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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 | -0.144174 | -1.266875 | -1.583663 | -0.375778 | -0.000381 | 0.2 | 0 | -0.385986 | 0 | -0.002416 | 0 | 92,872 |
0 | -0.160049 | 0.201966 | -0.143993 | 0.024889 | -0.222127 | -0.382865 | -0.000524 | 0.2 | 0 | -0.385986 | 0 | -0.002214 | 0 | 92,873 |
-0.25083 | -0.7867 | 0.201966 | -0.143993 | -2.926925 | -1.942037 | -0.382865 | 0 | 0.2 | 0 | -0.385986 | -0.000201 | -0.002215 | 0 | 92,874 |
-1.003823 | -0.786763 | -0.728874 | -0.143451 | -0.008389 | -0.287628 | -0.382865 | 0 | 0.2 | 0 | -0.385986 | -0.000805 | -0.001208 | 0 | 92,875 |
0.251031 | -0.159734 | 0.82236 | -0.14327 | -1.925177 | -1.942037 | -0.372772 | 0.000746 | 0.2 | 0 | -0.385986 | 0.000201 | -0.001208 | 0 | 92,876 |
0 | -0.473343 | -0.419114 | -0.143451 | -0.912081 | -1.132165 | -0.372772 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.00141 | 0 | 92,877 |
-0.502113 | -0.786952 | -0.108667 | -0.143451 | -1.288929 | -1.132165 | -0.371699 | 0.000079 | 0.2 | 0 | -0.385986 | -0.000403 | -0.001007 | 0 | 92,878 |
0.502113 | 0.780967 | 1.132744 | -0.143993 | -0.940541 | -1.329392 | -0.371699 | 0 | 0.2 | 0 | -0.385986 | 0.000403 | -0.001813 | 0 | 92,879 |
0.501911 | 0.467106 | 1.132495 | -0.143993 | -0.49217 | -0.161147 | -0.372987 | -0.000095 | 0.2 | 0 | -0.385986 | 0.000402 | -0.002417 | 0 | 92,880 |
0 | -0.473343 | 0.512039 | -0.143813 | -2.391691 | -1.583663 | -0.372987 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.002014 | 0 | 92,881 |
0 | -0.473343 | 0.512039 | -0.143993 | -1.998879 | -1.942037 | -0.378785 | -0.000429 | 0.2 | 0 | -0.385986 | 0 | -0.001812 | 0 | 92,882 |
0 | -0.159923 | 0.512039 | -0.143813 | -1.321321 | -1.329392 | -0.378785 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.002014 | 0 | 92,883 |
-0.752943 | -0.630077 | -0.729123 | -0.14327 | -0.452778 | -0.716748 | -0.373416 | 0.000397 | 0.2 | 0 | -0.385986 | -0.000604 | -0.00141 | 0 | 92,884 |
-0.502215 | -1.100751 | -0.108792 | -0.14327 | -1.311875 | -1.583663 | -0.373416 | 0 | 0.2 | 0 | -0.385986 | -0.000403 | -0.001007 | 0 | 92,885 |
0.502215 | 0.467673 | 1.132869 | -0.14327 | -0.416911 | -0.05052 | -0.372557 | 0.000063 | 0.2 | 0 | -0.385986 | 0.000403 | -0.001813 | 0 | 92,886 |
-0.251082 | -0.787015 | 0.201654 | -0.14327 | -2.304333 | -1.942037 | -0.372557 | 0 | 0.2 | 0 | -0.385986 | -0.000201 | -0.001612 | 0 | 92,887 |
0.251082 | -0.159671 | 0.512039 | -0.143089 | -1.70939 | -0.716748 | -0.364183 | 0.000619 | 0.2 | 0 | -0.385986 | 0.000201 | -0.002015 | 0 | 92,888 |
0 | -0.159734 | 0.201654 | -0.14327 | -0.832374 | -0.971018 | -0.364183 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.001208 | 0 | 92,889 |
-0.251082 | -0.473343 | -0.108792 | -0.143089 | -0.902904 | -0.971018 | -0.369981 | -0.000429 | 0.2 | 0 | -0.385986 | -0.000201 | -0.001209 | 0 | 92,890 |
-0.251133 | -0.473343 | 0.201592 | -0.143089 | -0.764288 | -0.612644 | -0.369981 | 0 | 0.2 | 0 | -0.385986 | -0.000201 | -0.001411 | 0 | 92,891 |
