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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.502619 | 0.15457 | 1.13337 | 0.757102 | -2.121415 | -1.583663 | -0.358815 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000403 | 0.004222 | 1 | 92,772 |
1.255663 | 1.095334 | 0.512039 | 0.754929 | 0.29483 | 0.177365 | -0.368478 | -0.000714 | 0.2 | 0.464102 | 0.614014 | 0.001007 | 0.002814 | 1 | 92,773 |
-0.251031 | -0.159797 | 0.201717 | -0.14327 | 0.396271 | -0.287628 | -0.409062 | -0.003 | 0.2 | 0.464102 | 0.614014 | -0.000201 | 0.003015 | 1 | 92,774 |
1.003823 | 0.780715 | 0.201654 | 0.755291 | -0.068254 | -0.43528 | -0.409062 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000805 | 0.002812 | 1 | 92,775 |
-0.50181 | -1.100246 | -0.418552 | 0.754568 | 0.236373 | -0.834771 | -0.41035 | -0.000095 | 0.2 | 0.464102 | 0.614014 | -0.000402 | 0.003214 | 1 | 92,776 |
-0.37649 | -0.786889 | -0.108542 | 0.754929 | 0.013711 | -0.287628 | -0.41035 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000302 | 0.003516 | 1 | 92,777 |
-0.376604 | -0.630156 | 0.046486 | 1.654214 | -0.2018 | -0.519521 | -0.41035 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000302 | 0.003015 | 1 | 92,778 |
0.502113 | 0.780967 | 0.822423 | 0.755291 | 0.648366 | 0.587745 | -0.40219 | 0.000603 | 0.2 | 0.464102 | 0.614014 | 0.000403 | 0.002211 | 1 | 92,779 |
1.003621 | 0.780462 | 0.201717 | 0.752762 | 0.042328 | 0.047788 | -0.406055 | -0.000286 | 0.2 | 0.464102 | 0.614014 | 0.000805 | 0.002009 | 1 | 92,780 |
0.752186 | 1.092496 | 1.441881 | 0.752041 | -0.073497 | -0.43528 | -0.406055 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000603 | 0.002008 | 1 | 92,781 |
-0.752186 | -0.473343 | -0.417804 | 0.753123 | 0.586295 | 0.136247 | -0.406055 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000603 | 0.002009 | 1 | 92,782 |
0.250779 | 0.153181 | 0.512039 | -0.144535 | -0.960341 | -0.834771 | -0.410135 | -0.000302 | 0.2 | 0.464102 | 0.614014 | 0.000201 | 0.001607 | 1 | 92,783 |
0.250729 | -0.160112 | 0.821986 | -0.144535 | -2.926925 | -1.942037 | -0.424093 | -0.001032 | 0.2 | 0.464102 | 0.614014 | 0.000201 | 0.001306 | 1 | 92,784 |
0.250678 | -0.160175 | 0.512039 | 0.752041 | -0.896117 | -0.971018 | -0.424093 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000201 | 0.000603 | 1 | 92,785 |
1.503013 | 1.404343 | 1.131622 | 0.749881 | -0.165969 | 0.325017 | -0.424093 | 0 | 0.2 | 0.464102 | 0.614014 | 0.001205 | -0.000402 | 0 | 92,786 |
0.500602 | 0.777192 | 0.821488 | -0.146515 | -0.891637 | -0.971018 | -0.415289 | 0.000651 | 0.2 | 0.464102 | 0.614014 | 0.000401 | -0.001004 | 0 | 92,787 |
0.500401 | 0.77669 | 0.821364 | 0.748084 | 0.939004 | 0.660432 | -0.415289 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000401 | -0.001606 | 0 | 92,788 |
0.5002 | 0.307732 | 0.82124 | 0.747726 | -0.544093 | -0.834771 | -0.413142 | 0.000159 | 0.2 | 0.464102 | 0.614014 | 0.000401 | -0.002007 | 0 | 92,789 |
