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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 | 0.75819 | -1.20157 | -1.329392 | -0.403479 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.006631 | 1 | 92,072 |
-0.503025 | -0.473343 | -0.420804 | -0.141457 | -0.2018 | -0.222127 | -0.394889 | 0.000635 | -0.6 | -0.785587 | -0 | -0.000403 | 0.006634 | 1 | 92,073 |
-0.629066 | -0.473343 | -0.732379 | 0.760006 | 0.087292 | 0 | -0.394889 | 0 | -0.6 | -0.785587 | -0 | -0.000504 | 0.005935 | 1 | 92,074 |
-0.377592 | -0.630567 | 0.045264 | -0.14073 | -0.952835 | -1.132165 | -0.389521 | 0.000397 | -0.6 | -0.785587 | -0 | -0.000303 | 0.00684 | 1 | 92,075 |
0.251741 | -0.158848 | 0.512039 | -0.141094 | 0.06834 | -0.287628 | -0.389521 | 0 | -0.6 | -0.785587 | -0 | 0.000202 | 0.006437 | 1 | 92,076 |
0 | -0.158911 | 0.512039 | -0.141094 | 1.259197 | 0.848307 | -0.388662 | 0.000063 | -0.6 | -0.785587 | -0 | 0 | 0.005936 | 1 | 92,077 |
0 | -0.473343 | -0.110421 | -0.141094 | 1.257188 | 0.636861 | -0.388662 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.005635 | 1 | 92,078 |
0.25169 | 0.155457 | 0.823174 | 0.759643 | -0.186166 | -0.519521 | -0.403049 | -0.001064 | -0.6 | -0.785587 | -0 | 0.000202 | 0.005433 | 1 | 92,079 |
0 | -0.473343 | -0.421557 | 0.759643 | -0.305916 | -0.161147 | -0.403049 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.005433 | 1 | 92,080 |
0 | -0.473343 | 0.356478 | -0.141094 | -0.68153 | -0.612644 | -0.403049 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.005132 | 1 | 92,081 |
0.754765 | 0.469572 | 0.512039 | 0.758553 | 0.651892 | 0.660432 | -0.39446 | 0.000635 | -0.6 | -0.785587 | -0 | 0.000605 | 0.004728 | 1 | 92,082 |
0.502923 | 0.15495 | 0.201091 | 0.757827 | 0.380418 | 0.480479 | -0.39446 | 0 | -0.6 | -0.785587 | -0 | 0.000403 | 0.004625 | 1 | 92,083 |
0.754005 | 1.096282 | 0.512039 | 0.756739 | 0.913006 | 0.920498 | -0.395963 | -0.000111 | -0.6 | -0.785587 | -0 | 0.000605 | 0.004623 | 1 | 92,084 |
-0.125636 | 0.468053 | -0.420052 | 0.756015 | 0.642442 | 0.809872 | -0.396607 | -0.000048 | -0.6 | -1 | 0.614014 | -0.000101 | 0.004122 | 1 | 92,085 |
-0.376983 | -0.002527 | 0.046017 | 0.757464 | 0.418365 | 0.421534 | -0.396607 | 0 | -0.6 | -1 | 0.614014 | -0.000302 | 0.003822 | 1 | 92,086 |
0.753853 | 0.468432 | 0.512039 | 0.756377 | 0.785277 | 0.848307 | -0.401761 | -0.000381 | -0.6 | -1 | 0.614014 | 0.000604 | 0.003418 | 1 | 92,087 |
-0.502518 | -0.473343 | -0.109167 | -0.142365 | -0.379552 | -0.222127 | -0.401761 | 0 | -0.6 | -1 | 0.614014 | -0.000403 | 0.004824 | 1 | 92,088 |
-1.005644 | -0.473343 | -1.042072 | -0.141639 | 0.135908 | 0.421534 | -0.401761 | 0 | -0.6 | -1 | 0.614014 | -0.000806 | 0.006833 | 1 | 92,089 |
1.759345 | 1.724575 | 0.512039 | 0.755291 | 0.758743 | 0.748892 | -0.400258 | 0.000111 | -0.6 | -1 | 0.614014 | 0.001411 | 0.005222 | 1 | 92,090 |
1.380604 | 1.564808 | 0.977685 | -0.143993 | 0.403354 | 0.535739 | -0.400258 | 0 | -0.6 | -1 | 0.614014 | 0.001107 | 0.004516 | 1 | 92,091 |
