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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.22628 | -2.005313 | -1.307234 | 1.591135 | -2.670782 | -1.942037 | -0.447498 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000983 | -0.003745 | 0 | 90,672 |
0.490657 | 1.058627 | 0.208677 | 0.714282 | 0.97091 | 0.587745 | -0.447498 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000393 | -0.004336 | 0 | 90,673 |
0 | -0.473343 | -1.004768 | 3.35002 | -0.616152 | -1.132165 | -0.451578 | -0.000302 | -0.6 | 0.628626 | 1.414214 | 0 | -0.003941 | 0 | 90,674 |
-0.490657 | -1.086312 | -0.397866 | 1.593726 | -1.233282 | -1.583663 | -0.448357 | 0.000238 | -0.6 | 0.628626 | 1.414214 | -0.000393 | -0.003942 | 0 | 90,675 |
1.471392 | 1.670993 | 0.208677 | 0.712557 | 0.806738 | -0.43528 | -0.448357 | 0 | -0.6 | 0.628626 | 1.414214 | 0.00118 | -0.005715 | 0 | 90,676 |
-2.944522 | -0.473343 | -3.127939 | 1.593726 | 0.384658 | 0.093124 | -0.461885 | -0.001 | -0.6 | 0.628626 | 1.414214 | -0.002361 | -0.002761 | 0 | 90,677 |
1.47313 | 1.367011 | 2.02974 | 1.593726 | -1.397675 | -1.132165 | -0.461885 | 0 | -0.6 | 0.628626 | 1.414214 | 0.001181 | -0.003942 | 0 | 90,678 |
-4.917214 | -2.006821 | -5.871115 | 0.71948 | 0.0293 | 0.177365 | -0.453511 | 0.000619 | -0.6 | 0.628626 | 1.414214 | -0.003942 | 0.000592 | 1 | 90,679 |
0.492595 | 2.601178 | 1.120977 | 0.71948 | -0.689283 | -0.612644 | -0.453511 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000395 | 0 | 0 | 90,680 |
0.738527 | 0.449286 | 1.120737 | 0.71948 | -0.834388 | -1.583663 | -0.447069 | 0.000476 | -0.6 | 0.628626 | 1.414214 | 0.000592 | 0 | 0 | 90,681 |
0.492109 | 1.063159 | 1.120377 | 0.71948 | 0.045325 | -0.287628 | -0.447069 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000395 | -0.000987 | 0 | 90,682 |
0 | -0.473343 | -0.400559 | 0.71948 | -1.443036 | -1.329392 | -0.454799 | -0.000571 | -0.6 | 0.628626 | 1.414214 | 0 | -0.000987 | 0 | 90,683 |
-0.492109 | -1.088126 | -1.009257 | 0.71948 | -0.308303 | -1.329392 | -0.454799 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000395 | -0.000987 | 0 | 90,684 |
0 | 0.14144 | -0.400919 | 3.364759 | -0.109369 | 0.136247 | -0.453511 | 0.000095 | -0.6 | 0.628626 | 1.414214 | 0 | -0.00158 | 0 | 90,685 |
-0.738527 | -1.395972 | -1.923718 | 3.367371 | -0.333566 | -1.132165 | -0.453511 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000592 | -0.000988 | 0 | 90,686 |
0 | -0.473343 | -1.01076 | 3.364759 | -0.140509 | -0.834771 | -0.459309 | -0.000429 | -0.6 | 0.628626 | 1.414214 | 0 | -0.000395 | 0 | 90,687 |
-1.231852 | -0.473343 | -1.925161 | 0.722961 | 0.174594 | -0.43528 | -0.459309 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000988 | 0.000593 | 1 | 90,688 |
-0.493082 | -1.089341 | -0.402363 | 0.722961 | -0.996747 | -1.329392 | -0.441486 | 0.001318 | -0.6 | 0.628626 | 1.414214 | -0.000395 | 0.001383 | 1 | 90,689 |
-0.739988 | 0.142655 | -0.402725 | 1.606757 | -1.1571 | -0.612644 | -0.441486 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000593 | 0.000989 | 1 | 90,690 |