-0.250075 | 0.463524 | 0.202899 | 0.748802 | 0.500551 | 0.136247 | -0.413142 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000201 | -0.001204 | 0 | 92,790 |
0.750075 | 0.463712 | -0.106427 | 1.642863 | -1.018652 | -0.612644 | -0.389951 | 0.001714 | 0.2 | 0.464102 | 0.614014 | 0.000601 | -0.001404 | 0 | 92,791 |
-0.5 | -0.785632 | -0.106055 | 0.748084 | -0.651539 | -0.971018 | -0.389951 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000401 | -0.001003 | 0 | 92,792 |
0.250025 | 0.463524 | 0.202899 | 0.747726 | -0.882782 | -0.834771 | -0.407559 | -0.001302 | 0.2 | 0.464102 | 0.614014 | 0.0002 | -0.001203 | 0 | 92,793 |
0.4999 | 0.151173 | 1.130008 | 0.747367 | -2.141301 | -1.942037 | -0.407559 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000401 | -0.001604 | 0 | 92,794 |
-1.875658 | -1.097859 | -1.961326 | -0.147054 | -0.59726 | -1.132165 | -0.408632 | -0.000079 | 0.2 | 0.464102 | 0.614014 | -0.001504 | -0.000502 | 0 | 92,795 |
1.125733 | 1.245367 | -0.726009 | 0.748084 | -0.078257 | -0.43528 | -0.408632 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000903 | -0.001404 | 0 | 92,796 |
0 | 0.463524 | 0.202899 | 0.748443 | 0.993474 | 0.562124 | -0.409276 | -0.000048 | 0.2 | 0.464102 | 0.614014 | 0 | -0.001806 | 0 | 92,797 |
-1.000602 | -1.098234 | -0.724892 | 1.645557 | -0.834388 | -1.132165 | -0.409276 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000802 | -0.001305 | 0 | 92,798 |
0 | -0.473343 | -0.106799 | 0.749881 | -0.709951 | -0.43528 | -0.401117 | 0.000603 | 0.2 | 0.464102 | 0.614014 | 0 | -0.001004 | 0 | 92,799 |
0.250226 | -0.160741 | 0.202651 | 1.64394 | -0.523914 | -0.716748 | -0.401117 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000201 | -0.001405 | 0 | 92,800 |
0 | -0.473343 | 0.512039 | 0.748443 | -4.029688 | -2.554681 | -0.401117 | 0 | 0.2 | 0.464102 | 0.614014 | 0 | -0.001004 | 0 | 92,801 |
0.750376 | 0.464088 | 1.130504 | -0.147412 | -0.670852 | -1.583663 | -0.4067 | -0.000413 | 0.2 | 0.464102 | 0.614014 | 0.000602 | -0.001404 | 0 | 92,802 |
0.749925 | 0.775688 | 1.130132 | 0.74665 | -0.731401 | -0.43528 | -0.4067 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000601 | -0.002407 | 0 | 92,803 |
-0.249925 | -0.161179 | 0.203085 | 0.747008 | -0.171577 | -0.716748 | -0.407129 | -0.000032 | 0.2 | 0.464102 | 0.614014 | -0.0002 | -0.002609 | 0 | 92,804 |
-0.5 | -0.161117 | -0.106055 | 0.747726 | -0.282592 | -0.222127 | -0.417221 | -0.000746 | 0.2 | 0.249689 | 0 | -0.000401 | -0.002811 | 0 | 92,805 |
0.250025 | -0.160991 | 0.821116 | -0.147233 | -3.407096 | -1.942037 | -0.417221 | 0 | 0.2 | 0.249689 | 0 | 0.0002 | -0.003413 | 0 | 92,806 |
0.249975 | -0.161054 | 0.821054 | 0.747367 | -3.014284 | -1.942037 | -0.416362 | 0.000063 | 0.2 | 0.249689 | 0 | 0.0002 | -0.003614 | 0 | 92,807 |
0 | -0.473343 | 0.203023 | 0.747367 | -0.28107 | -0.716748 | -0.416362 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.003413 | 0 | 92,808 |
0.749624 | 0.463149 | 0.512039 | 0.746292 | -0.59726 | -0.519521 | -0.419583 | -0.000238 | 0.2 | 0.249689 | 0 | 0.000601 | -0.004416 | 0 | 92,809 |
