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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.750978 | 0.464841 | 1.131 | -0.146156 | -0.356527 | -1.132165 | -0.396822 | -0.000079 | -0.6 | 0 | -0.385986 | 0.000602 | 0.005203 | 1 | 92,372 |
0 | -0.160741 | 0.202651 | -0.146515 | -0.418845 | -0.519521 | -0.396822 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.005203 | 1 | 92,373 |
-0.250276 | -0.160741 | 0.202651 | -0.146156 | -0.584142 | -0.519521 | -0.395534 | 0.000095 | -0.6 | 0 | -0.385986 | -0.000201 | 0.005204 | 1 | 92,374 |
-0.250326 | -0.160678 | 0.202589 | -0.146156 | -0.923766 | -1.132165 | -0.395534 | 0 | -0.6 | 0 | -0.385986 | -0.000201 | 0.005405 | 1 | 92,375 |
0 | -0.473343 | 0.512039 | -0.146156 | -4.029688 | -2.554681 | -0.395534 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.005105 | 1 | 92,376 |
0.500602 | 0.15205 | 1.130876 | -0.146156 | -1.40315 | -1.942037 | -0.395534 | 0 | -0.6 | 0 | -0.385986 | 0.000401 | 0.004704 | 1 | 92,377 |
-0.250276 | -0.786008 | 0.202651 | -0.145976 | -1.872422 | -1.583663 | -0.398969 | -0.000254 | -0.6 | 0 | -0.385986 | -0.000201 | 0.004705 | 1 | 92,378 |
-0.250326 | -0.786071 | 0.202589 | -0.145796 | -0.572589 | -1.132165 | -0.398969 | 0 | -0.6 | 0 | -0.385986 | -0.000201 | 0.005105 | 1 | 92,379 |
0 | -0.473343 | 0.512039 | -0.145976 | -4.029688 | -2.554681 | -0.39446 | 0.000333 | -0.6 | 0 | -0.385986 | 0 | 0.005105 | 1 | 92,380 |
0.250326 | -0.160615 | 0.821488 | -0.145976 | -1.859966 | -1.329392 | -0.39446 | 0 | -0.6 | 0 | -0.385986 | 0.000201 | 0.005404 | 1 | 92,381 |
-0.250326 | -0.473343 | 0.202589 | -0.145796 | -0.743296 | -1.329392 | -0.39446 | 0 | -0.6 | 0 | -0.385986 | -0.000201 | 0.005604 | 1 | 92,382 |
0.250326 | -0.160615 | -0.107047 | -0.145976 | -0.326938 | -1.132165 | -0.400687 | -0.00046 | -0.6 | 0 | -0.385986 | 0.000201 | 0.005204 | 1 | 92,383 |
0 | -0.473343 | 0.512039 | 0.749881 | -1.425597 | -1.329392 | -0.400687 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.005404 | 1 | 92,384 |
0.500502 | 0.151924 | -0.106923 | -0.146515 | 0.052117 | 0.727593 | -0.403908 | -0.000238 | -0.6 | 0 | -0.385986 | 0.000401 | 0.004503 | 1 | 92,385 |
0 | -0.473343 | 0.512039 | -0.146515 | -2.45844 | -1.942037 | -0.403908 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.004503 | 1 | 92,386 |
1.500301 | 1.400955 | 0.821302 | -0.147412 | 0.263165 | 0.748892 | -0.399399 | 0.000333 | -0.6 | 0 | -0.385986 | 0.001203 | 0.0038 | 1 | 92,387 |
0.249875 | -0.161179 | 0.203085 | -0.147771 | -0.295691 | -0.287628 | -0.399399 | 0 | -0.6 | 0 | -0.385986 | 0.0002 | 0.0031 | 1 | 92,388 |
0.249825 | -0.161242 | 0.512039 | -0.147771 | -2.252779 | -1.583663 | -0.400687 | -0.000095 | -0.6 | 0 | -0.385986 | 0.0002 | 0.0029 | 1 | 92,389 |
0 | -0.473343 | 0.512039 | 0.746292 | -2.252779 | -1.583663 | -0.400687 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.0029 | 1 | 92,390 |
0.499499 | 0.150672 | 0.203209 | -0.148129 | -1.160675 | -1.132165 | -0.401117 | -0.000032 | -0.6 | 0 | -0.385986 | 0.0004 | 0.0015 | 1 | 92,391 |
