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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 | -0.473343 | 0.512039 | 1.612006 | -4.029688 | -2.554681 | -0.472837 | -0.000397 | -1.4 | -0.535898 | -0.385986 | 0 | -0.001388 | 0 | 90,972 |
0.741454 | 0.452942 | 1.12315 | 1.612006 | -1.998879 | -1.583663 | -0.477346 | -0.000333 | -1.4 | -0.535898 | -0.385986 | 0.000594 | -0.001983 | 0 | 90,973 |
0 | -0.473343 | -0.404537 | 1.612006 | 0.040608 | 0.093124 | -0.477346 | 0 | -1.4 | -0.535898 | -0.385986 | 0 | -0.001983 | 0 | 90,974 |
0 | -0.473343 | -1.321658 | 0.726457 | 0.08051 | 0.047788 | -0.477346 | 0 | -1.4 | -0.535898 | -0.385986 | 0 | -0.001586 | 0 | 90,975 |
1.234779 | 1.069244 | 0.206574 | 1.609379 | 0.267222 | 0.093124 | -0.47799 | -0.000048 | -1.4 | -0.535898 | -0.385986 | 0.00099 | -0.002774 | 0 | 90,976 |
0.493569 | 1.067718 | 0.206876 | 3.376098 | 0.074863 | -0.287628 | -0.47799 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000396 | -0.003369 | 0 | 90,977 |
-1.23429 | -1.08995 | -1.013774 | 1.609379 | -2.014844 | -1.583663 | -0.49431 | -0.001206 | -1.4 | -0.535898 | -0.385986 | -0.00099 | -0.002975 | 0 | 90,978 |
0.74072 | 0.452026 | 0.817322 | 1.609379 | -1.461028 | -1.583663 | -0.49431 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000594 | -0.002576 | 0 | 90,979 |
-0.74072 | -0.165009 | -0.40363 | 0.724708 | -0.326115 | -0.222127 | -0.477561 | 0.001238 | -1.4 | -0.535898 | -0.385986 | -0.000594 | -0.003372 | 0 | 90,980 |
0.74072 | 1.068633 | 1.122545 | 3.376098 | -0.947885 | -0.834771 | -0.477561 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000594 | -0.004562 | 0 | 90,981 |
0 | 0.143264 | 0.206876 | 3.376098 | -0.616152 | -1.329392 | -0.491304 | -0.001016 | -1.4 | -0.535898 | -0.385986 | 0 | -0.005358 | 0 | 90,982 |
-0.74072 | 0.143264 | -0.40363 | 3.376098 | -1.12928 | -1.132165 | -0.491304 | 0 | -1.4 | -0.535898 | -0.385986 | -0.000594 | -0.004963 | 0 | 90,983 |
1.23429 | 1.068633 | 2.037851 | 0.724708 | -0.693986 | -0.716748 | -0.484217 | 0.000524 | -1.4 | -0.535898 | -0.385986 | 0.00099 | -0.005952 | 0 | 90,984 |
0.739988 | 0.451111 | 0.512039 | 0.722961 | -1.271218 | -1.132165 | -0.484217 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000593 | -0.007541 | 0 | 90,985 |
0.493082 | 0.758409 | 1.121579 | 1.60414 | -1.241496 | -0.971018 | -0.497101 | -0.000952 | -1.4 | -0.535898 | -0.385986 | 0.000395 | -0.007937 | 0 | 90,986 |
0.739257 | 1.065587 | -4.676755 | 0.721219 | -0.586741 | -0.358374 | -0.497101 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000593 | -0.009925 | 0 | 90,987 |
0 | -0.473343 | -0.097141 | 0.721219 | -1.262565 | -0.612644 | -0.482929 | 0.001048 | -1.4 | -0.535898 | -0.385986 | 0 | -0.009526 | 0 | 90,988 |
0.738819 | 0.757193 | 1.120977 | 1.601529 | 0.265776 | -0.358374 | -0.482929 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000592 | -0.009919 | 0 | 90,989 |
0.492303 | 0.141682 | 0.207659 | 1.601529 | -0.211795 | -0.43528 | -0.480352 | 0.00019 | -1.4 | -0.535898 | -0.385986 | 0.000395 | -0.009915 | 0 | 90,990 |
