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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.736347 | -0.473343 | -0.398224 | 1.593726 | -0.046248 | -0.43528 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | -0.00059 | 0.002556 | 1 | 90,072 |
-0.245546 | 0.139988 | -0.398762 | 0.716011 | 0.204393 | 0.325017 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | -0.000197 | 0.003145 | 1 | 90,073 |
0.491043 | 0.753318 | -0.702721 | 1.593726 | 1.368291 | 1.318413 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0.000394 | 0.001377 | 1 | 90,074 |
-3.195242 | -3.850319 | -10.451073 | 3.36302 | 1.23763 | 0.660432 | -0.427529 | 0.000476 | -0.4 | 0.732051 | 2.346065 | -0.002562 | 0.003939 | 1 | 90,075 |
1.721532 | 1.677336 | -0.400919 | 2.476806 | 0.767169 | 0.390518 | -0.374061 | 0.003953 | -0.4 | 0.732051 | 2.346065 | 0.00138 | 0.003541 | 1 | 90,076 |
0.49143 | 1.061041 | -1.920355 | 3.354345 | 1.043017 | 0.76969 | -0.387803 | -0.001016 | -0.4 | 0.732051 | 2.346065 | 0.000394 | 0.003539 | 1 | 90,077 |
-0.49143 | -0.166466 | -0.095461 | 2.476806 | -0.017381 | -0.612644 | -0.387803 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000394 | 0.002951 | 1 | 90,078 |
0.49143 | 1.061041 | 0.512039 | 2.476806 | 0.099843 | -0.519521 | -0.387803 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000394 | 0.002754 | 1 | 90,079 |
-0.983054 | -1.087278 | -1.615257 | 3.358678 | 0.415261 | 0.25427 | -0.402405 | -0.001079 | -0.4 | 0.732051 | 2.346065 | -0.000788 | 0.004916 | 1 | 90,080 |
-0.737799 | -0.473343 | -1.921315 | 3.360414 | 0.238503 | 0.508541 | -0.402405 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000592 | 0.006488 | 1 | 90,081 |
0.737799 | 0.448376 | 0.512039 | 3.358678 | 0.225601 | -0.104104 | -0.400472 | 0.000143 | -0.4 | 0.732051 | 2.346065 | 0.000592 | 0.005896 | 1 | 90,082 |
0.983054 | 1.061645 | 0.208079 | 4.23102 | -0.359136 | -0.358374 | -0.400043 | 0.000032 | -0.4 | 0.732051 | 2.346065 | 0.000788 | 0.0055 | 1 | 90,083 |
0.736782 | 1.367011 | 0.512039 | 3.35002 | -0.351343 | -0.358374 | -0.400043 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000591 | 0.003733 | 1 | 90,084 |
-1.228213 | -0.473343 | -1.006261 | 2.476806 | -0.134611 | -0.287628 | -0.411424 | -0.000841 | -0.4 | 0.732051 | 2.346065 | -0.000985 | 0.003541 | 1 | 90,085 |
-1.229423 | -0.473343 | -2.529054 | 3.36302 | 0.025332 | 0.216654 | -0.408203 | 0.000238 | -0.4 | 0.732051 | 2.346065 | -0.000986 | 0.006488 | 1 | 90,086 |
-1.230636 | -2.010755 | -1.009257 | 3.364759 | -0.372367 | -0.716748 | -0.408203 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000987 | 0.006886 | 1 | 90,087 |
0 | 1.064069 | 0.512039 | 3.36302 | -0.101568 | 0.136247 | -0.393816 | 0.001064 | -0.4 | 0.732051 | 2.346065 | 0 | 0.006494 | 1 | 90,088 |
0.738527 | 1.064069 | 0.512039 | 0.71948 | -0.362634 | -0.612644 | -0.393816 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000592 | 0.006294 | 1 | 90,089 |
0.492109 | 1.063159 | 1.120377 | 3.360414 | -0.377748 | -0.43528 | -0.381576 | 0.000905 | -0.4 | 0.732051 | 2.346065 | 0.000395 | 0.00688 | 1 | 90,090 |
