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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.509602 | -0.473343 | -0.117924 | -0.129866 | -0.544093 | -0.222127 | -0.460382 | -0.000079 | 0.2 | 0.249689 | 0 | -0.000409 | 0.001021 | 1 | 98,972 |
0.254827 | -0.154993 | 0.827052 | -0.130052 | -1.297996 | -1.329392 | -0.460382 | 0 | 0.2 | 0.249689 | 0 | 0.000204 | 0.001021 | 1 | 98,973 |
0.509497 | 0.163163 | 0.512039 | -0.130052 | -1.340697 | -0.971018 | -0.4621 | -0.000127 | 0.2 | 0.249689 | 0 | 0.000408 | 0.000612 | 1 | 98,974 |
-0.764324 | -0.791564 | -0.432809 | -0.129679 | 0.834462 | 0.047788 | -0.4621 | 0 | 0.2 | 0.249689 | 0 | -0.000613 | 0.001429 | 1 | 98,975 |
1.018995 | 1.117759 | 0.512039 | -0.13061 | 0.432558 | 0.390518 | -0.457161 | 0.000365 | 0.2 | 0.249689 | 0 | 0.000817 | 0.000612 | 1 | 98,976 |
-0.382026 | -0.155253 | -0.117667 | -0.130238 | 0.200184 | -0.104104 | -0.457161 | 0 | 0.2 | 0.249689 | 0 | -0.000306 | 0.001123 | 1 | 98,977 |
0.382026 | 0.003915 | 0.512039 | -0.13061 | -0.648625 | -0.834771 | -0.45802 | -0.000063 | 0.2 | 0.249689 | 0 | 0.000306 | 0.001428 | 1 | 98,978 |
1.018163 | 0.79863 | 0.512039 | -0.131168 | 0.26751 | 0.177365 | -0.45802 | 0 | 0.2 | 0.249689 | 0 | 0.000816 | 0 | 0 | 98,979 |
-0.254463 | -0.473343 | 0.197475 | -0.131168 | -0.412104 | -0.716748 | -0.463603 | -0.000413 | 0.2 | 0.249689 | 0 | -0.000204 | -0.000204 | 0 | 98,980 |
0 | -0.314387 | 0.512039 | -0.131168 | -1.655377 | -1.329392 | -0.463603 | 0 | 0.2 | 0.249689 | 0 | 0 | -0.001021 | 0 | 98,981 |
-0.254515 | -0.473343 | -0.432037 | -0.130982 | 0.280912 | 0.216654 | -0.459738 | 0.000286 | 0.2 | 0.249689 | 0 | -0.000204 | -0.000612 | 0 | 98,982 |
0.763389 | 0.480345 | 0.512039 | -0.13154 | -0.231634 | 0.290351 | -0.459738 | 0 | 0.2 | 0.249689 | 0 | 0.000612 | -0.001837 | 0 | 98,983 |
0 | 0.479761 | 0.197539 | 0.779118 | -0.27128 | -0.222127 | -0.431608 | 0.00208 | 0.2 | 0.249689 | 0 | 0 | -0.002246 | 0 | 98,984 |
2.287367 | 2.384223 | -2.950988 | 14.436014 | -2.102202 | -1.583663 | -0.431608 | 0 | 0.2 | 0 | -0.385986 | 0.001834 | -0.002854 | 0 | 98,985 |
0 | -0.473343 | 0.512039 | 14.436014 | -4.029688 | -2.554681 | -0.431608 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.002854 | 0 | 98,986 |
-1.7787 | -2.060233 | -2.315573 | -0.131911 | 1.062648 | 0.587745 | -0.431608 | 0 | 0.2 | 0 | -0.385986 | -0.001426 | -0.00102 | 0 | 98,987 |
-0.254307 | 0.161865 | -0.116768 | -0.131725 | 0.633134 | 0.790009 | -0.489156 | -0.004254 | 0.2 | 0 | -0.385986 | -0.000204 | -0.001428 | 0 | 98,988 |
0 | -0.155642 | 0.512039 | -0.131725 | -1.237374 | -1.132165 | -0.484862 | 0.000317 | 0.2 | 0 | -0.385986 | 0 | -0.001224 | 0 | 98,989 |
0.508563 | 0.479567 | 0.512039 | -0.132096 | -0.030897 | 0.047788 | -0.484862 | 0 | 0.2 | 0 | -0.385986 | 0.000408 | -0.001224 | 0 | 98,990 |
-0.254255 | -0.155771 | -0.11664 | -0.131725 | 0.264327 | 0.790009 | -0.487438 | -0.000191 | 0.2 | 0 | -0.385986 | -0.000204 | -0.00102 | 0 | 98,991 |
