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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 | 1.591135 | -4.029688 | -2.554681 | -0.579128 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.005324 | 0 | 96,072 |
-1.227004 | -0.473343 | -1.004768 | 1.593726 | -0.106571 | -0.05052 | -0.571613 | 0.000556 | -0.4 | -0.535898 | -0.385986 | -0.000984 | -0.005329 | 0 | 96,073 |
0.245497 | 0.446562 | 0.815519 | 1.593726 | -1.911521 | -1.329392 | -0.571613 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000197 | -0.005526 | 0 | 96,074 |
0.49085 | 0.139867 | -0.702243 | 0.714282 | 0.3704 | 0.451498 | -0.599742 | -0.00208 | -0.4 | -0.535898 | -0.385986 | 0.000394 | -0.006513 | 0 | 96,075 |
1.22628 | 1.058627 | 0.208677 | 1.591135 | -0.007451 | -0.358374 | -0.591153 | 0.000635 | -0.4 | -0.535898 | -0.385986 | 0.000983 | -0.007497 | 0 | 96,076 |
0.490175 | 0.139023 | 0.208975 | 0.712557 | -0.362634 | -0.519521 | -0.591153 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000393 | -0.008286 | 0 | 96,077 |
0 | -0.473343 | -0.396972 | 1.591135 | -0.269789 | -0.612644 | -0.578699 | 0.000921 | -0.4 | -0.535898 | -0.385986 | 0 | -0.007296 | 0 | 96,078 |
-1.225798 | -1.08571 | -1.003277 | 0.714282 | 0.024446 | 0.093124 | -0.578699 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000983 | -0.005719 | 0 | 96,079 |
-1.227004 | -0.473343 | -1.915568 | 1.593726 | 0.871527 | 0.829298 | -0.660511 | -0.006048 | -0.4 | -0.535898 | -0.385986 | -0.000984 | -0.003945 | 0 | 96,080 |
0.736347 | 0.753077 | 0.512039 | 0.714282 | 0.1435 | 0.047788 | -0.580846 | 0.005889 | -0.4 | -0.535898 | -0.385986 | 0.00059 | -0.00493 | 0 | 96,081 |
-0.736347 | -0.473343 | -0.398224 | 1.593726 | -0.35566 | -0.971018 | -0.580846 | 0 | -0.4 | -0.535898 | -0.385986 | -0.00059 | -0.003945 | 0 | 96,082 |
0 | 0.446562 | 0.512039 | 1.593726 | -0.39235 | -0.612644 | -0.583852 | -0.000222 | -0.4 | -0.535898 | -0.385986 | 0 | -0.00434 | 0 | 96,083 |
-1.228213 | -0.473343 | -1.006261 | 0.717744 | -0.218558 | -0.222127 | -0.571613 | 0.000905 | -0.4 | -0.535898 | -0.385986 | -0.000985 | -0.003355 | 0 | 96,084 |
1.228213 | 1.061041 | -0.0957 | 1.595283 | -0.120132 | -0.358374 | -0.571613 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000985 | -0.003945 | 0 | 96,085 |
-1.474 | -1.086915 | -1.614 | 0.717744 | -0.317139 | -0.43528 | -0.571613 | 0 | -0.4 | -0.535898 | -0.385986 | -0.001182 | -0.00217 | 0 | 96,086 |
0.245788 | 0.44765 | 0.208139 | 1.596322 | -0.178508 | -0.519521 | -0.567748 | 0.000286 | -0.4 | -0.535898 | -0.385986 | 0.000197 | -0.002367 | 0 | 96,087 |
-1.475453 | 0.447468 | -1.616096 | 0.71948 | -0.245018 | -0.358374 | -0.548207 | 0.001445 | -0.4 | -0.535898 | -0.385986 | -0.001183 | -0.000789 | 0 | 96,088 |
0.24603 | 0.755737 | -0.09642 | 0.71948 | -0.2018 | 0.047788 | -0.548207 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000197 | -0.000987 | 0 | 96,089 |
-0.492109 | -0.780704 | -0.400559 | 1.601529 | -0.51581 | -0.612644 | -0.550569 | -0.000175 | -0.4 | -0.535898 | -0.385986 | -0.000395 | 0.000395 | 1 | 96,090 |