0.983636 | 1.062553 | 0.512039 | 0.717744 | 0.272394 | -0.05052 | -0.381576 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000789 | 0.007657 | 1 | 90,091 |
-0.245836 | -0.166285 | -0.703918 | 1.598923 | 0.162916 | 0 | -0.407344 | -0.001905 | -0.4 | 0.732051 | 2.346065 | -0.000197 | 0.006876 | 1 | 90,092 |
-1.229908 | -0.780522 | -1.312616 | 1.601529 | 0.330269 | -0.161147 | -0.407344 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000986 | 0.007862 | 1 | 90,093 |
2.212962 | 3.21172 | -1.314418 | 3.354345 | 1.359789 | 1.63917 | -0.360318 | 0.003477 | -0.4 | 0.732051 | 2.346065 | 0.001774 | 0.007457 | 1 | 90,094 |
-0.49143 | 1.367011 | -0.095461 | 0.71705 | 0.908554 | 0.390518 | -0.360318 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000394 | 0.00746 | 1 | 90,095 |
0 | -0.473343 | 0.512039 | 2.476806 | -0.780558 | -1.132165 | -0.352158 | 0.000603 | -0.4 | 0.732051 | 2.346065 | 0 | 0.008828 | 1 | 90,096 |
-0.491624 | -0.473343 | -0.39966 | 0.71705 | 0.841317 | -0.287628 | -0.352158 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000394 | 0.008245 | 1 | 90,097 |
0.491624 | 1.675218 | 1.119777 | 0.717744 | 0.51788 | -0.161147 | -0.357956 | -0.000429 | -0.4 | 0.732051 | 2.346065 | 0.000394 | 0.009414 | 1 | 90,098 |
-0.491624 | -0.473343 | -0.39966 | 1.598923 | -0.165969 | -0.43528 | -0.357956 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000394 | 0.008831 | 1 | 90,099 |
1.719836 | 1.675218 | 0.208079 | 0.71705 | 0.505692 | 0.76969 | -0.334335 | 0.001746 | -0.4 | 0.732051 | 2.346065 | 0.001379 | 0.007843 | 1 | 90,100 |
-1.228213 | -1.086915 | -2.526058 | 2.476806 | 1.157886 | 0.535739 | -0.334335 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000985 | 0.009023 | 1 | 90,101 |
-0.491624 | -0.473343 | -0.39966 | 2.476806 | -0.575136 | -0.612644 | -0.382006 | -0.003524 | -0.4 | 0.732051 | 2.346065 | -0.000394 | 0.009808 | 1 | 90,102 |
1.719836 | 2.595123 | 0.208079 | 4.23102 | 0.626741 | 0.480479 | -0.382006 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001379 | 0.007843 | 1 | 90,103 |
0.736347 | 0.446562 | -0.398762 | 1.593726 | -0.324472 | -0.161147 | -0.380932 | 0.000079 | -0.4 | 0.732051 | 2.346065 | 0.00059 | 0.006862 | 1 | 90,104 |
-1.47313 | -0.473343 | -2.828222 | 2.476806 | 0.608857 | 0.508541 | -0.380932 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001181 | 0.007457 | 1 | 90,105 |
1.47313 | 1.97998 | 0.512039 | 1.593726 | -0.027974 | -0.161147 | -0.411638 | -0.00227 | -0.4 | 0.732051 | 2.346065 | 0.001181 | 0.005885 | 1 | 90,106 |
0 | 1.670993 | -0.398224 | 1.591135 | 0.870034 | 0.885139 | -0.411638 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.006862 | 1 | 90,107 |
1.22628 | 1.058627 | 1.118582 | 3.343117 | -0.48997 | -0.612644 | -0.418725 | -0.000524 | -0.4 | 0.732051 | 2.346065 | 0.000983 | 0.003923 | 1 | 90,108 |
0.490175 | 1.057122 | 0.208975 | 3.343117 | -0.810689 | -0.612644 | -0.418725 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000393 | 0.003922 | 1 | 90,109 |
1.958775 | 2.584885 | 0.512039 | 3.338814 | 1.051256 | 0.683391 | -0.44621 | -0.002032 | -0.4 | 0.732051 | 2.346065 | 0.00157 | 0.002938 | 1 | 90,110 |