0 | -0.473343 | 0.512039 | -0.143089 | -0.789803 | -1.583663 | -0.376208 | -0.00046 | 0.2 | 0 | -0.385986 | 0 | -0.001612 | 0 | 92,892 |
0.251133 | -0.159608 | 0.822485 | -0.143089 | -2.424083 | -1.942037 | -0.376208 | 0 | 0.2 | 0 | -0.385986 | 0.000201 | -0.002217 | 0 | 92,893 |
-0.251133 | -0.159671 | 0.201592 | 0.755653 | -0.545302 | -0.971018 | -0.376208 | 0 | 0.2 | 0 | -0.385986 | -0.000201 | -0.001612 | 0 | 92,894 |
-0.251183 | 0.154064 | 0.201529 | -0.142546 | -0.242884 | -0.222127 | -0.376852 | -0.000048 | 0.2 | 0 | -0.385986 | -0.000201 | -0.001209 | 0 | 92,895 |
0.251183 | -0.159545 | 0.201467 | -0.142908 | -0.476941 | -0.05052 | -0.376852 | 0 | 0.2 | 0 | -0.385986 | 0.000201 | -0.001814 | 0 | 92,896 |
0.251133 | 0.154064 | 0.512039 | -0.143089 | -0.945427 | -0.519521 | -0.376423 | 0.000032 | 0.2 | 0 | -0.385986 | 0.000201 | -0.002419 | 0 | 92,897 |
-0.502316 | 0.153938 | -0.108917 | -0.142908 | 0.240019 | -0.716748 | -0.376423 | 0 | 0.2 | 0 | -0.385986 | -0.000403 | -0.002016 | 0 | 92,898 |
0.251183 | -0.159545 | -0.109167 | -0.142908 | -1.467154 | -1.329392 | -0.376852 | -0.000032 | 0.2 | 0 | -0.385986 | 0.000201 | -0.002823 | 0 | 92,899 |
0.502215 | 0.154064 | 0.822485 | -0.14327 | -0.820443 | -1.132165 | -0.376852 | 0 | 0.2 | 0 | -0.385986 | 0.000403 | -0.00363 | 0 | 92,900 |
1.003823 | 1.094071 | 0.82236 | -0.143993 | -0.478016 | -0.612644 | -0.373631 | 0.000238 | 0.2 | 0 | -0.385986 | 0.000805 | -0.004637 | 0 | 92,901 |
0 | -0.473343 | 0.512039 | -0.144174 | -4.029688 | -2.554681 | -0.373631 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.003829 | 0 | 92,902 |
0 | 0.153307 | 0.512039 | -0.143993 | -0.499941 | -0.834771 | -0.385441 | -0.000873 | 0.2 | 0 | -0.385986 | 0 | -0.003829 | 0 | 92,903 |
-0.25088 | -0.786763 | -0.108293 | -0.143813 | -1.053183 | -0.716748 | -0.385441 | 0 | 0.2 | 0 | -0.385986 | -0.000201 | -0.004031 | 0 | 92,904 |
0.25088 | -0.159923 | 0.822173 | 0.753123 | -1.02993 | -0.971018 | -0.374705 | 0.000794 | 0.2 | 0 | -0.385986 | 0.000201 | -0.003829 | 0 | 92,905 |
0.752337 | 0.466538 | 1.13212 | -0.144535 | -0.570053 | -1.329392 | -0.374705 | 0 | 0.2 | 0 | -0.385986 | 0.000603 | -0.00423 | 0 | 92,906 |
-0.250729 | -0.786574 | 0.202091 | -0.143993 | -1.112562 | -1.329392 | -0.377282 | -0.00019 | 0.2 | 0 | -0.385986 | -0.000201 | -0.003524 | 0 | 92,907 |
-0.752489 | -1.413413 | -0.728374 | -0.143632 | -0.190034 | -0.161147 | -0.377282 | 0 | 0.2 | 0 | -0.385986 | -0.000603 | -0.00282 | 0 | 92,908 |
-0.752943 | -1.100372 | -0.418739 | -0.143089 | -0.71975 | -0.43528 | -0.377282 | 0 | 0.2 | 0 | -0.385986 | -0.000604 | -0.002217 | 0 | 92,909 |
0 | -0.473343 | 0.512039 | -0.143089 | -1.505374 | -0.971018 | -0.377282 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.00262 | 0 | 92,910 |
-0.251082 | -0.473343 | -0.419301 | -0.14327 | -0.470538 | -0.716748 | -0.360318 | 0.001254 | 0.2 | 0 | -0.385986 | -0.000201 | -0.003428 | 0 | 92,911 |
0.251082 | 0.624233 | -0.108917 | -0.143632 | 0.039746 | 0.25427 | -0.360318 | 0 | 0.2 | 0 | -0.385986 | 0.000201 | -0.00363 | 0 | 92,912 |