0.748874 | 0.462212 | 0.512039 | 0.744503 | -0.658889 | -0.716748 | -0.401117 | 0 | -0.6 | 0 | -0.385986 | 0.0006 | 0.001699 | 1 | 92,392 |
0.249525 | -0.161616 | 0.820498 | 0.744145 | -1.622032 | -1.329392 | -0.404982 | -0.000286 | -0.6 | 0 | -0.385986 | 0.0002 | 0.0007 | 1 | 92,393 |
0.249475 | 0.61721 | 0.512039 | 1.635885 | 0.593159 | 1.148383 | -0.404982 | 0 | -0.6 | 0 | -0.385986 | 0.0002 | 0.0005 | 1 | 92,394 |
0 | -0.473343 | 0.357847 | 1.635885 | -0.208444 | -0.287628 | -0.406485 | -0.000111 | -0.6 | 0 | -0.385986 | 0 | 0.0005 | 1 | 92,395 |
0 | 0.305545 | 0.512039 | 1.635885 | -0.496598 | -0.834771 | -0.406485 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.0008 | 1 | 92,396 |
0.623469 | 0.305545 | 1.282762 | 1.635885 | -3.014284 | -1.942037 | -0.41808 | -0.000857 | -0.6 | 0 | -0.385986 | 0.0005 | 0.0003 | 1 | 92,397 |
0 | -0.473343 | 0.512039 | 1.635885 | -2.670782 | -1.942037 | -0.41808 | 0 | -0.6 | 0 | -0.385986 | 0 | 0 | 0 | 92,398 |
0 | -0.473343 | 0.512039 | 1.635885 | -4.029688 | -2.554681 | -0.421946 | -0.000286 | -0.6 | 0 | -0.385986 | 0 | 0.0005 | 1 | 92,399 |
-0.24935 | -0.784852 | 0.04965 | 1.635885 | -1.186356 | -1.942037 | -0.421946 | 0 | -0.6 | 0 | -0.385986 | -0.0002 | 0.001199 | 1 | 92,400 |
0 | -0.161834 | 0.049558 | 1.635885 | 0.008722 | 0.047788 | -0.421946 | 0 | -0.6 | 0 | -0.385986 | 0 | 0.001199 | 1 | 92,401 |
0.872508 | 0.616665 | 0.049558 | 3.420257 | 0.432989 | -0.222127 | -0.421946 | 0 | -0.6 | 0 | -0.385986 | 0.0007 | 0.000999 | 1 | 92,402 |
0 | -0.473343 | 0.512039 | 3.420257 | -4.029688 | -2.554681 | -0.388448 | 0.002476 | -0.6 | 0 | -0.385986 | 0 | 0.000799 | 1 | 92,403 |
-0.623158 | -1.251843 | -0.2583 | 3.420257 | -1.186356 | -1.942037 | -0.41035 | -0.001619 | -0.6 | 0 | -0.385986 | -0.0005 | 0.000999 | 1 | 92,404 |
0.373932 | -0.006197 | -0.258685 | 1.188565 | -0.581554 | -0.834771 | -0.41035 | 0 | -0.6 | 0 | -0.385986 | 0.0003 | 0.000699 | 1 | 92,405 |
0.249226 | -0.16199 | 0.049789 | 3.863787 | -1.968239 | -1.329392 | -0.407773 | 0.00019 | -0.6 | 0 | -0.385986 | 0.0002 | 0 | 0 | 92,406 |
0.622846 | 0.304768 | 1.281993 | 1.63321 | -0.871904 | -1.132165 | -0.412283 | -0.000333 | -0.6 | 0 | -0.385986 | 0.000499 | 0 | 0 | 92,407 |
-0.622846 | -1.251454 | -0.257916 | 1.63321 | -1.801491 | -1.583663 | -0.412283 | 0 | -0.6 | 0 | -0.385986 | -0.000499 | 0.0003 | 1 | 92,408 |
0 | -0.473343 | 0.512039 | 1.63321 | -1.532365 | -1.942037 | -0.399614 | 0.000937 | -0.6 | 0 | -0.385986 | 0 | 0.0003 | 1 | 92,409 |
0.622846 | 0.304768 | 1.281993 | 1.63321 | -3.636876 | -1.942037 | -0.399614 | 0 | -0.6 | 0 | -0.385986 | 0.000499 | -0.000499 | 0 | 92,410 |
0.622535 | 0.304379 | -0.257916 | 1.186339 | -0.816521 | -0.612644 | -0.399614 | 0 | -0.6 | 0 | -0.385986 | 0.000499 | -0.000499 | 0 | 92,411 |
0 | -0.473343 | 0.512039 | 1.186339 | 0.25908 | -0.161147 | -0.412068 | -0.000921 | -0.6 | 0 | -0.385986 | 0 | -0.001698 | 0 | 92,412 |