-1.231122 | 0.14144 | -1.314418 | 0.721219 | -0.00139 | -0.287628 | -0.550569 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000987 | 0.001973 | 1 | 96,091 |
0.492595 | 0.142047 | -0.401821 | 0.721219 | -0.52275 | -0.519521 | -0.550569 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000395 | 0.001972 | 1 | 96,092 |
1.230636 | 1.064069 | -0.40146 | 0.71948 | -0.230243 | -0.287628 | -0.577196 | -0.001968 | -0.4 | -0.535898 | -0.385986 | 0.000987 | 0.000986 | 1 | 96,093 |
-1.230636 | -0.473343 | -1.922756 | 1.601529 | 0.874599 | 0.093124 | -0.567318 | 0.00073 | -0.4 | -0.535898 | -0.385986 | -0.000987 | 0.001972 | 1 | 96,094 |
-0.492595 | -0.473343 | -0.40146 | 0.721219 | -0.414983 | -0.519521 | -0.567318 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000395 | 0.002958 | 1 | 96,095 |
-0.739257 | -0.473343 | -1.011362 | 0.722961 | 0.270962 | -0.104104 | -0.569895 | -0.000191 | -0.4 | -0.535898 | -0.385986 | -0.000593 | 0.004732 | 1 | 96,096 |
0.246468 | 0.142411 | 0.512039 | 1.60414 | -0.561267 | -1.132165 | -0.569895 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000198 | 0.004731 | 1 | 96,097 |
-0.246468 | 0.757679 | 0.207358 | 0.722961 | 0.936705 | 0.290351 | -0.569895 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000198 | 0.003945 | 1 | 96,098 |
-2.467359 | -0.473343 | -5.59424 | 3.377848 | 1.318108 | 1.174769 | -0.569895 | 0 | -0.4 | -0.535898 | -0.385986 | -0.001978 | 0.005135 | 1 | 96,099 |
1.23429 | 1.068633 | 0.512039 | 0.724708 | 0.248736 | 0 | -0.540047 | 0.002207 | -0.4 | -0.535898 | -0.385986 | 0.00099 | 0.003752 | 1 | 96,100 |
0 | -0.473343 | 0.512039 | 0.724708 | -3.014284 | -1.942037 | -0.540047 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.002963 | 1 | 96,101 |
0 | -0.473343 | 0.512039 | 0.724708 | -4.029688 | -2.554681 | -0.548207 | -0.000603 | -0.4 | -0.535898 | -0.385986 | 0 | 0.001779 | 1 | 96,102 |
-0.493569 | -0.473343 | -1.013774 | 0.724708 | -0.456907 | -0.612644 | -0.548207 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000396 | 0.002372 | 1 | 96,103 |
0.493569 | 1.067718 | 0.206876 | 0.724708 | 0.484056 | 0.535739 | -0.551858 | -0.00027 | -0.4 | -0.535898 | -0.385986 | 0.000396 | 0.001976 | 1 | 96,104 |
1.23307 | 2.606039 | 0.512039 | 1.60414 | 1.385604 | 1.148383 | -0.551858 | 0 | -0.4 | -0.785587 | -0 | 0.000989 | 0.00079 | 1 | 96,105 |
1.231852 | 1.065587 | -0.402363 | 1.60414 | 0.936262 | 0.136247 | -0.567748 | -0.001175 | -0.4 | -0.785587 | -0 | 0.000988 | 0 | 0 | 96,106 |
-2.464921 | -2.012273 | -2.535064 | 1.606757 | 1.648866 | 0.920498 | -0.583852 | -0.001191 | -0.4 | -0.785587 | -0 | -0.001976 | 0.001976 | 1 | 96,107 |
0.246711 | 0.451111 | 0.512039 | 1.606757 | 0.427794 | -0.05052 | -0.583852 | 0 | -0.4 | -0.785587 | -0 | 0.000198 | 0.001976 | 1 | 96,108 |
-0.740281 | -0.781555 | -0.708249 | 0.724708 | 0.136272 | -0.43528 | -0.58192 | 0.000143 | -0.4 | -0.785587 | -0 | -0.000594 | 0.001582 | 1 | 96,109 |
