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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.750677 | 0.464464 | 0.512039 | -0.146515 | 0.177645 | -0.612644 | -0.444922 | 0.000603 | -1.2 | 0.464102 | 0.614014 | 0.000602 | 0.001002 | 1 | 93,272 |
0.750225 | 0.4639 | 0.82124 | -0.147054 | 0.418144 | -0.612644 | -0.444922 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000602 | 0.000401 | 1 | 93,273 |
-0.125006 | -0.629511 | 0.202961 | -0.146874 | 0.274108 | -0.834771 | -0.444922 | 0 | -1.2 | 0.464102 | 0.614014 | -0.0001 | 0.000501 | 1 | 93,274 |
-0.375094 | -0.785726 | 0.048352 | -0.146515 | -0.728047 | -0.834771 | -0.443848 | 0.000079 | -1.2 | 0.464102 | 0.614014 | -0.000301 | 0.000802 | 1 | 93,275 |
-0.250125 | -0.473343 | 0.202837 | -0.146515 | -1.690808 | -0.716748 | -0.443848 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000201 | 0.001002 | 1 | 93,276 |
0.250125 | -0.160866 | 0.82124 | 0.748802 | -2.205525 | -1.942037 | -0.445566 | -0.000127 | -1.2 | 0.464102 | 0.614014 | 0.000201 | 0.001803 | 1 | 93,277 |
0 | -0.473343 | 0.512039 | -0.146515 | -4.029688 | -2.554681 | -0.445566 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.002003 | 1 | 93,278 |
0 | 0.151423 | 0.512039 | -0.146695 | -0.283354 | -1.132165 | -0.435259 | 0.000762 | -1.2 | 0.464102 | 0.614014 | 0 | 0.002003 | 1 | 93,279 |
0 | -0.473343 | -0.106427 | -0.146695 | 0.654376 | -0.287628 | -0.435259 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.001403 | 1 | 93,280 |
0.5001 | 0.151423 | 0.512039 | -0.147054 | -1.266875 | -1.132165 | -0.440412 | -0.000381 | -1.2 | 0.464102 | 0.614014 | 0.000401 | 0.000801 | 1 | 93,281 |
0 | -0.473343 | -0.106179 | -0.147054 | -1.40315 | -1.329392 | -0.440412 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.000401 | 1 | 93,282 |
-0.5001 | -0.473343 | -0.106179 | -0.147054 | -0.952835 | -1.329392 | -0.443633 | -0.000238 | -1.2 | 0.464102 | 0.614014 | -0.000401 | 0.001202 | 1 | 93,283 |
0.250075 | -0.160929 | 0.821178 | -0.147054 | -3.636876 | -1.942037 | -0.443633 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000201 | 0.000802 | 1 | 93,284 |
0.749925 | 0.775688 | 0.512039 | -0.147412 | 0.533432 | 0.290351 | -0.443633 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000601 | 0.000401 | 1 | 93,285 |
-0.249925 | -0.78557 | -0.105931 | -0.147412 | -0.578978 | -0.834771 | -0.451793 | -0.000603 | -1.2 | 0.464102 | 0.614014 | -0.0002 | 0.000601 | 1 | 93,286 |
-0.750075 | -0.473343 | -0.724396 | -0.146695 | -0.13227 | -0.358374 | -0.45394 | -0.000159 | -1.2 | 0.464102 | 0.614014 | -0.000601 | 0.001403 | 1 | 93,287 |
0.750075 | 0.463712 | 0.512039 | -0.147054 | -0.641406 | -0.716748 | -0.45394 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000601 | 0.001002 | 1 | 93,288 |
-1.0002 | -1.097984 | -0.724396 | -0.146515 | -0.510092 | -1.583663 | -0.436762 | 0.00127 | -1.2 | 0.464102 | 0.614014 | -0.000802 | 0.001203 | 1 | 93,289 |