0 | -0.473343 | 0.512039 | 1.186339 | -2.724795 | -1.942037 | -0.412068 | 0 | -0.6 | 0 | -0.385986 | 0 | -0.001998 | 0 | 92,413 |
-0.622535 | -1.251065 | -1.027486 | 1.63321 | 0.126365 | -0.287628 | -0.399184 | 0.000952 | -0.6 | 0 | -0.385986 | -0.000499 | -0.000699 | 0 | 92,414 |
-0.622846 | -0.473343 | -0.257916 | 3.863787 | -1.655377 | -1.583663 | -0.399184 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000499 | 0 | 0 | 92,415 |
0 | 1.08249 | 0.512039 | 3.415801 | -0.275778 | -0.716748 | -0.404552 | -0.000397 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001 | 0 | 92,416 |
0 | -0.473343 | 0.512039 | 3.415801 | -4.029688 | -2.554681 | -0.404552 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0007 | 0 | 92,417 |
1.245382 | 1.08249 | 1.281993 | 3.415801 | -1.568019 | -1.329392 | -0.40219 | 0.000175 | -0.6 | -0.267949 | -0.517638 | 0.000999 | -0.001998 | 0 | 92,418 |
0 | -0.473343 | 0.512039 | 3.415801 | -3.636876 | -1.942037 | -0.40219 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001998 | 0 | 92,419 |
0 | -0.473343 | -0.257531 | 1.186339 | -0.008389 | -0.519521 | -0.407988 | -0.000429 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001998 | 0 | 92,420 |
-0.622535 | -0.473343 | -0.257531 | 1.186339 | -0.627237 | -1.132165 | -0.407988 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000499 | -0.001499 | 0 | 92,421 |
0.622535 | 0.304379 | 0.512039 | 1.186339 | -0.188097 | -0.834771 | -0.399614 | 0.000619 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.001998 | 0 | 92,422 |
0 | -0.473343 | 0.050343 | 1.186339 | -0.31633 | -0.971018 | -0.399614 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001998 | 0 | 92,423 |
-0.248977 | -0.784385 | 0.050343 | 1.186339 | -1.186356 | -1.942037 | -0.402405 | -0.000206 | -0.6 | -0.267949 | -0.517638 | -0.0002 | -0.001299 | 0 | 92,424 |
0 | -0.473343 | 0.05025 | 1.186339 | 0.321943 | -0.358374 | -0.402405 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001299 | 0 | 92,425 |
-0.373559 | -0.940023 | 0.05025 | 1.186339 | -0.095513 | -0.358374 | -0.401331 | 0.000079 | -0.6 | -0.267949 | -0.517638 | -0.0003 | -0.000999 | 0 | 92,426 |
0 | -0.006663 | 0.512039 | 3.415801 | 0.633134 | 0.093124 | -0.401331 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001699 | 0 | 92,427 |
-0.249101 | -0.784541 | -0.257916 | 1.63321 | -0.516961 | -1.583663 | -0.384797 | 0.001222 | -0.6 | -0.267949 | -0.517638 | -0.0002 | -0.000799 | 0 | 92,428 |
0.249101 | -0.162145 | 0.05002 | 1.63321 | -0.584142 | -0.834771 | -0.400043 | -0.001127 | -0.6 | -0.267949 | -0.517638 | 0.0002 | -0.002099 | 0 | 92,429 |
0 | 0.304379 | 0.512039 | 1.186339 | -0.429602 | -0.716748 | -0.401117 | -0.000079 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001899 | 0 | 92,430 |
0.622535 | 0.304379 | 1.281608 | 1.186339 | -0.172831 | -0.834771 | -0.401117 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.002598 | 0 | 92,431 |
0 | -0.473343 | 0.512039 | 1.186339 | -1.638459 | -1.942037 | -0.404767 | -0.00027 | -0.6 | -0.267949 | -0.517638 | 0 | -0.002598 | 0 | 92,432 |