-1.234779 | 0.143264 | -1.319843 | 0.726457 | 0.296752 | 0.177365 | -0.58192 | 0 | -0.4 | -0.785587 | -0 | -0.00099 | 0.002967 | 1 | 96,110 |
0.494058 | 1.069244 | 0.206574 | 0.726457 | 0.710941 | 0.358374 | -0.58192 | 0 | -0.4 | -0.785587 | -0 | 0.000396 | 0.002966 | 1 | 96,111 |
0.74072 | 1.068633 | -0.404174 | 3.373476 | 0.450598 | 0.508541 | -0.561735 | 0.001492 | -0.4 | -0.785587 | -0 | 0.000594 | 0.002175 | 1 | 96,112 |
0.493569 | 1.067718 | 1.122182 | 1.606757 | -0.391426 | -0.612644 | -0.571398 | -0.000714 | -0.4 | -0.785587 | -0 | 0.000396 | 0.001976 | 1 | 96,113 |
-0.987334 | -1.08995 | -0.708491 | 1.609379 | 0.153821 | -0.971018 | -0.571398 | 0 | -0.4 | -0.785587 | -0 | -0.000792 | 0.00257 | 1 | 96,114 |
-0.741014 | -0.78186 | -1.320569 | 1.612006 | 0.410349 | -0.43528 | -0.543268 | 0.00208 | -0.4 | -0.785587 | -0 | -0.000594 | 0.003362 | 1 | 96,115 |
0 | 0.143875 | -0.404537 | 3.380475 | -0.349626 | -0.287628 | -0.543268 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.003954 | 1 | 96,116 |
0.494058 | 0.143875 | -0.404537 | 3.380475 | 0.062155 | -0.222127 | -0.550999 | -0.000571 | -0.4 | -0.785587 | -0 | 0.000396 | 0.003163 | 1 | 96,117 |
-0.494058 | -1.090561 | -0.404174 | 3.380475 | -1.925177 | -1.942037 | -0.550999 | 0 | -0.4 | -0.785587 | -0 | -0.000396 | 0.003954 | 1 | 96,118 |
1.234779 | 1.069244 | 0.206574 | 0.724708 | 0.125994 | 0.216654 | -0.550999 | 0 | -0.4 | -0.785587 | -0 | 0.00099 | 0.00395 | 1 | 96,119 |
0.493569 | 0.143264 | 1.122182 | 1.606757 | -0.512372 | -0.834771 | -0.559803 | -0.000651 | -0.4 | -0.785587 | -0 | 0.000396 | 0.003949 | 1 | 96,120 |
0 | 0.451111 | -0.403268 | 3.373476 | -0.3091 | -0.222127 | -0.555937 | 0.000286 | -0.4 | -0.785587 | -0 | 0 | 0.003555 | 1 | 96,121 |
0.739988 | 0.451111 | 1.121941 | 0.724708 | -2.304333 | -1.583663 | -0.555937 | 0 | -0.4 | -0.785587 | -0 | 0.000593 | 0.00237 | 1 | 96,122 |
-1.233557 | -2.014404 | -2.84475 | 0.724708 | 0.472519 | 0.480479 | -0.546919 | 0.000667 | -0.4 | -0.785587 | -0 | -0.000989 | 0.003359 | 1 | 96,123 |
0 | 0.143264 | 0.206876 | 3.377848 | 0.156635 | -0.519521 | -0.546919 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.003161 | 1 | 96,124 |
-0.74072 | -0.473343 | -0.40363 | 0.726457 | -0.237935 | -0.358374 | -0.55422 | -0.00054 | -0.4 | -0.785587 | -0 | -0.000594 | 0.003558 | 1 | 96,125 |
0 | -0.473343 | -0.404174 | 0.726457 | -1.326103 | -0.971018 | -0.55422 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.003558 | 1 | 96,126 |
-0.494058 | -0.473343 | -0.709699 | 0.726457 | -0.541681 | -0.716748 | -0.55422 | 0 | -0.4 | -0.785587 | -0 | -0.000396 | 0.004151 | 1 | 96,127 |
1.234779 | 1.069244 | 1.122786 | 0.724708 | -0.157966 | 0.216654 | -0.54606 | 0.000603 | -0.4 | -0.785587 | -0 | 0.00099 | 0.003359 | 1 | 96,128 |
0.740281 | 0.759628 | 0.206876 | 1.606757 | -0.502181 | -0.287628 | -0.54606 | 0 | -0.4 | -0.785587 | -0 | 0.000594 | 0.002371 | 1 | 96,129 |
0.986358 | 0.758896 | -0.403087 | 0.722961 | -0.145271 | -0.519521 | -0.565385 | -0.001429 | -0.4 | -0.785587 | -0 | 0.000791 | 0.001974 | 1 | 96,130 |