-0.73418 | -0.473343 | -1.303663 | 3.338814 | 0.057159 | 0.093124 | -0.44621 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000589 | 0.003527 | 1 | 90,111 |
0.73418 | 0.443855 | -0.39608 | 3.338814 | -0.390504 | -0.287628 | -0.441057 | 0.000381 | -0.4 | 0.732051 | 2.346065 | 0.000589 | 0.002938 | 1 | 90,112 |
-0.73418 | -1.390541 | -1.909373 | 1.585968 | -0.631451 | -0.519521 | -0.441057 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000589 | 0.00294 | 1 | 90,113 |
0.73418 | 1.055021 | 0.512039 | 3.337096 | 0.355528 | 0.358374 | -0.424952 | 0.001191 | -0.4 | 0.732051 | 2.346065 | 0.000589 | 0.002351 | 1 | 90,114 |
0 | -0.473343 | -0.395545 | 1.585968 | -1.080536 | -0.971018 | -0.424952 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.002351 | 1 | 90,115 |
-0.73418 | -0.473343 | -1.303663 | 3.338814 | -0.407338 | -0.161147 | -0.426884 | -0.000143 | -0.4 | 0.732051 | 2.346065 | -0.000589 | 0.002548 | 1 | 90,116 |
0 | -0.473343 | 0.512039 | 3.341395 | -1.492346 | -1.583663 | -0.426884 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.002548 | 1 | 90,117 |
-0.489694 | -1.085109 | -1.001789 | 3.341395 | -1.186356 | -1.132165 | -0.426884 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000393 | 0.002157 | 1 | 90,118 |
-0.734901 | -1.391442 | -0.396436 | 1.588549 | -0.3115 | -0.716748 | -0.427099 | -0.000016 | -0.4 | 0.732051 | 2.346065 | -0.000589 | 0.003726 | 1 | 90,119 |
0 | -0.473343 | -0.396972 | 3.343117 | -0.87623 | -0.971018 | -0.427099 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.003922 | 1 | 90,120 |
0 | 0.444756 | 0.512039 | 0.712557 | -1.275594 | -1.132165 | -0.410994 | 0.001191 | -0.4 | 0.732051 | 2.346065 | 0 | 0.002943 | 1 | 90,121 |
0.734901 | 0.444756 | -0.396972 | 1.588549 | -0.767863 | -0.287628 | -0.410994 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000589 | 0.003137 | 1 | 90,122 |
0.489694 | 0.138422 | 0.209273 | 0.710835 | -0.644283 | -0.519521 | -0.411638 | -0.000048 | -0.4 | 0.732051 | 2.346065 | 0.000393 | 0.00294 | 1 | 90,123 |
-1.71477 | -1.085109 | -1.9108 | 0.712557 | -0.950355 | -0.612644 | -0.411638 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001375 | 0.003923 | 1 | 90,124 |
0 | 0.139023 | 0.208975 | 0.712557 | -0.260922 | -0.358374 | -0.371269 | 0.002984 | -0.4 | 0.732051 | 2.346065 | 0 | 0.00451 | 1 | 90,125 |
1.225076 | 1.057122 | 1.117986 | 1.588549 | -0.359136 | -0.716748 | -0.371269 | 0 | -0.4 | 0.732051 | 2.346065 | 0.000982 | 0.003332 | 1 | 90,126 |
0.489694 | 0.138422 | 0.209273 | 0.710835 | -0.786087 | -0.716748 | -0.377496 | -0.00046 | -0.4 | 0.732051 | 2.346065 | 0.000393 | 0.003527 | 1 | 90,127 |
-1.224595 | -0.473343 | -1.001789 | 0.710835 | -1.392252 | -1.329392 | -0.377496 | 0 | -0.4 | 0.732051 | 2.346065 | -0.000982 | 0.00353 | 1 | 90,128 |
0.245015 | 0.444756 | 0.512039 | 1.588549 | -0.096609 | -0.716748 | -0.372557 | 0.000365 | -0.4 | 0.732051 | 2.346065 | 0.000196 | 0.003334 | 1 | 90,129 |
1.71376 | 2.278792 | 0.209154 | 3.337096 | 0.797186 | 0.790009 | -0.372557 | 0 | -0.4 | 0.732051 | 2.346065 | 0.001374 | 0.00196 | 1 | 90,130 |
1.222674 | 1.054122 | 0.20957 | 1.583392 | -0.275778 | -0.05052 | -0.385012 | -0.000921 | -0.4 | 0.732051 | 2.346065 | 0.00098 | 0.000979 | 1 | 90,131 |