-0.248977 | -0.473343 | 0.050343 | 1.186339 | -0.235126 | 0.136247 | -0.404767 | 0 | -0.6 | -0.267949 | -0.517638 | -0.0002 | -0.002999 | 0 | 92,433 |
0.248977 | -0.162301 | 0.05025 | 1.186339 | 0.024889 | -0.222127 | -0.407773 | -0.000222 | -0.6 | -0.267949 | -0.517638 | 0.0002 | -0.003199 | 0 | 92,434 |
-0.622535 | -1.251065 | -0.257531 | 1.186339 | -0.376847 | -1.329392 | -0.407773 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000499 | -0.0027 | 0 | 92,435 |
0 | 0.304379 | 0.512039 | 1.186339 | -0.169078 | -0.612644 | -0.407773 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0029 | 0 | 92,436 |
0.622535 | 0.304379 | 0.512039 | 1.186339 | -0.844562 | -1.329392 | -0.414859 | -0.000524 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.002999 | 0 | 92,437 |
-0.622535 | -1.251065 | -0.257531 | 1.186339 | -2.670782 | -1.942037 | -0.414 | 0.000063 | -0.6 | -0.267949 | -0.517638 | -0.000499 | -0.002099 | 0 | 92,438 |
0 | 0.304379 | -0.257916 | 1.63321 | 0.020445 | -0.287628 | -0.414 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.002099 | 0 | 92,439 |
0 | -0.473343 | 0.512039 | 1.63321 | -0.544093 | -1.329392 | -0.414 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.002499 | 0 | 92,440 |
-1.246004 | -0.784541 | -1.028255 | 1.63321 | -0.771461 | -1.132165 | -0.409491 | 0.000333 | -0.6 | -0.267949 | -0.517638 | -0.000999 | -0.0015 | 0 | 92,441 |
0.996903 | 1.083267 | 1.282377 | 3.863787 | -0.376847 | -0.519521 | -0.409491 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000799 | -0.001499 | 0 | 92,442 |
-0.996903 | -0.940256 | -0.720319 | 1.188565 | -0.828369 | -1.329392 | -0.41078 | -0.000095 | -0.6 | -0.267949 | -0.517638 | -0.000799 | -0.0005 | 0 | 92,443 |
0 | -0.473343 | 0.512039 | 1.188565 | -2.670782 | -1.942037 | -0.41078 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0011 | 0 | 92,444 |
0 | -0.473343 | 0.512039 | 1.188565 | -4.029688 | -2.554681 | -0.411209 | -0.000032 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0005 | 0 | 92,445 |
0.373932 | -0.006197 | 0.512039 | 1.188565 | -0.706722 | -1.583663 | -0.411209 | 0 | -0.6 | -0.267949 | -0.517638 | 0.0003 | -0.0012 | 0 | 92,446 |
0 | -0.473343 | 0.049789 | 1.188565 | -0.808758 | -1.583663 | -0.410565 | 0.000048 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0003 | 0 | 92,447 |
-0.373932 | -0.16199 | 0.049789 | 3.863787 | 0.714886 | 0.421534 | -0.410565 | 0 | -0.6 | -0.267949 | -0.517638 | -0.0003 | 0 | 0 | 92,448 |
0.623158 | 1.860989 | 1.282377 | 3.415801 | -0.179142 | -0.358374 | -0.409706 | 0.000063 | -0.6 | -0.267949 | -0.517638 | 0.0005 | -0.0005 | 0 | 92,449 |
0.622846 | 0.771448 | 1.281993 | 1.186339 | -1.326103 | -1.329392 | -0.409706 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.000999 | 0 | 92,450 |
0 | 0.304379 | 0.512039 | 1.186339 | -0.586741 | -0.716748 | -0.414645 | -0.000365 | -0.6 | -0.267949 | -0.517638 | 0 | -0.001499 | 0 | 92,451 |