0.249775 | -0.161304 | 0.203209 | -0.14795 | -0.61069 | -0.971018 | -0.419583 | 0 | 0.2 | 0.249689 | 0 | 0.0002 | -0.004013 | 0 | 92,810 |
0.249725 | -0.161367 | -0.105559 | 0.745576 | -0.705114 | -0.716748 | -0.410994 | 0.000635 | 0.2 | 0.249689 | 0 | 0.0002 | -0.00361 | 0 | 92,811 |
0.374493 | -0.005495 | 0.512039 | 0.745218 | -0.782395 | -0.519521 | -0.410994 | 0 | 0.2 | 0.249689 | 0 | 0.0003 | -0.003709 | 0 | 92,812 |
0.873381 | 1.085135 | 0.666322 | 1.18968 | 1.566399 | 1.187672 | -0.406055 | 0.000365 | 0.2 | 0.249689 | 0 | 0.0007 | -0.003305 | 0 | 92,813 |
0.623469 | 1.862156 | 0.512039 | 1.18968 | 0.908182 | 0.390518 | -0.406055 | 0 | 0.2 | 0.249689 | 0 | 0.0005 | -0.003906 | 0 | 92,814 |
-1.372044 | -1.252232 | -1.184063 | 0.745218 | -0.03679 | -0.358374 | -0.377067 | 0.002143 | 0.2 | 0.249689 | 0 | -0.0011 | -0.00391 | 0 | 92,815 |
0.4991 | 0.150173 | 0.203456 | 0.744503 | -0.79167 | -0.716748 | -0.377067 | 0 | 0.2 | 0.249689 | 0 | 0.0004 | -0.00431 | 0 | 92,816 |
-1.248124 | -0.78507 | -1.030875 | -0.14795 | -0.278796 | -0.612644 | -0.425811 | -0.003604 | 0.2 | 0.249689 | 0 | -0.001001 | -0.003209 | 0 | 92,817 |
-0.249775 | -0.785382 | -0.414451 | -0.147591 | -0.580264 | -0.612644 | -0.425811 | 0 | 0.2 | 0.249689 | 0 | -0.0002 | -0.003411 | 0 | 92,818 |
-0.499699 | -1.097609 | -0.414637 | 0.747008 | -0.933291 | -0.612644 | -0.420442 | 0.000397 | 0.2 | 0.249689 | 0 | -0.000401 | -0.003211 | 0 | 92,819 |
-1 | -0.161179 | -0.724148 | 0.748802 | 0.016863 | -0.358374 | -0.420442 | 0 | 0.2 | 0.249689 | 0 | -0.000802 | -0.003012 | 0 | 92,820 |
0 | -0.473343 | 0.202837 | 0.748084 | -0.741581 | -1.132165 | -0.420442 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.002811 | 0 | 92,821 |
-0.500301 | 3.271501 | -0.106427 | 0.749521 | -0.263862 | -0.358374 | -0.404338 | 0.001191 | 0.2 | 0.249689 | 0 | -0.000401 | -0.00241 | 0 | 92,822 |
-0.500502 | -0.785946 | -0.106675 | 0.749521 | -0.424687 | -0.612644 | -0.404982 | -0.000048 | 0.2 | 0.249689 | 0 | -0.000401 | -0.002009 | 0 | 92,823 |
0 | 0.151924 | 0.202589 | -0.146156 | -0.61069 | -0.834771 | -0.404982 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.00221 | 0 | 92,824 |
0.750677 | 0.776941 | 0.821426 | -0.146515 | -1.271218 | -0.834771 | -0.404982 | 0 | 0.2 | 0.249689 | 0 | 0.000602 | -0.003617 | 0 | 92,825 |
0 | 0.151548 | 0.512039 | -0.146695 | -0.900632 | -0.612644 | -0.41078 | -0.000429 | 0.2 | 0.249689 | 0 | 0 | -0.003415 | 0 | 92,826 |
0 | -0.473343 | 0.512039 | -0.146695 | -1.505374 | -1.942037 | -0.41078 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.003415 | 0 | 92,827 |
-1.001003 | -0.473343 | -1.0349 | -0.145976 | -0.101015 | -0.05052 | -0.419798 | -0.000667 | 0.2 | 0.249689 | 0 | -0.000803 | -0.003015 | 0 | 92,828 |
-0.500803 | -0.160615 | -0.107047 | -0.145796 | -1.7587 | -1.583663 | -0.419798 | 0 | 0.2 | 0.249689 | 0 | -0.000402 | -0.002211 | 0 | 92,829 |
0.751129 | 0.465029 | 1.440574 | -0.145796 | -0.760735 | -0.612644 | -0.419798 | 0 | 0.2 | 0.249689 | 0 | 0.000602 | -0.002411 | 0 | 92,830 |