0 | -0.473343 | 0.512039 | -0.146515 | -1.859966 | -1.583663 | -0.436762 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.001203 | 1 | 93,290 |
0.250125 | -0.160866 | 0.512039 | -0.146695 | -0.400732 | -1.132165 | -0.4344 | 0.000175 | -1.2 | 0.464102 | 0.614014 | 0.000201 | 0.001002 | 1 | 93,291 |
0 | -0.473343 | 0.512039 | -0.146695 | -3.014284 | -1.583663 | -0.4344 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.000601 | 1 | 93,292 |
0 | -0.473343 | 0.512039 | -0.146695 | -0.158577 | -1.583663 | -0.451793 | -0.001286 | -1.2 | 0.464102 | 0.614014 | 0 | 0.001002 | 1 | 93,293 |
-0.500301 | -0.473343 | -0.415752 | -0.145976 | 0.62012 | 0.136247 | -0.451793 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000401 | 0.001203 | 1 | 93,294 |
-0.500502 | -0.473343 | -0.106675 | -0.146156 | -1.050224 | -0.971018 | -0.456947 | -0.000381 | -1.2 | 0.464102 | 0.614014 | -0.000401 | 0.001604 | 1 | 93,295 |
0.750677 | 1.089355 | 1.130752 | -0.146515 | 0.349318 | 0.390518 | -0.456947 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000602 | 0.001002 | 1 | 93,296 |
0 | -0.473343 | -0.415938 | -0.146695 | -1.575427 | -0.971018 | -0.456517 | 0.000032 | -1.2 | 0.464102 | 0.614014 | 0 | 0.000401 | 1 | 93,297 |
0 | -0.160866 | 0.512039 | -0.146695 | -1.262565 | -0.971018 | -0.456517 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.000602 | 1 | 93,298 |
0.250125 | -0.160866 | 0.82124 | -0.146874 | -0.919063 | -1.329392 | -0.4344 | 0.001635 | -1.2 | 0.464102 | 0.614014 | 0.000201 | 0.000401 | 1 | 93,299 |
-1.000802 | -0.473343 | -0.72514 | -0.146335 | -0.313105 | -0.287628 | -0.4344 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000802 | 0.001003 | 1 | 93,300 |
-0.751129 | -0.160678 | -0.416497 | -0.145436 | -0.430591 | -0.834771 | -0.42216 | 0.000905 | -1.2 | 0.464102 | 0.614014 | -0.000602 | 0.001806 | 1 | 93,301 |
-0.250477 | -0.473343 | -0.107296 | -0.145256 | -1.898186 | -1.132165 | -0.42216 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000201 | 0.001605 | 1 | 93,302 |
0.500904 | 0.152427 | 0.821675 | -0.145436 | -1.728603 | -1.329392 | -0.42216 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000402 | 0.001605 | 1 | 93,303 |
0 | -0.473343 | 0.512039 | 0.7506 | -4.029688 | -2.554681 | -0.423449 | -0.000095 | -1.2 | 0.464102 | 0.614014 | 0 | 0.001805 | 1 | 93,304 |
0 | -0.473343 | 0.512039 | -0.145796 | -4.029688 | -2.554681 | -0.432467 | -0.000667 | -1.2 | 0.464102 | 0.614014 | 0 | 0.002006 | 1 | 93,305 |
0.250376 | -0.160552 | 0.512039 | -0.145796 | -0.919063 | -0.834771 | -0.432467 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000201 | 0.001604 | 1 | 93,306 |
0.500602 | 0.464652 | 0.202527 | -0.146156 | -1.213255 | -0.971018 | -0.44256 | -0.000746 | -1.2 | 0.464102 | 0.614014 | 0.000401 | 0.001003 | 1 | 93,307 |
-0.250276 | -0.473343 | -0.106799 | -0.145976 | -0.723054 | -0.834771 | -0.44256 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000201 | 0.001203 | 1 | 93,308 |
-0.375508 | -0.160678 | -0.106923 | -0.145796 | -0.367038 | -0.287628 | -0.430964 | 0.000857 | -1.2 | 0.464102 | 0.614014 | -0.000301 | 0.001504 | 1 | 93,309 |