0 | -0.155706 | 0.197667 | -0.131911 | 0.035851 | -0.104104 | -0.487438 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.001224 | 0 | 98,992 |
0.254255 | -0.155706 | 0.197667 | 0.778747 | -0.204448 | -0.43528 | -0.481641 | 0.000429 | 0.2 | 0 | -0.385986 | 0.000204 | -0.001428 | 0 | 98,993 |
-1.017333 | -1.267556 | -0.745574 | -0.131354 | -0.441576 | -1.583663 | -0.481641 | 0 | 0.2 | 0 | -0.385986 | -0.000816 | -0.000816 | 0 | 98,994 |
-0.254463 | 0.162254 | -0.117153 | -0.131168 | -0.054337 | 0.290351 | -0.46253 | 0.001413 | 0.2 | 0 | -0.385986 | -0.000204 | -0.000816 | 0 | 98,995 |
0.254463 | 0.797851 | 0.512039 | -0.131354 | 0.320893 | 0.136247 | -0.459738 | 0.000206 | 0.2 | 0 | -0.385986 | 0.000204 | -0.001021 | 0 | 98,996 |
0.254411 | 0.162254 | 0.197475 | -0.131354 | -1.245647 | -0.612644 | -0.463603 | -0.000286 | 0.2 | 0 | -0.385986 | 0.000204 | -0.00102 | 0 | 98,997 |
-0.636125 | -0.473343 | -0.27433 | -0.131168 | -0.762508 | -1.132165 | -0.463603 | 0 | 0.2 | 0 | -0.385986 | -0.00051 | 0.000102 | 1 | 98,998 |
0.381714 | 0.321356 | 0.354717 | 0.77949 | -0.996747 | -0.519521 | -0.472193 | -0.000635 | 0.2 | 0 | -0.385986 | 0.000306 | -0.000204 | 0 | 98,999 |
0 | 0.162254 | 0.512039 | -0.131168 | -0.479092 | -0.104104 | -0.472193 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.000408 | 0 | 99,000 |
-1.272834 | -0.791239 | -1.376306 | -0.130424 | 0.313226 | 0.093124 | -0.477346 | -0.000381 | 0.2 | 0 | -0.385986 | -0.001021 | 0.000612 | 1 | 99,001 |
-1.019203 | -1.109849 | -0.747887 | -0.129493 | -0.304331 | -0.222127 | -0.477346 | 0 | 0.2 | 0 | -0.385986 | -0.000817 | 0.00143 | 1 | 99,002 |
-0.637425 | -0.791824 | -0.433581 | -0.12912 | -0.47373 | -0.834771 | -0.473481 | 0.000286 | 0.2 | 0 | -0.385986 | -0.000511 | 0.002349 | 1 | 99,003 |
0.382494 | 0.0045 | 0.039059 | -0.129493 | -0.776902 | -0.519521 | -0.473481 | 0 | 0.2 | 0 | -0.385986 | 0.000307 | 0.001838 | 1 | 99,004 |
0.764637 | 0.481904 | 0.827181 | 0.782094 | 0.105631 | -0.05052 | -0.473481 | 0 | 0.2 | 0 | -0.385986 | 0.000613 | 0.000817 | 1 | 99,005 |
-0.254827 | -0.791694 | -0.433195 | 0.783213 | -1.083658 | -0.834771 | -0.466395 | 0.000524 | 0.2 | 0 | -0.385986 | -0.000204 | 0.001021 | 1 | 99,006 |
-0.50981 | -1.110239 | -0.433388 | -0.129679 | -0.778727 | -0.287628 | -0.456732 | 0.000714 | 0.2 | 0 | -0.385986 | -0.000409 | 0.001838 | 1 | 99,007 |
1.019411 | 1.11841 | 0.827181 | -0.130238 | 0.251117 | -0.161147 | -0.456732 | 0 | 0.2 | 0 | -0.385986 | 0.000817 | 0.001021 | 1 | 99,008 |
-0.509602 | -0.473343 | -0.117924 | -0.129866 | -0.396991 | -0.358374 | -0.456732 | 0 | 0.2 | 0 | -0.385986 | -0.000409 | 0.001225 | 1 | 99,009 |
0.764324 | 0.481513 | 0.827052 | -0.130238 | 0.168785 | 0.325017 | -0.462959 | -0.00046 | 0.2 | 0 | -0.385986 | 0.000613 | 0.000204 | 1 | 99,010 |
0 | 1.116785 | 0.197154 | -0.130424 | 0.723985 | 1.064142 | -0.473266 | -0.000762 | 0.2 | 0 | -0.385986 | 0 | 0.000408 | 1 | 99,011 |