0.622535 | 0.304379 | 0.819913 | 1.186339 | -0.942979 | -1.132165 | -0.414645 | 0 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.001998 | 0 | 92,452 |
-0.248977 | -0.784385 | 0.050343 | 1.186339 | -0.914399 | -1.942037 | -0.407344 | 0.00054 | -0.6 | -0.267949 | -0.517638 | -0.0002 | -0.001798 | 0 | 92,453 |
-0.373559 | -0.162301 | 0.05025 | 1.63321 | 0.635098 | 0.390518 | -0.407344 | 0 | -0.6 | -0.267949 | -0.517638 | -0.0003 | -0.002099 | 0 | 92,454 |
0 | -0.473343 | 0.050112 | 3.415801 | -0.391426 | -1.329392 | -0.404123 | 0.000238 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0029 | 0 | 92,455 |
-0.622846 | -1.251454 | -0.257916 | 1.63321 | -2.724795 | -1.942037 | -0.404123 | 0 | -0.6 | -0.267949 | -0.517638 | -0.000499 | -0.002601 | 0 | 92,456 |
0.622846 | 0.304768 | 0.820066 | 1.63321 | -1.074342 | -1.583663 | -0.407344 | -0.000238 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.003501 | 0 | 92,457 |
-0.249101 | -0.473343 | -0.257916 | 1.63321 | -0.676929 | -0.971018 | -0.407344 | 0 | -0.6 | -0.267949 | -0.517638 | -0.0002 | -0.0029 | 0 | 92,458 |
0 | -0.162145 | 0.358048 | 1.63321 | -0.483418 | -0.519521 | -0.407559 | -0.000016 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0029 | 0 | 92,459 |
-0.373745 | -0.162145 | 0.05002 | 1.63321 | 0.172892 | -0.612644 | -0.407559 | 0 | -0.6 | -0.267949 | -0.517638 | -0.0003 | -0.0024 | 0 | 92,460 |
0.622846 | 0.304768 | 1.281993 | 1.63321 | -1.04728 | -0.971018 | -0.40627 | 0.000095 | -0.6 | -0.267949 | -0.517638 | 0.000499 | -0.0029 | 0 | 92,461 |
-1.495354 | -0.784541 | -1.798979 | 1.635885 | 0.98921 | 0.535739 | -0.40627 | 0 | -0.6 | -0.267949 | -0.517638 | -0.001199 | -0.0013 | 0 | 92,462 |
-0.374119 | -0.940723 | 0.049558 | 1.635885 | -3.636876 | -1.942037 | -0.400258 | 0.000444 | -0.6 | -0.267949 | -0.517638 | -0.0003 | -0.001401 | 0 | 92,463 |
0.997401 | 0.772692 | 1.282762 | 3.420257 | -0.470538 | -1.329392 | -0.400258 | 0 | -0.6 | -0.267949 | -0.517638 | 0.0008 | -0.0003 | 0 | 92,464 |
0.249226 | -0.16199 | -0.720935 | 3.420257 | -1.998879 | -1.583663 | -0.40627 | -0.000444 | -0.6 | -0.267949 | -0.517638 | 0.0002 | -0.0018 | 0 | 92,465 |
-1.246627 | -1.251843 | -1.337422 | 1.635885 | 0.00644 | -0.287628 | -0.40627 | 0 | -0.6 | -0.267949 | -0.517638 | -0.001 | 0 | 0 | 92,466 |
0.374119 | -0.005963 | 0.820374 | 1.635885 | -2.926925 | -1.942037 | -0.401976 | 0.000317 | -0.6 | -0.267949 | -0.517638 | 0.0003 | -0.0003 | 0 | 92,467 |
-0.374119 | -0.161834 | -0.25884 | 1.635885 | -0.822414 | -0.834771 | -0.401976 | 0 | -0.6 | -0.267949 | -0.517638 | -0.0003 | 0.0003 | 1 | 92,468 |
0 | -0.473343 | 0.512039 | 1.635885 | -4.029688 | -2.554681 | -0.401331 | 0.000048 | -0.6 | -0.267949 | -0.517638 | 0 | 0.0005 | 1 | 92,469 |
0 | 1.084045 | 0.512039 | 3.420257 | -0.561267 | -0.358374 | -0.401331 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0 | 0 | 92,470 |
0 | 0.305545 | 0.512039 | 3.420257 | -2.784503 | -1.583663 | -0.401331 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0 | 0 | 92,471 |
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