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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 | 0.206574 | 0.726457 | -4.029688 | -2.554681 | -0.592012 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.003771 | 0 | 97,872 |
0.494058 | 0.143875 | 0.206574 | 0.726457 | -1.258288 | -1.583663 | -0.592012 | 0 | -1 | 0.464102 | 0.614014 | 0.000396 | -0.004565 | 0 | 97,873 |
0 | -0.473343 | -0.404174 | 1.609379 | 0.044898 | -0.287628 | -0.590938 | 0.000079 | -1 | 0.464102 | 0.614014 | 0 | -0.004565 | 0 | 97,874 |
-0.494058 | -0.473343 | -0.404174 | 0.726457 | -1.70939 | -1.583663 | -0.592871 | -0.000143 | -1 | 0.464102 | 0.614014 | -0.000396 | -0.002976 | 0 | 97,875 |
0 | 0.143875 | -0.404537 | 0.726457 | 0.122651 | 0.790009 | -0.592871 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.003572 | 0 | 97,876 |
0 | 0.143875 | 0.206574 | 3.380475 | -2.031271 | -1.583663 | -0.592871 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.003572 | 0 | 97,877 |
0 | -0.473343 | 0.206574 | 3.380475 | -4.029688 | -2.554681 | -0.587288 | 0.000413 | -1 | 0.464102 | 0.614014 | 0 | -0.003572 | 0 | 97,878 |
0.494058 | 0.143875 | 0.206574 | 3.377848 | 0.121159 | -0.05052 | -0.587288 | 0 | -1 | 0.464102 | 0.614014 | 0.000396 | -0.004565 | 0 | 97,879 |
0 | -0.473343 | 0.512039 | 3.377848 | -1.801491 | -1.942037 | -0.593945 | -0.000492 | -1 | 0.464102 | 0.614014 | 0 | -0.004167 | 0 | 97,880 |
0 | -0.473343 | -0.404174 | 0.726457 | -0.205777 | -0.287628 | -0.593945 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.004167 | 0 | 97,881 |
-0.494058 | 0.452026 | -0.404174 | 1.612006 | -0.242174 | -0.612644 | -0.591797 | 0.000159 | -1 | 0.464102 | 0.614014 | -0.000396 | -0.003572 | 0 | 97,882 |
-0.741454 | -1.399629 | -0.404537 | 0.72821 | -0.061511 | -0.716748 | -0.591797 | 0 | -1 | 0.464102 | 0.614014 | -0.000594 | -0.002381 | 0 | 97,883 |
0 | -0.473343 | 0.512039 | 0.72821 | -0.84047 | -1.329392 | -0.5933 | -0.000111 | -1 | 0.464102 | 0.614014 | 0 | -0.002779 | 0 | 97,884 |
0 | -0.473343 | 0.512039 | 1.612006 | -0.536889 | -0.834771 | -0.5933 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.001388 | 0 | 97,885 |
0.741454 | 0.761582 | 0.512039 | 3.382228 | -0.776902 | -0.971018 | -0.593945 | -0.000048 | -1 | 0.464102 | 0.614014 | 0.000594 | -0.002777 | 0 | 97,886 |
0.494058 | 0.143875 | -1.321658 | 3.377848 | 0.127105 | 0.136247 | -0.593945 | 0 | -1 | 0.464102 | 0.614014 | 0.000396 | -0.002578 | 0 | 97,887 |
-0.494058 | -1.090561 | -0.404174 | 3.380475 | -1.539319 | -1.942037 | -0.594159 | -0.000016 | -1 | 0.464102 | 0.614014 | -0.000396 | -0.001983 | 0 | 97,888 |
0 | 0.143875 | -1.321658 | 1.612006 | 0.786779 | 0.358374 | -0.594159 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.001983 | 0 | 97,889 |
-0.741454 | -1.399629 | -0.404537 | 3.382228 | -0.513516 | -0.43528 | -0.591797 | 0.000175 | -1 | 0.464102 | 0.614014 | -0.000594 | -0.001388 | 0 | 97,890 |