0.750677 | 0.464464 | 0.821426 | -0.146515 | -0.803005 | -0.971018 | -0.404338 | 0.001143 | 0.2 | 0.249689 | 0 | 0.000602 | -0.003013 | 0 | 92,831 |
-0.750677 | -0.785883 | -0.415938 | -0.146156 | -0.276531 | -0.05052 | -0.406055 | -0.000127 | 0.2 | 0.249689 | 0 | -0.000602 | -0.002411 | 0 | 92,832 |
-0.250326 | -0.473343 | 0.202589 | 0.75024 | -0.687724 | -0.716748 | -0.406055 | 0 | 0.2 | 0.249689 | 0 | -0.000201 | -0.00221 | 0 | 92,833 |
-0.125182 | -0.629731 | 0.202527 | -0.145616 | -0.745016 | -1.329392 | -0.392527 | 0.001 | 0.2 | 0.249689 | 0 | -0.0001 | -0.002714 | 0 | 92,834 |
-0.626098 | -0.786165 | -0.261935 | -0.145436 | -0.795423 | -0.161147 | -0.392527 | 0 | 0.2 | 0.249689 | 0 | -0.000502 | -0.002614 | 0 | 92,835 |
0.250477 | -0.160427 | 0.821675 | -0.145436 | -1.371064 | -1.583663 | -0.392527 | 0 | 0.2 | 0.249689 | 0 | 0.000201 | -0.002413 | 0 | 92,836 |
-0.250477 | -0.786259 | -0.107296 | -0.145616 | -1.271218 | -1.583663 | -0.387589 | 0.000365 | 0.2 | 0.249689 | 0 | -0.000201 | -0.002413 | 0 | 92,837 |
-0.250527 | -0.473343 | 0.20234 | 0.75096 | -1.812713 | -1.583663 | -0.387589 | 0 | 0.2 | 0.249689 | 0 | -0.000201 | -0.002011 | 0 | 92,838 |
0 | -0.473343 | 0.512039 | 0.7506 | -4.029688 | -2.554681 | -0.38673 | 0.000063 | 0.2 | 0.249689 | 0 | 0 | -0.002011 | 0 | 92,839 |
0.751431 | 0.465406 | 1.131373 | -0.145796 | -0.690846 | -1.132165 | -0.390165 | -0.000254 | 0.2 | 0.249689 | 0 | 0.000602 | -0.002815 | 0 | 92,840 |
0.500702 | 0.152175 | 0.202465 | 0.749881 | -0.27804 | -0.519521 | -0.390165 | 0 | 0.2 | 0.249689 | 0 | 0.000401 | -0.003417 | 0 | 92,841 |
0 | -0.473343 | 0.512039 | 0.749881 | -1.575427 | -1.942037 | -0.390165 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.003417 | 0 | 92,842 |
0 | -0.160678 | -0.106923 | -0.146156 | 0.329235 | 0.25427 | -0.389736 | 0.000032 | 0.2 | 0.249689 | 0 | 0 | -0.003216 | 0 | 92,843 |
0 | -0.473343 | 0.512039 | -0.146156 | -0.648625 | -1.583663 | -0.395104 | -0.000397 | 0.2 | 0.249689 | 0 | 0 | -0.003417 | 0 | 92,844 |
-0.500702 | 0.151924 | -0.106923 | 0.75024 | 0.041038 | -0.519521 | -0.395104 | 0 | 0.2 | 0.249689 | 0 | -0.000401 | -0.003217 | 0 | 92,845 |
0 | -0.160552 | 0.202465 | -0.145616 | 0.262292 | -0.971018 | -0.387589 | 0.000556 | 0.2 | 0.249689 | 0 | 0 | -0.003016 | 0 | 92,846 |
-0.500904 | -0.786197 | -0.726631 | -0.145256 | 0.580678 | 0.093124 | -0.387589 | 0 | 0.2 | 0.249689 | 0 | -0.000402 | -0.002413 | 0 | 92,847 |
-0.37581 | -0.160427 | -0.10742 | -0.145076 | -0.945427 | -0.716748 | -0.387589 | 0 | 0.2 | 0.249689 | 0 | -0.000301 | -0.002514 | 0 | 92,848 |
0.37581 | -0.003851 | 0.666911 | -0.145256 | -1.35064 | -1.329392 | -0.38222 | 0.000397 | 0.2 | 0.249689 | 0 | 0.000301 | -0.002614 | 0 | 92,849 |
-0.250527 | -0.786322 | 0.20234 | -0.145436 | -0.700318 | -1.583663 | -0.38222 | 0 | 0.2 | 0.249689 | 0 | -0.000201 | -0.002011 | 0 | 92,850 |
0.501004 | 0.152552 | 1.131373 | -0.145436 | -3.014284 | -1.942037 | -0.383509 | -0.000095 | 0.2 | 0.249689 | 0 | 0.000402 | -0.001608 | 0 | 92,851 |
