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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.490657 | 0.139626 | 1.118582 | 0.714282 | -2.670782 | -1.942037 | -0.448143 | -0.001476 | -0.6 | -0.535898 | -0.385986 | 0.000393 | -0.000197 | 0 | 90,472 |
-0.245304 | -0.779797 | -1.004768 | 0.714282 | -0.301174 | -0.358374 | -0.448143 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000197 | -0.000197 | 0 | 90,473 |
0.49056 | 0.752112 | 0.81528 | 1.591135 | -0.243595 | -0.43528 | -0.448143 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000393 | -0.00059 | 0 | 90,474 |
-0.245256 | -0.167009 | 0.208856 | 3.347429 | -1.381559 | -1.329392 | -0.498175 | -0.003699 | -0.6 | -0.535898 | -0.385986 | -0.000197 | -0.000984 | 0 | 90,475 |
0 | 0.445658 | 0.512039 | 1.591135 | -0.379552 | -0.716748 | -0.495598 | 0.00019 | -0.6 | -0.535898 | -0.385986 | 0 | -0.000984 | 0 | 90,476 |
0 | 0.139385 | 0.512039 | 1.591135 | -0.891637 | -0.971018 | -0.495598 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.001969 | 0 | 90,477 |
1.225798 | 1.058025 | 0.512039 | 0.712557 | 0.064637 | -0.519521 | -0.495598 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000983 | -0.00236 | 0 | 90,478 |
0 | 0.138783 | -0.396972 | 0.712557 | -0.225402 | -0.358374 | -0.496886 | -0.000095 | -0.6 | -0.535898 | -0.385986 | 0 | -0.002951 | 0 | 90,479 |
1.224595 | 1.056521 | 0.814923 | 0.710835 | 0.349568 | 0.390518 | -0.496886 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000982 | -0.003145 | 0 | 90,480 |
0 | 0.443855 | -0.39608 | 1.585968 | -0.313105 | -0.05052 | -0.487653 | 0.000683 | -0.6 | -0.535898 | -0.385986 | 0 | -0.00413 | 0 | 90,481 |
0.73418 | 0.443855 | 0.512039 | 3.338814 | -0.510092 | -0.287628 | -0.487653 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000589 | -0.004719 | 0 | 90,482 |
-0.489405 | -0.779016 | -0.092958 | 1.585968 | -1.254043 | -0.716748 | -0.477561 | 0.000746 | -0.6 | -0.535898 | -0.385986 | -0.000392 | -0.004129 | 0 | 90,483 |
0 | -0.16761 | -0.698667 | 1.585968 | -0.708334 | -0.519521 | -0.477561 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.004326 | 0 | 90,484 |
0 | 0.138062 | 0.209451 | 1.585968 | 0.937502 | 0.748892 | -0.466824 | 0.000794 | -0.6 | -0.535898 | -0.385986 | 0 | -0.004129 | 0 | 90,485 |
-0.734468 | 0.138062 | -0.698667 | 3.338814 | -0.180412 | -0.161147 | -0.466824 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000589 | -0.003738 | 0 | 90,486 |
1.223874 | 1.05562 | 1.117391 | 1.585968 | 0.380654 | 0.136247 | -0.465106 | 0.000127 | -0.6 | -0.535898 | -0.385986 | 0.000981 | -0.004325 | 0 | 90,487 |
0.733748 | 0.748748 | 0.20957 | 1.583392 | 0.292074 | 0.177365 | -0.465106 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000588 | -0.004519 | 0 | 90,488 |
-1.467929 | -0.16791 | -1.302595 | 1.585968 | -0.147067 | -0.222127 | -0.47799 | -0.000952 | -0.6 | -0.535898 | -0.385986 | -0.001177 | -0.003933 | 0 | 90,489 |
