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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.754613 | 0.469382 | 0.200966 | -0.14182 | -0.803005 | -0.716748 | -0.507623 | 0.000159 | -0.8 | 0.249689 | 0 | 0.000605 | 0.006831 | 1 | 93,872 |
0.251436 | -0.159228 | 0.822861 | -0.14182 | -1.824163 | -1.942037 | -0.505476 | 0.000159 | -0.8 | 0.249689 | 0 | 0.000202 | 0.00663 | 1 | 93,873 |
0.251386 | -0.159292 | 0.201216 | -0.142002 | -0.580264 | -0.716748 | -0.505476 | 0 | -0.8 | 0.249689 | 0 | 0.000202 | 0.006228 | 1 | 93,874 |
-1.005847 | -1.101509 | -0.731375 | -0.141457 | -0.49438 | -0.519521 | -0.505476 | 0 | -0.8 | 0.249689 | 0 | -0.000806 | 0.006834 | 1 | 93,875 |
0 | -0.159102 | -0.110045 | -0.141275 | -1.681741 | -0.43528 | -0.511703 | -0.00046 | -0.8 | 0.249689 | 0 | 0 | 0.006634 | 1 | 93,876 |
-0.503228 | -1.102016 | -0.42118 | -0.141275 | -0.222655 | -0.612644 | -0.513206 | -0.000111 | -0.8 | 0.249689 | 0 | -0.000403 | 0.006837 | 1 | 93,877 |
0 | -0.473343 | 0.512039 | -0.141275 | -1.492346 | -1.583663 | -0.513206 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.007037 | 1 | 93,878 |
0.251639 | -0.158975 | 0.823112 | -0.141457 | -0.844562 | -1.329392 | -0.511918 | 0.000095 | -0.8 | 0.249689 | 0 | 0.000202 | 0.007036 | 1 | 93,879 |
1.006049 | 0.783496 | 0.200966 | -0.142183 | -0.342808 | -0.612644 | -0.511918 | 0 | -0.8 | 0.249689 | 0 | 0.000807 | 0.005829 | 1 | 93,880 |
0.251386 | -0.159292 | 0.822798 | -0.142365 | -0.258727 | -0.834771 | -0.50161 | 0.000762 | -0.8 | 0.249689 | 0 | 0.000202 | 0.005427 | 1 | 93,881 |
0.251335 | -0.159355 | 0.822735 | -0.142365 | -2.621472 | -1.942037 | -0.50161 | 0 | -0.8 | 0.249689 | 0 | 0.000202 | 0.005325 | 1 | 93,882 |
1.757928 | 1.722805 | 0.201342 | 0.754568 | 0.340254 | 0.177365 | -0.488727 | 0.000952 | -0.8 | 0.249689 | 0 | 0.001409 | 0.003415 | 1 | 93,883 |
0 | -0.15986 | 0.201779 | -0.143632 | -1.125897 | -0.971018 | -0.488727 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.003615 | 1 | 93,884 |
-1.381021 | -0.15986 | -1.661088 | 4.344475 | -1.7587 | -1.329392 | -0.488727 | 0 | -0.8 | 0 | -0.385986 | -0.001107 | 0.004121 | 1 | 93,885 |
3.136474 | 3.444998 | 4.389306 | 4.344475 | -2.304333 | -1.942037 | -0.488727 | 0 | -0.8 | 0 | -0.385986 | 0.002515 | 0.001606 | 1 | 93,886 |
-0.501306 | -0.473343 | -1.968289 | -0.145076 | 0.826017 | 1.003162 | -0.511273 | -0.001667 | -0.8 | 0 | -0.385986 | -0.000402 | 0.000201 | 1 | 93,887 |
1.252888 | 1.091867 | 1.441507 | -0.145616 | -0.141102 | -0.358374 | -0.499463 | 0.000873 | -0.8 | 0 | -0.385986 | 0.001005 | -0.001206 | 0 | 93,888 |
0.250427 | -0.16049 | 0.512039 | -0.145616 | -0.51581 | -0.716748 | -0.499463 | 0 | -0.8 | 0 | -0.385986 | 0.000201 | -0.001607 | 0 | 93,889 |
0 | -0.160552 | 0.512039 | -0.145796 | -0.49771 | -0.971018 | -0.504831 | -0.000397 | -0.8 | 0 | -0.385986 | 0 | -0.001406 | 0 | 93,890 |
0.500702 | 0.152175 | 1.131 | -0.146156 | -1.209333 | -1.942037 | -0.504831 | 0 | -0.8 | 0 | -0.385986 | 0.000401 | -0.001406 | 0 | 93,891 |
