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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.485406 | 0.132829 | -0.988529 | 3.303 | 0.570796 | 0.535739 | -0.587717 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000389 | -0.002533 | 0 | 95,572 |
-1.214341 | -0.170109 | -1.28952 | 1.568044 | 0.44514 | 0.093124 | -0.559803 | 0.002064 | -0.4 | -0.535898 | -0.385986 | -0.000974 | -0.002731 | 0 | 95,573 |
0 | 0.133656 | -0.389355 | 1.568044 | -0.251471 | -0.287628 | -0.559803 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.002731 | 0 | 95,574 |
0 | 0.740419 | -0.389355 | 3.307233 | 0.403126 | 0.535739 | -0.559803 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003513 | 0 | 95,575 |
0.485878 | 1.043711 | 0.211633 | 0.695486 | 0.310023 | 0.047788 | -0.598454 | -0.002857 | -0.4 | -0.535898 | -0.385986 | 0.00039 | -0.003316 | 0 | 95,576 |
0.728463 | 1.043121 | 0.512039 | 0.695486 | 0.642442 | 0.047788 | -0.547563 | 0.003762 | -0.4 | -0.535898 | -0.385986 | 0.000584 | -0.004486 | 0 | 95,577 |
-2.429866 | -0.170109 | -4.296802 | 0.698873 | 0.904349 | 0.954497 | -0.547563 | 0 | -0.4 | -0.535898 | -0.385986 | -0.001948 | -0.002538 | 0 | 95,578 |
0.729457 | 0.741602 | 0.21134 | 1.568044 | -0.204448 | -0.519521 | -0.547563 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000585 | -0.002928 | 0 | 95,579 |
-1.215999 | 0.133893 | -0.991163 | 0.698873 | -0.159803 | -0.05052 | -0.573545 | -0.001921 | -0.4 | -0.535898 | -0.385986 | -0.000975 | -0.001953 | 0 | 95,580 |
0.486542 | 0.742076 | 0.812796 | 0.698873 | -0.957828 | -1.132165 | -0.574404 | -0.000064 | -0.4 | -0.535898 | -0.385986 | 0.00039 | -0.001561 | 0 | 95,581 |
1.701403 | 1.652189 | 0.21134 | 1.565503 | -0.49438 | -0.716748 | -0.574404 | 0 | -0.4 | -0.535898 | -0.385986 | 0.001364 | -0.003316 | 0 | 95,582 |
0 | -0.473343 | -0.989991 | 1.565503 | -0.07297 | -0.43528 | -0.574404 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003316 | 0 | 95,583 |
0 | 0.436712 | -0.389004 | 1.565503 | 0.202131 | 0 | -0.578484 | -0.000302 | -0.4 | -0.535898 | -0.385986 | 0 | -0.00234 | 0 | 95,584 |
0 | 0.739946 | 0.512039 | 3.304692 | 0.064637 | -0.104104 | -0.575263 | 0.000238 | -0.4 | -0.535898 | -0.385986 | 0 | -0.00234 | 0 | 95,585 |
1.213868 | 1.043121 | 1.112441 | 0.695486 | -0.356527 | -0.43528 | -0.575263 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000973 | -0.002923 | 0 | 95,586 |
-0.485406 | 0.435827 | -0.388127 | 0.695486 | 0.186369 | -0.222127 | -0.627228 | -0.003842 | -0.4 | -0.535898 | -0.385986 | -0.000389 | -0.001948 | 0 | 95,587 |
0 | 0.133065 | 0.211925 | 0.695486 | 0.624747 | 0.290351 | -0.627228 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001948 | 0 | 95,588 |
1.21316 | 1.042236 | -0.388477 | 1.562967 | 0.594295 | 0.660432 | -0.627228 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000973 | -0.001946 | 0 | 95,589 |
-0.727754 | -0.473343 | -0.387602 | 0.695486 | 0.42299 | 0.177365 | -0.57741 | 0.003683 | -0.4 | -0.535898 | -0.385986 | -0.000583 | -0.000389 | 0 | 95,590 |
