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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.249925 | 0.151047 | 0.512039 | -0.147412 | 0.122278 | -0.287628 | -0.436547 | -0.000746 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.001805 | 0 | 93,472 |
0.249875 | -0.161179 | -0.105931 | -0.147412 | -0.175978 | -0.43528 | -0.436547 | 0 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.001604 | 0 | 93,473 |
-0.999799 | -0.785507 | -0.7239 | 0.747367 | -0.090606 | -0.834771 | -0.436332 | 0.000016 | -1.2 | -0.267949 | -0.517638 | -0.000802 | -0.000903 | 0 | 93,474 |
0.999799 | 1.711805 | 1.439085 | -0.147771 | 0.399481 | 0.535739 | -0.433112 | 0.000238 | -1.2 | -0.267949 | -0.517638 | 0.000802 | -0.002407 | 0 | 93,475 |
0 | 0.150797 | 0.512039 | -0.147771 | -2.670782 | -1.329392 | -0.433112 | 0 | -1.2 | -0.267949 | -0.517638 | 0 | -0.001704 | 0 | 93,476 |
0.249825 | 0.462774 | 0.512039 | -0.147771 | -0.635696 | -0.358374 | -0.433112 | 0 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.001604 | 0 | 93,477 |
-0.249825 | -0.161304 | 0.203209 | -0.14795 | -1.345647 | -0.971018 | -0.434615 | -0.000111 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.000802 | 0 | 93,478 |
0.499599 | 0.462774 | 0.97526 | -0.14795 | 0.350067 | -0.358374 | -0.437621 | -0.000222 | -1.2 | -0.267949 | -0.517638 | 0.000401 | -0.001603 | 0 | 93,479 |
-0.249775 | -0.473343 | 0.20327 | -0.14795 | -0.439562 | -0.612644 | -0.437621 | 0 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.002206 | 0 | 93,480 |
-0.249825 | -0.161304 | -0.105683 | -0.147591 | 0.227462 | 0.093124 | -0.437621 | 0 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.002005 | 0 | 93,481 |
-0.4998 | -0.785507 | -0.105807 | -0.147412 | -0.838436 | -0.716748 | -0.432467 | 0.000381 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.001604 | 0 | 93,482 |
0.249925 | -0.161117 | 0.203023 | -0.147233 | 0.410573 | -0.222127 | -0.432467 | 0 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.00301 | 0 | 93,483 |
-0.249925 | -0.78557 | 0.203085 | -0.147233 | -2.183299 | -1.942037 | -0.424093 | 0.000619 | -1.2 | -0.267949 | -0.517638 | -0.0002 | -0.002609 | 0 | 93,484 |
-0.750075 | -0.785632 | -0.415194 | -0.147054 | 1.297208 | -0.43528 | -0.424093 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000601 | -0.002811 | 0 | 93,485 |
0.250075 | 0.775939 | 0.821178 | -0.146874 | 0.042757 | 0.216654 | -0.437191 | -0.000968 | -1.2 | -0.267949 | -0.517638 | 0.000201 | -0.002409 | 0 | 93,486 |
0.250025 | -0.160991 | 0.512039 | -0.147054 | -2.331983 | -1.132165 | -0.419154 | 0.001333 | -1.2 | -0.267949 | -0.517638 | 0.0002 | -0.002207 | 0 | 93,487 |
-0.5001 | -0.161054 | -0.724644 | -0.146695 | 0.188032 | 0.325017 | -0.424093 | -0.000365 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.000602 | 0 | 93,488 |
-0.500301 | -0.160929 | -0.106427 | -0.146335 | 0.20407 | -0.104104 | -0.424093 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.000401 | 0 | 93,489 |
0.250175 | -0.160803 | 0.821302 | -0.146335 | -1.074342 | -1.329392 | -0.422804 | 0.000095 | -1.2 | -0.267949 | -0.517638 | 0.000201 | -0.00241 | 0 | 93,490 |