-0.125446 | -0.316641 | -0.263493 | -0.144174 | 0.237895 | 0.535739 | -0.404552 | -0.000317 | -0.6 | -1 | 0.614014 | -0.000101 | 0.004015 | 1 | 92,092 |
0.501709 | 0.153433 | 0.512039 | -0.144174 | 0.329752 | 0.290351 | -0.404552 | 0 | -0.6 | -1 | 0.614014 | 0.000402 | 0.005015 | 1 | 92,093 |
0 | -0.003426 | 0.201966 | 0.753484 | 0.501507 | 0.885139 | -0.417221 | -0.000937 | -0.6 | -1 | 0.614014 | 0 | 0.005015 | 1 | 92,094 |
0.250779 | -0.160049 | 0.201966 | -0.144354 | 0.354291 | 0.562124 | -0.417221 | 0 | -0.6 | -1 | 0.614014 | 0.000201 | 0.004413 | 1 | 92,095 |
0.501407 | 0.622689 | 0.047001 | 0.752401 | 0.967313 | 1.018806 | -0.421516 | -0.000317 | -0.6 | -1 | 0.614014 | 0.000402 | 0.003811 | 1 | 92,096 |
0.375923 | 0.152804 | -3.987403 | -0.145076 | -0.06048 | 0.093124 | -0.421516 | 0 | -0.6 | -1 | 0.614014 | 0.000301 | 0.003309 | 1 | 92,097 |
-0.125295 | -0.31683 | 0.047328 | -0.145076 | 0.427577 | 0.535739 | -0.435044 | -0.001 | -0.6 | -1 | 0.614014 | -0.0001 | 0.002408 | 1 | 92,098 |
-0.501306 | -0.160301 | -0.107669 | 0.752762 | 0.060079 | 0.390518 | -0.435044 | 0 | -0.6 | -1 | 0.614014 | -0.000402 | 0.003011 | 1 | 92,099 |
0.125345 | 0.465972 | 0.202091 | -0.144715 | 0.724371 | 0.848307 | -0.417436 | 0.001302 | -0.6 | -1 | 0.614014 | 0.0001 | 0.003311 | 1 | 92,100 |
-0.626853 | -0.316767 | -0.262869 | 0.753484 | 0.371362 | 0.660432 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | -0.000503 | 0.003613 | 1 | 92,101 |
-0.501709 | -0.160049 | -0.108168 | -0.143813 | 0.574333 | 0.587745 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | -0.000402 | 0.003414 | 1 | 92,102 |
0.501709 | 0.93655 | 0.201842 | 0.753484 | 0.614829 | 0.748892 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0.000402 | 0.003212 | 1 | 92,103 |
0 | -0.473343 | 0.201966 | 0.753484 | 0.05085 | -0.519521 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0 | 0.003012 | 1 | 92,104 |
0 | 0.153181 | 0.201966 | 0.753484 | 0.845182 | 1.003162 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0 | 0.00241 | 1 | 92,105 |
-0.75264 | -0.7867 | -0.728624 | 0.754568 | 0.8181 | 0.971018 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | -0.000603 | 0.002813 | 1 | 92,106 |
0.75264 | 0.466916 | 0.512039 | -0.144354 | 0.864426 | 0.937661 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0.000603 | 0.00221 | 1 | 92,107 |
0.250779 | 0.153181 | 0.35701 | 0.753123 | 0.763092 | 0.866915 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0.000201 | 0.001607 | 1 | 92,108 |
0.250729 | 0.153056 | 0.512039 | -0.144715 | 0.393274 | 0.683391 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0.000201 | 0.001807 | 1 | 92,109 |
-0.250729 | -0.160175 | -0.107919 | -0.144354 | 0.869735 | 0.809872 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | -0.000201 | 0.001206 | 1 | 92,110 |
0.752035 | 0.779202 | 0.512039 | 0.752041 | 1.437443 | 1.754306 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0.000603 | 0 | 0 | 92,111 |
1.002008 | 0.778448 | 0.202216 | -0.145796 | 1.677383 | 2.059378 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0.000803 | 0.000401 | 1 | 92,112 |