0.242632 | 0.738766 | 0.512039 | 1.562967 | -0.12185 | -0.43528 | -0.57741 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000195 | -0.001168 | 0 | 95,591 |
0.970056 | 1.646818 | 0.811919 | 0.693797 | 1.209107 | 1.018806 | -0.573331 | 0.000302 | -0.4 | -0.535898 | -0.385986 | 0.000778 | -0.001946 | 0 | 95,592 |
0 | 0.132241 | -0.08743 | 1.560436 | -0.174088 | -0.612644 | -0.573331 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001361 | 0 | 95,593 |
0 | 0.737589 | 0.512039 | 0.693797 | 0.793891 | 0.562124 | -0.570324 | 0.000222 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001946 | 0 | 95,594 |
0.242396 | 1.040175 | 0.512039 | 3.296245 | 0.883135 | 0.535739 | -0.570324 | 0 | -0.4 | -0.785587 | -0 | 0.000194 | -0.002919 | 0 | 95,595 |
0.726906 | 1.94711 | -0.686899 | 1.560436 | 1.057947 | 0.987236 | -0.511703 | 0.004334 | -0.4 | -0.785587 | -0 | 0.000583 | -0.002917 | 0 | 95,596 |
-1.454236 | -1.078691 | -2.185309 | 1.562967 | 0.809627 | 0.480479 | -0.511703 | 0 | -0.4 | -0.785587 | -0 | -0.001166 | -0.001557 | 0 | 95,597 |
-1.698755 | -1.382514 | -1.888169 | 1.565503 | 0.658878 | 0.325017 | -0.511703 | 0 | -0.4 | -0.785587 | -0 | -0.001362 | -0.000195 | 0 | 95,598 |
2.183689 | 3.162987 | 0.81221 | 0.693797 | 0.323775 | 0 | -0.603178 | -0.006763 | -0.4 | -0.785587 | -0 | 0.001751 | -0.00292 | 0 | 95,599 |
0 | 0.434944 | 0.512039 | 1.560436 | 0.249034 | -0.161147 | -0.614774 | -0.000857 | -0.4 | -0.785587 | -0 | 0 | -0.001946 | 0 | 95,600 |
-2.183689 | 0.434944 | -2.487638 | 1.565503 | 0.779227 | 0.562124 | -0.614774 | 0 | -0.4 | -0.785587 | -0 | -0.001751 | -0.000195 | 0 | 95,601 |
-0.242868 | 0.73971 | 0.211808 | 1.565503 | 0.161874 | -0.287628 | -0.614344 | 0.000032 | -0.4 | -0.785587 | -0 | -0.000195 | -0.000974 | 0 | 95,602 |
0.242868 | 0.13342 | -0.389004 | 1.565503 | -0.022171 | -0.161147 | -0.614344 | 0 | -0.4 | -0.785587 | -0 | 0.000195 | -0.001169 | 0 | 95,603 |
0.971 | 1.64888 | 0.211808 | 1.562967 | 0.382306 | 0.25427 | -0.615847 | -0.000111 | -0.4 | -0.785587 | -0 | 0.000779 | -0.001363 | 0 | 95,604 |
0.242632 | 0.435827 | 0.512039 | 1.562967 | -0.726378 | -1.132165 | -0.615847 | 0 | -0.4 | -0.785587 | -0 | 0.000195 | -0.001363 | 0 | 95,605 |
-0.242632 | -0.776459 | -0.387952 | 0.695486 | -0.156135 | -0.104104 | -0.608332 | 0.000556 | -0.4 | -0.785587 | -0 | -0.000195 | -0.001168 | 0 | 95,606 |
-0.485406 | -0.473343 | -0.388127 | 0.695486 | 0.349568 | -0.104104 | -0.608332 | 0 | -0.4 | -0.785587 | -0 | -0.000389 | -0.000584 | 0 | 95,607 |
0.485406 | 0.133065 | -0.388477 | 0.695486 | 0.406975 | 0.325017 | -0.604896 | 0.000254 | -0.4 | -0.785587 | -0 | 0.000389 | -0.001363 | 0 | 95,608 |
-0.485406 | -0.473343 | -0.388127 | 1.565503 | -0.273524 | -0.519521 | -0.604896 | 0 | -0.4 | -0.785587 | -0 | -0.000389 | -0.001558 | 0 | 95,609 |
0 | -0.473343 | -0.388477 | 3.303 | 0.21778 | -0.104104 | -0.612411 | -0.000556 | -0.4 | -0.785587 | -0 | 0 | -0.002533 | 0 | 95,610 |