-0.250175 | -0.785883 | 0.202775 | -0.146335 | -1.546359 | -1.329392 | -0.422804 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000201 | -0.00241 | 0 | 93,491 |
-0.250226 | -0.473343 | 0.202713 | -0.146156 | -0.672365 | -0.716748 | -0.422804 | 0 | -1.2 | -0.267949 | -0.517638 | -0.000201 | -0.002008 | 0 | 93,492 |
0.250226 | -0.160741 | -0.416311 | -0.146156 | -2.424083 | -1.329392 | -0.421301 | 0.000111 | -1.2 | -0.267949 | -0.517638 | 0.000201 | -0.002008 | 0 | 93,493 |
-0.500502 | -1.098611 | -0.725636 | -0.145976 | -1.109277 | -0.716748 | -0.423019 | -0.000127 | -1.2 | -0.267949 | -0.517638 | -0.000401 | -0.001808 | 0 | 93,494 |
0 | -0.160678 | 0.202589 | -0.145976 | -0.808758 | -0.716748 | -0.423019 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.002009 | 0 | 93,495 |
-0.751129 | -0.786071 | -0.726133 | -0.145436 | 0.650132 | 0.25427 | -0.42624 | -0.000238 | -1.2 | -0.535898 | -0.385986 | -0.000602 | -0.001005 | 0 | 93,496 |
2.377025 | 2.652368 | 0.512039 | -0.145436 | -0.043244 | -1.583663 | -0.42624 | 0 | -1.2 | -0.535898 | -0.385986 | 0.001906 | -0.003715 | 0 | 93,497 |
-1.876222 | -2.817274 | -2.426408 | -0.145796 | -0.14229 | -0.05052 | -0.421301 | 0.000365 | -0.8 | -0.535898 | -0.385986 | -0.001504 | -0.00221 | 0 | 93,498 |
0.250326 | -0.160615 | 0.512039 | -0.145976 | -0.019771 | -0.971018 | -0.421301 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000201 | -0.002411 | 0 | 93,499 |
0.500502 | 0.151924 | 1.130752 | -0.146156 | -3.636876 | -1.942037 | -0.447069 | -0.001905 | -0.8 | -0.535898 | -0.385986 | 0.000401 | -0.002611 | 0 | 93,500 |
-0.250226 | -0.785946 | 0.202713 | -0.146156 | -1.898186 | -1.583663 | -0.427099 | 0.001476 | -0.8 | -0.535898 | -0.385986 | -0.000201 | -0.002612 | 0 | 93,501 |
0 | -0.473343 | 0.202651 | -0.145976 | -0.705114 | -0.287628 | -0.427099 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.002612 | 0 | 93,502 |
-0.500602 | -1.098736 | -0.106799 | -0.145796 | -1.546359 | -1.132165 | -0.419798 | 0.00054 | -0.8 | -0.535898 | -0.385986 | -0.000401 | -0.002009 | 0 | 93,503 |
-0.250376 | -0.473343 | -0.107047 | -0.145616 | -0.364392 | 0 | -0.41851 | 0.000095 | -0.8 | -0.535898 | -0.385986 | -0.000201 | -0.001205 | 0 | 93,504 |
0 | -0.473343 | 0.512039 | -0.145616 | -1.690808 | -1.329392 | -0.41851 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000402 | 0 | 93,505 |
0 | -0.473343 | 0.202465 | -0.145796 | -1.498822 | -1.583663 | -0.421516 | -0.000222 | -0.8 | -0.535898 | -0.385986 | 0 | 0.0001 | 1 | 93,506 |
-0.250427 | -0.31694 | -0.41687 | -0.145256 | -0.141102 | -0.104104 | -0.421516 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000201 | -0.001005 | 0 | 93,507 |
-0.250477 | -0.786259 | 0.202402 | -0.145256 | -2.851252 | -1.942037 | -0.424952 | -0.000254 | -0.8 | -0.535898 | -0.385986 | -0.000201 | 0 | 0 | 93,508 |
0 | -0.473343 | 0.20234 | -0.145256 | -1.532365 | -0.834771 | -0.424952 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000201 | 0 | 93,509 |
-0.501105 | -0.473343 | -0.10742 | -0.145256 | -1.381559 | -0.834771 | -0.424952 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000402 | -0.000201 | 0 | 93,510 |