-0.251082 | 0.153812 | -0.108792 | 0.756015 | -0.244306 | -0.43528 | -0.355379 | 0.000365 | 0.2 | 0 | -0.385986 | -0.000201 | -0.003428 | 0 | 92,913 |
-0.753549 | -0.473343 | -0.419489 | -0.142546 | -0.733085 | -0.716748 | -0.355379 | 0 | 0.2 | 0 | -0.385986 | -0.000604 | -0.002622 | 0 | 92,914 |
0.251234 | -0.159481 | 0.512039 | -0.142908 | -0.365272 | -0.834771 | -0.342495 | 0.000952 | 0.2 | 0 | -0.385986 | 0.000201 | -0.002622 | 0 | 92,915 |
0 | -0.473343 | 0.512039 | 0.756377 | -2.205525 | -1.942037 | -0.342495 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.00343 | 0 | 92,916 |
-0.502518 | -0.316436 | -0.419864 | -0.142183 | -0.38409 | -0.05052 | -0.351514 | -0.000667 | 0.2 | 0 | -0.385986 | -0.000403 | -0.003027 | 0 | 92,917 |
0 | -0.159418 | 0.201342 | -0.142908 | -0.227472 | -0.222127 | -0.351514 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.003431 | 0 | 92,918 |
0 | -0.159418 | 0.512039 | -0.142546 | -0.25003 | -0.161147 | -0.358815 | -0.00054 | 0.2 | 0 | -0.385986 | 0 | -0.003431 | 0 | 92,919 |
-0.502721 | -0.787331 | -0.109418 | 0.757464 | -0.698728 | -1.583663 | -0.358815 | 0 | 0.2 | 0 | -0.385986 | -0.000403 | -0.003635 | 0 | 92,920 |
0.251386 | -0.159292 | 0.822798 | -0.142183 | -2.926925 | -1.942037 | -0.358815 | 0 | 0.2 | 0 | -0.385986 | 0.000202 | -0.004444 | 0 | 92,921 |
-0.251386 | -0.159355 | 0.201279 | -0.142002 | -0.019771 | -0.287628 | -0.358385 | 0.000032 | 0.2 | 0 | -0.385986 | -0.000202 | -0.004444 | 0 | 92,922 |
0.251386 | -0.159292 | 0.201216 | -0.142365 | -0.607979 | -0.43528 | -0.356453 | 0.000143 | 0.2 | 0 | -0.385986 | 0.000202 | -0.004646 | 0 | 92,923 |
-0.251386 | -0.473343 | -0.109543 | -0.142002 | -0.678459 | -0.612644 | -0.356453 | 0 | 0.2 | 0 | -0.385986 | -0.000202 | -0.003837 | 0 | 92,924 |
0.251386 | -0.159292 | -0.420616 | -0.142183 | 0.451432 | 0.660432 | -0.356023 | 0.000032 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.00323 | 0 | 92,925 |
0.251335 | -0.159355 | 0.201279 | -0.142546 | -0.714829 | -0.971018 | -0.356023 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.002623 | 0 | 92,926 |
-0.251335 | -0.630329 | 0.201342 | -0.142183 | -0.322834 | -0.971018 | -0.356023 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.003836 | 0 | 92,927 |
0 | -0.473343 | 0.512039 | -0.142183 | -2.031271 | -1.942037 | -0.352373 | 0.00027 | 0.2 | -0.267949 | -0.517638 | 0 | -0.003432 | 0 | 92,928 |
-0.502822 | -0.787395 | -0.109543 | -0.142002 | -0.436556 | -0.834771 | -0.352373 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000403 | -0.005458 | 0 | 92,929 |
-0.251487 | -0.787521 | 0.201154 | -0.14182 | -1.622032 | -1.583663 | -0.339489 | 0.000952 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.00546 | 0 | 92,930 |
0.502923 | 0.15495 | 0.201091 | -0.142183 | -0.703511 | -0.716748 | -0.339489 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000403 | -0.004444 | 0 | 92,931 |
0.251386 | 0.154697 | 0.512039 | -0.142365 | -0.60528 | -0.43528 | -0.347864 | -0.000619 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.004444 | 0 | 92,932 |