-0.876625 | -0.629746 | -0.571634 | -0.145436 | -0.882782 | -0.716748 | -0.430964 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000703 | 0.001806 | 1 | 93,310 |
1.001807 | 0.778196 | 0.512039 | -0.145976 | -1.258288 | -0.519521 | -0.439983 | -0.000667 | -1.2 | 0.464102 | 0.614014 | 0.000803 | 0.000201 | 1 | 93,311 |
0.500602 | 0.464652 | 1.130876 | -0.146335 | -1.835848 | -1.329392 | -0.439983 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000401 | -0.000201 | 0 | 93,312 |
0 | -0.473343 | 0.512039 | -0.146515 | -4.029688 | -2.554681 | -0.439983 | 0 | -1.2 | 0.464102 | 0.614014 | 0 | 0.000401 | 1 | 93,313 |
0.500401 | 0.151799 | 0.821364 | -0.146335 | -0.367038 | -0.612644 | -0.437406 | 0.00019 | -1.2 | 0.464102 | 0.614014 | 0.000401 | 0.000401 | 1 | 93,314 |
-0.125081 | -0.629605 | 0.202775 | -0.146515 | 0.090456 | -0.612644 | -0.437406 | 0 | -1.2 | 0.249689 | 0 | -0.0001 | 0.000301 | 1 | 93,315 |
0.125081 | -0.317081 | 0.666663 | -0.146695 | -2.141301 | -1.583663 | -0.437191 | 0.000016 | -1.2 | 0.249689 | 0 | 0.0001 | 0.000201 | 1 | 93,316 |
1.749825 | 1.868708 | 2.675148 | -0.146695 | -1.467154 | -1.942037 | -0.437191 | 0 | -1.2 | 0.249689 | 0 | 0.001403 | -0.001403 | 0 | 93,317 |
-1.499699 | -2.34689 | -1.341869 | -0.146874 | -2.926925 | -1.583663 | -0.44256 | -0.000397 | -1.2 | 0.249689 | 0 | -0.001202 | -0.000201 | 0 | 93,318 |
0.750075 | 0.463712 | 0.821178 | -0.147412 | 0.359957 | -0.43528 | -0.44256 | 0 | -1.2 | 0.249689 | 0 | 0.000601 | -0.000802 | 0 | 93,319 |
0.4998 | 0.151047 | 0.820992 | -0.147412 | -2.031271 | -1.132165 | -0.444063 | -0.000111 | -1.2 | 0.249689 | 0 | 0.000401 | -0.001002 | 0 | 93,320 |
-0.999799 | -0.473343 | -0.7239 | -0.147233 | -0.13227 | -0.43528 | -0.444063 | 0 | -1.2 | 0.249689 | 0 | -0.000802 | -0.000401 | 0 | 93,321 |
0.749925 | 0.463524 | 0.821116 | -0.147412 | 0.45992 | -0.104104 | -0.439124 | 0.000365 | -1.2 | 0.249689 | 0 | 0.000601 | -0.001002 | 0 | 93,322 |
0 | -0.161179 | 0.512039 | -0.147412 | -2.424083 | -1.583663 | -0.439124 | 0 | -1.2 | 0.249689 | 0 | 0 | -0.001002 | 0 | 93,323 |
0 | -0.161179 | 0.203085 | -0.147412 | 0.42299 | -0.05052 | -0.444922 | -0.000429 | -1.2 | 0.249689 | 0 | 0 | -0.000802 | 0 | 93,324 |
0 | -0.473343 | 0.512039 | -0.147412 | -4.029688 | -2.554681 | -0.444922 | 0 | -1.2 | 0.249689 | 0 | 0 | -0.000601 | 0 | 93,325 |
0 | -0.473343 | 0.512039 | -0.147412 | -4.029688 | -2.554681 | -0.422804 | 0.001635 | -1.2 | 0.249689 | 0 | 0 | -0.000601 | 0 | 93,326 |
1.248873 | 1.086852 | 0.82093 | -0.148308 | 1.564705 | 1.225289 | -0.422804 | 0 | -1.2 | 0.249689 | 0 | 0.001001 | -0.001803 | 0 | 93,327 |
0.249625 | -0.161491 | 0.512039 | -0.148308 | 0.191012 | -0.612644 | -0.422804 | 0 | -1.2 | 0.249689 | 0 | 0.0002 | -0.002003 | 0 | 93,328 |
0 | -0.473343 | -0.105189 | -0.148486 | 0.464219 | -0.161147 | -0.42624 | -0.000254 | -1.2 | 0.249689 | 0 | 0 | -0.001602 | 0 | 93,329 |
