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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.247987 | -0.783149 | -0.407818 | 0.73349 | -0.745016 | -0.519521 | -0.459309 | 0.000587 | -1.6 | 0 | -0.385986 | -0.000199 | -0.000199 | 0 | 91,372 |
-0.248036 | -0.163538 | -0.10126 | 0.73349 | 0.07729 | -0.716748 | -0.459309 | 0 | -1.6 | 0 | -0.385986 | -0.000199 | 0 | 0 | 91,373 |
0.496023 | 0.146329 | 0.205359 | 0.73349 | -0.570053 | -1.132165 | -0.459309 | 0 | -1.6 | 0 | -0.385986 | 0.000398 | -0.000398 | 0 | 91,374 |
0 | -0.473343 | 0.512039 | 3.39542 | -0.648625 | -0.834771 | -0.459309 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.000994 | 1 | 91,375 |
-0.247987 | -0.473343 | -0.101138 | 1.619918 | -1.024263 | -1.329392 | -0.470045 | -0.000794 | -1.6 | 0 | -0.385986 | -0.000199 | 0.002185 | 1 | 91,376 |
0.991652 | 1.075069 | 1.43153 | 0.731727 | 0.454345 | 0.358374 | -0.470045 | 0 | -1.6 | 0 | -0.385986 | 0.000795 | 0.00139 | 1 | 91,377 |
-0.743665 | -0.163784 | -0.40727 | 3.39542 | -0.224714 | 0.216654 | -0.473696 | -0.00027 | -1.6 | 0 | -0.385986 | -0.000596 | 0.001986 | 1 | 91,378 |
-0.496023 | 0.455704 | -0.407818 | 0.73349 | -0.661856 | -0.612644 | -0.473696 | 0 | -1.6 | 0 | -0.385986 | -0.000398 | 0.002384 | 1 | 91,379 |
1.239688 | 1.075376 | 1.125215 | 1.619918 | 0.081713 | -0.358374 | -0.477775 | -0.000302 | -1.6 | 0 | -0.385986 | 0.000994 | 0 | 0 | 91,380 |
0 | -0.473343 | 0.512039 | 1.619918 | -4.029688 | -2.554681 | -0.477775 | 0 | -1.6 | 0 | -0.385986 | 0 | 0 | 0 | 91,381 |
0 | -0.163784 | 0.205663 | 1.619918 | -0.02846 | 0 | -0.479708 | -0.000143 | -1.6 | 0 | -0.385986 | 0 | -0.000596 | 0 | 91,382 |
0.49553 | 0.145714 | 0.205663 | 0.731727 | -0.268301 | -0.716748 | -0.479708 | 0 | -1.6 | 0 | -0.385986 | 0.000397 | -0.000994 | 0 | 91,383 |
-0.49553 | -0.473343 | -0.406905 | 3.393656 | -0.433565 | -0.519521 | -0.474984 | 0.000349 | -1.6 | 0 | -0.385986 | -0.000397 | -0.000596 | 0 | 91,384 |
0.49553 | 0.145714 | -0.40727 | 0.731727 | -0.100462 | -0.161147 | -0.474984 | 0 | -1.6 | 0 | -0.385986 | 0.000397 | -0.000397 | 0 | 91,385 |
0 | -0.473343 | 0.512039 | 0.731727 | -4.029688 | -2.554681 | -0.474984 | 0 | -1.6 | 0 | -0.385986 | 0 | 0 | 0 | 91,386 |
-0.49553 | -0.782841 | -1.019838 | 0.731727 | -0.53928 | -0.05052 | -0.477346 | -0.000175 | -1.6 | 0 | -0.385986 | -0.000397 | 0 | 0 | 91,387 |
0 | -0.473343 | 0.205663 | 1.619918 | -1.186356 | -1.942037 | -0.477346 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.000397 | 1 | 91,388 |
-0.743665 | -1.40239 | -0.40727 | 0.73349 | 0.123768 | -0.05052 | -0.479279 | -0.000143 | -1.6 | 0 | -0.385986 | -0.000596 | 0.000795 | 1 | 91,389 |
0 | 0.455704 | -0.407818 | 3.39542 | 0.607433 | 0.508541 | -0.479279 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.000795 | 1 | 91,390 |
0 | -0.473343 | 0.512039 | 3.39542 | 0.438777 | -0.612644 | -0.476487 | 0.000206 | -1.6 | 0 | -0.385986 | 0 | 0.001589 | 1 | 91,391 |
0.247938 | 0.146083 | 0.512039 | 1.619918 | -0.383179 | -0.43528 | -0.476487 | 0 | -1.6 | 0 | -0.385986 | 0.000199 | 0.000397 | 1 | 91,392 |