0 | 0.452942 | 0.512039 | 3.382228 | -1.672816 | -1.329392 | -0.591797 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.000992 | 0 | 97,891 |
0 | -0.473343 | -0.405083 | 3.382228 | -0.277285 | -0.43528 | -0.592227 | -0.000032 | -1 | 0.464102 | 0.614014 | 0 | -0.001388 | 0 | 97,892 |
0 | -0.473343 | -0.405083 | 3.38486 | -0.603935 | -0.612644 | -0.592227 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.001388 | 0 | 97,893 |
-1.236738 | -2.018377 | -1.0168 | 0.72821 | -2.534113 | -1.583663 | -0.589865 | 0.000175 | -1 | 0.464102 | 0.614014 | -0.000992 | -0.00139 | 0 | 97,894 |
1.236738 | 1.071691 | 1.429523 | 0.72821 | -0.799201 | -0.971018 | -0.589865 | 0 | -1 | 0.464102 | 0.614014 | 0.000992 | -0.002183 | 0 | 97,895 |
-1.731776 | -1.091173 | -1.934831 | 3.386616 | -0.067211 | -0.222127 | -0.584496 | 0.000397 | -1 | 0.464102 | 0.614014 | -0.001388 | -0.000794 | 0 | 97,896 |
1.237228 | 1.690134 | 1.735716 | 3.38486 | -0.139916 | -0.287628 | -0.584496 | 0 | -1 | 0.464102 | 0.614014 | 0.000992 | -0.001786 | 0 | 97,897 |
0 | 0.144487 | 0.206271 | 3.38486 | -0.476941 | -0.716748 | -0.584496 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.001588 | 0 | 97,898 |
0 | -0.473343 | 0.206271 | 3.38486 | -1.062155 | -1.942037 | -0.585355 | -0.000063 | -1 | 0.464102 | 0.614014 | 0 | -0.000992 | 0 | 97,899 |
0 | -0.473343 | 0.206271 | 3.38486 | -0.738167 | -1.329392 | -0.582349 | 0.000222 | -1 | 0.464102 | 0.614014 | 0 | -0.001389 | 0 | 97,900 |
-0.74219 | -1.400547 | -0.405446 | 1.614638 | -0.101015 | -0.519521 | -0.582349 | 0 | -1 | 0.464102 | 0.614014 | -0.000595 | -0.001191 | 0 | 97,901 |
0 | -0.473343 | 0.512039 | 0.729967 | 0.592021 | -0.971018 | -0.582349 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.002583 | 0 | 97,902 |
0 | 0.762807 | -0.405993 | 0.729967 | -0.902904 | -0.834771 | -0.587073 | -0.000349 | -1 | 0.464102 | 0.614014 | 0 | -0.00139 | 0 | 97,903 |
-0.495039 | -1.091786 | -0.405993 | 0.729967 | -1.801491 | -1.583663 | -0.587073 | 0 | -1 | 0.464102 | 0.614014 | -0.000397 | -0.001788 | 0 | 97,904 |
0.247544 | 0.1451 | 0.205967 | 0.729967 | 0.604416 | 0.177365 | -0.579128 | 0.000587 | -1 | 0.249689 | 0 | 0.000198 | -0.001986 | 0 | 97,905 |
-0.247544 | -0.782595 | -1.324935 | 0.731727 | 0.166031 | 0 | -0.576337 | 0.000206 | -1 | 0.249689 | 0 | -0.000198 | -0.000993 | 0 | 97,906 |
-0.742927 | -1.401468 | -1.018925 | 3.391014 | -0.483418 | -0.716748 | -0.576337 | 0 | -1 | 0.249689 | 0 | -0.000596 | 0.000596 | 1 | 97,907 |
0.495334 | 0.145468 | -0.406905 | 1.617275 | -1.779692 | -1.583663 | -0.576337 | 0 | -1 | 0.249689 | 0 | 0.000397 | 0.000199 | 1 | 97,908 |
-0.495334 | -1.092154 | -1.019229 | 3.391014 | -0.309899 | -0.612644 | -0.586214 | -0.00073 | -1 | 0.249689 | 0 | -0.000397 | 0 | 0 | 97,909 |