-0.254723 | -0.473343 | 0.197154 | -0.130238 | -1.316578 | -1.329392 | -0.473266 | 0 | 0.2 | 0 | -0.385986 | -0.000204 | 0.001021 | 1 | 99,012 |
-0.254775 | -0.791629 | -0.117924 | -0.130052 | -0.874063 | -0.43528 | -0.473266 | 0 | 0.2 | 0 | -0.385986 | -0.000204 | 0.001021 | 1 | 99,013 |
0 | 0.163163 | -0.118053 | 0.782094 | -0.48017 | -0.358374 | -0.459523 | 0.001016 | 0.2 | 0 | -0.385986 | 0 | 0.000817 | 1 | 99,014 |
0 | -0.155058 | 0.197025 | -0.130238 | -0.032855 | -0.104104 | -0.45845 | 0.000079 | 0.2 | 0 | -0.385986 | 0 | 0.000408 | 1 | 99,015 |
1.018787 | 0.799409 | 0.826988 | -0.130424 | -0.758966 | -0.358374 | -0.45845 | 0 | 0.2 | 0 | -0.385986 | 0.000817 | -0.000715 | 0 | 99,016 |
0.254567 | 0.480539 | 0.197282 | -0.130982 | 0.869336 | 0.562124 | -0.45845 | 0 | 0.2 | 0 | -0.385986 | 0.000204 | -0.00143 | 0 | 99,017 |
-0.509185 | -0.473343 | -0.43223 | -0.13061 | -0.047253 | -0.222127 | -0.461026 | -0.00019 | 0.2 | 0 | -0.385986 | -0.000408 | -0.000408 | 0 | 99,018 |
0.509185 | 0.162773 | -0.432616 | -0.130796 | -0.044744 | -0.05052 | -0.461026 | 0 | 0.2 | 0 | -0.385986 | 0.000408 | -0.000204 | 0 | 99,019 |
0.763389 | 1.115812 | -0.11741 | 0.779118 | 0.148506 | 0.325017 | -0.460168 | 0.000063 | 0.2 | 0 | -0.385986 | 0.000612 | 0.000204 | 1 | 99,020 |
-0.254411 | -0.155577 | 0.197539 | -0.131354 | -0.975658 | -1.329392 | -0.460168 | 0 | 0.2 | 0 | -0.385986 | -0.000204 | -0.000408 | 0 | 99,021 |
-0.763544 | 0.162254 | -0.431845 | 0.780605 | -0.243595 | 0.093124 | -0.46253 | -0.000175 | 0.2 | 0 | -0.385986 | -0.000612 | 0 | 0 | 99,022 |
0.254567 | 0.162643 | 0.512039 | -0.130796 | -1.443036 | -0.971018 | -0.46253 | 0 | 0.2 | 0 | -0.385986 | 0.000204 | 0.000612 | 1 | 99,023 |
0 | -0.473343 | 0.197347 | -0.130796 | -0.797309 | -0.971018 | -0.46253 | 0 | 0.2 | 0 | -0.385986 | 0 | 0.00051 | 1 | 99,024 |
0.254515 | -0.155382 | 0.197347 | -0.130796 | -1.606067 | -1.329392 | -0.4621 | 0.000032 | 0.2 | 0 | -0.385986 | 0.000204 | -0.001021 | 0 | 99,025 |
0 | -0.473343 | -0.432037 | -0.13061 | 0.413257 | 0.390518 | -0.4621 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.000612 | 0 | 99,026 |
0.254463 | -0.155447 | -0.746858 | -0.131168 | 0.779812 | 0.848307 | -0.4621 | 0 | 0.2 | 0 | -0.385986 | 0.000204 | -0.000204 | 0 | 99,027 |
0.763077 | 0.479956 | 0.512039 | -0.13154 | -0.31633 | -0.612644 | -0.460812 | 0.000095 | 0.2 | 0 | -0.385986 | 0.000612 | -0.000612 | 0 | 99,028 |
-0.763077 | -1.108811 | -0.431267 | -0.131354 | 0.078902 | -0.612644 | -0.460812 | 0 | 0.2 | 0 | -0.385986 | -0.000612 | -0.00051 | 0 | 99,029 |
-0.508978 | 0.162254 | -0.117153 | -0.13061 | -0.518114 | -0.43528 | -0.464247 | -0.000254 | 0.2 | 0 | -0.385986 | -0.000408 | 0.000204 | 1 | 99,030 |
-1.018579 | -1.109459 | -1.062064 | -0.130052 | -0.183602 | -0.104104 | -0.464247 | 0 | 0.2 | 0 | -0.385986 | -0.000817 | 0.000817 | 1 | 99,031 |
0.254723 | 0.481123 | 0.197089 | -0.130052 | 1.080179 | 0.25427 | -0.460168 | 0.000302 | 0.2 | 0 | -0.385986 | 0.000204 | 0.000204 | 1 | 99,032 |