-0.495924 | -0.783087 | -0.407635 | 0.73349 | -0.010741 | -0.358374 | -0.476272 | 0.000016 | -1.6 | 0 | -0.385986 | -0.000398 | 0.001192 | 1 | 91,393 |
0.247987 | 0.455889 | 0.818596 | 0.73349 | -0.091693 | -0.104104 | -0.476272 | 0 | -1.6 | 0 | -0.385986 | 0.000199 | 0.000596 | 1 | 91,394 |
0 | -0.473343 | 0.512039 | 1.619918 | -0.644283 | -1.329392 | -0.476272 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000596 | 1 | 91,395 |
0 | -0.473343 | 0.512039 | 0.73349 | -1.885158 | -1.942037 | -0.476272 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000199 | 1 | 91,396 |
-0.496023 | -1.093016 | -0.407818 | 3.398068 | -0.417877 | -0.358374 | -0.479708 | -0.000254 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.000398 | 1 | 91,397 |
0 | -0.473343 | 0.512039 | 1.622566 | -4.029688 | -2.554681 | -0.479708 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000398 | 1 | 91,398 |
-0.49622 | -0.783272 | -0.408184 | 1.622566 | -1.598251 | -1.583663 | -0.479708 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.000796 | 1 | 91,399 |
0.49622 | 0.146576 | 0.512039 | 1.622566 | -0.767863 | -0.834771 | -0.479708 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.001391 | 1 | 91,400 |
-0.744405 | -0.783272 | -1.328957 | 1.622566 | 0.486218 | 0.612644 | -0.479708 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.001988 | 1 | 91,401 |
0 | 0.456628 | 0.512039 | 0.735257 | -0.207109 | -0.161147 | -0.473481 | 0.00046 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002782 | 1 | 91,402 |
-0.248234 | -0.473343 | -0.408734 | 0.735257 | -0.606628 | -0.519521 | -0.473481 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.002187 | 1 | 91,403 |
0 | -0.473343 | 0.512039 | 0.735257 | -4.029688 | -2.554681 | -0.462959 | 0.000778 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002783 | 1 | 91,404 |
-0.248283 | -0.783519 | -0.101871 | 0.735257 | -1.024263 | -1.942037 | -0.462959 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.002585 | 1 | 91,405 |
0.496517 | 0.146946 | 1.125826 | 1.622566 | -0.970506 | -0.716748 | -0.463603 | -0.000048 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.002187 | 1 | 91,406 |
0.744405 | 0.456628 | 1.125581 | 1.622566 | -1.801491 | -1.942037 | -0.463603 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000597 | 0.001391 | 1 | 91,407 |
0 | -0.473343 | 0.512039 | 1.622566 | -4.029688 | -2.554681 | -0.476058 | -0.000921 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001391 | 1 | 91,408 |
0.496023 | 0.146329 | 0.205359 | 0.73349 | -0.417877 | -0.716748 | -0.476058 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.002184 | 1 | 91,409 |
-0.496023 | -0.473343 | -0.407818 | 0.73349 | 0.514717 | 0 | -0.472837 | 0.000238 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.002979 | 1 | 91,410 |
0 | -0.163476 | 0.205359 | 3.398068 | -0.210452 | -0.222127 | -0.467254 | 0.000413 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002979 | 1 | 91,411 |
0 | -0.473343 | -0.408184 | 0.73349 | -0.606628 | -0.971018 | -0.467254 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002384 | 1 | 91,412 |