0.244775 | 0.443855 | 0.814626 | 1.585968 | -1.302585 | -0.971018 | -0.47799 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000196 | -0.004129 | 0 | 90,490 |
-0.244775 | 0.138062 | 0.209451 | 1.585968 | -0.49217 | -0.612644 | -0.478849 | -0.000063 | -0.6 | -0.535898 | -0.385986 | -0.000196 | -0.003736 | 0 | 90,491 |
0 | -0.473343 | -0.093314 | 0.710835 | -0.024582 | 0.047788 | -0.478849 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.00413 | 0 | 90,492 |
-0.489694 | -0.779196 | -0.39608 | 0.710835 | -2.424083 | -1.583663 | -0.478849 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000393 | -0.003541 | 0 | 90,493 |
0.489694 | 0.138422 | -0.396436 | 1.585968 | -0.226091 | -0.05052 | -0.478849 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000393 | -0.004919 | 0 | 90,494 |
0 | 0.443855 | -0.39608 | 3.338814 | -0.450724 | -0.358374 | -0.465751 | 0.000968 | -0.6 | -0.785587 | -0 | 0 | -0.004327 | 0 | 90,495 |
0 | 0.443855 | 0.512039 | 3.338814 | -1.089955 | -0.612644 | -0.465751 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.004919 | 0 | 90,496 |
0 | 0.443855 | 0.512039 | 3.338814 | -0.287181 | -0.971018 | -0.465751 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.004919 | 0 | 90,497 |
0 | 0.443855 | 0.512039 | 3.338814 | -0.493274 | -0.519521 | -0.488727 | -0.001699 | -0.6 | -0.785587 | -0 | 0 | -0.005708 | 0 | 90,498 |
0 | -0.473343 | 0.512039 | 0.710835 | -1.059148 | -0.834771 | -0.488727 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.005313 | 0 | 90,499 |
-0.489694 | -0.779196 | -0.39608 | 0.710835 | -0.701912 | -0.519521 | -0.49388 | -0.000381 | -0.6 | -0.785587 | -0 | -0.000393 | -0.004723 | 0 | 90,500 |
0 | 0.444215 | 0.209273 | 1.588549 | -0.464206 | -0.287628 | -0.49388 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.004921 | 0 | 90,501 |
-1.225076 | -1.391442 | -1.305447 | 0.712557 | -0.560023 | -0.287628 | -0.48207 | 0.000873 | -0.6 | -0.785587 | -0 | -0.000982 | -0.003544 | 0 | 90,502 |
0.490175 | 0.751149 | 0.512039 | 0.712557 | 0.096341 | 0.136247 | -0.48207 | 0 | -0.6 | -0.785587 | -0 | 0.000393 | -0.00374 | 0 | 90,503 |
-1.716455 | -0.473343 | -1.913181 | 0.714282 | -0.331071 | -0.161147 | -0.482929 | -0.000063 | -0.6 | -0.785587 | -0 | -0.001376 | -0.002758 | 0 | 90,504 |
0 | 1.058627 | 0.208677 | 0.714282 | -0.3344 | -0.519521 | -0.482929 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.002561 | 0 | 90,505 |
0.490657 | 0.139626 | -0.398224 | 0.714282 | -0.165969 | -0.43528 | -0.449216 | 0.002492 | -0.6 | -0.785587 | -0 | 0.000393 | -0.002363 | 0 | 90,506 |
-0.490657 | -1.086312 | -0.397866 | 0.714282 | -2.926925 | -1.942037 | -0.449216 | 0 | -0.6 | -0.785587 | -0 | -0.000393 | -0.002364 | 0 | 90,507 |
0.490657 | 1.058627 | 1.118582 | 1.591135 | -0.094419 | -0.43528 | -0.461671 | -0.000921 | -0.6 | -0.785587 | -0 | 0.000393 | -0.001969 | 0 | 90,508 |
0.980735 | 1.058025 | 1.118343 | 0.712557 | -0.638544 | -0.971018 | -0.461671 | 0 | -0.6 | -0.785587 | -0 | 0.000786 | -0.002164 | 0 | 90,509 |
0 | -0.16719 | 0.209035 | 0.712557 | -1.254043 | -0.971018 | -0.455014 | 0.000492 | -0.6 | -0.785587 | -0 | 0 | -0.002164 | 0 | 90,510 |