-0.764324 | -1.4282 | -0.432809 | -0.129866 | -1.7587 | -1.583663 | -0.460168 | 0 | 0.2 | 0 | -0.385986 | -0.000613 | 0.000817 | 1 | 99,033 |
-0.50981 | -0.473343 | -0.118182 | -0.129679 | -0.935698 | -0.612644 | -0.459953 | 0.000016 | 0.2 | 0 | -0.385986 | -0.000409 | 0.001634 | 1 | 99,034 |
1.528805 | 1.436565 | 1.142259 | -0.13061 | 0.36581 | 0.216654 | -0.459953 | 0 | 0.2 | 0 | -0.385986 | 0.001226 | 0.000612 | 1 | 99,035 |
0 | 0.162773 | 0.197218 | -0.13061 | 0.446404 | 0.325017 | -0.464892 | -0.000365 | 0.2 | 0 | -0.385986 | 0 | 0.000204 | 1 | 99,036 |
0.509185 | 0.162773 | 0.197218 | -0.130796 | -0.43158 | -0.612644 | -0.464892 | 0 | 0.2 | 0 | -0.385986 | 0.000408 | -0.001021 | 0 | 99,037 |
-0.763856 | -0.473343 | -0.43223 | 0.781349 | -0.295691 | -0.222127 | -0.462315 | 0.00019 | 0.2 | 0 | -0.385986 | -0.000612 | -0.000408 | 0 | 99,038 |
0.254671 | 0.162903 | 0.512039 | -0.130238 | 0.201158 | -0.222127 | -0.462315 | 0 | 0.2 | 0 | -0.385986 | 0.000204 | -0.000817 | 0 | 99,039 |
0.509185 | 0.162773 | 0.197218 | -0.130982 | 0.011449 | -0.104104 | -0.466824 | -0.000333 | 0.2 | 0 | -0.385986 | 0.000408 | -0.000612 | 0 | 99,040 |
0 | 0.162514 | 0.512039 | -0.130982 | -0.154917 | 0.047788 | -0.466824 | 0 | 0.2 | 0 | -0.385986 | 0 | -0.00143 | 0 | 99,041 |
-0.254567 | -0.473343 | -0.11741 | -0.130796 | 0.236677 | 0.093124 | -0.466824 | 0 | 0.2 | 0 | -0.385986 | -0.000204 | -0.001225 | 0 | 99,042 |
0 | -0.473343 | 0.512039 | -0.130796 | -0.630043 | -1.132165 | -0.464462 | 0.000175 | 0.2 | 0 | -0.385986 | 0 | -0.000613 | 0 | 99,043 |
-0.254619 | -0.473343 | -0.117538 | -0.13061 | 0.164994 | 0.047788 | -0.464462 | 0 | 0.2 | 0 | -0.385986 | -0.000204 | -0.000408 | 0 | 99,044 |
-0.254671 | -0.155253 | 0.197218 | -0.130424 | -0.239344 | -0.612644 | -0.464462 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000204 | -0.00143 | 0 | 99,045 |
0 | -0.155188 | 0.512039 | 0.781349 | -0.884982 | -1.329392 | -0.462744 | 0.000127 | 0.2 | -0.267949 | -0.517638 | 0 | -0.001022 | 0 | 99,046 |
0.254671 | 0.162903 | 0.826859 | -0.13061 | -0.14348 | -0.161147 | -0.464677 | -0.000143 | 0.2 | -0.267949 | -0.517638 | 0.000204 | -0.000204 | 0 | 99,047 |
0.7637 | 0.480734 | 0.512039 | -0.130796 | -0.165969 | 0.047788 | -0.464677 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000612 | -0.000612 | 0 | 99,048 |
0 | 0.162384 | 0.197411 | -0.131168 | -0.176609 | -0.161147 | -0.465751 | -0.000079 | 0.2 | -0.267949 | -0.517638 | 0 | -0.001225 | 0 | 99,049 |
-0.254515 | -0.155447 | 0.197411 | -0.131168 | -1.284449 | -1.583663 | -0.465751 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000204 | -0.00143 | 0 | 99,050 |
0 | 0.162514 | 0.512039 | -0.131168 | -0.618903 | -1.132165 | -0.471119 | -0.000397 | 0.2 | -0.267949 | -0.517638 | 0 | -0.001225 | 0 | 99,051 |
0 | 0.480345 | 0.512039 | -0.131168 | 0.024889 | 0 | -0.471119 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.001021 | 0 | 99,052 |
0.508978 | 0.162514 | 1.14123 | -0.131354 | -2.391691 | -1.942037 | -0.464677 | 0.000476 | 0.2 | -0.267949 | -0.517638 | 0.000408 | -0.001429 | 0 | 99,053 |