0 | -0.473343 | 0.202589 | -0.145976 | -0.49438 | -0.43528 | -0.503973 | 0.000063 | -0.8 | 0 | -0.385986 | 0 | -0.001205 | 0 | 93,892 |
0.750677 | 0.776941 | -1.345592 | -0.146515 | 0.928406 | 0.748892 | -0.503973 | 0 | -0.8 | 0 | -0.385986 | 0.000602 | -0.001807 | 0 | 93,893 |
-0.500401 | -0.473343 | -0.415938 | -0.146335 | 0.831483 | 0.290351 | -0.494954 | 0.000667 | -0.8 | 0 | -0.385986 | -0.000401 | -0.001606 | 0 | 93,894 |
0 | -0.160741 | 0.512039 | -0.146335 | -1.738459 | -1.583663 | -0.494954 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.001606 | 0 | 93,895 |
0 | 0.464276 | 0.512039 | -0.146156 | 0.371842 | 0.290351 | -0.502255 | -0.00054 | -0.8 | 0 | -0.385986 | 0 | -0.001004 | 0 | 93,896 |
-0.750978 | -0.160741 | -0.416311 | -0.145976 | -0.859121 | -0.834771 | -0.502255 | 0 | -0.8 | 0 | -0.385986 | -0.000602 | -0.000402 | 0 | 93,897 |
0 | -0.473343 | 0.512039 | -0.146156 | -4.029688 | -2.554681 | -0.509126 | -0.000508 | -0.8 | 0 | -0.385986 | 0 | -0.000803 | 0 | 93,898 |
1.251379 | 1.089983 | 1.440388 | -0.146515 | 0.001847 | -0.358374 | -0.509126 | 0 | -0.8 | 0 | -0.385986 | 0.001003 | -0.00241 | 0 | 93,899 |
1.0002 | 1.40058 | 0.202775 | -0.147591 | 0.975148 | 0.290351 | -0.5102 | -0.000079 | -0.8 | 0 | -0.385986 | 0.000802 | -0.003212 | 0 | 93,900 |
0.999399 | 0.775188 | 1.129884 | -0.14795 | -0.217199 | 0.136247 | -0.5102 | 0 | -0.8 | 0 | -0.385986 | 0.000801 | -0.004817 | 0 | 93,901 |
0.499399 | 0.150547 | -1.186952 | -0.148308 | -0.204448 | -0.358374 | -0.513206 | -0.000222 | -0.8 | 0 | -0.385986 | 0.0004 | -0.005218 | 0 | 93,902 |
-0.499399 | -0.785257 | -0.105312 | -0.148129 | -0.612051 | -0.43528 | -0.513206 | 0 | -0.8 | 0 | -0.385986 | -0.0004 | -0.005019 | 0 | 93,903 |
0 | -0.161367 | 0.20327 | -0.14795 | -0.713198 | -0.834771 | -0.513206 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.005421 | 0 | 93,904 |
-0.749474 | -0.629355 | -0.723405 | -0.147412 | -0.024582 | -0.104104 | -0.512777 | 0.000032 | -0.8 | 0 | -0.385986 | -0.000601 | -0.004619 | 0 | 93,905 |
0.374793 | -0.005121 | -0.415008 | 0.747008 | -0.365272 | -0.834771 | -0.51836 | -0.000413 | -0.8 | 0 | -0.385986 | 0.0003 | -0.004517 | 0 | 93,906 |
0.124906 | -0.3173 | 0.357616 | -0.147771 | -0.335235 | -0.104104 | -0.51836 | 0 | -0.8 | 0 | -0.385986 | 0.0001 | -0.004617 | 0 | 93,907 |
-0.749624 | -0.785445 | -0.414637 | -0.147412 | -0.488872 | -0.161147 | -0.51836 | 0 | -0.8 | 0 | -0.385986 | -0.000601 | -0.003815 | 0 | 93,908 |
0.249925 | -0.161117 | 0.512039 | -0.147412 | -1.44897 | -1.583663 | -0.52158 | -0.000238 | -0.8 | 0 | -0.385986 | 0.0002 | -0.003814 | 0 | 93,909 |
0.249875 | 0.462961 | 0.512039 | 0.74665 | 0.373998 | 0.358374 | -0.527593 | -0.000444 | -0.8 | 0 | -0.385986 | 0.0002 | -0.003612 | 0 | 93,910 |
0 | -0.473343 | 0.512039 | -0.147591 | -1.461028 | -1.942037 | -0.527593 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.003813 | 0 | 93,911 |
-0.4998 | -0.785507 | -0.105807 | 0.747008 | -0.572589 | -0.358374 | -0.527593 | 0 | -0.8 | 0 | -0.385986 | -0.000401 | -0.003614 | 0 | 93,912 |