0 | -0.160552 | 0.202465 | 0.7506 | 0.929752 | 0.866915 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | 0 | 0.001003 | 1 | 92,113 |
-1.252636 | -0.473343 | -1.036453 | -0.144895 | 1.119498 | 1.329392 | -0.417436 | 0 | -0.6 | -1 | 0.614014 | -0.001004 | 0.002409 | 1 | 92,114 |
2.504016 | 8.581252 | 2.679492 | 1.645018 | 1.318469 | 1.249506 | -0.464247 | -0.003461 | -0.6 | 0.732051 | 2.346065 | 0.002008 | 0.000201 | 1 | 92,115 |
-0.750677 | 1.712681 | -0.880136 | 1.646636 | 0.283443 | 0.480479 | -0.479064 | -0.001095 | -0.6 | 0.732051 | 2.346065 | -0.000602 | 0.000401 | 1 | 92,116 |
0.500502 | 0.151924 | -1.655415 | 2.541773 | -1.150016 | -0.834771 | -0.290745 | 0.013922 | -0.6 | 0.732051 | 2.346065 | 0.000401 | 0.000201 | 1 | 92,117 |
3.248374 | 3.584791 | 1.130504 | 2.531732 | -0.028947 | -0.104104 | -0.299549 | -0.000651 | -0.6 | 0.732051 | 2.346065 | 0.002604 | -0.003206 | 0 | 92,118 |
0.249525 | 0.928937 | 0.512039 | 0.743431 | -0.046248 | -0.222127 | -0.299549 | 0 | -0.6 | 0.732051 | 2.346065 | 0.0002 | -0.002804 | 0 | 92,119 |
0 | 1.395709 | 0.512039 | -0.148844 | -0.449701 | -0.716748 | -0.307279 | -0.000571 | -0.6 | 0.732051 | 2.346065 | 0 | -0.003708 | 0 | 92,120 |
-0.4991 | -0.473343 | -1.339643 | 1.640175 | -0.219239 | -0.104104 | -0.307279 | 0 | -0.6 | 0.732051 | 2.346065 | -0.0004 | -0.003307 | 0 | 92,121 |
-0.998799 | -1.721124 | -1.340385 | 1.641787 | -1.613993 | -1.583663 | -0.307279 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000801 | -0.001804 | 0 | 92,122 |
-0.499699 | -0.785445 | -0.105683 | 0.747726 | -0.846619 | -1.583663 | -0.318231 | -0.00081 | -0.6 | 0.732051 | 2.346065 | -0.000401 | -0.001805 | 0 | 92,123 |
-1.500301 | -0.78557 | -1.651938 | 0.749162 | -0.516961 | -0.834771 | -0.297617 | 0.001524 | -0.6 | 0.732051 | 2.346065 | -0.001203 | -0.000201 | 0 | 92,124 |
0.750376 | 0.464088 | 0.666678 | -0.147233 | -0.797309 | -0.612644 | -0.297617 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000602 | 0.000401 | 1 | 92,125 |
-0.250075 | 0.463524 | 0.202899 | 0.747726 | -0.540479 | -0.519521 | -0.297617 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000201 | 0.000802 | 1 | 92,126 |
-0.625407 | -1.09836 | -0.72514 | 0.749521 | -1.335791 | -0.971018 | -0.265192 | 0.002397 | -0.6 | 0.732051 | 2.346065 | -0.000501 | 0.002905 | 1 | 92,127 |
-0.375395 | -0.473343 | 0.04798 | -0.145796 | -1.790487 | -1.329392 | -0.265192 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000301 | 0.003406 | 1 | 92,128 |
0 | -0.473343 | -0.416497 | 0.75024 | -0.830368 | -0.971018 | -0.306421 | -0.003048 | -0.6 | 0.732051 | 2.346065 | 0 | 0.003206 | 1 | 92,129 |
0 | -0.473343 | -0.416497 | 0.749881 | -1.321321 | -0.716748 | -0.306421 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | 0.003206 | 1 | 92,130 |
-0.375508 | -0.942458 | -0.106923 | 0.7506 | -1.532365 | -1.583663 | -0.345287 | -0.002873 | -0.6 | 0.732051 | 2.346065 | -0.000301 | 0.002706 | 1 | 92,131 |
0.250351 | 0.152113 | 0.357275 | 0.75024 | -1.20157 | -0.834771 | -0.345287 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000201 | 0.002506 | 1 | 92,132 |