0.250427 | -0.16049 | -0.107296 | -0.145436 | -0.417877 | -0.358374 | -0.383509 | 0 | 0.2 | 0.249689 | 0 | 0.000201 | -0.001809 | 0 | 92,852 |
-0.500904 | -1.099113 | -0.107172 | -0.145256 | -2.621472 | -1.942037 | -0.383079 | 0.000032 | 0.2 | 0.249689 | 0 | -0.000402 | -0.001407 | 0 | 92,853 |
-0.501105 | -0.786322 | -0.417243 | -0.144535 | -0.242884 | -0.612644 | -0.383079 | 0 | 0.2 | 0.249689 | 0 | -0.000402 | -0.001206 | 0 | 92,854 |
-0.752035 | -0.786448 | -0.417617 | -0.144535 | -0.947885 | -0.971018 | -0.384797 | -0.000127 | 0.2 | 0.249689 | 0 | -0.000603 | -0.000402 | 0 | 92,855 |
-0.501609 | -0.160112 | -0.108043 | -0.143993 | 0.164649 | -0.519521 | -0.384797 | 0 | 0.2 | 0.249689 | 0 | -0.000402 | 0.000603 | 1 | 92,856 |
0 | -0.473343 | 0.512039 | -0.144174 | -4.029688 | -2.554681 | -0.367189 | 0.001302 | 0.2 | 0.249689 | 0 | 0 | 0.000402 | 1 | 92,857 |
0.25083 | -0.159986 | 0.822111 | -0.144174 | -1.518709 | -1.942037 | -0.367189 | 0 | 0.2 | 0.249689 | 0 | 0.000201 | -0.000402 | 0 | 92,858 |
-0.501709 | -0.473343 | -0.108168 | -0.144174 | -1.321321 | -1.132165 | -0.373416 | -0.00046 | 0.2 | 0.249689 | 0 | -0.000402 | -0.000604 | 0 | 92,859 |
0.752489 | 0.466727 | 1.132245 | -0.144535 | -0.7214 | -0.971018 | -0.373416 | 0 | 0.2 | 0.249689 | 0 | 0.000603 | -0.001207 | 0 | 92,860 |
0.752035 | 0.46616 | 1.131871 | -0.145256 | -0.613415 | -0.716748 | -0.368478 | 0.000365 | 0.2 | 0.249689 | 0 | 0.000603 | -0.002011 | 0 | 92,861 |
0.250578 | 0.465594 | 0.821799 | -0.145256 | 0.172551 | -0.519521 | -0.368478 | 0 | 0.2 | 0.249689 | 0 | 0.000201 | -0.002011 | 0 | 92,862 |
1.377277 | 1.247265 | 0.202278 | -0.145256 | -1.213255 | -1.583663 | -0.368478 | 0 | 0.2 | 0.249689 | 0 | 0.001104 | -0.003316 | 0 | 92,863 |
-0.125144 | -0.317018 | -0.571199 | -0.145976 | -0.577694 | -0.358374 | -0.393816 | -0.001873 | 0.2 | 0.249689 | 0 | -0.0001 | -0.00382 | 0 | 92,864 |
-1.377416 | -1.881113 | -1.190704 | 10.604121 | -3.014284 | -1.583663 | -0.393816 | 0 | 0.2 | 0 | -0.385986 | -0.001104 | -0.002514 | 0 | 92,865 |
0 | -0.473343 | 0.512039 | 10.604121 | -4.029688 | -2.554681 | -0.393816 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.002514 | 0 | 92,866 |
0.125282 | 0.152615 | -0.882515 | -0.144895 | 1.046604 | 1.225289 | -0.378785 | 0.001111 | 0.2 | 0 | -0.385986 | 0.0001 | -0.003018 | 0 | 92,867 |
-0.501205 | -0.786385 | -0.107545 | -0.144895 | -0.369696 | -0.358374 | -0.378785 | 0 | 0.2 | 0 | -0.385986 | -0.000402 | -0.002616 | 0 | 92,868 |
-0.250678 | -0.473343 | -0.107794 | -0.144535 | -0.33943 | -0.612644 | -0.378785 | 0 | 0.2 | 0 | -0.385986 | -0.000201 | -0.002415 | 0 | 92,869 |
-0.752337 | -0.473343 | -0.417991 | -0.144174 | -0.470538 | -0.222127 | -0.370625 | 0.000603 | 0.2 | 0 | -0.385986 | -0.000603 | -0.002215 | 0 | 92,870 |
0.25083 | -0.159986 | 0.822111 | -0.144174 | -1.801491 | -1.942037 | -0.370625 | 0 | 0.2 | 0 | -0.385986 | 0.000201 | -0.002214 | 0 | 92,871 |
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