.001373 | 1 | 89,618 |
0.489694 | 0.138422 | 1.117391 | 1.585968 | -0.871904 | -0.971018 | -0.398969 | 0 | -1 | 0.732051 | 2.346065 | 0.000393 | 0.000589 | 1 | 89,619 |
0.73418 | 0.443855 | 1.117154 | 1.585968 | -0.950355 | -1.583663 | -0.401976 | -0.000222 | -1 | 0.732051 | 2.346065 | 0.000589 | 0.000784 | 1 | 89,620 |
0.489213 | 0.137822 | -0.395545 | 0.709116 | -0.002783 | 0 | -0.401976 | 0 | -1 | 0.732051 | 2.346065 | 0.000392 | 0 | 0 | 89,621 |
-1.223394 | -0.473343 | -1.000304 | 3.338814 | -0.556307 | -0.716748 | -0.403049 | -0.000079 | -1 | 0.732051 | 2.346065 | -0.000981 | 0.000981 | 1 | 89,622 |
0 | 0.443855 | 0.512039 | 3.337096 | -1.925177 | -1.583663 | -0.403049 | 0 | -1 | 0.732051 | 2.346065 | 0 | 0.000981 | 1 | 89,623 |
-1.224595 | -0.473343 | -1.001789 | 3.341395 | 0.069569 | -0.834771 | -0.397251 | 0.000429 | -1 | 0.732051 | 2.346065 | -0.000982 | 0.002355 | 1 | 89,624 |
1.224595 | 1.973719 | 1.420513 | 3.338814 | -0.452778 | 0.047788 | -0.397251 | 0 | -1 | 0.628626 | 1.414214 | 0.000982 | 0.001961 | 1 | 89,625 |
-0.489694 | 0.443855 | -0.39608 | 3.338814 | -0.708334 | -0.612644 | -0.397251 | 0 | -1 | 0.628626 | 1.414214 | -0.000393 | 0.000785 | 1 | 89,626 |
0.489694 | 1.666786 | 1.117391 | 3.338814 | 0.564851 | -0.287628 | -0.397251 | 0 | -1 | 0.628626 | 1.414214 | 0.000393 | 0.001569 | 1 | 89,627 |
-0.489694 | -1.085109 | -0.39608 | 1.585968 | -3.636876 | -1.942037 | -0.394675 | 0.00019 | -1 | 0.628626 | 1.414214 | -0.000393 | 0.001373 | 1 | 89,628 |
1.223874 | 1.05562 | 1.722506 | 1.585968 | -2.576111 | -1.942037 | -0.394675 | 0 | -1 | 0.628626 | 1.414214 | 0.000981 | 0.000392 | 1 | 89,629 |
-0.73418 | 0.137822 | -0.395545 | 1.585968 | -0.882782 | -0.716748 | -0.394675 | 0 | -1 | 0.628626 | 1.414214 | -0.000589 | 0.001569 | 1 | 89,630 |
0.73418 | 0.443855 | 0.512039 | 1.585968 | -1.738459 | -1.132165 | -0.393816 | 0.000063 | -1 | 0.628626 | 1.414214 | 0.000589 | 0.00098 | 1 | 89,631 |
-0.73418 | -0.473343 | -0.395545 | 1.585968 | -0.728047 | -0.834771 | -0.387803 | 0.000444 | -1 | 0.628626 | 1.414214 | -0.000589 | 0.001569 | 1 | 89,632 |
0 | -0.473343 | 0.512039 | 1.585968 | -4.029688 | -2.554681 | -0.387803 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.000981 | 1 | 89,633 |
1.223394 | 1.055021 | 0.512039 | 1.585968 | -1.700023 | -1.583663 | -0.395319 | -0.000556 | -1 | 0.628626 | 1.414214 | 0.000981 | 0 | 0 | 89,634 |
0 | -0.473343 | -0.395189 | 0.709116 | -0.916726 | -1.329392 | -0.395319 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0 | 0 | 89,635 |
0 | -0.473343 | 0.512039 | 0.709116 | -1.024263 | -1.942037 | -0.395319 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000196 | 0 | 89,636 |