1.249124 | 1.087164 | 0.820992 | 0.745576 | 0.122278 | -0.287628 | -0.512132 | 0.001143 | -0.8 | 0 | -0.385986 | 0.001002 | -0.005018 | 0 | 93,913 |
-0.249725 | -0.473343 | 0.203332 | -0.148129 | -0.739872 | -1.329392 | -0.512132 | 0 | -0.8 | 0 | -0.385986 | -0.0002 | -0.004817 | 0 | 93,914 |
0.749024 | 0.462399 | 0.20327 | 0.74486 | 0.192331 | 0.136247 | -0.52201 | -0.00073 | -0.8 | 0 | -0.385986 | 0.000601 | -0.005317 | 0 | 93,915 |
0.4991 | 0.150173 | 0.820559 | -0.148665 | -0.766073 | -0.834771 | -0.52201 | 0 | -0.8 | 0 | -0.385986 | 0.0004 | -0.005717 | 0 | 93,916 |
-0.249525 | -0.78507 | -0.104942 | 0.744503 | -0.372367 | -0.519521 | -0.523513 | -0.000111 | -0.8 | 0 | -0.385986 | -0.0002 | -0.006222 | 0 | 93,917 |
-0.748874 | -0.161616 | -0.41371 | -0.148486 | -0.34706 | -0.612644 | -0.523513 | 0 | -0.8 | 0 | -0.385986 | -0.0006 | -0.006024 | 0 | 93,918 |
0.249675 | 0.150423 | 0.820683 | 0.744503 | -0.804916 | -0.358374 | -0.528881 | -0.000397 | -0.8 | 0 | -0.385986 | 0.0002 | -0.006627 | 0 | 93,919 |
-0.249675 | -0.161491 | 0.203394 | 0.745576 | -0.461066 | -0.05052 | -0.528881 | 0 | -0.8 | 0 | -0.385986 | -0.0002 | -0.007233 | 0 | 93,920 |
-0.499499 | -0.473343 | -0.105436 | -0.147771 | -0.566271 | -0.612644 | -0.529955 | -0.000079 | -0.8 | 0 | -0.385986 | -0.0004 | -0.007236 | 0 | 93,921 |
0.249775 | -0.161304 | 0.820807 | 0.746292 | -0.664839 | -1.583663 | -0.529955 | 0 | -0.8 | 0 | -0.385986 | 0.0002 | -0.00784 | 0 | 93,922 |
0 | -0.473343 | 0.512039 | 0.746292 | -0.767863 | -1.583663 | -0.531243 | -0.000095 | -0.8 | 0 | -0.385986 | 0 | -0.008244 | 0 | 93,923 |
-0.249775 | -0.473343 | 0.20327 | 0.746292 | -1.630186 | -1.583663 | -0.531243 | 0 | -0.8 | 0 | -0.385986 | -0.0002 | -0.008043 | 0 | 93,924 |
-0.249825 | 0.150672 | 0.203209 | 0.74665 | 0.907623 | 0.290351 | -0.528237 | 0.000222 | -0.8 | 0 | -0.385986 | -0.0002 | -0.007843 | 0 | 93,925 |
-0.249875 | -0.785507 | -0.105807 | 0.747008 | -0.437556 | -0.358374 | -0.528237 | 0 | -0.8 | 0 | -0.385986 | -0.0002 | -0.007441 | 0 | 93,926 |
-0.249925 | -0.78557 | 0.203085 | -0.147412 | -3.244064 | -1.942037 | -0.522869 | 0.000397 | -0.8 | 0 | -0.385986 | -0.0002 | -0.008452 | 0 | 93,927 |
0.249925 | -0.161117 | 0.512039 | -0.147591 | -0.516961 | -0.716748 | -0.522869 | 0 | -0.8 | 0 | -0.385986 | 0.0002 | -0.007845 | 0 | 93,928 |
0.249875 | -0.161179 | 0.82093 | 0.74665 | -0.830368 | -0.612644 | -0.522869 | 0 | -0.8 | 0 | -0.385986 | 0.0002 | -0.008853 | 0 | 93,929 |
-0.4998 | -0.785507 | -0.105807 | 0.747008 | -0.486684 | -0.222127 | -0.511059 | 0.000873 | -0.8 | 0 | -0.385986 | -0.000401 | -0.00825 | 0 | 93,930 |
-0.249975 | -0.473343 | 0.203023 | 0.747726 | -0.374155 | 0.047788 | -0.511059 | 0 | -0.8 | 0 | -0.385986 | -0.0002 | -0.008454 | 0 | 93,931 |
0.124994 | -0.317191 | 0.666554 | 0.747726 | -1.089955 | -1.942037 | -0.511273 | -0.000016 | -0.8 | 0 | -0.385986 | 0.0001 | -0.008554 | 0 | 93,932 |