-0.254463 | -0.791239 | -0.117153 | 0.780233 | -1.44897 | -0.43528 | -0.464677 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000204 | -0.001429 | 0 | 99,054 |
-0.509082 | -0.791304 | -0.117281 | 0.780605 | 0.577514 | 0 | -0.4621 | 0.00019 | 0.2 | -0.267949 | -0.517638 | -0.000408 | -0.002043 | 0 | 99,055 |
0 | -0.473343 | -0.432423 | 0.780605 | -0.084666 | 0 | -0.4621 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.00143 | 0 | 99,056 |
0.509082 | 0.162643 | 0.82673 | -0.130982 | -0.795423 | -0.971018 | -0.461241 | 0.000063 | 0.2 | -0.267949 | -0.517638 | 0.000408 | -0.002042 | 0 | 99,057 |
0 | -0.155447 | 0.512039 | -0.130982 | -0.538083 | -0.612644 | -0.461241 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.002247 | 0 | 99,058 |
-0.254515 | -0.791304 | 0.197411 | -0.130982 | -1.178899 | -0.716748 | -0.465536 | -0.000317 | 0.2 | -0.267949 | -0.517638 | -0.000204 | -0.002657 | 0 | 99,059 |
-0.509185 | -0.155382 | -0.11741 | 0.780977 | -0.009799 | 0.216654 | -0.465536 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000408 | -0.001941 | 0 | 99,060 |
0.254619 | -0.155253 | 0.826795 | -0.13061 | -1.186356 | -1.329392 | -0.465536 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000204 | -0.001839 | 0 | 99,061 |
0.509082 | 0.162643 | -0.432423 | 0.780233 | 0.21778 | 0.047788 | -0.464033 | 0.000111 | 0.2 | -0.267949 | -0.517638 | 0.000408 | -0.002451 | 0 | 99,062 |
-0.254515 | -0.791304 | -0.746858 | -0.130982 | -0.389583 | -0.161147 | -0.464033 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000204 | -0.002247 | 0 | 99,063 |
-0.254567 | -0.155382 | 0.197347 | -0.13061 | 0.164302 | -0.161147 | -0.465965 | -0.000143 | 0.2 | -0.267949 | -0.517638 | -0.000204 | -0.002657 | 0 | 99,064 |
-0.509289 | -0.791434 | -0.117538 | -0.130424 | 0.232396 | -0.104104 | -0.461671 | 0.000317 | 0.2 | -0.267949 | -0.517638 | -0.000408 | -0.002249 | 0 | 99,065 |
-0.382104 | -0.155188 | -0.117795 | -0.129866 | -0.567529 | -0.161147 | -0.461671 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000306 | -0.002352 | 0 | 99,066 |
-0.6371 | -0.632494 | -0.275535 | -0.129866 | -2.031271 | -1.329392 | -0.475628 | -0.001032 | 0.2 | -0.267949 | -0.517638 | -0.000511 | -0.001227 | 0 | 99,067 |
0.76448 | 0.481708 | 1.457079 | -0.130052 | -0.923766 | -1.329392 | -0.475628 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000613 | -0.002147 | 0 | 99,068 |
0.764012 | 1.11711 | 0.826923 | 0.779861 | -0.042745 | 0.093124 | -0.475628 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000613 | -0.002862 | 0 | 99,069 |
1.272314 | 1.116136 | 0.512039 | -0.13154 | -0.68153 | -0.43528 | -0.486794 | -0.000825 | 0.2 | -0.267949 | -0.517638 | 0.00102 | -0.004087 | 0 | 99,070 |
-1.017748 | -0.473343 | -0.746087 | -0.130796 | 0.163956 | 0.25427 | -0.489371 | -0.00019 | 0.2 | -0.267949 | -0.517638 | -0.000816 | -0.003271 | 0 | 99,071 |
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