-0.245111 | -0.16719 | -0.094028 | 1.591135 | -0.71975 | -0.612644 | -0.455014 | 0 | -0.6 | -0.785587 | -0 | -0.000197 | -0.002558 | 0 | 90,511 |
-0.735624 | 0.139023 | -0.397329 | 3.345703 | -1.205439 | -0.612644 | -0.455014 | 0 | -0.6 | -0.785587 | -0 | -0.00059 | -0.001969 | 0 | 90,512 |
0.980735 | 1.976123 | 0.512039 | 0.712557 | 0.26751 | 0.480479 | -0.465965 | -0.00081 | -0.6 | -0.785587 | -0 | 0.000786 | -0.002558 | 0 | 90,513 |
0.979965 | 0.750909 | 0.814982 | 0.710835 | 0.017761 | -0.161147 | -0.465965 | 0 | -0.6 | -0.785587 | -0 | 0.000786 | -0.00295 | 0 | 90,514 |
-0.734901 | -0.473343 | -0.396436 | 1.588549 | -0.942979 | -0.716748 | -0.464892 | 0.000079 | -0.6 | -0.785587 | -0 | -0.000589 | -0.003148 | 0 | 90,515 |
0.734901 | 0.444756 | 0.814923 | 3.341395 | -1.983352 | -1.583663 | -0.467254 | -0.000175 | -0.6 | -0.785587 | -0 | 0.000589 | -0.003935 | 0 | 90,516 |
-0.489886 | -0.16743 | -0.093552 | 3.341395 | -0.803005 | -0.834771 | -0.467254 | 0 | -0.6 | -0.785587 | -0 | -0.000393 | -0.004133 | 0 | 90,517 |
0.734757 | 0.750428 | 0.814863 | 0.710835 | 0.254079 | -0.161147 | -0.467254 | 0 | -0.6 | -0.785587 | -0 | 0.000589 | -0.004131 | 0 | 90,518 |
0 | -0.16749 | 0.209332 | 0.710835 | -1.080536 | -0.971018 | -0.481211 | -0.001032 | -0.6 | -0.785587 | -0 | 0 | -0.004525 | 0 | 90,519 |
-0.244871 | -0.16749 | -0.093433 | 1.588549 | 0.114772 | -0.161147 | -0.482285 | -0.000079 | -0.6 | -0.785587 | -0 | -0.000196 | -0.003935 | 0 | 90,520 |
-1.715444 | -0.473343 | -1.60857 | 1.591135 | 0.305723 | 0.25427 | -0.482285 | 0 | -0.6 | -0.785587 | -0 | -0.001375 | -0.003545 | 0 | 90,521 |
-0.49056 | -0.779737 | -0.397687 | 0.714282 | -0.493274 | -0.971018 | -0.482285 | 0 | -0.6 | -0.785587 | -0 | -0.000393 | -0.002955 | 0 | 90,522 |
-0.245353 | -0.473343 | -0.094624 | 1.593726 | -0.580264 | -0.43528 | -0.471119 | 0.000825 | -0.6 | -0.785587 | -0 | -0.000197 | -0.00335 | 0 | 90,523 |
0 | -0.473343 | -0.398224 | 1.593726 | -0.534507 | -0.43528 | -0.471119 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.003942 | 0 | 90,524 |
-0.736347 | -1.393249 | -0.398224 | 3.351749 | -0.755447 | -1.583663 | -0.465751 | 0.000397 | -0.6 | -0.785587 | -0 | -0.00059 | -0.003352 | 0 | 90,525 |
0 | -0.473343 | 0.512039 | 0.716011 | -2.670782 | -1.942037 | -0.465751 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.002957 | 0 | 90,526 |
-1.228213 | -1.086915 | -1.006261 | 1.596322 | -0.556307 | -0.161147 | -0.465751 | 0 | -0.6 | -0.785587 | -0 | -0.000985 | -0.001972 | 0 | 90,527 |
0.737073 | 0.447468 | 0.512039 | 1.596322 | -1.04728 | -0.971018 | -0.460382 | 0.000397 | -0.6 | -0.785587 | -0 | 0.000591 | -0.002366 | 0 | 90,528 |
-0.737073 | -0.78022 | -0.399121 | 1.596322 | -0.120704 | -0.287628 | -0.461456 | -0.000079 | -0.6 | -0.785587 | -0 | -0.000591 | -0.002367 | 0 | 90,529 |
0.982667 | 0.754285 | 0.512039 | 0.716011 | -0.011685 | -0.104104 | -0.461456 | 0 | -0.6 | -0.785587 | -0 | 0.000788 | -0.003155 | 0 | 90,530 |