0 | -0.473343 | -0.400919 | 3.36302 | -0.498825 | -0.519521 | -0.480352 | 0 | -1.4 | -0.535898 | -0.385986 | 0 | -0.010513 | 0 | 90,991 |
0 | 0.14144 | 0.207779 | 0.71948 | 0.071203 | 0 | -0.480352 | 0 | -1.4 | -0.535898 | -0.385986 | 0 | -0.012509 | 0 | 90,992 |
-0.738527 | -0.473343 | -1.314418 | 3.364759 | 0.221235 | 0.216654 | -0.48572 | -0.000397 | -1.4 | -0.535898 | -0.385986 | -0.000592 | -0.011717 | 0 | 90,993 |
-1.231852 | -0.473343 | -1.01076 | 1.60414 | 0.13189 | -0.05052 | -0.490445 | -0.000349 | -1.4 | -0.535898 | -0.385986 | -0.000988 | -0.009931 | 0 | 90,994 |
0.739257 | 0.450197 | 0.512039 | 0.722961 | -0.612051 | -0.834771 | -0.490445 | 0 | -1.4 | -0.535898 | -0.385986 | 0.000593 | -0.009925 | 0 | 90,995 |
-0.739257 | -1.396884 | -1.926125 | 3.369114 | -0.400732 | -0.519521 | -0.490445 | 0 | -1.4 | -0.535898 | -0.385986 | -0.000593 | -0.009931 | 0 | 90,996 |
0 | 0.450197 | -0.097502 | 1.60414 | -0.616152 | -0.716748 | -0.478634 | 0.000873 | -1.4 | -0.535898 | -0.385986 | 0 | -0.008933 | 0 | 90,997 |
-0.493082 | 0.450197 | -0.402363 | 3.369114 | 0.287357 | -0.222127 | -0.478634 | 0 | -1.4 | -0.535898 | -0.385986 | -0.000395 | -0.008937 | 0 | 90,998 |
1.232339 | 1.066195 | 0.207178 | 1.60414 | -0.58544 | -0.519521 | -0.479493 | -0.000063 | -1.4 | -0.535898 | -0.385986 | 0.000988 | -0.009526 | 0 | 90,999 |
-0.739257 | -0.473343 | -0.401821 | 3.369114 | -0.052812 | 0.093124 | -0.479493 | 0 | -1.4 | -0.535898 | -0.385986 | -0.000593 | -0.008933 | 0 | 91,000 |
-0.986358 | -1.089341 | -1.012265 | 1.606757 | -0.804916 | -0.971018 | -0.476917 | 0.00019 | -1.4 | -0.535898 | -0.385986 | -0.000791 | -0.007345 | 0 | 91,001 |
-0.740281 | 0.142898 | -0.708249 | 3.37173 | -0.049268 | -0.104104 | -0.476917 | 0 | -1.4 | -0.535898 | -0.385986 | -0.000594 | -0.006552 | 0 | 91,002 |
0 | 1.067718 | -0.40363 | 3.376098 | 0.80618 | 0.587745 | -0.482714 | -0.000429 | -1.4 | -0.535898 | -0.385986 | 0 | -0.005557 | 0 | 91,003 |
-1.234779 | -0.781738 | -1.319843 | 0.726457 | -0.294134 | 0.216654 | -0.482714 | 0 | -1.4 | -0.535898 | -0.385986 | -0.00099 | -0.004965 | 0 | 91,004 |
0 | 1.069244 | 0.206574 | 1.612006 | 0.035417 | 0 | -0.475843 | 0.000508 | -1.4 | -0.785587 | -0 | 0 | -0.004965 | 0 | 91,005 |
-0.494254 | -0.473343 | -0.404537 | 1.612006 | -0.514662 | -0.834771 | -0.475843 | 0 | -1.4 | -0.785587 | -0 | -0.000396 | -0.005166 | 0 | 91,006 |
0 | 0.144119 | 0.206453 | 3.382228 | -0.996747 | -0.971018 | -0.475843 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.005166 | 0 | 91,007 |
0 | -0.473343 | 0.512039 | 3.382228 | -4.029688 | -2.554681 | -0.475628 | 0.000016 | -1.4 | -0.785587 | -0 | 0 | -0.004568 | 0 | 91,008 |
0.494254 | 0.144119 | 0.206453 | 1.612006 | -0.437556 | -0.104104 | -0.478849 | -0.000238 | -1.4 | -0.785587 | -0 | 0.000396 | -0.005562 | 0 | 91,009 |
-1.978192 | -0.473343 | -2.545336 | 0.729967 | 0.908275 | 0.508541 | -0.478849 | 0 | -1.4 | -0.785587 | -0 | -0.001586 | -0.002981 | 0 | 91,010 |