-1.23429 | 0.451111 | -1.929987 | 0.725757 | -0.478016 | -0.104104 | -0.491733 | -0.003715 | -0.6 | 0.628626 | 1.414214 | -0.00099 | 0.001978 | 1 | 90,691 |
-1.73006 | 0.452026 | -2.544124 | 1.614638 | 1.252944 | 0.848307 | -0.491733 | 0 | -0.6 | 0.628626 | 1.414214 | -0.001387 | 0.003365 | 1 | 90,692 |
0 | -0.473343 | -1.017406 | 0.72821 | 0.66492 | -0.287628 | -0.405411 | 0.006382 | -0.6 | 0.628626 | 1.414214 | 0 | 0.003365 | 1 | 90,693 |
0.494548 | 1.070772 | -1.323478 | 1.612006 | 0.972493 | 0.480479 | -0.405411 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000397 | 0.002969 | 1 | 90,694 |
-0.494548 | 0.452942 | -0.405083 | 1.614638 | -0.006982 | -0.43528 | -0.405411 | 0 | -0.6 | 0.628626 | 1.414214 | -0.000397 | 0.00297 | 1 | 90,695 |
0 | 0.144487 | 0.206271 | 0.72821 | 0.419028 | -0.519521 | -0.401117 | 0.000317 | -0.6 | 0.628626 | 1.414214 | 0 | 0.00297 | 1 | 90,696 |
0 | -0.473343 | 0.206271 | 1.614638 | -0.738167 | -0.971018 | -0.405411 | -0.000317 | -0.6 | 0.628626 | 1.414214 | 0 | 0.002377 | 1 | 90,697 |
0 | -0.473343 | -0.099557 | 1.614638 | -0.304331 | -0.834771 | -0.405411 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.002377 | 1 | 90,698 |
-1.237228 | -0.473343 | -1.323478 | 1.614638 | 0.667348 | 0.358374 | -0.423663 | -0.001349 | -0.6 | 0.628626 | 1.414214 | -0.000992 | 0.002775 | 1 | 90,699 |
0 | -0.473343 | -1.3253 | 1.617275 | 0.362403 | -0.104104 | -0.423663 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.002379 | 1 | 90,700 |
-1.238457 | -1.401468 | -3.471633 | 0.731727 | 0.480897 | 0.325017 | -0.424522 | -0.000064 | -0.6 | 0.628626 | 1.414214 | -0.000993 | 0.00357 | 1 | 90,701 |
0 | 0.145714 | -0.40727 | 0.731727 | -0.39606 | -0.519521 | -0.424522 | 0 | -0.6 | 0.628626 | 1.414214 | 0 | 0.003174 | 1 | 90,702 |
1.238457 | 1.073839 | 1.124606 | 1.617275 | 0.488372 | -0.104104 | -0.424522 | 0 | -0.6 | 0.628626 | 1.414214 | 0.000993 | 0.002379 | 1 | 90,703 |
0.495039 | 1.072304 | 0.205967 | 1.614638 | -0.900632 | -0.612644 | -0.43032 | -0.000429 | -0.6 | 0.628626 | 1.414214 | 0.000397 | 0.001982 | 1 | 90,704 |
2.719206 | 3.232168 | 2.040877 | 0.725757 | 1.157886 | 0.562124 | -0.43032 | 0 | -0.6 | 0.464102 | 0.614014 | 0.00218 | -0.000198 | 0 | 90,705 |
2.220404 | 2.300567 | 0.817261 | 4.257098 | -0.367038 | -0.161147 | -0.438694 | -0.000619 | -0.6 | 0.464102 | 0.614014 | 0.00178 | -0.001978 | 0 | 90,706 |
-0.493082 | -1.089341 | -1.012265 | 0.722961 | -0.820443 | -0.971018 | -0.438694 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000395 | -0.001583 | 0 | 90,707 |
0.493082 | 0.142655 | -0.402725 | 0.722961 | 0.647039 | 0.25427 | -0.443848 | -0.000381 | -0.6 | 0.464102 | 0.614014 | 0.000395 | -0.001978 | 0 | 90,708 |
0 | -0.473343 | 0.512039 | 1.60414 | -0.945427 | -0.834771 | -0.443848 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002969 | 0 | 90,709 |
0.739257 | 0.450197 | 0.512039 | 0.721219 | -0.734774 | -0.612644 | -0.448572 | -0.000349 | -0.6 | 0.464102 | 0.614014 | 0.000593 | -0.002967 | 0 | 90,710 |
0 | 0.142047 | -0.401821 | 0.721219 | 0.004148 | -0.104104 | -0.448572 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002967 | 0 | 90,711 |