-0.625094 | -0.941847 | -0.260694 | 0.748443 | -0.844562 | -0.612644 | -0.511273 | 0 | -0.8 | 0 | -0.385986 | -0.000501 | -0.00866 | 0 | 93,933 |
0.250075 | -0.160929 | -0.106427 | -0.146695 | -1.38688 | -0.971018 | -0.512347 | -0.000079 | -0.8 | 0 | -0.385986 | 0.000201 | -0.009265 | 0 | 93,934 |
-0.750376 | -1.098234 | -0.724892 | 0.749521 | -1.015867 | -0.519521 | -0.512347 | 0 | -0.8 | 0 | -0.385986 | -0.000602 | -0.008663 | 0 | 93,935 |
0 | -0.473343 | 0.202713 | -0.146515 | -0.353066 | -0.716748 | -0.497745 | 0.001079 | -0.8 | 0 | -0.385986 | 0 | -0.008259 | 0 | 93,936 |
-2.25384 | -0.473343 | -2.274128 | 0.752401 | 1.203381 | 0.636861 | -0.485076 | 0.000937 | -0.8 | 0 | -0.385986 | -0.001807 | -0.006654 | 0 | 93,937 |
-0.501407 | -0.473343 | -0.107794 | 0.753123 | -0.215167 | -0.612644 | -0.485076 | 0 | -0.8 | 0 | -0.385986 | -0.000402 | -0.006657 | 0 | 93,938 |
-0.250779 | -0.473343 | 0.202029 | -0.144354 | -0.340273 | -0.287628 | -0.485076 | 0 | -0.8 | 0 | -0.385986 | -0.000201 | -0.005849 | 0 | 93,939 |
0.250779 | -0.160049 | 0.512039 | -0.144535 | 0.588101 | -0.358374 | -0.484003 | 0.000079 | -0.8 | 0 | -0.385986 | 0.000201 | -0.006252 | 0 | 93,940 |
0.501407 | 0.46616 | 0.821986 | -0.145256 | 1.373028 | -0.222127 | -0.500322 | -0.001206 | -0.8 | 0 | -0.385986 | 0.000402 | -0.006654 | 0 | 93,941 |
0.250628 | 0.622249 | 0.821861 | 0.752401 | 0.404488 | 0.25427 | -0.500322 | 0 | -0.8 | 0 | -0.385986 | 0.000201 | -0.005945 | 0 | 93,942 |
0 | -0.473343 | 0.202216 | -0.144895 | -0.753695 | -0.971018 | -0.50612 | -0.000429 | -0.8 | 0 | -0.385986 | 0 | -0.006653 | 0 | 93,943 |
-0.250628 | -0.473343 | -0.107669 | 0.752762 | 0.174934 | 0.177365 | -0.50612 | 0 | -0.8 | 0 | -0.385986 | -0.000201 | -0.006452 | 0 | 93,944 |
0 | -0.473343 | 0.512039 | 0.752401 | -0.454838 | -0.358374 | -0.529311 | -0.001714 | -0.8 | -0.267949 | -0.517638 | 0 | -0.006553 | 0 | 93,945 |
0.751733 | 0.465783 | 0.202153 | 0.75132 | 0.191672 | 0.136247 | -0.529311 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000603 | -0.006448 | 0 | 93,946 |
0 | -0.160427 | 0.512039 | 0.75096 | -1.59054 | -1.583663 | -0.529311 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.006044 | 0 | 93,947 |
-0.501105 | -0.473343 | -0.10742 | 0.752041 | -0.606628 | -0.43528 | -0.518574 | 0.000794 | -0.8 | -0.267949 | -0.517638 | -0.000402 | -0.00645 | 0 | 93,948 |
-0.752035 | 0.152678 | -0.417617 | 0.753123 | -0.037284 | -0.161147 | -0.518574 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000603 | -0.005645 | 0 | 93,949 |
0 | -0.473343 | 0.512039 | 0.753845 | -4.029688 | -2.554681 | -0.508697 | 0.00073 | -0.8 | -0.267949 | -0.517638 | 0 | -0.005645 | 0 | 93,950 |
-1.003419 | -1.726896 | -0.728374 | 0.754568 | -0.884982 | -1.132165 | -0.508697 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000805 | -0.005043 | 0 | 93,951 |
0 | -0.15986 | 0.201779 | -0.143813 | -0.499941 | -0.519521 | -0.504402 | 0.000317 | -0.8 | -0.267949 | -0.517638 | 0 | -0.00474 | 0 | 93,952 |