-0.495039 | -0.473343 | -0.405993 | 3.386616 | -0.002318 | -0.161147 | -0.460382 | 0.001365 | -1.4 | -0.785587 | -0 | -0.000397 | -0.00338 | 0 | 91,011 |
-0.742927 | -0.164091 | -1.018925 | 3.391014 | 0.118538 | 0.325017 | -0.460382 | 0 | -1.4 | -0.785587 | -0 | -0.000596 | -0.002386 | 0 | 91,012 |
0 | -0.473343 | -0.406905 | 1.617275 | 0.060495 | -0.612644 | -0.455443 | 0.000365 | -1.4 | -0.785587 | -0 | 0 | -0.002187 | 0 | 91,013 |
4.204078 | 4.778735 | 0.512039 | 1.617275 | 0.25908 | -0.104104 | -0.455443 | 0 | -1.4 | -0.785587 | -0 | 0.003371 | -0.005558 | 0 | 91,014 |
-2.966113 | -4.178854 | -4.072661 | 3.386616 | -0.810689 | -0.834771 | -0.455443 | 0 | -1.4 | -0.785587 | -0 | -0.002378 | -0.002185 | 0 | 91,015 |
-0.495039 | 0.453861 | -0.405993 | 0.729967 | -0.484505 | -0.612644 | -0.446425 | 0.000667 | -1.4 | -0.785587 | -0 | -0.000397 | -0.001589 | 0 | 91,016 |
0.495039 | 0.1451 | 1.123999 | 0.729967 | -2.205525 | -1.942037 | -0.446425 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | -0.002185 | 0 | 91,017 |
0 | -0.473343 | -0.405993 | 1.614638 | -0.784238 | -0.716748 | -0.44621 | 0.000016 | -1.4 | -0.785587 | -0 | 0 | -0.001787 | 0 | 91,018 |
0 | -0.473343 | 0.512039 | 3.386616 | -1.598251 | -0.971018 | -0.447498 | -0.000095 | -1.4 | -0.785587 | -0 | 0 | -0.002384 | 0 | 91,019 |
-0.990274 | -0.473343 | -0.712125 | 3.389254 | 0.303291 | 0.136247 | -0.447498 | 0 | -1.4 | -0.785587 | -0 | -0.000794 | -0.001192 | 0 | 91,020 |
-0.247691 | 0.763788 | 0.205846 | 1.617275 | -1.812713 | -1.329392 | -0.436332 | 0.000825 | -1.4 | -0.785587 | -0 | -0.000199 | -0.000795 | 0 | 91,021 |
0.742927 | 1.073224 | 1.124363 | 3.386616 | -0.632862 | -0.716748 | -0.468113 | -0.002349 | -1.4 | -0.785587 | -0 | 0.000596 | -0.001589 | 0 | 91,022 |
0 | -0.473343 | -0.406357 | 1.617275 | -0.893872 | -0.43528 | -0.468113 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.001589 | 0 | 91,023 |
0 | -0.473343 | 0.512039 | 1.617275 | -4.029688 | -2.554681 | -0.476487 | -0.000619 | -1.4 | -0.785587 | -0 | 0 | -0.000794 | 0 | 91,024 |
0.495039 | 1.072304 | 0.205967 | 3.386616 | 0.543804 | 0.535739 | -0.476487 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | -0.000993 | 0 | 91,025 |
-0.247495 | 0.453861 | -0.099922 | 0.729967 | -0.322834 | -1.132165 | -0.491518 | -0.001111 | -1.4 | -0.785587 | -0 | -0.000198 | -0.000198 | 0 | 91,026 |
-0.247544 | -0.782595 | -0.100043 | 1.617275 | -1.425597 | -1.583663 | -0.491518 | 0 | -1.4 | -0.785587 | -0 | -0.000198 | -0.000397 | 0 | 91,027 |
-0.742927 | -0.782657 | -0.406357 | 1.617275 | -1.911521 | -1.132165 | -0.491518 | 0 | -1.4 | -0.785587 | -0 | -0.000596 | 0.000199 | 1 | 91,028 |
1.237965 | 1.073224 | 2.042394 | 3.389254 | -3.636876 | -1.942037 | -0.480567 | 0.00081 | -1.4 | -0.785587 | -0 | 0.000993 | -0.001787 | 0 | 91,029 |
-1.733495 | -1.091786 | -2.550193 | 1.619918 | 0.688054 | 0.587745 | -0.44621 | 0.00254 | -1.4 | -0.785587 | -0 | -0.00139 | -0.000397 | 0 | 91,030 |