0.250578 | 0.152678 | 0.821799 | -0.145076 | -0.822414 | -0.834771 | -0.436977 | -0.000889 | -0.8 | -0.535898 | -0.385986 | 0.000201 | -0.000402 | 0 | 93,511 |
-0.501205 | -0.473343 | -0.107545 | -0.145076 | -1.164273 | -1.132165 | -0.436977 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000402 | 0.000201 | 1 | 93,512 |
3.004216 | 3.435953 | 0.821861 | -0.144895 | -0.561267 | -0.287628 | -0.436977 | 0 | -0.8 | -0.535898 | -0.385986 | 0.002409 | -0.001806 | 0 | 93,513 |
-3.004216 | -4.226456 | -3.201733 | -0.144895 | -0.672365 | -0.612644 | -0.429246 | 0.000571 | -0.8 | -0.535898 | -0.385986 | -0.002409 | 0.000603 | 1 | 93,514 |
-0.250678 | -0.473343 | 0.202153 | -0.144535 | -0.331902 | -0.43528 | -0.429891 | -0.000048 | -0.8 | -0.535898 | -0.385986 | -0.000201 | 0.001005 | 1 | 93,515 |
1.002411 | 0.778951 | 0.821924 | -0.145076 | -0.15919 | -0.358374 | -0.429891 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000804 | 0.000402 | 1 | 93,516 |
-0.501105 | -0.473343 | -0.10742 | -0.145076 | -0.679993 | -1.132165 | -0.421301 | 0.000635 | -0.8 | -0.535898 | -0.385986 | -0.000402 | 0 | 0 | 93,517 |
0.250578 | -0.160301 | 0.821799 | -0.145256 | -1.672816 | -1.132165 | -0.421301 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000201 | 0.000402 | 1 | 93,518 |
0.751431 | 0.465406 | 0.821737 | -0.145436 | -1.998879 | -1.132165 | -0.420657 | 0.000048 | -0.8 | -0.535898 | -0.385986 | 0.000602 | -0.001406 | 0 | 93,519 |
0 | -0.473343 | 0.512039 | -0.145616 | -1.779692 | -1.942037 | -0.420657 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001205 | 0 | 93,520 |
0.250376 | -0.160552 | 0.512039 | -0.145976 | -1.209333 | -1.329392 | -0.42259 | -0.000143 | -0.8 | -0.535898 | -0.385986 | 0.000201 | -0.001205 | 0 | 93,521 |
0 | -0.473343 | 0.512039 | -0.145796 | -0.59726 | -0.716748 | -0.42259 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001205 | 0 | 93,522 |
0.500602 | 0.464652 | 0.821488 | -0.146156 | -0.773269 | -0.612644 | -0.429032 | -0.000476 | -0.8 | -0.535898 | -0.385986 | 0.000401 | -0.001606 | 0 | 93,523 |
-0.125132 | -0.473343 | 0.202651 | -0.146156 | 0.214621 | -0.612644 | -0.429032 | 0 | -0.8 | -0.535898 | -0.385986 | -0.0001 | -0.001305 | 0 | 93,524 |
-0.876273 | -0.317018 | -0.726009 | -0.145436 | 0.277237 | 0.290351 | -0.429032 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000703 | -0.000804 | 0 | 93,525 |
0.876273 | 0.777694 | 0.512039 | -0.145976 | 0.31136 | -0.161147 | -0.447498 | -0.001365 | -0.8 | -0.535898 | -0.385986 | 0.000703 | -0.001707 | 0 | 93,526 |
0.375357 | 0.308124 | 0.357337 | -0.146335 | 0.156284 | -0.104104 | -0.447498 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000301 | -0.002008 | 0 | 93,527 |
0.750376 | 1.400955 | 0.821302 | -0.146874 | 0.16361 | 0.093124 | -0.461885 | -0.001064 | -0.8 | -0.535898 | -0.385986 | 0.000602 | -0.002409 | 0 | 93,528 |
-0.5002 | -0.473343 | -0.106302 | -0.146515 | -0.178508 | -0.519521 | -0.461885 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000401 | -0.001405 | 0 | 93,529 |
-1.001003 | -0.473343 | -0.725388 | -0.146515 | -0.314715 | -0.222127 | -0.436547 | 0.001873 | -0.8 | -0.535898 | -0.385986 | -0.000803 | -0.0001 | 0 | 93,530 |