0 | -0.473343 | -0.401821 | 1.60414 | -0.947885 | -1.329392 | -0.453511 | -0.000365 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002571 | 0 | 90,712 |
0.492595 | 0.142047 | -0.401821 | 0.721219 | -0.407338 | -1.329392 | -0.453511 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000395 | -0.002966 | 0 | 90,713 |
-0.246273 | -0.781008 | -0.40146 | 0.721219 | -0.902904 | -1.329392 | -0.453081 | 0.000032 | -0.6 | 0.464102 | 0.614014 | -0.000197 | -0.002768 | 0 | 90,714 |
0.246273 | 0.449468 | -0.097021 | 0.721219 | 0.430398 | -0.05052 | -0.453081 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000197 | -0.003362 | 0 | 90,715 |
0 | -0.473343 | 0.512039 | 0.721219 | -0.782395 | -1.329392 | -0.460812 | -0.000571 | -0.6 | 0.464102 | 0.614014 | 0 | -0.003956 | 0 | 90,716 |
-0.492595 | -1.088733 | -0.40146 | 0.721219 | -1.102763 | -1.132165 | -0.460812 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000395 | -0.003562 | 0 | 90,717 |
0.738819 | 1.679458 | 0.512039 | 1.601529 | 0.714886 | 0.177365 | -0.464677 | -0.000286 | -0.6 | 0.464102 | 0.614014 | 0.000592 | -0.003559 | 0 | 90,718 |
0.492303 | 0.141682 | 0.816358 | 1.601529 | -2.141301 | -1.329392 | -0.464677 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000395 | -0.004549 | 0 | 90,719 |
-0.738527 | -0.473343 | -0.400919 | 1.601529 | -0.444609 | -0.971018 | -0.455658 | 0.000667 | -0.6 | 0.464102 | 0.614014 | -0.000592 | -0.003956 | 0 | 90,720 |
1.230636 | 1.064069 | 2.033334 | 1.601529 | -3.636876 | -1.942037 | -0.455658 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000987 | -0.005141 | 0 | 90,721 |
-1.476909 | -1.088126 | -1.618196 | 0.721219 | -0.399794 | -0.287628 | -0.456732 | -0.000079 | -0.6 | 0.464102 | 0.614014 | -0.001184 | -0.003165 | 0 | 90,722 |
-0.246322 | -0.165679 | -0.097021 | 1.601529 | 0.041038 | -0.358374 | -0.456732 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000197 | -0.003562 | 0 | 90,723 |
0.492595 | 1.679458 | 0.207479 | 1.601529 | -0.755447 | -0.834771 | -0.456732 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000395 | -0.002966 | 0 | 90,724 |
-0.492595 | -0.473343 | -0.40146 | 0.721219 | -0.942979 | -0.834771 | -0.457805 | -0.000079 | -0.6 | 0.464102 | 0.614014 | -0.000395 | -0.003562 | 0 | 90,725 |
-0.739257 | -0.781129 | -0.401821 | 0.721219 | -0.99944 | -1.132165 | -0.457805 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000593 | -0.001978 | 0 | 90,726 |
0.739257 | 0.450197 | 0.512039 | 1.60414 | -1.24983 | -1.132165 | -0.452867 | 0.000365 | -0.6 | 0.464102 | 0.614014 | 0.000593 | -0.002571 | 0 | 90,727 |
0 | -0.473343 | 0.207479 | 0.721219 | -0.746741 | -0.971018 | -0.466609 | -0.001016 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002571 | 0 | 90,728 |
0.738819 | 1.679458 | 1.120977 | 1.601529 | -0.237935 | -1.132165 | -0.466609 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000592 | -0.003163 | 0 | 90,729 |
-0.246224 | -0.780947 | 0.207659 | 1.601529 | -0.692414 | -0.834771 | -0.464033 | 0.00019 | -0.6 | 0.464102 | 0.614014 | -0.000197 | -0.002768 | 0 | 90,730 |