-1.223394 | -0.473343 | -1.000304 | 1.585968 | -0.486684 | -0.612644 | -0.377496 | 0.001318 | -1 | 0.628626 | 1.414214 | -0.000981 | 0.001177 | 1 | 89,637 |
-0.489694 | 0.443855 | -0.39608 | 3.338814 | 0.181353 | -0.05052 | -0.388448 | -0.00081 | -1 | 0.628626 | 1.414214 | -0.000393 | 0.001962 | 1 | 89,638 |
0 | -0.473343 | 0.209273 | 1.585968 | -2.45844 | -1.942037 | -0.388448 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.001373 | 1 | 89,639 |
0.489694 | 1.05562 | 1.117391 | 1.585968 | -0.820443 | -0.612644 | -0.389951 | -0.000111 | -1 | 0.628626 | 1.414214 | 0.000393 | 0.001569 | 1 | 89,640 |
0 | -0.473343 | 0.512039 | 1.585968 | -1.36076 | -1.942037 | -0.389951 | 0 | -1 | 0.628626 | 1.414214 | 0 | 0.000981 | 1 | 89,641 |
1.223394 | 1.055021 | 1.117154 | 2.459557 | -0.528598 | -0.716748 | -0.393386 | -0.000254 | -1 | 0.628626 | 1.414214 | 0.000981 | 0 | 0 | 89,642 |
0 | 0.442956 | 0.512039 | 0.708429 | -1.835848 | -1.329392 | -0.393386 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000392 | 0 | 89,643 |
0.244535 | 0.137583 | 0.814329 | 0.708429 | -1.007594 | -1.942037 | -0.393386 | 0 | -1 | 0.628626 | 1.414214 | 0.000196 | -0.000588 | 0 | 89,644 |
-0.244535 | -0.778836 | -0.69748 | 0.709116 | -0.317139 | -0.287628 | -0.392957 | 0.000032 | -1 | 0.628626 | 1.414214 | -0.000196 | -0.000981 | 0 | 89,645 |
0.489022 | 0.442956 | -0.395189 | 0.708429 | -0.572589 | -1.329392 | -0.392957 | 0 | -1 | 0.628626 | 1.414214 | 0.000392 | -0.000784 | 0 | 89,646 |
0.48883 | 0.137343 | -0.092483 | 1.582364 | -0.342808 | -0.612644 | -0.409062 | -0.001191 | -1 | 0.628626 | 1.414214 | 0.000392 | -0.001765 | 0 | 89,647 |
-0.977852 | -0.778656 | -0.696769 | 2.459557 | 0.56995 | -0.161147 | -0.409062 | 0 | -1 | 0.628626 | 1.414214 | -0.000784 | -0.000981 | 0 | 89,648 |
-0.489213 | 0.442956 | -0.395189 | 2.459557 | -0.663346 | -0.43528 | -0.404552 | 0.000333 | -1 | 0.628626 | 1.414214 | -0.000392 | -0.000589 | 0 | 89,649 |
0.489213 | 1.054122 | 0.20957 | 0.709116 | -0.285647 | -0.716748 | -0.404552 | 0 | -1 | 0.628626 | 1.414214 | 0.000392 | -0.000981 | 0 | 89,650 |
0 | -0.473343 | 0.512039 | 0.709116 | -4.029688 | -2.554681 | -0.404123 | 0.000032 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,651 |
0 | -0.473343 | 0.512039 | 0.709116 | -1.801491 | -1.942037 | -0.404123 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,652 |
-0.489213 | -1.084509 | -1.000304 | 0.709116 | 0.728735 | -0.358374 | -0.410565 | -0.000476 | -1 | 0.628626 | 1.414214 | -0.000392 | 0 | 0 | 89,653 |