-0.493082 | -1.089341 | -0.402363 | 0.722961 | -0.351343 | -0.222127 | -0.565385 | 0 | -0.4 | -0.785587 | -0 | -0.000395 | 0.00158 | 1 | 96,131 |
0.493082 | 0.142655 | 0.512039 | 0.722961 | 0.361181 | -0.971018 | -0.573116 | -0.000571 | -0.4 | -0.785587 | -0 | 0.000395 | 0.000198 | 1 | 96,132 |
-0.493082 | -0.473343 | -0.402363 | 3.37173 | -1.068216 | -1.132165 | -0.573116 | 0 | -0.4 | -0.785587 | -0 | -0.000395 | 0.000395 | 1 | 96,133 |
0 | 0.142655 | 0.207178 | 0.722961 | -0.698728 | -0.834771 | -0.573116 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.00237 | 1 | 96,134 |
0.493082 | 0.142655 | 0.207178 | 1.60414 | 0.085704 | -0.161147 | -0.595018 | -0.001619 | -0.4 | -0.785587 | -0 | 0.000395 | 0.001777 | 1 | 96,135 |
0.739257 | 0.450197 | -0.402363 | 0.721219 | -0.534507 | -0.287628 | -0.595018 | 0 | -0.4 | -0.785587 | -0 | 0.000593 | 0.001382 | 1 | 96,136 |
0 | -0.473343 | 0.512039 | 0.721219 | -4.029688 | -2.554681 | -0.572901 | 0.001635 | -0.4 | -0.785587 | -0 | 0 | 0.000987 | 1 | 96,137 |
0.492595 | 0.142047 | -0.401821 | 0.721219 | -0.460023 | 0.047788 | -0.598454 | -0.001889 | -0.4 | -0.785587 | -0 | 0.000395 | 0.000987 | 1 | 96,138 |
0 | -0.473343 | -0.40146 | 3.364759 | -0.669343 | -0.222127 | -0.598454 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.001578 | 1 | 96,139 |
1.230636 | 1.064069 | 1.120737 | 3.360414 | -0.066171 | -0.358374 | -0.578914 | 0.001445 | -0.4 | -0.785587 | -0 | 0.000987 | 0.000592 | 1 | 96,140 |
0.737799 | 0.448376 | -0.400559 | 3.358678 | -0.211123 | -0.161147 | -0.578914 | 0 | -0.4 | -0.785587 | -0 | 0.000592 | 0.000197 | 1 | 96,141 |
0.491624 | 0.140834 | 0.208079 | 1.596322 | -0.182962 | -0.716748 | -0.578699 | 0.000016 | -0.4 | -0.785587 | -0 | 0.000394 | 0 | 0 | 96,142 |
0 | 0.447468 | 0.512039 | 1.596322 | 0.285683 | 0.047788 | -0.578699 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.000197 | 1 | 96,143 |
0 | 0.447468 | 0.512039 | 1.596322 | -0.50106 | -0.971018 | -0.578699 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.000591 | 1 | 96,144 |
0.737073 | 1.061041 | 0.512039 | 3.354345 | 0.321418 | 0.421534 | -0.593945 | -0.001127 | -0.4 | -0.785587 | -0 | 0.000591 | -0.000788 | 0 | 96,145 |
1.47284 | 1.366649 | 0.208379 | 3.35002 | 0.385596 | 0.290351 | -0.592656 | 0.000095 | -0.4 | -0.785587 | -0 | 0.001181 | -0.002166 | 0 | 96,146 |
0.245304 | -0.166889 | -0.094624 | 0.714282 | -0.758966 | -0.716748 | -0.592656 | 0 | -0.4 | -0.785587 | -0 | 0.000197 | -0.000984 | 0 | 96,147 |
-1.227004 | -0.473343 | -1.004768 | 0.716011 | 0.345308 | 0.562124 | -0.592656 | 0 | -0.4 | -0.785587 | -0 | -0.000984 | -0.00197 | 0 | 96,148 |
-0.982473 | -0.780099 | -1.006261 | 1.596322 | -0.016904 | -0.104104 | -0.59008 | 0.00019 | -0.4 | -0.785587 | -0 | -0.000788 | -0.001183 | 0 | 96,149 |
-0.491527 | -0.780341 | -0.703439 | 1.598923 | -0.270534 | -0.612644 | -0.59008 | 0 | -0.4 | -0.785587 | -0 | -0.000394 | -0.000591 | 0 | 96,150 |
-0.983636 | -0.166285 | -0.703918 | 1.598923 | 0.29428 | 0.421534 | -0.584067 | 0.000444 | -0.4 | -0.785587 | -0 | -0.000789 | 0.000592 | 1 | 96,151 |