0.742927 | 0.454782 | 1.124363 | 3.391014 | -1.414263 | -1.942037 | -0.586214 | 0 | -1 | 0.249689 | 0 | 0.000596 | -0.000794 | 0 | 97,910 |
0 | -0.473343 | 0.205967 | 3.391014 | -4.029688 | -2.554681 | -0.58149 | 0.000349 | -1 | 0.249689 | 0 | 0 | -0.000993 | 0 | 97,911 |
-0.742927 | -1.401468 | -1.3253 | 3.391014 | -0.414022 | -0.716748 | -0.582779 | -0.000095 | -1 | 0.249689 | 0 | -0.000596 | -0.000795 | 0 | 97,912 |
0 | -0.473343 | 0.512039 | 3.391014 | -4.029688 | -2.554681 | -0.582779 | 0 | -1 | 0.249689 | 0 | 0 | -0.000994 | 0 | 97,913 |
0.742927 | 0.454782 | -0.406905 | 3.389254 | -0.272027 | -0.43528 | -0.582779 | 0 | -1 | 0.249689 | 0 | 0.000596 | -0.001788 | 0 | 97,914 |
-0.990667 | -0.782657 | -1.018925 | 0.731727 | -0.135198 | -0.43528 | -0.588147 | -0.000397 | -1 | 0.249689 | 0 | -0.000794 | 0 | 0 | 97,915 |
-0.24779 | -0.163845 | -0.713584 | 0.731727 | 0.646004 | 0.216654 | -0.588147 | 0 | -1 | 0.249689 | 0 | -0.000199 | 0.000199 | 1 | 97,916 |
0 | -0.473343 | -0.40727 | 1.619918 | -0.935698 | -1.132165 | -0.591583 | -0.000254 | -1 | 0.249689 | 0 | 0 | 0 | 0 | 97,917 |
0 | -0.473343 | 0.205663 | 1.619918 | -1.186356 | -1.942037 | -0.591583 | 0 | -1 | 0.249689 | 0 | 0 | 0 | 0 | 97,918 |
-0.743665 | -0.473343 | -0.40727 | 1.619918 | -0.437556 | -0.612644 | -0.576337 | 0.001127 | -1 | 0.249689 | 0 | -0.000596 | 0.000994 | 1 | 97,919 |
0 | 1.074761 | 0.512039 | 1.619918 | -0.469478 | -0.519521 | -0.576337 | 0 | -1 | 0.249689 | 0 | 0 | 0.001391 | 1 | 97,920 |
0 | 1.384197 | 0.512039 | 1.619918 | -0.033345 | -1.132165 | -0.568392 | 0.000587 | -1 | 0.249689 | 0 | 0 | 0.001788 | 1 | 97,921 |
-0.247987 | 0.455704 | -0.407818 | 1.621506 | 0.269814 | 0.047788 | -0.568392 | 0 | -1 | 0.249689 | 0 | -0.000199 | 0.001986 | 1 | 97,922 |
-0.496122 | 0.765509 | -0.10126 | 3.398068 | 0.031929 | -0.05052 | -0.555293 | 0.000968 | -1 | 0.249689 | 0 | -0.000398 | 0.002583 | 1 | 97,923 |
0 | 1.385305 | 0.512039 | 1.621506 | 0.184034 | -0.287628 | -0.574189 | -0.001397 | -1 | 0.249689 | 0 | 0 | 0.002781 | 1 | 97,924 |
1.487773 | 1.385305 | 0.818718 | 1.619918 | -0.378649 | -0.43528 | -0.580417 | -0.00046 | -1 | 0.249689 | 0 | 0.001193 | 0.002183 | 1 | 97,925 |
-0.743665 | -0.473343 | -0.40727 | 4.283436 | 0.246344 | -1.329392 | -0.580417 | 0 | -1 | 0.249689 | 0 | -0.000596 | 0.002779 | 1 | 97,926 |
0 | -0.473343 | 0.512039 | 4.283436 | -2.205525 | -1.132165 | -0.57741 | 0.000222 | -1 | 0.249689 | 0 | 0 | 0.002779 | 1 | 97,927 |
0 | -0.473343 | -0.407818 | 1.621506 | -0.634277 | -0.519521 | -0.57741 | 0 | -1 | 0.249689 | 0 | 0 | 0.002779 | 1 | 97,928 |
-0.744108 | -0.783149 | -0.407818 | 1.621506 | -1.086798 | -1.329392 | -0.578484 | -0.000079 | -1 | 0.249689 | 0 | -0.000597 | 0.003178 | 1 | 97,929 |
0.496122 | 0.146453 | 0.818718 | 1.621506 | -2.724795 | -1.942037 | -0.578484 | 0 | -1 | 0.249689 | 0 | 0.000398 | 0.002185 | 1 | 97,930 |