0 | 0.137224 | -0.092365 | 3.332804 | 0.843201 | 0.325017 | -0.385012 | 0 | -0.4 | 0.732051 | 2.346065 | 0 | 0.000979 | 1 | 90,132 |
0.488734 | 0.137224 | -0.394656 | 3.332804 | 0.632377 | 0.562124 | -0.400687 | -0.001159 | -0.4 | 0.732051 | 2.346065 | 0.000392 | 0.000587 | 1 | 90,133 |
-1.466778 | -1.08391 | -1.90605 | 0.709116 | 0.816459 | 0.421534 | -0.400687 | 0 | -0.4 | 0.732051 | 2.346065 | -0.001176 | 0.001763 | 1 | 90,134 |
-1.468505 | -0.16779 | -1.606073 | 1.585968 | -0.069822 | 0.216654 | -0.400687 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001177 | 0.003919 | 1 | 90,135 |
2.446548 | 2.583085 | 0.209273 | 1.583392 | -0.383179 | -0.358374 | -0.400687 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001962 | 0.001958 | 1 | 90,136 |
-0.733461 | -1.389642 | -1.301883 | 1.583392 | -0.205777 | -0.834771 | -0.39811 | 0.000191 | -0.4 | 0.628626 | 1.414214 | -0.000588 | 0.002546 | 1 | 90,137 |
-0.489213 | -0.473343 | -0.395189 | 3.337096 | -0.593293 | -0.716748 | -0.39811 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000392 | 0.003329 | 1 | 90,138 |
0.489213 | 0.137822 | -0.395545 | 3.33452 | 0.614047 | -0.161147 | -0.399184 | -0.000079 | -0.4 | 0.628626 | 1.414214 | 0.000392 | 0.002546 | 1 | 90,139 |
1.222195 | 1.968925 | 0.814329 | 1.580822 | 1.131623 | 0.885139 | -0.399184 | 0 | -0.4 | 0.628626 | 1.414214 | 0.00098 | 0.001566 | 1 | 90,140 |
1.953024 | 2.575908 | 1.115969 | 3.324247 | 0.702567 | 0.587745 | -0.413356 | -0.001048 | -0.4 | 0.628626 | 1.414214 | 0.001566 | -0.000391 | 0 | 90,141 |
-1.220282 | -0.473343 | -1.298333 | 3.328522 | 0.094386 | 0.136247 | -0.413356 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000978 | 0.000391 | 1 | 90,142 |
0 | -0.473343 | 0.210162 | 3.325956 | -1.1571 | -1.583663 | -0.433112 | -0.00146 | -0.4 | 0.628626 | 1.414214 | 0 | 0 | 0 | 90,143 |
1.70806 | 2.574118 | 0.210162 | 3.321687 | 0.235763 | 0.390518 | -0.433112 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001369 | -0.001369 | 0 | 90,144 |
-0.487779 | -1.082716 | -0.995867 | 3.324247 | 0.299485 | 0.612644 | -0.403908 | 0.002159 | -0.4 | 0.628626 | 1.414214 | -0.000391 | -0.001958 | 0 | 90,145 |
1.706391 | 1.65842 | 1.115024 | 3.317426 | 0.513597 | 0.535739 | -0.403908 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001368 | -0.004895 | 0 | 90,146 |
-1.218612 | 0.439378 | -0.994394 | 3.321687 | 0.84341 | 0.937661 | -0.414859 | -0.00081 | -0.4 | 0.628626 | 1.414214 | -0.000977 | -0.00431 | 0 | 90,147 |
1.949209 | 1.961768 | -0.392528 | 1.57314 | 0.221861 | 0.25427 | -0.414859 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001563 | -0.005481 | 0 | 90,148 |
-1.217899 | -1.386064 | -2.802113 | 1.575696 | -0.024582 | -0.222127 | -0.401117 | 0.001016 | -0.4 | 0.628626 | 1.414214 | -0.000976 | -0.005486 | 0 | 90,149 |
0.487302 | 0.135435 | 0.210752 | 3.317426 | -0.238639 | -0.358374 | -0.401117 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000391 | -0.004895 | 0 | 90,150 |
0.24358 | 0.135197 | 0.512039 | 1.57314 | -1.024263 | -1.583663 | -0.413571 | -0.000921 | -0.4 | 0.628626 | 1.414214 | 0.000195 | -0.00509 | 0 | 90,151 |