-0.749024 | -0.785195 | -0.413895 | -0.14795 | 0.253784 | 0.216654 | -0.424952 | 0.000095 | -1.2 | 0.249689 | 0 | -0.000601 | -0.000701 | 0 | 93,330 |
-0.249775 | -0.473343 | 0.20327 | -0.147771 | -0.207109 | -0.358374 | -0.424952 | 0 | -1.2 | 0.249689 | 0 | -0.0002 | -0.000801 | 0 | 93,331 |
-0.499699 | -0.785445 | -0.260152 | -0.147412 | -0.426648 | -0.287628 | -0.433756 | -0.000651 | -1.2 | 0.249689 | 0 | -0.000401 | -0.0002 | 0 | 93,332 |
0.499699 | 0.150922 | 0.203085 | -0.14795 | -1.505374 | -1.132165 | -0.433756 | 0 | -1.2 | 0.249689 | 0 | 0.000401 | -0.000601 | 0 | 93,333 |
-0.249825 | -0.473343 | 0.203209 | -0.14795 | -1.288929 | -0.971018 | -0.433756 | 0 | -1.2 | 0.249689 | 0 | -0.0002 | -0.000401 | 0 | 93,334 |
0.249825 | 0.150797 | 0.512039 | -0.14795 | -1.690808 | -1.329392 | -0.440412 | -0.000492 | -1.2 | 0.249689 | 0 | 0.0002 | -0.0002 | 0 | 93,335 |
0 | -0.473343 | 0.512039 | -0.14795 | -1.266875 | -1.583663 | -0.440412 | 0 | -1.2 | 0.249689 | 0 | 0 | -0.0002 | 0 | 93,336 |
0.249775 | -0.161304 | 0.203209 | -0.14795 | -2.424083 | -0.971018 | -0.443848 | -0.000254 | -1.2 | 0.249689 | 0 | 0.0002 | -0.001002 | 0 | 93,337 |
0.249725 | -0.161367 | 0.20327 | -0.148129 | 1.032717 | 0.451498 | -0.444063 | -0.000016 | -1.2 | 0.249689 | 0 | 0.0002 | -0.001202 | 0 | 93,338 |
-0.749324 | -0.473343 | -0.723157 | -0.147591 | 0.623825 | 0.358374 | -0.444063 | 0 | -1.2 | 0.249689 | 0 | -0.000601 | -0.000401 | 0 | 93,339 |
0 | -0.473343 | 0.203147 | 0.74665 | -0.861231 | -0.834771 | -0.444707 | -0.000048 | -1.2 | 0.249689 | 0 | 0 | -0.000401 | 0 | 93,340 |
0 | -0.473343 | 0.512039 | -0.147591 | -4.029688 | -2.554681 | -0.444707 | 0 | -1.2 | 0.249689 | 0 | 0 | -0.000601 | 0 | 93,341 |
-0.4998 | -1.097734 | -0.105807 | -0.147591 | -0.797309 | -1.583663 | -0.444707 | 0 | -1.2 | 0.249689 | 0 | -0.000401 | 0.000401 | 1 | 93,342 |
0.4998 | 0.463149 | 0.820992 | -0.147591 | 0.340254 | -0.716748 | -0.433112 | 0.000857 | -1.2 | 0.249689 | 0 | 0.000401 | 0 | 0 | 93,343 |
-0.249875 | -0.161242 | 0.203147 | -0.147591 | -0.58544 | -1.329392 | -0.433756 | -0.000048 | -1.2 | 0.249689 | 0 | -0.0002 | 0.0002 | 1 | 93,344 |
0 | 0.150922 | 0.203085 | -0.147591 | 0.687092 | -0.05052 | -0.433756 | 0 | -1.2 | 0.249689 | 0 | 0 | 0.0002 | 1 | 93,345 |
0 | -0.473343 | 0.512039 | -0.147412 | -1.847779 | -1.942037 | -0.452867 | -0.001413 | -1.2 | 0.249689 | 0 | 0 | 0.0002 | 1 | 93,346 |
-0.749925 | -0.78557 | -0.724148 | -0.147054 | -0.333566 | -0.519521 | -0.452867 | 0 | -1.2 | 0.249689 | 0 | -0.000601 | 0.000401 | 1 | 93,347 |
0.250025 | 0.151298 | 0.821116 | -0.147233 | -1.077431 | -0.971018 | -0.452867 | 0 | -1.2 | 0.249689 | 0 | 0.0002 | 0.000401 | 1 | 93,348 |
0 | -0.473343 | 0.202961 | -0.146874 | -0.056889 | -0.287628 | -0.455873 | -0.000222 | -1.2 | 0.249689 | 0 | 0 | 0.000401 | 1 | 93,349 |
-0.250025 | -0.785695 | 0.048399 | 0.747726 | -1.266875 | -1.329392 | -0.455873 | 0 | -1.2 | 0.249689 | 0 | -0.0002 | 0.000601 | 1 | 93,350 |