-0.743665 | -1.40239 | -1.327127 | 0.73349 | -0.360009 | -0.161147 | -0.44621 | 0 | -1.4 | -0.785587 | -0 | -0.000596 | -0.000995 | 0 | 91,031 |
-0.992243 | -1.093016 | -1.942134 | 1.622566 | 1.149489 | 1.134889 | -0.468113 | -0.001619 | -1.4 | -0.785587 | -0 | -0.000796 | -0.000398 | 0 | 91,032 |
-0.248184 | 1.385675 | 0.205237 | 3.399835 | 0.238503 | 0.047788 | -0.468113 | 0 | -1.4 | -0.785587 | -0 | -0.000199 | -0.001394 | 0 | 91,033 |
0 | 0.456628 | -0.408734 | 0.735257 | -1.193912 | -0.971018 | -0.468113 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.00299 | 0 | 91,034 |
-1.241662 | -1.093632 | -1.944577 | 3.404258 | 1.084837 | 0.885139 | -0.453081 | 0.001111 | -1.4 | -0.785587 | -0 | -0.000996 | -0.002393 | 0 | 91,035 |
0 | -0.473343 | 0.512039 | 3.404258 | 0.655977 | 0.136247 | -0.453081 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.002993 | 0 | 91,036 |
-1.740407 | -1.09425 | -3.485936 | 0.738802 | 1.099116 | 1.107266 | -0.389736 | 0.004683 | -1.4 | -0.785587 | -0 | -0.001395 | -0.000599 | 0 | 91,037 |
0.497507 | 0.148183 | -0.410939 | 0.738802 | 0.107165 | -0.287628 | -0.389736 | 0 | -1.4 | -0.785587 | -0 | 0.000399 | -0.000199 | 0 | 91,038 |
0.248679 | 0.458482 | -0.41057 | 3.408691 | -0.111055 | -0.287628 | -0.411424 | -0.001603 | -1.4 | -0.785587 | -0 | 0.000199 | -0.000598 | 0 | 91,039 |
0.497209 | 0.147812 | 0.204625 | 0.738802 | -1.112562 | -0.971018 | -0.411424 | 0 | -1.4 | -0.785587 | -0 | 0.000399 | -0.001596 | 0 | 91,040 |
-0.745888 | -1.405168 | -1.332628 | 1.627878 | -0.581554 | -0.716748 | -0.417007 | -0.000413 | -1.4 | -0.785587 | -0 | -0.000598 | -0.000399 | 0 | 91,041 |
-2.489521 | 0.147935 | -2.565474 | 1.63321 | 1.095781 | 1.034178 | -0.417007 | 0 | -1.4 | -0.785587 | -0 | -0.001996 | 0.000999 | 1 | 91,042 |
0.249176 | 0.149177 | 0.512039 | 1.63321 | -0.107688 | -0.971018 | -0.417007 | 0 | -1.4 | -0.785587 | -0 | 0.0002 | 0.000399 | 1 | 91,043 |
0.996206 | 0.771199 | 0.820005 | 0.740579 | 0.171868 | -0.43528 | -0.409706 | 0.00054 | -1.4 | -0.785587 | -0 | 0.000799 | -0.000399 | 0 | 91,044 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | 0.505692 | -0.161147 | -0.41443 | -0.000349 | -1.4 | -0.785587 | -0 | 0.000599 | 0.004975 | 1 | 91,045 |
-0.746633 | -0.473343 | -0.410939 | 1.630541 | -0.04675 | -0.612644 | -0.41443 | 0 | -1.4 | -0.785587 | -0 | -0.000599 | 0.00716 | 1 | 91,046 |
1.24414 | 1.080938 | 0.512039 | 3.408691 | 0.094778 | -0.43528 | -0.419369 | -0.000365 | -1.4 | -0.785587 | -0 | 0.000998 | 0.007747 | 1 | 91,047 |
-0.497507 | -0.473343 | -1.02595 | 3.411355 | 0.618103 | 0.421534 | -0.419369 | 0 | -1.4 | -0.785587 | -0 | -0.000399 | 0.01032 | 1 | 91,048 |
0.497507 | 0.148183 | 0.204441 | 0.738802 | -0.952835 | -0.971018 | -0.452437 | -0.002445 | -1.4 | -0.785587 | -0 | 0.000399 | 0.009921 | 1 | 91,049 |
0 | 0.458482 | -0.102973 | 3.408691 | 0.867537 | 0.421534 | -0.452437 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.007944 | 1 | 91,050 |
0.994419 | 1.079389 | 1.126805 | 0.737028 | 0.681977 | -0.161147 | -0.452437 | 0 | -1.4 | -0.785587 | -0 | 0.000797 | 0.00774 | 1 | 91,051 |