-1.228455 | -0.780159 | -1.31046 | 0.717744 | -0.370585 | -0.287628 | -0.47026 | -0.000651 | -0.6 | -0.785587 | -0 | -0.000985 | -0.002763 | 0 | 90,531 |
0 | -0.166285 | -0.09582 | 0.717744 | -0.789803 | -0.716748 | -0.47026 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.002565 | 0 | 90,532 |
0.245788 | -0.166285 | -0.09582 | 3.358678 | 0.306801 | -0.612644 | -0.456947 | 0.000984 | -0.6 | -0.785587 | -0 | 0.000197 | -0.001972 | 0 | 90,533 |
-0.245788 | -0.473343 | -0.39966 | 0.717744 | -0.940541 | -0.971018 | -0.456947 | 0 | -0.6 | -0.785587 | -0 | -0.000197 | -0.00217 | 0 | 90,534 |
0.245788 | -0.166285 | 0.208139 | 0.717744 | -0.499941 | -1.132165 | -0.456302 | 0.000048 | -0.6 | -0.785587 | -0 | 0.000197 | 0.006481 | 1 | 90,535 |
-0.245788 | -0.473343 | -1.007758 | 0.717744 | -0.375949 | -0.971018 | -0.456302 | 0 | -0.6 | -0.785587 | -0 | -0.000197 | 0.005503 | 1 | 90,536 |
0.491527 | 0.44765 | -0.09582 | 1.596322 | 0.044898 | 0.093124 | -0.456302 | 0 | -0.6 | -0.785587 | -0 | 0.000394 | 0.003736 | 1 | 90,537 |
0.491333 | 0.140471 | 0.208259 | 1.596322 | -0.157355 | -0.612644 | -0.452437 | 0.000286 | -0.6 | -0.785587 | -0 | 0.000394 | 0.003931 | 1 | 90,538 |
-0.737073 | -0.473343 | -0.399121 | 1.596322 | -0.878406 | -0.834771 | -0.452437 | 0 | -0.6 | -0.785587 | -0 | -0.000591 | 0.004522 | 1 | 90,539 |
0 | 2.593915 | 0.512039 | 0.717744 | -0.814571 | -0.716748 | -0.465106 | -0.000937 | -0.6 | -0.785587 | -0 | 0 | 0.005306 | 1 | 90,540 |
0.245739 | 1.674371 | -0.39966 | 1.596322 | 0.566726 | 0.093124 | -0.466395 | -0.000095 | -0.6 | -0.785587 | -0 | 0.000197 | 0.006284 | 1 | 90,541 |
-0.491527 | -0.780341 | -0.39948 | 0.717744 | -0.690846 | -1.132165 | -0.466395 | 0 | -0.6 | -0.785587 | -0 | -0.000394 | 0.009025 | 1 | 90,542 |
0.245788 | 0.44765 | 0.208139 | 0.717744 | -0.098257 | -0.612644 | -0.466395 | 0 | -0.6 | -0.785587 | -0 | 0.000197 | 0.006873 | 1 | 90,543 |
-1.229423 | -0.473343 | -1.007758 | 1.598923 | 1.033464 | 0.508541 | -0.465106 | 0.000095 | -0.6 | -0.785587 | -0 | -0.000986 | 0.008837 | 1 | 90,544 |
0.737799 | 0.448376 | 0.512039 | 1.598923 | 0.898409 | 0.727593 | -0.465106 | 0 | -0.6 | -0.785587 | -0 | 0.000592 | 0.007854 | 1 | 90,545 |
-0.737799 | -0.780522 | -0.400019 | 1.598923 | -0.893872 | -1.329392 | -0.4621 | 0.000222 | -0.6 | -0.785587 | -0 | -0.000592 | 0.009423 | 1 | 90,546 |
0 | 0.141197 | -0.0963 | 3.360414 | 1.134755 | 0.25427 | -0.460812 | 0.000095 | -0.6 | -0.785587 | -0 | 0 | 0.009423 | 1 | 90,547 |
-0.984412 | -1.088126 | -1.009257 | 1.601529 | -0.213816 | -0.287628 | -0.460812 | 0 | -0.6 | -0.785587 | -0 | -0.000789 | 0.010603 | 1 | 90,548 |
0.492303 | 0.756465 | 0.512039 | 0.71948 | 0.641548 | 0.25427 | -0.460812 | 0 | -0.6 | -0.785587 | -0 | 0.000395 | 0.011184 | 1 | 90,549 |
0.246079 | -0.165921 | 0.512039 | 0.71948 | -2.926925 | -1.942037 | -0.463603 | -0.000206 | -0.6 | -0.785587 | -0 | 0.000197 | 0.010011 | 1 | 90,550 |