0 | 0.933438 | 0.512039 | -0.145796 | 0.187367 | 0 | -0.425166 | 0.000841 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000402 | 0 | 93,531 |
0 | -0.473343 | -0.416684 | -0.145436 | -0.698728 | -0.716748 | -0.425166 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000201 | 1 | 93,532 |
-1.503013 | -0.473343 | -1.345965 | -0.145076 | -0.422733 | -0.358374 | -0.427743 | -0.00019 | -0.8 | -0.535898 | -0.385986 | -0.001205 | 0.000402 | 1 | 93,533 |
0.250628 | -0.160238 | 0.512039 | -0.144715 | -0.8011 | -0.971018 | -0.427743 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000201 | 0 | 0 | 93,534 |
-1.002814 | -0.786448 | -0.727627 | -0.144354 | -0.637118 | -0.971018 | -0.427743 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000804 | 0.000603 | 1 | 93,535 |
0.752186 | 1.092496 | 1.131996 | -0.144895 | -0.341962 | -0.287628 | -0.426884 | 0.000063 | -0.8 | -0.535898 | -0.385986 | 0.000603 | 0.000402 | 1 | 93,536 |
0.501205 | 0.152804 | 0.821861 | -0.145076 | -1.311875 | -1.132165 | -0.426884 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000402 | 0.000602 | 1 | 93,537 |
1.502409 | 1.403589 | 0.821737 | -0.145976 | -0.660371 | -0.519521 | -0.431394 | -0.000333 | -0.8 | -0.535898 | -0.385986 | 0.001205 | -0.000803 | 0 | 93,538 |
-0.250276 | -0.473343 | 0.202651 | -0.145976 | -0.588045 | -0.358374 | -0.426455 | 0.000365 | -0.8 | -0.535898 | -0.385986 | -0.000201 | -0.000803 | 0 | 93,539 |
-2.254746 | -0.473343 | -2.275247 | -0.144354 | 0.001847 | -0.05052 | -0.426455 | 0 | -0.8 | -0.535898 | -0.385986 | -0.001808 | 0.001105 | 1 | 93,540 |
-0.250779 | -0.473343 | 0.202029 | -0.144354 | -0.919063 | -0.971018 | -0.426455 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000201 | 0.001105 | 1 | 93,541 |
0.250779 | 0.466349 | 0.512039 | -0.144354 | -0.647174 | -0.834771 | -0.429461 | -0.000222 | -0.8 | -0.535898 | -0.385986 | 0.000201 | 0.000603 | 1 | 93,542 |
0.250729 | -0.160112 | 0.512039 | -0.144715 | -0.38227 | -0.43528 | -0.429461 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000201 | -0.000201 | 0 | 93,543 |
-0.250729 | 0.465972 | -0.107919 | -0.144354 | 0.544867 | 0.25427 | -0.429461 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000201 | 0 | 0 | 93,544 |
-0.250779 | -0.473343 | -0.108043 | -0.144174 | -0.336072 | -0.161147 | -0.43032 | -0.000063 | -0.8 | -0.535898 | -0.385986 | -0.000201 | 0.000603 | 1 | 93,545 |
0.501508 | 0.153181 | 0.201966 | -0.144715 | -0.034328 | -0.222127 | -0.43032 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000402 | 0.000201 | 1 | 93,546 |
-1.003217 | -0.473343 | -0.728125 | -0.143813 | -0.239344 | -0.222127 | -0.43032 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000804 | 0.001005 | 1 | 93,547 |
0 | -0.473343 | 0.201842 | -0.143813 | -0.425667 | -0.519521 | -0.429676 | 0.000048 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001206 | 1 | 93,548 |
0 | -0.473343 | 0.201842 | -0.143993 | 0.261418 | -0.358374 | -0.429676 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001407 | 1 | 93,549 |
0.25088 | -0.159923 | 0.512039 | -0.143993 | -0.846619 | -0.971018 | -0.420657 | 0.000667 | -0.8 | -0.535898 | -0.385986 | 0.000201 | 0.000603 | 1 | 93,550 |