0 | -0.473343 | 0.512039 | 0.73349 | -4.029688 | -2.554681 | -0.470045 | -0.000206 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002384 | 1 | 91,413 |
0.496023 | 0.146329 | -0.408184 | 0.73349 | -0.157355 | -0.358374 | -0.470045 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.001788 | 1 | 91,414 |
0.247938 | 0.455704 | 0.512039 | 1.619918 | -0.550167 | -0.612644 | -0.474769 | -0.000349 | -1.6 | -0.267949 | -0.517638 | 0.000199 | 0.00139 | 1 | 91,415 |
-0.247938 | -0.783087 | 0.205541 | 0.73349 | -0.172831 | -0.43528 | -0.474769 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.001986 | 1 | 91,416 |
-0.496023 | -1.093016 | -0.407818 | 0.73349 | 0.156284 | 0.093124 | -0.474769 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.002384 | 1 | 91,417 |
0.496023 | 0.146329 | 0.512039 | 3.39542 | -0.044744 | -0.287628 | -0.477775 | -0.000222 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.001986 | 1 | 91,418 |
-0.247987 | -0.473343 | -0.101138 | 0.73349 | -0.409239 | -0.834771 | -0.477775 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.000795 | 1 | 91,419 |
0 | -0.473343 | 0.512039 | 0.73349 | -4.029688 | -2.554681 | -0.477775 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001192 | 1 | 91,420 |
-0.248036 | -0.163538 | -0.408001 | 1.622566 | 0.142422 | 0.421534 | -0.47391 | 0.000286 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.00159 | 1 | 91,421 |
0 | -0.473343 | 0.205359 | 1.622566 | -0.325293 | -1.942037 | -0.47391 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001391 | 1 | 91,422 |
0 | -0.473343 | 0.205359 | 1.622566 | -1.582933 | -1.942037 | -0.47434 | -0.000032 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001193 | 1 | 91,423 |
0 | -0.473343 | -0.408184 | 3.398068 | -1.102763 | -1.329392 | -0.473481 | 0.000063 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001391 | 1 | 91,424 |
1.735218 | 1.694434 | -0.408184 | 3.393656 | 0.048307 | -0.05052 | -0.473481 | 0 | -1.6 | -0.267949 | -0.517638 | 0.001391 | 0 | 0 | 91,425 |
1.237965 | 1.073224 | -0.406905 | 0.729967 | 1.065337 | 0.587745 | -0.491304 | -0.001318 | -1.6 | -0.267949 | -0.517638 | 0.000993 | -0.001191 | 0 | 91,426 |
0 | 0.453861 | -0.099922 | 1.614638 | -0.162878 | -0.104104 | -0.491304 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000993 | 0 | 91,427 |
0 | 0.453861 | 0.512039 | 0.729967 | -0.069299 | -0.43528 | -0.491304 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000397 | 0 | 91,428 |
0 | -0.473343 | -0.405993 | 0.729967 | -1.532365 | -1.329392 | -0.467039 | 0.001794 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000397 | 0 | 91,429 |
-1.733495 | -1.091786 | -1.93726 | 0.731727 | 0.372322 | 0.390518 | -0.459523 | 0.000556 | -1.6 | -0.267949 | -0.517638 | -0.00139 | 0 | 0 | 91,430 |
0 | -0.163784 | 0.205663 | 1.619918 | 0.382071 | 0.136247 | -0.459523 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000596 | 0 | 91,431 |
-0.743665 | -0.782964 | -0.40727 | 1.619918 | -0.686169 | -0.43528 | -0.461026 | -0.000111 | -1.6 | -0.267949 | -0.517638 | -0.000596 | 0.000596 | 1 | 91,432 |