-1.943514 | 0.133065 | -2.792428 | 1.568044 | 0.489348 | 0.705768 | -0.612411 | 0 | -0.4 | -0.785587 | -0 | -0.001558 | -0.000975 | 0 | 95,611 |
0.729173 | 0.437599 | 0.512039 | 0.697178 | -0.336072 | -0.519521 | -0.612411 | 0 | -0.4 | -0.785587 | -0 | 0.000585 | -0.002536 | 0 | 95,612 |
-1.945409 | -0.473343 | -2.494658 | 1.570589 | 0.826985 | 0.790009 | -0.598239 | 0.001048 | -0.4 | -0.785587 | -0 | -0.00156 | -0.001953 | 0 | 95,613 |
0 | 0.438488 | -0.390762 | 1.570589 | 0.184702 | 0.047788 | -0.598239 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.001953 | 0 | 95,614 |
0 | 0.438488 | 0.512039 | 3.311474 | -0.356527 | -0.519521 | -0.592442 | 0.000429 | -0.4 | -0.785587 | -0 | 0 | 0 | 0 | 95,615 |
0 | 0.438488 | -0.08977 | 3.313173 | 0.324819 | 0.290351 | -0.592442 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.000195 | 0 | 95,616 |
-0.486827 | -0.473343 | -0.390762 | 3.313173 | 0.859574 | 0.809872 | -0.595233 | -0.000206 | -0.4 | -0.785587 | -0 | -0.00039 | 0.00039 | 1 | 95,617 |
0.730169 | 1.350496 | 1.113847 | 1.570589 | 0.281476 | 0.25427 | -0.595233 | 0 | -0.4 | -0.785587 | -0 | 0.000585 | -0.000195 | 0 | 95,618 |
0.486542 | 0.134485 | 0.211222 | 1.570589 | -0.324472 | -0.43528 | -0.601246 | -0.000444 | -0.4 | -0.785587 | -0 | 0.00039 | -0.000585 | 0 | 95,619 |
-1.21671 | -0.473343 | -1.293035 | 3.313173 | 0.231474 | -0.104104 | -0.601246 | 0 | -0.4 | -0.785587 | -0 | -0.000976 | 0.001171 | 1 | 95,620 |
0 | 0.134841 | 0.211046 | 3.313173 | 0.975727 | 0.727593 | -0.599742 | 0.000111 | -0.4 | -0.785587 | -0 | 0 | 0.001171 | 1 | 95,621 |
0.486827 | 0.134841 | 0.211046 | 3.313173 | 1.22114 | 1.350951 | -0.599742 | 0 | -0.4 | -0.785587 | -0 | 0.00039 | 0.00078 | 1 | 95,622 |
-1.46105 | -0.473343 | -1.896606 | 0.702274 | 1.369241 | 1.497784 | -0.599742 | 0 | -0.4 | -0.785587 | -0 | -0.001171 | 0.002341 | 1 | 95,623 |
0 | -0.168984 | -0.090475 | 0.702274 | -0.558781 | -1.132165 | -0.588576 | 0.000825 | -0.4 | -0.785587 | -0 | 0 | 0.002341 | 1 | 95,624 |
-0.974985 | -0.168984 | -0.693225 | 1.575696 | -0.43158 | -0.519521 | -0.588576 | 0 | -0.4 | -0.785587 | -0 | -0.000782 | 0.002928 | 1 | 95,625 |
0.73131 | 0.44027 | 1.114788 | 0.702274 | -0.378649 | -0.43528 | -0.573545 | 0.001111 | -0.4 | -0.785587 | -0 | 0.000586 | 0.002342 | 1 | 95,626 |
-0.73131 | -0.168925 | -0.391997 | 1.575696 | -0.146468 | -0.834771 | -0.593515 | -0.001476 | -0.4 | -0.785587 | -0 | -0.000586 | 0.002538 | 1 | 95,627 |
0 | 0.44027 | 0.512039 | 3.319981 | -1.205439 | -1.132165 | -0.593515 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.002928 | 1 | 95,628 |
0.243818 | 1.049047 | 0.512039 | 1.575696 | 1.719465 | 1.003162 | -0.602319 | -0.000651 | -0.4 | -0.785587 | -0 | 0.000195 | 0.002538 | 1 | 95,629 |
0 | 0.440091 | 0.512039 | 1.575696 | 0.344552 | 0.093124 | -0.602319 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.002928 | 1 | 95,630 |
0.974795 | 0.74445 | 0.512039 | 1.57314 | 0.317997 | -0.161147 | -0.602319 | 0 | -0.4 | -0.785587 | -0 | 0.000782 | 0.002925 | 1 | 95,631 |