-0.25088 | -0.159986 | 0.201904 | -0.143813 | -0.269044 | -0.161147 | -0.420657 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000201 | 0.000804 | 1 | 93,551 |
0 | -0.473343 | 0.512039 | -0.143813 | -2.851252 | -1.942037 | -0.420657 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001206 | 1 | 93,552 |
0.25088 | -0.159923 | 0.356948 | -0.143993 | -1.326103 | -1.132165 | -0.409276 | 0.000841 | -0.8 | -0.535898 | -0.385986 | 0.000201 | 0.001407 | 1 | 93,553 |
0.752337 | 1.875298 | 0.512039 | 0.753123 | -0.219239 | -0.222127 | -0.409276 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000603 | 0.000804 | 1 | 93,554 |
1.002411 | 1.091867 | -0.417991 | -0.145436 | 1.170575 | 1.049287 | -0.413786 | -0.000333 | -0.8 | -0.785587 | -0 | 0.000804 | -0.000603 | 0 | 93,555 |
0.626098 | 0.777945 | 0.821675 | -0.145616 | 0.91678 | 0.705768 | -0.413786 | 0 | -0.8 | -0.785587 | -0 | 0.000502 | -0.001909 | 0 | 93,556 |
-1.628509 | -1.255516 | -1.501102 | -0.144535 | 0.055902 | 0.216654 | -0.432897 | -0.001413 | -0.8 | -0.785587 | -0 | -0.001306 | -0.001006 | 0 | 93,557 |
1.002411 | 0.778951 | 0.512039 | -0.145436 | -0.546514 | -0.287628 | -0.432897 | 0 | -0.8 | -0.785587 | -0 | 0.000804 | -0.00201 | 0 | 93,558 |
-0.250527 | -0.160427 | 0.20234 | -0.145076 | 0.346062 | -0.161147 | -0.442345 | -0.000698 | -0.8 | -0.785587 | -0 | -0.000201 | -0.00181 | 0 | 93,559 |
-0.501205 | -0.316846 | -0.41743 | -0.144715 | 0.142062 | 0.093124 | -0.442345 | 0 | -0.8 | -0.785587 | -0 | -0.000402 | -0.00181 | 0 | 93,560 |
0 | -0.473343 | 0.512039 | -0.144715 | -1.125897 | -1.329392 | -0.441701 | 0.000048 | -0.8 | -0.785587 | -0 | 0 | -0.001005 | 0 | 93,561 |
0.250628 | -0.160238 | 0.512039 | -0.144895 | -1.36076 | -1.132165 | -0.441701 | 0 | -0.8 | -0.785587 | -0 | 0.000201 | -0.00181 | 0 | 93,562 |
0.501105 | 0.152678 | -0.107669 | -0.145256 | -0.014051 | 0 | -0.453511 | -0.000873 | -0.8 | -0.785587 | -0 | 0.000402 | -0.002816 | 0 | 93,563 |
0 | -0.473343 | 0.512039 | -0.145256 | -4.029688 | -2.554681 | -0.453511 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.002816 | 0 | 93,564 |
0.250477 | -0.003992 | 0.512039 | -0.145616 | -0.541681 | -0.612644 | -0.441057 | 0.000921 | -0.8 | -0.785587 | -0 | 0.000201 | -0.002614 | 0 | 93,565 |
0.250427 | 0.152301 | 0.512039 | -0.145616 | 1.003798 | 0.866915 | -0.441057 | 0 | -0.8 | -0.785587 | -0 | 0.000201 | -0.003217 | 0 | 93,566 |
-1.002008 | -0.786197 | -0.726631 | -0.145076 | 0.289581 | 0.290351 | -0.448787 | -0.000571 | -0.8 | -0.785587 | -0 | -0.000803 | -0.002414 | 0 | 93,567 |
0.751582 | 0.622029 | 0.512039 | -0.145616 | 0.089667 | 0.216654 | -0.448787 | 0 | -0.8 | -0.785587 | -0 | 0.000603 | -0.002614 | 0 | 93,568 |
-1.503617 | -0.16049 | -1.656722 | 0.753123 | 1.016637 | 0.920498 | -0.415718 | 0.002445 | -0.8 | -0.785587 | -0 | -0.001206 | -0.00161 | 0 | 93,569 |
0.250729 | -0.160112 | 0.202029 | 0.753123 | -3.407096 | -1.583663 | -0.415718 | 0 | -0.8 | -0.785587 | -0 | 0.000201 | -0.002012 | 0 | 93,570 |
0.250678 | 0.465972 | 0.512039 | 0.752041 | 0.345056 | 0.216654 | -0.415718 | 0 | -0.8 | -0.785587 | -0 | 0.000201 | -0.001609 | 0 | 93,571 |
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