0 | 0.455704 | 0.512039 | 1.619918 | -1.505374 | -1.132165 | -0.461026 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001589 | 1 | 91,433 |
0 | -0.473343 | 0.512039 | 1.619918 | -2.304333 | -1.942037 | -0.463388 | -0.000175 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001986 | 1 | 91,434 |
0.743665 | 0.455704 | -0.407818 | 1.619918 | 0.131156 | -0.104104 | -0.463388 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000596 | 0.000397 | 1 | 91,435 |
0.49553 | 0.145714 | 0.205663 | 3.391014 | -0.150073 | -0.287628 | -0.463818 | -0.000032 | -1.6 | -0.267949 | -0.517638 | 0.000397 | -0.000994 | 0 | 91,436 |
-0.49553 | -0.473343 | -0.406905 | 3.391014 | -1.262565 | -1.329392 | -0.463818 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000397 | -0.000596 | 0 | 91,437 |
0.49553 | 0.145714 | 1.124606 | 0.731727 | -1.553487 | -1.583663 | -0.469186 | -0.000397 | -1.6 | -0.267949 | -0.517638 | 0.000397 | -0.001391 | 0 | 91,438 |
-0.247741 | -0.473343 | -0.713341 | 0.731727 | 0.813934 | 0.136247 | -0.469186 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | -0.001193 | 0 | 91,439 |
0 | -0.473343 | 0.512039 | 0.731727 | -4.029688 | -2.554681 | -0.469186 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | -0.001789 | 0 | 91,440 |
0.990667 | 0.764279 | 1.430617 | 0.731727 | -2.205525 | -1.583663 | -0.469186 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000794 | -0.001987 | 0 | 91,441 |
-1.238457 | -0.473343 | -1.3253 | 3.393656 | -0.315522 | -0.05052 | -0.472193 | -0.000222 | -1.6 | -0.267949 | -0.517638 | -0.000993 | 0 | 0 | 91,442 |
0.49553 | 0.145714 | 0.205663 | 1.619918 | -0.797309 | -1.329392 | -0.468113 | 0.000302 | -1.6 | -0.267949 | -0.517638 | 0.000397 | -0.000994 | 0 | 91,443 |
-0.49553 | -1.0924 | -0.406905 | 1.619918 | -0.129356 | -0.519521 | -0.468113 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000397 | -0.000596 | 0 | 91,444 |
0 | -0.473343 | 0.205663 | 1.619918 | -3.636876 | -1.942037 | -0.46618 | 0.000143 | -1.6 | -0.267949 | -0.517638 | 0 | -0.002985 | 0 | 91,445 |
-0.495727 | -0.473343 | -0.40727 | 1.619918 | -1.171539 | -1.329392 | -0.46618 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000397 | -0.002189 | 0 | 91,446 |
-0.247938 | -0.163661 | 0.205541 | 0.73349 | -0.078788 | -0.222127 | -0.46618 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | -0.002389 | 0 | 91,447 |
0 | -0.473343 | -0.101138 | 0.73349 | -1.096323 | -1.583663 | -0.466824 | -0.000048 | -1.6 | -0.267949 | -0.517638 | 0 | -0.002389 | 0 | 91,448 |
0 | -0.473343 | 0.512039 | 3.39542 | -0.205777 | -0.43528 | -0.465536 | 0.000095 | -1.6 | -0.267949 | -0.517638 | 0 | -0.002189 | 0 | 91,449 |
1.239195 | 1.074761 | 0.512039 | 0.731727 | 0.648072 | 0.25427 | -0.465536 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000994 | -0.003382 | 0 | 91,450 |
0 | 0.454782 | 0.512039 | 1.617275 | -0.475869 | -0.287628 | -0.471548 | -0.000444 | -1.6 | -0.267949 | -0.517638 | 0 | -0.002984 | 0 | 91,451 |