-0.487302 | -0.473343 | -0.391644 | 0.702274 | -0.156135 | -0.43528 | -0.569465 | 0.002429 | -0.4 | -0.785587 | -0 | -0.000391 | 0.003511 | 1 | 95,632 |
0 | -0.168925 | 0.210752 | 3.319981 | -0.031875 | -0.612644 | -0.569465 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.003511 | 1 | 95,633 |
1.217899 | 1.352277 | 0.210752 | 0.700572 | 0.183699 | -0.222127 | -0.568606 | 0.000064 | -0.4 | -0.785587 | -0 | 0.000976 | 0.00234 | 1 | 95,634 |
0 | 0.134841 | 0.211046 | 3.315724 | 0.272108 | 0.047788 | -0.568606 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.00039 | 1 | 95,635 |
0.486827 | 0.134841 | 0.211046 | 1.570589 | -0.852835 | -1.132165 | -0.592656 | -0.001778 | -0.4 | -0.785587 | -0 | 0.00039 | -0.00489 | 0 | 95,636 |
0.729884 | 0.438488 | 0.512039 | 1.570589 | -0.15249 | -0.519521 | -0.592656 | 0 | -0.4 | -0.785587 | -0 | 0.000585 | -0.002929 | 0 | 95,637 |
0 | -0.169518 | -0.390234 | 0.698873 | 0.241229 | -0.358374 | -0.592656 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.004495 | 0 | 95,638 |
1.215525 | 2.562244 | 1.11326 | 1.565503 | 0.466458 | 0.358374 | -0.608546 | -0.001175 | -0.4 | -0.785587 | -0 | 0.000975 | -0.007823 | 0 | 95,639 |
1.214341 | 2.55929 | 1.112675 | 0.695486 | 0.196598 | -0.161147 | -0.616277 | -0.000571 | -0.4 | -0.785587 | -0 | 0.000974 | -0.007423 | 0 | 95,640 |
-0.728463 | -0.473343 | -1.890507 | 1.565503 | 0.770386 | 0.727593 | -0.616277 | 0 | -0.4 | -0.785587 | -0 | -0.000584 | -0.006447 | 0 | 95,641 |
0 | -0.473343 | 0.512039 | 1.565503 | -0.538083 | -0.612644 | -0.616277 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.006447 | 0 | 95,642 |
0.728463 | 0.739946 | -0.389004 | 3.303 | 0.234846 | 0.290351 | -0.60189 | 0.001064 | -0.4 | -0.785587 | -0 | 0.000584 | -0.007423 | 0 | 95,643 |
-0.728463 | -0.776636 | -0.388477 | 3.304692 | 0.132623 | -0.161147 | -0.60189 | 0 | -0.4 | -0.785587 | -0 | -0.000584 | -0.00782 | 0 | 95,644 |
-0.971946 | -1.080342 | -0.989991 | 1.568044 | -0.167211 | -0.612644 | -0.595877 | 0.000444 | -0.4 | -0.785587 | -0 | -0.000779 | -0.007041 | 0 | 95,645 |
0.729031 | 0.437422 | 0.512039 | 0.697178 | -0.222655 | -0.161147 | -0.595877 | 0 | -0.4 | -0.785587 | -0 | 0.000585 | -0.007037 | 0 | 95,646 |
0.242916 | 0.740182 | -0.088715 | 0.697178 | 0.434281 | 0.177365 | -0.595233 | 0.000048 | -0.4 | -0.785587 | -0 | 0.000195 | -0.006447 | 0 | 95,647 |
0 | -0.473343 | 0.512039 | 0.697178 | -0.034819 | -0.358374 | -0.595233 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.00488 | 0 | 95,648 |
-1.215051 | -0.473343 | -0.989991 | 1.568044 | 0.155932 | -0.43528 | -0.607687 | -0.000921 | -0.4 | -0.785587 | -0 | -0.000974 | -0.002342 | 0 | 95,649 |
1.215051 | 1.651361 | 0.812562 | 3.304692 | 0.563312 | 0.480479 | -0.613915 | -0.00046 | -0.4 | -0.785587 | -0 | 0.000974 | -0.001949 | 0 | 95,650 |
0 | -0.473343 | 0.512039 | 0.697178 | -1.365888 | -1.583663 | -0.613915 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.003316 | 0 | 95,651 |