0.248481 | 0.767977 | -0.102483 | 3.402488 | -0.26239 | 0.047788 | -0.457591 | -0.000381 | -1.4 | -0.785587 | -0 | 0.000199 | 0.006354 | 1 | 91,052 |
1.241662 | 1.077843 | 2.046965 | 3.402488 | -1.998879 | -1.583663 | -0.459738 | -0.000159 | -1.4 | -0.785587 | -0 | 0.000996 | 0.005952 | 1 | 91,053 |
-0.496517 | -1.093632 | -1.022888 | 3.402488 | -0.529775 | -0.971018 | -0.459738 | 0 | -1.4 | -0.785587 | -0 | -0.000398 | 0.005757 | 1 | 91,054 |
0 | -0.473343 | -0.409101 | 1.625219 | -0.526251 | -1.132165 | -0.459738 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.006944 | 1 | 91,055 |
-0.745146 | -1.40424 | -0.409101 | 1.625219 | -1.539319 | -1.583663 | -0.458664 | 0.000079 | -1.4 | -0.785587 | -0 | -0.000597 | 0.007937 | 1 | 91,056 |
0 | 0.147317 | 0.512039 | 3.404258 | 0.797073 | 0.216654 | -0.458664 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.008529 | 1 | 91,057 |
0.745146 | 0.457554 | 0.512039 | 3.402488 | 0.467067 | -0.161147 | -0.468757 | -0.000746 | -1.4 | -0.785587 | -0 | 0.000597 | 0.008327 | 1 | 91,058 |
-0.745146 | 0.146946 | -0.409101 | 3.402488 | -0.780558 | -0.971018 | -0.468757 | 0 | -1.4 | -0.785587 | -0 | -0.000597 | 0.008924 | 1 | 91,059 |
1.241662 | 1.077843 | 0.512039 | 0.735257 | 0.293178 | 0.093124 | -0.468757 | 0 | -1.4 | -0.785587 | -0 | 0.000996 | 0.007534 | 1 | 91,060 |
-0.993231 | -0.783457 | -0.71578 | 1.625219 | -0.231634 | -0.612644 | -0.470475 | -0.000127 | -1.4 | -0.785587 | -0 | -0.000796 | 0.007342 | 1 | 91,061 |
0.496714 | 0.457369 | -0.409468 | 3.402488 | 0.162569 | 0.290351 | -0.499893 | -0.002175 | -1.4 | -0.785587 | -0 | 0.000398 | 0.008327 | 1 | 91,062 |
0.248283 | 0.146946 | -0.409101 | 0.735257 | 1.32225 | 0.76969 | -0.471334 | 0.002111 | -1.4 | -0.785587 | -0 | 0.000199 | 0.007733 | 1 | 91,063 |
0 | 0.766742 | 0.205114 | 0.735257 | 0.579348 | 0.451498 | -0.471334 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.007733 | 1 | 91,064 |
1.240674 | 1.076609 | -0.101871 | 3.39542 | 0.431263 | -0.05052 | -0.471334 | 0 | -1.4 | -1 | 0.614014 | 0.000995 | 0.006738 | 1 | 91,065 |
0.247987 | -0.163538 | 0.818596 | 1.619918 | -0.470538 | -0.834771 | -0.471334 | 0 | -1.4 | -1 | 0.614014 | 0.000199 | 0.006934 | 1 | 91,066 |
-0.247987 | 0.146083 | -0.101138 | 3.39542 | -0.797309 | -0.834771 | -0.497316 | -0.001921 | -1.4 | -1 | 0.614014 | -0.000199 | 0.007725 | 1 | 91,067 |
0.495924 | 1.384566 | 0.20542 | 1.619918 | 1.085109 | 0.76969 | -0.49796 | -0.000048 | -1.4 | -1 | 0.614014 | 0.000398 | 0.005748 | 1 | 91,068 |
-0.743961 | 0.14596 | -0.714315 | 0.73349 | -0.182324 | -0.161147 | -0.49796 | 0 | -1.4 | -1 | 0.614014 | -0.000596 | 0.007332 | 1 | 91,069 |
0.496023 | 0.765756 | 0.205359 | 1.619918 | 0.001386 | -0.287628 | -0.492592 | 0.000397 | -1.4 | -1 | 0.614014 | 0.000398 | 0.007526 | 1 | 91,070 |
0.247938 | 0.455704 | 0.512039 | 3.39542 | -0.536889 | -0.222127 | -0.492592 | 0 | -1.4 | -1 | 0.614014 | 0.000199 | 0.007327 | 1 | 91,071 |
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