0.738527 | 1.064069 | 0.512039 | 0.71948 | 0.871129 | -0.05052 | -0.464033 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000592 | -0.003558 | 0 | 90,731 |
-0.738527 | 0.14144 | -0.400919 | 3.364759 | -0.229549 | -0.519521 | -0.505476 | -0.003064 | -0.6 | 0.464102 | 0.614014 | -0.000592 | -0.002966 | 0 | 90,732 |
0 | -0.473343 | 0.512039 | 0.721219 | -1.340697 | -1.583663 | -0.505476 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002966 | 0 | 90,733 |
-0.492595 | -1.088733 | -0.40146 | 0.721219 | -0.491069 | -1.329392 | -0.505476 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000395 | -0.003958 | 0 | 90,734 |
-0.739257 | -0.473343 | -0.401821 | 3.367371 | -0.312302 | -0.519521 | -0.468542 | 0.00273 | -0.6 | 0.464102 | 0.614014 | -0.000593 | -0.003365 | 0 | 90,735 |
0 | 1.065587 | 0.512039 | 3.367371 | -1.790487 | -1.583663 | -0.468542 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.003365 | 0 | 90,736 |
0.739257 | 0.450197 | 1.121338 | 1.60414 | -2.08362 | -1.583663 | -0.471548 | -0.000222 | -0.6 | 0.464102 | 0.614014 | 0.000593 | -0.003958 | 0 | 90,737 |
0 | -0.473343 | 0.207479 | 3.367371 | -1.241496 | -0.971018 | -0.471548 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.003958 | 0 | 90,738 |
0.492595 | 0.142047 | 1.120977 | 3.367371 | -3.636876 | -1.942037 | -0.46983 | 0.000127 | -0.6 | 0.464102 | 0.614014 | 0.000395 | -0.003956 | 0 | 90,739 |
-1.231852 | -2.012273 | -1.01076 | 3.367371 | -0.101568 | -0.834771 | -0.46983 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000988 | -0.003365 | 0 | 90,740 |
0 | -0.473343 | 0.512039 | 1.60414 | -1.376287 | -1.583663 | -0.469186 | 0.000048 | -0.6 | 0.464102 | 0.614014 | 0 | -0.003365 | 0 | 90,741 |
0 | -0.473343 | 0.512039 | 1.60414 | -4.029688 | -2.554681 | -0.469186 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002969 | 0 | 90,742 |
0 | 0.142411 | 0.512039 | 1.60414 | -0.641406 | -1.132165 | -0.467468 | 0.000127 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002771 | 0 | 90,743 |
0 | -0.473343 | -0.402363 | 1.60414 | 0.235152 | -0.43528 | -0.467468 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.002969 | 0 | 90,744 |
-0.493082 | -0.473343 | -0.402363 | 3.369114 | -1.983352 | -1.329392 | -0.461885 | 0.000413 | -0.6 | 0.464102 | 0.614014 | -0.000395 | -0.001781 | 0 | 90,745 |
0 | -0.473343 | 0.207178 | 1.606757 | -0.25075 | -0.222127 | -0.461885 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.001979 | 0 | 90,746 |
-0.739988 | -1.397797 | -0.402725 | 4.257098 | -1.38688 | -0.971018 | -0.452437 | 0.000698 | -0.6 | 0.464102 | 0.614014 | -0.000593 | -0.00099 | 0 | 90,747 |
0 | 0.451111 | -0.403268 | 1.608329 | 0.30302 | -0.222127 | -0.452437 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.00099 | 0 | 90,748 |
-0.740427 | -0.473343 | -0.403268 | 1.608329 | -1.408679 | -0.971018 | -0.456947 | -0.000333 | -0.6 | 0.464102 | 0.614014 | -0.000594 | -0.000396 | 0 | 90,749 |
-0.493863 | -0.164948 | -0.098468 | 2.494226 | 0.796846 | 0.390518 | -0.456947 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000396 | 0.000594 | 1 | 90,750 |