0 | -0.473343 | -0.408001 | 1.621506 | 0.37567 | 0.748892 | -0.578484 | 0 | -1 | 0.249689 | 0 | 0 | 0.002185 | 1 | 97,931 |
0.247987 | -0.163538 | -0.10126 | 1.619918 | 0.990823 | 0.290351 | -0.57376 | 0.000349 | -1 | 0.249689 | 0 | 0.000199 | 0.001986 | 1 | 97,932 |
0.743665 | 0.455704 | 0.512039 | 3.393656 | 0.214621 | 0 | -0.57376 | 0 | -1 | 0.249689 | 0 | 0.000596 | 0.000993 | 1 | 97,933 |
-0.495727 | 0.145714 | -0.100773 | 1.619918 | -1.598251 | -1.132165 | -0.568606 | 0.000381 | -1 | 0.249689 | 0 | -0.000397 | 0.000397 | 1 | 97,934 |
1.734184 | 1.693142 | 0.205541 | 0.731727 | 0.186036 | 0.136247 | -0.575048 | -0.000476 | -1 | 0.249689 | 0 | 0.00139 | -0.00139 | 0 | 97,935 |
-0.990667 | 1.072304 | -1.018925 | 0.731727 | 0.940502 | 0.25427 | -0.575048 | 0 | -1 | 0.249689 | 0 | -0.000794 | -0.000596 | 0 | 97,936 |
0.743074 | 0.454966 | 0.818292 | 1.617275 | -0.887192 | -0.716748 | -0.575048 | 0 | -1 | 0.249689 | 0 | 0.000596 | -0.001391 | 0 | 97,937 |
0.247593 | -0.16403 | 0.205907 | 1.617275 | 0.992912 | 0.047788 | -0.572901 | 0.000159 | -1 | 0.249689 | 0 | 0.000199 | -0.00139 | 0 | 97,938 |
0 | -0.164091 | 0.205967 | 3.389254 | -0.408288 | -0.519521 | -0.572901 | 0 | -1 | 0.249689 | 0 | 0 | -0.001589 | 0 | 97,939 |
0 | 0.1451 | 0.205967 | 0.729967 | -0.031875 | -0.716748 | -0.574404 | -0.000111 | -1 | 0.249689 | 0 | 0 | -0.00139 | 0 | 97,940 |
0.495039 | 0.1451 | -0.406357 | 0.729967 | 0 | -0.222127 | -0.574404 | 0 | -1 | 0.249689 | 0 | 0.000397 | -0.001986 | 0 | 97,941 |
-0.495039 | -1.091786 | -0.405993 | 3.389254 | -0.658889 | -0.716748 | -0.579772 | -0.000397 | -1 | 0.249689 | 0 | -0.000397 | -0.000596 | 0 | 97,942 |
0 | 0.1451 | 0.205967 | 1.617275 | -2.102202 | -1.583663 | -0.579772 | 0 | -1 | 0.249689 | 0 | 0 | -0.000596 | 0 | 97,943 |
-1.238457 | -1.401468 | -1.3253 | 0.731727 | 0.599779 | -0.612644 | -0.563023 | 0.001238 | -1 | 0.249689 | 0 | -0.000993 | 0.000199 | 1 | 97,944 |
0.24779 | 0.145714 | 0.205663 | 0.731727 | -0.632862 | -0.358374 | -0.563023 | 0 | -1 | 0.249689 | 0 | 0.000199 | 0.000794 | 1 | 97,945 |
0 | -0.163845 | 0.205724 | 0.731727 | -0.2646 | -0.222127 | -0.574619 | -0.000857 | -1 | 0.249689 | 0 | 0 | -0.000199 | 0 | 97,946 |
0 | 0.454966 | -0.100651 | 3.391014 | 0.544867 | 0.136247 | -0.574619 | 0 | -1 | 0.249689 | 0 | 0 | 0.000199 | 1 | 97,947 |
0.247741 | 0.454966 | 0.818292 | 1.617275 | -1.345647 | -0.971018 | -0.578484 | -0.000286 | -1 | 0.249689 | 0 | 0.000199 | -0.000397 | 0 | 97,948 |
0.742927 | 0.454782 | 0.818231 | 1.617275 | -1.59054 | -1.329392 | -0.578484 | 0 | -1 | 0.249689 | 0 | 0.000596 | -0.000596 | 0 | 97,949 |
-0.495235 | -1.092031 | -0.406357 | 1.617275 | -0.259458 | -0.612644 | -0.571613 | 0.000508 | -1 | 0.249689 | 0 | -0.000397 | -0.000199 | 0 | 97,950 |
-0.495432 | -0.782779 | -0.406722 | 0.731727 | -0.778727 | -1.329392 | -0.571613 | 0 | -1 | 0.249689 | 0 | -0.000397 | 0.001191 | 1 | 97,951 |