-1.476909 | -0.473343 | -1.618196 | 0.721219 | 0.440481 | 0.480479 | -0.584067 | 0 | -0.4 | -0.785587 | -0 | -0.001184 | 0.001776 | 1 | 96,152 |
0.246273 | -0.165679 | 0.207539 | 3.364759 | -0.204448 | -0.161147 | -0.587932 | -0.000286 | -0.4 | -0.785587 | -0 | 0.000197 | 0.001972 | 1 | 96,153 |
0 | -0.473343 | -1.01076 | 0.721219 | 0.220922 | 0.480479 | -0.587932 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.000987 | 1 | 96,154 |
-0.246273 | -0.781008 | -0.40146 | 0.721219 | -1.013096 | -0.971018 | -0.587288 | 0.000048 | -0.4 | -0.785587 | -0 | -0.000197 | -0.000197 | 0 | 96,155 |
0.246273 | 0.75695 | -0.40164 | 0.721219 | 0.720881 | 0.809872 | -0.587288 | 0 | -0.4 | -0.785587 | -0 | 0.000197 | -0.000395 | 0 | 96,156 |
0 | -0.473343 | -0.40146 | 0.721219 | -0.362634 | -0.43528 | -0.59008 | -0.000206 | -0.4 | -0.785587 | -0 | 0 | -0.000988 | 0 | 96,157 |
0.246224 | 0.449286 | 0.512039 | 1.601529 | -0.084666 | -0.287628 | -0.59008 | 0 | -0.4 | -0.785587 | -0 | 0.000197 | -0.000197 | 0 | 96,158 |
-1.231608 | -0.1658 | -1.010459 | 1.60414 | -0.06048 | -0.222127 | -0.566674 | 0.00173 | -0.4 | -0.785587 | -0 | -0.000987 | 0.003156 | 1 | 96,159 |
0.492789 | 1.680308 | 0.207358 | 0.721219 | 0.473723 | 0.636861 | -0.566674 | 0 | -0.4 | -0.785587 | -0 | 0.000395 | 0.003352 | 1 | 96,160 |
0.492595 | 0.142047 | 0.207479 | 0.721219 | -1.66403 | -1.583663 | -0.579128 | -0.000921 | -0.4 | -0.785587 | -0 | 0.000395 | 0.003548 | 1 | 96,161 |
-0.246273 | -0.781008 | -0.40146 | 0.721219 | -0.782395 | -0.716748 | -0.579128 | 0 | -0.4 | -0.785587 | -0 | -0.000197 | 0.003155 | 1 | 96,162 |
0.246273 | -0.165679 | 0.816478 | 0.721219 | -2.183299 | -1.942037 | -0.583423 | -0.000317 | -0.4 | -0.785587 | -0 | 0.000197 | 0.002957 | 1 | 96,163 |
-0.246273 | -0.473343 | -0.40146 | 0.721219 | -0.440568 | -0.834771 | -0.583423 | 0 | -0.4 | -0.785587 | -0 | -0.000197 | 0.00217 | 1 | 96,164 |
0.246273 | 0.75695 | 0.207539 | 0.721219 | 0.383953 | 0.451498 | -0.588791 | -0.000397 | -0.4 | -1 | 0.614014 | 0.000197 | 0.002366 | 1 | 96,165 |
0.738527 | 0.449286 | 0.512039 | 1.601529 | -0.57132 | -0.716748 | -0.588791 | 0 | -0.4 | -1 | 0.614014 | 0.000592 | 0.003939 | 1 | 96,166 |
-0.492303 | -0.473343 | -0.400919 | 1.601529 | -0.317949 | -0.358374 | -0.588791 | 0 | -0.4 | -1 | 0.614014 | -0.000395 | 0.004333 | 1 | 96,167 |
0.492303 | 0.141682 | 0.512039 | 1.601529 | -1.47961 | -1.329392 | -0.609191 | -0.001508 | -0.4 | -1 | 0.614014 | 0.000395 | 0.004332 | 1 | 96,168 |
1.229908 | 1.063159 | -0.09654 | 1.598923 | 0.318789 | 0.562124 | -0.595233 | 0.001032 | -0.4 | -1 | 0.614014 | 0.000986 | 0.003345 | 1 | 96,169 |
0.491624 | 1.061645 | 0.208079 | 1.596322 | 0.483859 | 0.587745 | -0.595233 | 0 | -0.4 | -1 | 0.614014 | 0.000394 | 0.002558 | 1 | 96,170 |
-0.491624 | 0.754285 | -0.39966 | 3.358678 | 0.276385 | 0 | -0.595233 | 0 | -0.4 | -1 | 0.614014 | -0.000394 | 0.001969 | 1 | 96,171 |
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