0.99047 | 0.764034 | 1.124363 | 0.729967 | -0.298818 | -0.358374 | -0.471548 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000794 | -0.00318 | 0 | 91,452 |
-0.99047 | -0.782595 | -0.712368 | 1.617275 | 0.043186 | -0.43528 | -0.468542 | 0.000222 | -1.6 | -0.267949 | -0.517638 | -0.000794 | -0.002784 | 0 | 91,453 |
0.742927 | 0.454782 | 0.512039 | 1.617275 | -1.041437 | -0.971018 | -0.468542 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000596 | -0.003978 | 0 | 91,454 |
-0.495235 | -0.473343 | -0.406357 | 1.617275 | -0.385002 | -0.358374 | -0.468542 | 0 | -1.6 | -0.535898 | -0.385986 | -0.000397 | -0.003979 | 0 | 91,455 |
0 | -0.163968 | 0.205846 | 1.617275 | -0.928509 | -1.329392 | -0.471119 | -0.00019 | -1.6 | -0.535898 | -0.385986 | 0 | -0.003581 | 0 | 91,456 |
-0.247691 | -0.163968 | 0.205846 | 1.617275 | 0.001386 | 0.216654 | -0.471119 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | -0.001988 | 0 | 91,457 |
0 | -0.473343 | 0.512039 | 1.617275 | -4.029688 | -2.554681 | -0.471119 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.002984 | 0 | 91,458 |
1.485411 | 2.000429 | 1.124363 | 1.614638 | 0.236677 | 0.421534 | -0.43032 | 0.003016 | -0.8 | -0.535898 | -0.385986 | 0.001191 | -0.003179 | 0 | 91,459 |
0.494744 | 0.144732 | 0.817867 | 0.72821 | -0.771461 | -1.132165 | -0.43032 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000397 | -0.003576 | 0 | 91,460 |
0 | -0.473343 | 0.206271 | 3.38486 | -0.033836 | -0.358374 | -0.474555 | -0.00327 | -0.8 | -0.535898 | -0.385986 | 0 | -0.003775 | 0 | 91,461 |
-0.74219 | -0.473343 | -0.405446 | 3.386616 | 0.113638 | 0 | -0.474555 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000595 | -0.002981 | 0 | 91,462 |
0 | -0.473343 | -0.405993 | 0.729967 | -0.706722 | -0.716748 | -0.472407 | 0.000159 | -0.8 | -0.535898 | -0.385986 | 0 | -0.002981 | 0 | 91,463 |
-0.247495 | -0.473343 | -0.405993 | 0.729967 | -0.891637 | -1.132165 | -0.472407 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.002782 | 0 | 91,464 |
-0.247544 | -0.473343 | -0.100043 | 0.729967 | -0.127615 | 0 | -0.472622 | -0.000016 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.002584 | 0 | 91,465 |
0.495039 | 1.072304 | 1.123999 | 0.729967 | -0.186166 | -0.43528 | -0.472622 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000397 | -0.003379 | 0 | 91,466 |
0 | -0.473343 | -0.405993 | 3.386616 | -0.253638 | -0.716748 | -0.479708 | -0.000524 | -0.8 | -0.535898 | -0.385986 | 0 | -0.002981 | 0 | 91,467 |
0 | -0.473343 | 0.512039 | 3.386616 | -0.50782 | -0.716748 | -0.479708 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.003379 | 0 | 91,468 |
-1.733495 | -0.473343 | -1.630885 | 1.617275 | -0.044244 | 0 | -0.484003 | -0.000317 | -0.8 | -0.535898 | -0.385986 | -0.00139 | -0.002586 | 0 | 91,469 |
0.49553 | 0.764525 | 1.124606 | 1.617275 | 0.660034 | 0.25427 | -0.485506 | -0.000111 | -0.8 | -0.535898 | -0.385986 | 0.000397 | -0.002784 | 0 | 91,470 |
0.247691 | 0.145468 | 0.818231 | 1.617275 | -0.123573 | -1.583663 | -0.485506 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | -0.003182 | 0 | 91,471 |
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