0.487017 | 0.135078 | -0.391468 | 1.57314 | -0.301174 | 0 | -0.413571 | 0 | -0.4 | 0.628626 | 1.414214 | 0.00039 | -0.003912 | 0 | 90,152 |
-0.730596 | 0.134841 | -0.391115 | 3.317426 | 0.753259 | 0.971018 | -0.411209 | 0.000175 | -0.4 | 0.628626 | 1.414214 | -0.000586 | -0.004306 | 0 | 90,153 |
-0.487302 | 0.439378 | -0.994394 | 1.575696 | 0.277804 | 0.683391 | -0.411209 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000391 | -0.002935 | 0 | 90,154 |
-0.73131 | -0.473343 | -0.391997 | 3.321687 | 0.77747 | 0.76969 | -0.411209 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000586 | -0.003329 | 0 | 90,155 |
-0.487779 | 0.44027 | -0.392528 | 0.70398 | 0.186036 | 0.093124 | -0.389951 | 0.001572 | -0.4 | 0.628626 | 1.414214 | -0.000391 | -0.001762 | 0 | 90,156 |
1.219089 | 1.65842 | 1.115024 | 3.319981 | 0.33669 | 0.358374 | -0.381576 | 0.000619 | -0.4 | 0.628626 | 1.414214 | 0.000977 | -0.002935 | 0 | 90,157 |
-2.439371 | -1.386956 | -2.805355 | 0.705688 | 0.161874 | 0.25427 | -0.381576 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001956 | -0.000392 | 0 | 90,158 |
0.488256 | 1.660506 | 0.210162 | 0.70398 | 0.300031 | -0.05052 | -0.411209 | -0.002191 | -0.4 | 0.628626 | 1.414214 | 0.000391 | 0 | 0 | 90,159 |
0.732026 | 1.964149 | 0.512039 | 0.70398 | 0.004148 | 0.25427 | -0.411209 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000587 | -0.000587 | 0 | 90,160 |
0 | 0.13603 | 0.210457 | 0.70398 | 0.274678 | 0.047788 | -0.411209 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000978 | 0 | 90,161 |
0 | 0.13603 | 0.210457 | 3.324247 | 0.660755 | 0.216654 | -0.424952 | -0.001016 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001566 | 0 | 90,162 |
-0.732026 | -1.38785 | -0.392882 | 3.325956 | -0.859121 | -1.329392 | -0.424952 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000587 | -0.000979 | 0 | 90,163 |
0 | 0.441163 | -0.997343 | 0.705688 | 0.705372 | 0.587745 | -0.43032 | -0.000397 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001763 | 0 | 90,164 |
0 | -0.473343 | -0.997343 | 1.580822 | -0.350484 | -0.05052 | -0.43032 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001371 | 0 | 90,165 |
-0.488256 | -0.473343 | -0.393413 | 1.580822 | -0.331902 | -0.358374 | -0.421946 | 0.000619 | -0.4 | 0.628626 | 1.414214 | -0.000391 | -0.001763 | 0 | 90,166 |
0 | -0.473343 | -1.300107 | 1.580822 | -0.594612 | -0.43528 | -0.421946 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001567 | 0 | 90,167 |
-0.977086 | -0.168329 | -1.300107 | 0.7074 | -0.341962 | -0.43528 | -0.43805 | -0.001191 | -0.4 | 0.628626 | 1.414214 | -0.000783 | -0.000196 | 0 | 90,168 |
1.221238 | 1.052327 | 0.814092 | 0.705688 | 0.148862 | 0.177365 | -0.43805 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000979 | -0.002155 | 0 | 90,169 |
0.244104 | -0.168388 | -0.091655 | 3.328522 | -0.14348 | -0.104104 | -0.436977 | 0.000079 | -0.4 | 0.628626 | 1.414214 | 0.000196 | -0.001959 | 0 | 90,170 |
-1.220998 | -0.778298 | -0.997343 | 3.328522 | -0.612051 | -0.716748 | -0.436977 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000979 | -0.000392 | 0 | 90,171 |
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