-1.735563 | -0.782902 | -1.633441 | 1.621506 | -0.04675 | -0.358374 | -0.571613 | 0 | -1 | 0.249689 | 0 | -0.001392 | 0.002384 | 1 | 97,952 |
1.487773 | 1.385305 | 0.512039 | 4.283436 | -0.360009 | -0.287628 | -0.567533 | 0.000302 | -1 | 0.249689 | 0 | 0.001193 | 0.00139 | 1 | 97,953 |
-0.991652 | -1.712196 | -1.020447 | 1.621506 | -1.7587 | -1.942037 | -0.567533 | 0 | -1 | 0.249689 | 0 | -0.000795 | 0.001986 | 1 | 97,954 |
0 | -0.473343 | -0.10126 | 1.621506 | -0.79167 | -0.834771 | -0.573116 | -0.000413 | -1 | 0.249689 | 0 | 0 | 0.002185 | 1 | 97,955 |
0.991652 | 0.765509 | 0.818596 | 0.731727 | 0.342028 | -0.222127 | -0.572901 | 0.000016 | -1 | 0.249689 | 0 | 0.000795 | 0.000993 | 1 | 97,956 |
1.238457 | 1.073839 | 0.205663 | 3.389254 | 0.469496 | 0.136247 | -0.572901 | 0 | -1 | 0.249689 | 0 | 0.000993 | -0.000596 | 0 | 97,957 |
0 | 0.1451 | 0.205967 | 3.389254 | 0.371842 | 0 | -0.576122 | -0.000238 | -1 | 0.249689 | 0 | 0 | -0.000596 | 0 | 97,958 |
-0.742927 | -0.473343 | -0.406357 | 3.391014 | -0.746741 | -0.834771 | -0.576122 | 0 | -1 | 0.249689 | 0 | -0.000596 | -0.000994 | 0 | 97,959 |
-0.247741 | 0.454782 | -0.406905 | 0.731727 | 0.525435 | 0.216654 | -0.579128 | -0.000222 | -1 | 0.249689 | 0 | -0.000199 | 0 | 0 | 97,960 |
-0.24779 | -0.163845 | -0.100651 | 1.619918 | -0.678459 | -0.971018 | -0.579128 | 0 | -1 | 0.249689 | 0 | -0.000199 | 0.000397 | 1 | 97,961 |
-0.495727 | -0.473343 | -0.40727 | 4.283436 | -0.61069 | -0.716748 | -0.579128 | 0 | -1 | 0.249689 | 0 | -0.000397 | 0 | 0 | 97,962 |
-0.247938 | -0.163661 | 0.205541 | 4.283436 | -0.60528 | -0.971018 | -0.576552 | 0.00019 | -1 | 0.249689 | 0 | -0.000199 | 0.000199 | 1 | 97,963 |
-0.247987 | -0.473343 | -1.021361 | 1.621506 | 0.193319 | -0.358374 | -0.576552 | 0 | -1 | 0.249689 | 0 | -0.000199 | 0.000199 | 1 | 97,964 |
1.239441 | 1.384566 | 0.818596 | 1.621506 | -1.018652 | -1.329392 | -0.576552 | 0 | -1 | 0 | -0.385986 | 0.000994 | -0.000199 | 0 | 97,965 |
0 | -0.163845 | 0.512039 | 1.621506 | -4.029688 | -2.554681 | -0.576552 | 0 | -1 | 0 | -0.385986 | 0 | -0.000795 | 0 | 97,966 |
-0.24779 | -0.163845 | -0.713584 | 0.731727 | 1.52302 | 1.107266 | -0.532532 | 0.003254 | -1 | 0 | -0.385986 | -0.000199 | -0.001591 | 0 | 97,967 |
0 | 0.145714 | -0.100773 | 0.731727 | 0.036285 | 0.325017 | -0.561091 | -0.002111 | -1 | 0 | -0.385986 | 0 | -0.001193 | 0 | 97,968 |
0.49553 | 0.145714 | 0.205663 | 0.731727 | -0.923766 | -0.358374 | -0.557655 | 0.000254 | -1 | 0 | -0.385986 | 0.000397 | -0.002386 | 0 | 97,969 |
0.495334 | 0.145468 | -0.406905 | 1.617275 | 0.548393 | 0.480479 | -0.557655 | 0 | -1 | 0 | -0.385986 | 0.000397 | -0.001987 | 0 | 97,970 |
0.495137 | 0.145222 | -0.100286 | 0.729967 | 0.008722 | -0.222127 | -0.558085 | -0.000032 | -1 | 0 | -0.385986 | 0.000397 | -0.002384 | 0 | 97,971 |
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