0.244631 | -0.16773 | -1.303663 | 0.709116 | 0.989614 | 0.136247 | -0.41078 | -0.000016 | -1 | 0.628626 | 1.414214 | 0.000196 | 0.000196 | 1 | 89,654 |
0.244583 | -0.16779 | -0.697954 | 0.708429 | 1.098384 | -0.519521 | -0.41078 | 0 | -1 | 0.628626 | 1.414214 | 0.000196 | 0 | 0 | 89,655 |
0.489022 | 0.442956 | 1.11656 | 0.708429 | 0.140259 | -0.287628 | -0.412497 | -0.000127 | -1 | 0.628626 | 1.414214 | 0.000392 | -0.000784 | 0 | 89,656 |
-0.489022 | -1.084269 | -0.092483 | 0.708429 | -0.53928 | -0.716748 | -0.412497 | 0 | -1 | 0.628626 | 1.414214 | -0.000392 | 0 | 0 | 89,657 |
0 | -0.473343 | 0.512039 | 0.708429 | -4.029688 | -2.554681 | -0.412497 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000392 | 0 | 89,658 |
0 | -0.473343 | 0.512039 | 0.708429 | -1.186356 | -1.942037 | -0.410994 | 0.000111 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,659 |
1.222195 | 1.053523 | 1.11656 | 3.332804 | -0.728047 | -0.716748 | -0.410994 | 0 | -1 | 0.628626 | 1.414214 | 0.00098 | -0.001372 | 0 | 89,660 |
-1.222195 | -1.08391 | -0.998822 | 3.332804 | -0.06306 | -0.971018 | -0.410994 | 0 | -1 | 0.628626 | 1.414214 | -0.00098 | -0.000392 | 0 | 89,661 |
0.489022 | 0.442956 | 0.814329 | 0.708429 | 0.425397 | -0.43528 | -0.410994 | 0 | -1 | 0.628626 | 1.414214 | 0.000392 | -0.000784 | 0 | 89,662 |
0 | -0.16797 | 0.512039 | 1.582364 | -0.824392 | -1.132165 | -0.412712 | -0.000127 | -1 | 0.628626 | 1.414214 | 0 | -0.000784 | 0 | 89,663 |
0 | 0.442597 | 0.512039 | 4.205197 | -0.188097 | -0.612644 | -0.412712 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000784 | 0 | 89,664 |
0 | -0.473343 | 0.512039 | 4.205197 | -4.029688 | -2.554681 | -0.414215 | -0.000111 | -1 | 0.628626 | 1.414214 | 0 | -0.001373 | 0 | 89,665 |
0 | -0.473343 | 0.512039 | 1.582364 | -4.029688 | -2.554681 | -0.414215 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.001766 | 0 | 89,666 |
-0.489022 | 0.442597 | -0.092483 | 3.332804 | -0.345355 | -0.612644 | -0.413571 | 0.000048 | -1 | 0.628626 | 1.414214 | -0.000392 | -0.001373 | 0 | 89,667 |
0 | -0.473343 | 0.512039 | 0.708429 | -0.341117 | -0.612644 | -0.413571 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,668 |
-0.489213 | -0.473343 | -0.395189 | 0.708429 | -1.153547 | -0.971018 | -0.414 | -0.000032 | -1 | 0.628626 | 1.414214 | -0.000392 | 0 | 0 | 89,669 |
0.978235 | 1.054122 | 1.72132 | 0.708429 | -0.726378 | -1.583663 | -0.414 | 0 | -1 | 0.628626 | 1.414214 | 0.000784 | -0.000784 | 0 | 89,670 |
-0.489022 | -0.16797 | -0.092483 | 0.709116 | -0.123573 | -0.287628 | -0.414 | 0 | -1 | 0.628626 | 1.414214 | -0.000392 | -0.000392 | 0 | 89,671 |
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