-0.251386 | 0.468432 | 0.201279 | -0.142183 | 0.675693 | 0.748892 | -0.347864 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.004242 | 0 | 92,933 |
0 | -0.159292 | -0.731626 | -0.142183 | 0.265197 | 0.660432 | -0.330685 | 0.00127 | 0.2 | -0.267949 | -0.517638 | 0 | -0.004849 | 0 | 92,934 |
0 | 0.154697 | 0.512039 | 0.757827 | -0.266818 | -0.43528 | -0.330685 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.005052 | 0 | 92,935 |
-0.502923 | -0.787458 | -0.109668 | -0.141639 | -0.793544 | -0.971018 | -0.338201 | -0.000556 | 0.2 | -0.267949 | -0.517638 | -0.000403 | -0.005257 | 0 | 92,936 |
0 | -0.473343 | 0.512039 | -0.141639 | -1.062155 | -1.583663 | -0.338201 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.004446 | 0 | 92,937 |
-0.251538 | -0.787585 | 0.201091 | -0.14182 | -0.771461 | -1.329392 | -0.313077 | 0.001857 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.00384 | 0 | 92,938 |
1.005847 | 0.783243 | 1.133871 | -0.142365 | -0.043244 | -0.287628 | -0.313077 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000806 | -0.005254 | 0 | 92,939 |
-0.251386 | -0.473343 | 0.201279 | -0.142002 | -0.778727 | -0.971018 | -0.33498 | -0.001619 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.005052 | 0 | 92,940 |
-0.502923 | -0.159292 | -0.109668 | -0.14182 | 0.507584 | -0.287628 | -0.33498 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000403 | -0.004446 | 0 | 92,941 |
-0.251538 | -0.159165 | 0.201091 | -0.141457 | -0.300388 | -0.43528 | -0.33498 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.004245 | 0 | 92,942 |
-0.503228 | -0.159102 | -1.04364 | -0.141094 | -0.538083 | -0.358374 | -0.337342 | -0.000175 | 0.2 | -0.267949 | -0.517638 | -0.000403 | -0.003841 | 0 | 92,943 |
0.503228 | 0.469572 | 0.200903 | -0.141639 | -0.667838 | -0.358374 | -0.327249 | 0.000746 | 0.2 | -0.267949 | -0.517638 | 0.000403 | -0.004245 | 0 | 92,944 |
0.251538 | 0.155077 | 0.512039 | -0.14182 | -1.109277 | -0.834771 | -0.327249 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.004244 | 0 | 92,945 |
-0.503126 | -0.159165 | -0.109919 | -0.141094 | -0.519269 | -0.716748 | -0.328752 | -0.000111 | 0.2 | -0.267949 | -0.517638 | -0.000403 | -0.004448 | 0 | 92,946 |
-0.503329 | -1.102143 | -0.576992 | -0.141094 | -0.293357 | 0.093124 | -0.328752 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000404 | -0.004044 | 0 | 92,947 |
0 | -0.158911 | 0.512039 | -0.140912 | -0.733085 | -1.329392 | -0.33047 | -0.000127 | 0.2 | -0.267949 | -0.517638 | 0 | -0.004855 | 0 | 92,948 |
-0.755375 | -1.102397 | -1.044583 | 0.761462 | -0.341962 | -0.43528 | -0.33047 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000606 | -0.003439 | 0 | 92,949 |
-0.503838 | -0.473343 | -0.422312 | -0.140366 | -0.572589 | -0.834771 | -0.326391 | 0.000302 | 0.2 | -0.267949 | -0.517638 | -0.000404 | -0.002022 | 0 | 92,950 |
-0.251995 | -0.473343 | -0.11105 | -0.140184 | 0.222798 | 0.358374 | -0.326391 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000202 | -0.002225 | 0 | 92,951 |
1.007675 | 0.785527 | 1.135001 | -0.14073 | -0.575136 | -0.519521 | -0.323384 | 0.000222 | 0.2 | -0.267949 | -0.517638 | 0.000808 | -0.003438 | 0 | 92,952 |