-0.250981 | -0.786889 | 0.201779 | -0.143451 | -0.586741 | -1.132165 | -0.504402 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | -0.004235 | 0 | 93,953 |
-0.502113 | 0.780462 | -0.108667 | 0.755653 | -0.4716 | -0.612644 | -0.51385 | -0.000698 | -0.8 | -0.267949 | -0.517638 | -0.000403 | -0.003631 | 0 | 93,954 |
0.251082 | -0.159671 | 0.512039 | 0.755653 | -1.7587 | -1.329392 | -0.51385 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | -0.004236 | 0 | 93,955 |
0.502012 | 0.153812 | -0.108792 | 0.754568 | 0.234846 | 0.390518 | -0.512991 | 0.000063 | -0.8 | -0.267949 | -0.517638 | 0.000402 | -0.004234 | 0 | 93,956 |
0 | -0.473343 | 0.201779 | 0.754568 | -0.660371 | -0.716748 | -0.512991 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.004436 | 0 | 93,957 |
0.25093 | -0.15986 | 0.512039 | 0.754206 | -0.525082 | -0.612644 | -0.512132 | 0.000063 | -0.8 | -0.267949 | -0.517638 | 0.000201 | -0.004233 | 0 | 93,958 |
0.25088 | -0.159923 | 0.822173 | 0.754206 | -2.304333 | -1.942037 | -0.512132 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | -0.004839 | 0 | 93,959 |
0.501609 | 0.153307 | 0.512039 | 0.753484 | 0.843201 | 0.325017 | -0.512132 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000402 | -0.004837 | 0 | 93,960 |
-0.250779 | -0.160112 | -0.108043 | 0.753484 | -0.044744 | 0.216654 | -0.50612 | 0.000444 | -0.8 | -0.267949 | -0.517638 | -0.000201 | -0.004636 | 0 | 93,961 |
-0.25083 | -0.473343 | 0.201966 | 0.753484 | -0.3091 | -0.519521 | -0.50612 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | -0.004435 | 0 | 93,962 |
-0.50181 | -0.473343 | -0.108293 | 0.754568 | -0.980857 | -0.716748 | -0.491304 | 0.001095 | -0.8 | -0.267949 | -0.517638 | -0.000402 | -0.003628 | 0 | 93,963 |
0 | -0.473343 | 0.201779 | 0.754929 | -0.748472 | -0.612644 | -0.491304 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003628 | 0 | 93,964 |
0.125472 | -0.15986 | -0.108542 | 0.754929 | -0.62584 | -1.583663 | -0.47026 | 0.001556 | -0.8 | -0.267949 | -0.517638 | 0.000101 | -0.003527 | 0 | 93,965 |
0 | -0.473343 | 0.512039 | 0.754929 | -4.029688 | -2.554681 | -0.47026 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.003931 | 0 | 93,966 |
-0.878566 | -1.57092 | -0.884479 | 0.756015 | -0.945427 | -0.43528 | -0.467254 | 0.000222 | -0.8 | -0.267949 | -0.517638 | -0.000704 | -0.003025 | 0 | 93,967 |
-0.502316 | -1.100877 | -0.108917 | 0.756739 | -0.988747 | -0.834771 | -0.467254 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000403 | -0.003632 | 0 | 93,968 |
-0.502518 | -1.10113 | -0.109167 | 0.757827 | -2.670782 | -1.942037 | -0.476702 | -0.000698 | -0.8 | -0.267949 | -0.517638 | -0.000403 | -0.003229 | 0 | 93,969 |
-1.005644 | -0.316373 | -1.042072 | -0.141639 | -0.900632 | -0.971018 | -0.476702 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000806 | -0.002423 | 0 | 93,970 |
-0.503126 | -0.473343 | -0.109919 | -0.141457 | -1.122534 | -0.612644 | -0.472193 | 0.000333 | -0.8 | -0.267949 | -0.517638 | -0.000403 | -0.002222 | 0 | 93,971 |
Subsets and Splits
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