0.246956 | 0.14363 | 0.512039 | 0.725757 | 0.587117 | -0.519521 | -0.456947 | 0 | -0.6 | 0.464102 | 0.614014 | 0.000198 | -0.000198 | 0 | 90,751 |
-0.49396 | -0.78186 | -0.403993 | 2.494226 | 0.240927 | -0.612644 | -0.456947 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000396 | -0.000198 | 0 | 90,752 |
0.247005 | 0.760604 | 0.817382 | 0.725757 | 0.460947 | 0.325017 | -0.455229 | 0.000127 | -0.6 | 0.464102 | 0.614014 | 0.000198 | 0 | 0 | 90,753 |
0 | 0.452026 | 0.512039 | 2.494226 | -0.61069 | -0.05052 | -0.455229 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.000594 | 1 | 90,754 |
0 | -0.473343 | 0.512039 | 2.494226 | -4.029688 | -2.554681 | -0.455229 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | 0.000594 | 1 | 90,755 |
0 | 0.452026 | -0.404174 | 2.494226 | 0.690659 | -0.43528 | -0.459953 | -0.000349 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000991 | 0 | 90,756 |
0 | -0.473343 | 0.512039 | 2.494226 | -4.029688 | -2.554681 | -0.452437 | 0.000556 | -0.6 | 0.464102 | 0.614014 | 0 | -0.001387 | 0 | 90,757 |
0 | -0.473343 | -0.404174 | 0.726457 | -0.542885 | -0.971018 | -0.452437 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.001387 | 0 | 90,758 |
-1.235513 | -1.090561 | -1.015285 | 1.612006 | -0.89837 | -1.132165 | -0.452437 | 0 | -0.6 | 0.464102 | 0.614014 | -0.000991 | 0.000594 | 1 | 90,759 |
0.741454 | 0.452942 | 0.512039 | 0.726457 | -0.181686 | -0.519521 | -0.455014 | -0.000191 | -0.6 | 0.464102 | 0.614014 | 0.000594 | -0.000991 | 0 | 90,760 |
0 | -0.473343 | -0.098952 | 3.380475 | -0.304331 | -0.358374 | -0.455014 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000396 | 0 | 90,761 |
0.494058 | 0.143875 | 1.122786 | 3.380475 | -2.183299 | -1.942037 | -0.435259 | 0.00146 | -0.6 | 0.464102 | 0.614014 | 0.000396 | -0.000792 | 0 | 90,762 |
0 | -0.473343 | -0.098709 | 0.726457 | 0.16534 | -0.43528 | -0.435259 | 0 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000396 | 0 | 90,763 |
0 | -0.473343 | 0.512039 | 0.726457 | -1.080536 | -1.942037 | -0.447498 | -0.000905 | -0.6 | 0.464102 | 0.614014 | 0 | -0.000396 | 0 | 90,764 |
-0.494058 | -0.473343 | -0.404174 | 0.726457 | -1.925177 | -1.329392 | -0.447498 | 0 | -0.6 | 0.249689 | 0 | -0.000396 | 0 | 0 | 90,765 |
-0.741454 | -0.473343 | -0.404537 | 1.612006 | 0.450389 | -0.104104 | -0.449002 | -0.000111 | -0.6 | 0.249689 | 0 | -0.000594 | 0.000991 | 1 | 90,766 |
0 | -0.473343 | 0.512039 | 0.726457 | -2.08362 | -1.942037 | -0.449002 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.000594 | 1 | 90,767 |
0.741454 | 1.07016 | 1.12315 | 0.726457 | -1.024263 | -0.834771 | -0.459738 | -0.000794 | -0.6 | 0.249689 | 0 | 0.000594 | 0.000396 | 1 | 90,768 |
-0.741454 | 0.143875 | -0.404537 | 3.380475 | -0.850756 | -0.612644 | -0.459738 | 0 | -0.6 | 0.249689 | 0 | -0.000594 | 0.000594 | 1 | 90,769 |
0 | -0.473343 | 0.512039 | 3.380475 | -1.553487 | -1.583663 | -0.459738 | 0 | -0.6 | 0.249689 | 0 | 0 | 0.000198 | 1 | 90,770 |
-0.247249 | 0.452942 | -0.405083 | 0.72821 | 1.632625 | 1.296035 | -0.452223 | 0.000556 | -0.6 | 0.249689 | 0 | -0.000198 | 0.000793 | 1 | 90,771 |
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