0 | -0.158784 | 0.200714 | -0.140548 | -0.112182 | -0.222127 | -0.323384 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.004249 | 0 | 92,953 |
-0.503736 | -0.473343 | -0.422123 | -0.140366 | -0.375051 | -0.43528 | -0.323384 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000404 | -0.003237 | 0 | 92,954 |
0.503736 | 0.155965 | 1.13475 | -0.14073 | -1.293444 | -0.971018 | -0.319949 | 0.000254 | 0.2 | -0.267949 | -0.517638 | 0.000404 | -0.003236 | 0 | 92,955 |
0.251792 | 0.470143 | 0.8233 | -0.140912 | 0.169129 | 0.177365 | -0.319949 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.004451 | 0 | 92,956 |
0.629257 | 0.469952 | 0.667646 | -0.141457 | 0.020445 | -0.287628 | -0.322955 | -0.000222 | 0.2 | -0.267949 | -0.517638 | 0.000505 | -0.004145 | 0 | 92,957 |
0.125813 | -0.001862 | 0.667567 | -0.141457 | -0.547729 | -0.716748 | -0.322955 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000101 | -0.00384 | 0 | 92,958 |
0 | -0.159038 | 0.200966 | -0.141639 | -0.11956 | -0.43528 | -0.325961 | -0.000222 | 0.2 | -0.267949 | -0.517638 | 0 | -0.004448 | 0 | 92,959 |
-0.503329 | 0.469382 | -0.11017 | -0.141094 | -0.082522 | -0.161147 | -0.325961 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000404 | -0.002627 | 0 | 92,960 |
-1.259212 | -0.630583 | -1.044583 | -0.140184 | -0.370585 | -0.358374 | -0.337986 | -0.000889 | 0.2 | -0.267949 | -0.517638 | -0.00101 | -0.00182 | 0 | 92,961 |
0 | -0.158594 | 0.200526 | -0.140366 | -0.078788 | 0.216654 | -0.337986 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.002832 | 0 | 92,962 |
0 | 0.156092 | 0.512039 | -0.140366 | -1.546359 | -0.971018 | -0.325102 | 0.000952 | 0.2 | -0.267949 | -0.517638 | 0 | -0.00263 | 0 | 92,963 |
0.251944 | -0.158594 | 0.823489 | -0.140366 | -0.620284 | -1.132165 | -0.325102 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.002427 | 0 | 92,964 |
0.251893 | 0.155965 | 0.512039 | -0.140366 | -2.014844 | -1.329392 | -0.318445 | 0.000492 | 0.2 | -0.267949 | -0.517638 | 0.000202 | -0.003236 | 0 | 92,965 |
-1.007879 | 0.313093 | -1.045526 | -0.140002 | 0.29069 | 0.25427 | -0.318445 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000808 | -0.001618 | 0 | 92,966 |
0 | 0.156346 | 0.512039 | -0.139637 | -0.669343 | -0.971018 | -0.311574 | 0.000508 | 0.2 | -0.267949 | -0.517638 | 0 | -0.001213 | 0 | 92,967 |
-0.504245 | -0.473343 | -0.734895 | -0.139455 | 0 | 0.216654 | -0.311574 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000404 | 0 | 0 | 92,968 |
0 | -0.473343 | 0.512039 | -0.139455 | -1.038538 | -1.583663 | -0.311574 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.000607 | 0 | 92,969 |
-0.75675 | -0.158339 | -0.423445 | 0.764381 | -0.113876 | 0 | -0.319734 | -0.000603 | 0.2 | -0.267949 | -0.517638 | -0.000607 | 0.001011 | 1 | 92,970 |
-0.757209 | -0.473343 | -0.736157 | 0.765478 | -0.217878 | 0.047788 | -0.321452 | -0.000127 | 0.2 | -0.267949 | -0.517638 | -0.000607 | 0.002224 | 1 | 92,971 |
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