0.375433 | -0.004322 | 0.047794 | 0.749162 | -0.167832 | -0.161147 | -0.324887 | 0.001508 | -0.6 | 0.732051 | 2.346065 | 0.000301 | 0.002205 | 1 | 92,133 |
0.750526 | 0.464276 | 1.130628 | 0.75024 | -0.114442 | -1.329392 | -0.324887 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000602 | 0.002003 | 1 | 92,134 |
-0.750526 | -1.09836 | -1.344101 | -0.146156 | -0.621668 | -0.716748 | -0.318875 | 0.000444 | -0.6 | 0.732051 | 2.346065 | -0.000602 | 0.003005 | 1 | 92,135 |
-0.750978 | -0.473343 | -0.416311 | 0.75024 | 0.197252 | -0.971018 | -0.318875 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000602 | 0.003407 | 1 | 92,136 |
0.250376 | 0.464841 | 0.202465 | 0.7506 | -0.468419 | -0.43528 | -0.312648 | 0.00046 | -0.6 | 0.732051 | 2.346065 | 0.000201 | 0.002406 | 1 | 92,137 |
1.251128 | 1.089669 | 0.512039 | 0.748443 | -0.516961 | -0.287628 | -0.312648 | 0 | -0.6 | 0.732051 | 2.346065 | 0.001003 | 0.001403 | 1 | 92,138 |
1.499699 | 1.400204 | 0.821178 | 0.746292 | -0.832374 | -0.971018 | -0.332188 | -0.001445 | -0.6 | 0.732051 | 2.346065 | 0.001202 | -0.0002 | 0 | 92,139 |
-0.249825 | -0.161304 | 0.203209 | -0.14795 | -0.266077 | -0.43528 | -0.332188 | 0 | -0.6 | 0.732051 | 2.346065 | -0.0002 | 0.001401 | 1 | 92,140 |
0.499599 | 0.462774 | 0.820868 | -0.14795 | 0.899924 | -0.05052 | -0.337771 | -0.000413 | -0.6 | 0.732051 | 2.346065 | 0.000401 | 0.0004 | 1 | 92,141 |
-0.749474 | -0.161367 | -0.414451 | 0.746292 | 0.64925 | -0.222127 | -0.337771 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000601 | 0.0002 | 1 | 92,142 |
1.748073 | 1.710493 | 1.438528 | 0.745218 | 1.368704 | 0.866915 | -0.344213 | -0.000476 | -0.6 | 0.732051 | 2.346065 | 0.001402 | -0.001001 | 0 | 92,143 |
0 | -0.161616 | 0.203518 | 0.745218 | -0.2018 | -0.43528 | -0.344213 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | 0.0014 | 1 | 92,144 |
-0.499199 | -1.096984 | -1.031184 | -0.148308 | -0.614782 | -0.716748 | -0.347005 | -0.000206 | -0.6 | 0.732051 | 2.346065 | -0.0004 | 0.0013 | 1 | 92,145 |
-0.249675 | -0.161491 | 0.203394 | 0.745934 | -0.441576 | -0.612644 | -0.347005 | 0 | -0.6 | 0.732051 | 2.346065 | -0.0002 | 0.0023 | 1 | 92,146 |
-0.249725 | -0.78532 | -0.414266 | 0.746292 | -0.828369 | -1.132165 | -0.337771 | 0.000683 | -0.6 | 0.732051 | 2.346065 | -0.0002 | 0.0027 | 1 | 92,147 |
-1.249374 | -1.409648 | -1.03242 | 0.748084 | -0.331902 | -1.132165 | -0.337771 | 0 | -0.6 | 0.732051 | 2.346065 | -0.001002 | 0.002002 | 1 | 92,148 |
0.249975 | -0.161054 | 0.202961 | 0.747367 | -1.998879 | -1.329392 | -0.333262 | 0.000333 | -0.6 | 0.732051 | 2.346065 | 0.0002 | 0.002002 | 1 | 92,149 |
0.4998 | 0.151047 | 0.820992 | 0.748084 | -0.653001 | -0.612644 | -0.333262 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000401 | 0.002601 | 1 | 92,150 |
-0.249875 | -0.161242 | 0.203147 | 0.747367 | -0.462111 | -0.612644 | -0.327464 | 0.000429 | -0.6 | 0.732051 | 2.346065 | -0.0002 | 0.002301 | 1 | 92,151 |
-0.749925 | -0.941706 | -0.415008 | 0.748084 | -1.032785 | -1.583663 | -0.327464 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000601 | 0.003402 | 1 | 92,152 |