0.250025 | -0.160991 | 0.821116 | -0.147054 | -1.027089 | -1.329392 | -0.449646 | 0.00046 | -1.2 | 0.249689 | 0 | 0.0002 | 0.001002 | 1 | 93,351 |
-0.5001 | -0.785695 | -0.106179 | -0.146874 | -0.882782 | -0.612644 | -0.449646 | 0 | -1.2 | 0.249689 | 0 | -0.000401 | 0.001403 | 1 | 93,352 |
0.5001 | 0.151423 | 1.130256 | -0.146874 | -2.670782 | -1.942037 | -0.442774 | 0.000508 | -1.2 | 0.249689 | 0 | 0.000401 | 0.001202 | 1 | 93,353 |
0.249975 | -0.161054 | 0.202961 | -0.147233 | -0.03976 | -0.834771 | -0.442774 | 0 | -1.2 | 0.249689 | 0 | 0.0002 | 0.001002 | 1 | 93,354 |
0.249925 | -0.161117 | 0.512039 | -0.147591 | -1.258288 | -1.329392 | -0.442345 | 0.000032 | -1.2 | 0.249689 | 0 | 0.0002 | -0.0001 | 0 | 93,355 |
-0.249925 | -0.473343 | 0.203085 | -0.147412 | -0.530954 | -0.834771 | -0.442345 | 0 | -1.2 | 0.249689 | 0 | -0.0002 | 0.0002 | 1 | 93,356 |
-0.249975 | -0.785632 | 0.203023 | -0.147233 | -1.050224 | -0.971018 | -0.442345 | 0 | -1.2 | 0.249689 | 0 | -0.0002 | 0.000401 | 1 | 93,357 |
0 | -0.473343 | 0.512039 | -0.147233 | -1.505374 | -1.583663 | -0.441486 | 0.000063 | -1.2 | 0.249689 | 0 | 0 | 0.001002 | 1 | 93,358 |
0 | -0.473343 | -0.41538 | -0.147054 | 0.563141 | 0.216654 | -0.441486 | 0 | -1.2 | 0.249689 | 0 | 0 | 0.000801 | 1 | 93,359 |
-0.5001 | -0.785695 | -0.41538 | -0.146695 | -0.235126 | -0.834771 | -0.441701 | -0.000016 | -1.2 | 0.249689 | 0 | -0.000401 | 0.001002 | 1 | 93,360 |
-1.000802 | -1.09836 | -0.72514 | -0.146335 | -1.748489 | -1.583663 | -0.441701 | 0 | -1.2 | 0.249689 | 0 | -0.000802 | 0.002005 | 1 | 93,361 |
0 | -0.160678 | 0.512039 | -0.146335 | -2.031271 | -1.583663 | -0.442345 | -0.000048 | -1.2 | 0.249689 | 0 | 0 | 0.001604 | 1 | 93,362 |
0.750677 | 0.464464 | 0.821426 | -0.146695 | -2.495014 | -1.583663 | -0.442345 | 0 | -1.2 | 0.249689 | 0 | 0.000602 | 0.001002 | 1 | 93,363 |
0.5002 | 0.151548 | 1.13038 | -0.147054 | -0.909773 | -1.942037 | -0.454585 | -0.000905 | -1.2 | 0.249689 | 0 | 0.000401 | 0.000601 | 1 | 93,364 |
-0.250075 | -0.785757 | 0.202899 | -0.146874 | -1.245647 | -1.329392 | -0.454585 | 0 | -1.2 | 0.249689 | 0 | -0.000201 | 0.000401 | 1 | 93,365 |
0 | -0.473343 | 0.202837 | -0.146874 | -0.59726 | -0.971018 | -0.450719 | 0.000286 | -1.2 | 0.249689 | 0 | 0 | 0.000201 | 1 | 93,366 |
-0.250125 | -0.473343 | 0.202837 | -0.146874 | -1.613993 | -1.583663 | -0.450719 | 0 | -1.2 | 0.249689 | 0 | -0.000201 | 0.000802 | 1 | 93,367 |
0 | 0.151548 | 0.512039 | -0.146695 | -2.361051 | -1.132165 | -0.439553 | 0.000825 | -1.2 | 0.249689 | 0 | 0 | 0.001002 | 1 | 93,368 |
0 | -0.473343 | 0.202775 | -0.146515 | -0.709951 | -0.519521 | -0.439553 | 0 | -1.2 | 0.249689 | 0 | 0 | 0.000802 | 1 | 93,369 |
0.250125 | -0.160866 | 0.512039 | -0.146874 | -0.880589 | -0.971018 | -0.439553 | 0 | -1.2 | 0.249689 | 0 | 0.000201 | 0.001202 | 1 | 93,370 |
-0.250125 | -0.78582 | 0.202837 | -0.146874 | -2.926925 | -1.583663 | -0.439553 | 0 | -1.2 | 0.249689 | 0 | -0.000201 | 0.001403 | 1 | 93,371 |
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