-0.246079 | -0.165982 | -0.09642 | 3.36302 | 0.578182 | 0.136247 | -0.428817 | 0.002572 | -0.6 | -0.785587 | -0 | -0.000197 | 0.009817 | 1 | 90,551 |
0.492109 | 1.063159 | 0.207779 | 3.360414 | 0.678075 | 0.451498 | -0.428817 | 0 | -0.6 | -0.785587 | -0 | 0.000395 | 0.008837 | 1 | 90,552 |
0.245982 | 0.448376 | 0.512039 | 0.71948 | 0.775118 | 0 | -0.428817 | 0 | -0.6 | -0.785587 | -0 | 0.000197 | 0.007661 | 1 | 90,553 |
-0.492012 | -0.780643 | -0.704638 | 0.71948 | -0.58544 | -0.519521 | -0.437191 | -0.000619 | -0.6 | -0.785587 | -0 | -0.000394 | 0.007077 | 1 | 90,554 |
0.24603 | 0.141318 | -0.09642 | 0.71948 | 0.295105 | 0.358374 | -0.437191 | 0 | -0.6 | -1 | 0.614014 | 0.000197 | 0.00688 | 1 | 90,555 |
0.737799 | 0.448376 | -0.400559 | 1.598923 | 1.074094 | 0.480479 | -0.464462 | -0.002016 | -0.6 | -1 | 0.614014 | 0.000592 | 0.006288 | 1 | 90,556 |
-0.491818 | 0.140834 | -0.400019 | 1.598923 | -0.260189 | 0.136247 | -0.464462 | 0 | -0.6 | -1 | 0.614014 | -0.000394 | 0.00531 | 1 | 90,557 |
0.983442 | 1.676064 | 0.816058 | 3.356077 | 1.012699 | 0.660432 | -0.475199 | -0.000794 | -0.6 | -1 | 0.614014 | 0.000788 | 0.004129 | 1 | 90,558 |
0.737073 | 0.447468 | 0.512039 | 3.356077 | -0.399794 | -0.104104 | -0.475199 | 0 | -0.6 | -1 | 0.614014 | 0.000591 | 0.00236 | 1 | 90,559 |
0 | -0.473343 | -1.310819 | 1.596322 | 0.476125 | 0.358374 | -0.427099 | 0.003556 | -0.6 | -1 | 0.614014 | 0 | 0.00295 | 1 | 90,560 |
-0.737073 | -0.473343 | -0.399121 | 3.356077 | 0.339492 | 0.636861 | -0.427099 | 0 | -0.6 | -1 | 0.614014 | -0.000591 | 0.005306 | 1 | 90,561 |
0 | 0.140592 | 0.512039 | 3.356077 | -1.015867 | -0.834771 | -0.451578 | -0.00181 | -0.6 | -1 | 0.614014 | 0 | 0.006481 | 1 | 90,562 |
0.245739 | 0.447468 | 0.512039 | 1.596322 | 0.077694 | -0.716748 | -0.451578 | 0 | -0.6 | -1 | 0.614014 | 0.000197 | 0.005697 | 1 | 90,563 |
0.491333 | 0.140471 | 0.208259 | 1.596322 | -0.101568 | 0.177365 | -0.451578 | 0 | -0.6 | -1 | 0.614014 | 0.000394 | 0.005303 | 1 | 90,564 |
-0.98286 | 0.140229 | -1.00686 | 0.717744 | 0.756434 | 0.535739 | -0.444063 | 0.000556 | -0.6 | -1 | 0.614014 | -0.000788 | 0.006678 | 1 | 90,565 |
-0.245836 | -0.473343 | -0.399839 | 3.358678 | 1.011303 | 0 | -0.449216 | -0.000381 | -0.6 | -1 | 0.614014 | -0.000197 | 0.007854 | 1 | 90,566 |
-0.737799 | -0.473343 | -0.400019 | 3.360414 | 0.81184 | 0.325017 | -0.449216 | 0 | -0.6 | -1 | 0.614014 | -0.000592 | 0.008837 | 1 | 90,567 |
0.737799 | 0.448376 | 0.512039 | 0.717744 | 0.933863 | 0.683391 | -0.445351 | 0.000286 | -0.6 | -1 | 0.614014 | 0.000592 | 0.008831 | 1 | 90,568 |
-0.491818 | -0.166224 | -0.09594 | 1.598923 | -0.667838 | -0.716748 | -0.445351 | 0 | -0.6 | -1 | 0.614014 | -0.000394 | 0.009226 | 1 | 90,569 |
0.491818 | 0.141076 | 0.512039 | 0.717744 | 0.650279 | 0.325017 | -0.445351 | 0 | -0.6 | -1 | 0.614014 | 0.000394 | 0.008245 | 1 | 90,570 |
-1.229908 | -0.473343 | -1.312616 | 0.71948 | 0.625208 | 0 | -0.445351 | 0 | -0.6 | -1 | 0.614014 | -0.000986 | 0.010208 | 1 | 90,571 |
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