0.250025 | -0.160991 | 0.821116 | 0.747726 | -1.801491 | -1.942037 | -0.335409 | -0.000587 | -0.6 | 0.732051 | 2.346065 | 0.0002 | 0.003502 | 1 | 92,153 |
-0.250025 | 0.151173 | 0.202961 | 0.748443 | -0.474799 | -0.971018 | -0.335409 | 0 | -0.6 | 0.732051 | 2.346065 | -0.0002 | 0.003402 | 1 | 92,154 |
-0.750376 | -0.473343 | -0.415566 | -0.146335 | -0.038768 | -0.716748 | -0.335409 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000602 | 0.003504 | 1 | 92,155 |
-0.250226 | -0.160803 | -0.106675 | -0.146156 | -0.773269 | -0.971018 | -0.332832 | 0.00019 | -0.6 | 0.732051 | 2.346065 | -0.000201 | 0.003705 | 1 | 92,156 |
0 | -0.160741 | 0.512039 | -0.146156 | -1.646855 | -1.583663 | -0.321022 | 0.000873 | -0.6 | 0.732051 | 2.346065 | 0 | 0.004205 | 1 | 92,157 |
-0.500602 | -1.098736 | -0.106799 | -0.145976 | -3.244064 | -1.942037 | -0.321022 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000401 | 0.005105 | 1 | 92,158 |
0.500602 | 0.15205 | 0.821488 | -0.146156 | -0.606628 | -1.583663 | -0.321022 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000401 | 0.004704 | 1 | 92,159 |
-1.001405 | -0.629668 | -0.725885 | -0.145436 | 0.079707 | -0.222127 | -0.32682 | -0.000429 | -0.6 | 0.732051 | 2.346065 | -0.000803 | 0.005507 | 1 | 92,160 |
-0.751582 | -0.473343 | -0.417057 | -0.145256 | -1.20157 | -0.971018 | -0.32682 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000603 | 0.00541 | 1 | 92,161 |
1.502711 | 2.029234 | 0.512039 | -0.145796 | 0.135544 | 0.047788 | -0.327249 | -0.000032 | -0.6 | 0.732051 | 2.346065 | 0.001205 | 0.003906 | 1 | 92,162 |
0.750677 | 0.464464 | 0.512039 | -0.147054 | -0.39513 | -0.612644 | -0.332188 | -0.000365 | -0.6 | 0.732051 | 2.346065 | 0.000602 | 0.003304 | 1 | 92,163 |
0.5002 | 0.776189 | 1.13038 | -0.146874 | -0.390504 | -0.716748 | -0.332188 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000401 | 0.002603 | 1 | 92,164 |
-0.250075 | -0.160991 | 0.202899 | -0.147054 | -0.191978 | -0.612644 | -0.332188 | 0 | -0.6 | 0.732051 | 2.346065 | -0.000201 | 0.002803 | 1 | 92,165 |
-0.500301 | -0.160929 | -0.415752 | 0.749162 | -0.550167 | -0.834771 | -0.323599 | 0.000635 | -0.6 | 0.732051 | 2.346065 | -0.000401 | 0.002804 | 1 | 92,166 |
0.250175 | 0.464088 | -0.106675 | -0.146695 | -0.960341 | -1.132165 | -0.323599 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000201 | 0.003104 | 1 | 92,167 |
-1.001003 | -0.473343 | -0.725388 | -0.146156 | -3.117607 | -1.583663 | -0.326391 | -0.000206 | -0.6 | 0.732051 | 2.346065 | -0.000803 | 0.004106 | 1 | 92,168 |
0.750828 | 0.464652 | 1.440201 | -0.146335 | -1.109277 | -1.942037 | -0.326391 | 0 | -0.6 | 0.732051 | 2.346065 | 0.000602 | 0.002404 | 1 | 92,169 |
-1.126411 | -0.785946 | -0.880416 | 0.75096 | -0.070345 | -0.519521 | -0.324028 | 0.000175 | -0.6 | 0.732051 | 2.346065 | -0.000903 | 0.003508 | 1 | 92,170 |
0 | -0.473343 | 0.512039 | -0.145616 | -4.029688 | -2.554681 | -0.324028 | 0 | -0.6 | 0.732051 | 2.346065 | 0 | 0.003508 | 1 | 92,171 |
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