-1.215051 | -0.776813 | -0.989991 | 0.698873 | 0.663487 | 0.683391 | -0.613915 | 0 | -0.4 | -0.785587 | -0 | -0.000974 | -0.003319 | 0 | 95,652 |
0 | -0.473343 | -0.389882 | 1.568044 | -0.450724 | -1.132165 | -0.613915 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.002928 | 0 | 95,653 |
0.729173 | 0.437599 | 0.512039 | 0.697178 | -0.332733 | -0.612644 | -0.613915 | 0 | -0.4 | -0.785587 | -0 | 0.000585 | -0.003513 | 0 | 95,654 |
0.242963 | 1.043711 | -0.088832 | 0.697178 | 0.646448 | 0.508541 | -0.616277 | -0.000175 | -0.4 | -1 | 0.614014 | 0.000195 | -0.002145 | 0 | 95,655 |
0 | 0.43689 | 0.211691 | 0.697178 | 0.743377 | 0.480479 | -0.616277 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.001755 | 0 | 95,656 |
0.242916 | 0.740182 | 0.812327 | 0.697178 | 0.528902 | 0.177365 | -0.614344 | 0.000143 | -0.4 | -1 | 0.614014 | 0.000195 | -0.00234 | 0 | 95,657 |
-0.485878 | -0.776813 | -0.989991 | 1.568044 | 0.285124 | 0.290351 | -0.614344 | 0 | -0.4 | -1 | 0.614014 | -0.00039 | -0.00156 | 0 | 95,658 |
-0.729173 | -0.473343 | -0.990577 | 0.698873 | 0.109839 | -0.358374 | -0.613915 | 0.000032 | -0.4 | -1 | 0.614014 | -0.000585 | 0 | 0 | 95,659 |
-1.216236 | -0.777109 | -0.991456 | 1.570589 | 0.090062 | 0.093124 | -0.613915 | 0 | -0.4 | -1 | 0.614014 | -0.000975 | 0.000195 | 1 | 95,660 |
0 | 0.438488 | -0.08977 | 1.570589 | 0.319315 | 0.451498 | -0.607043 | 0.000508 | -0.4 | -1 | 0.614014 | 0 | 0 | 0 | 95,661 |
-1.217423 | -0.473343 | -0.992923 | 0.702274 | 0.708031 | 0.636861 | -0.607043 | 0 | -0.4 | -1 | 0.614014 | -0.000976 | 0.001366 | 1 | 95,662 |
-1.218612 | -0.777702 | -0.994394 | 3.319981 | -0.329414 | -0.358374 | -0.5933 | 0.001016 | -0.4 | -1 | 0.614014 | -0.000977 | 0.000977 | 1 | 95,663 |
0 | -0.473343 | -0.090947 | 1.575696 | -0.294134 | -0.05052 | -0.5933 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.000977 | 1 | 95,664 |
2.436036 | 2.569952 | 0.512039 | 3.313173 | 1.33822 | 1.51564 | -0.602319 | -0.000667 | -0.4 | -1 | 0.614014 | 0.001953 | -0.00039 | 0 | 95,665 |
-0.24339 | -0.473343 | -0.390762 | 1.570589 | -0.321201 | -0.519521 | -0.602319 | 0 | -0.4 | -1 | 0.614014 | -0.000195 | -0.001758 | 0 | 95,666 |
0.24339 | 0.74255 | 0.211105 | 3.311474 | 0.987755 | 0.705768 | -0.602319 | 0 | -0.4 | -1 | 0.614014 | 0.000195 | -0.001953 | 0 | 95,667 |
0 | -0.473343 | -0.390762 | 3.313173 | 0.026658 | -0.519521 | -0.62143 | -0.001413 | -0.4 | -1 | 0.614014 | 0 | -0.001953 | 0 | 95,668 |
0 | 0.438488 | -0.390762 | 1.570589 | 0.186036 | 0.216654 | -0.619068 | 0.000175 | -0.4 | -1 | 0.614014 | 0 | -0.002344 | 0 | 95,669 |
0.973084 | 1.046078 | 0.512039 | 0.698873 | 0.36167 | 0.390518 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0.00078 | -0.004103 | 0 | 95,670 |
0 | -0.473343 | -0.690874 | 0.698873 | 0.338475 | 0.216654 | -0.619068 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.004103 | 0 | 95,671 |
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