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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.381053 | -0.314695 | -0.273129 | -0.132467 | -0.336072 | -0.519521 | -0.566674 | -0.000143 | 0 | 0.732051 | 2.346065 | -0.000306 | 0.003051 | 1 | 99,272 |
0.508045 | 0.478597 | -0.116255 | -0.133023 | 0.24963 | -0.287628 | -0.566674 | 0 | 0 | 0.732051 | 2.346065 | 0.000407 | 0.002847 | 1 | 99,273 |
-0.508045 | 0.16109 | -0.744293 | -0.132096 | 0.129686 | 0.047788 | -0.568606 | -0.000143 | 0 | 0.732051 | 2.346065 | -0.000407 | 0.003254 | 1 | 99,274 |
-0.762455 | -1.108293 | -0.430498 | -0.131911 | -0.118989 | -0.971018 | -0.568606 | 0 | 0 | 0.732051 | 2.346065 | -0.000611 | 0.00488 | 1 | 99,275 |
-1.780877 | -0.473343 | -1.689458 | -0.13061 | -0.276531 | -0.161147 | -0.574404 | -0.000429 | 0 | 0.732051 | 2.346065 | -0.001428 | 0.006713 | 1 | 99,276 |
0 | -0.155317 | 0.512039 | -0.130424 | -0.478016 | -0.834771 | -0.574404 | 0 | 0 | 0.732051 | 2.346065 | 0 | 0.006105 | 1 | 99,277 |
-0.509289 | -0.473343 | -0.117538 | -0.13061 | -1.779692 | -1.583663 | -0.573975 | 0.000032 | 0 | 0.732051 | 2.346065 | -0.000408 | 0.006513 | 1 | 99,278 |
0.763856 | 0.480929 | 0.826859 | -0.130982 | -0.391426 | -0.358374 | -0.573975 | 0 | 0 | 0.732051 | 2.346065 | 0.000612 | 0.006509 | 1 | 99,279 |
0.381753 | 1.115812 | 0.826666 | 1.691077 | 1.255322 | 0.727593 | -0.583638 | -0.000714 | 0 | 0.732051 | 2.346065 | 0.000306 | 0.006406 | 1 | 99,280 |
1.652913 | 2.543745 | 0.040121 | -0.132282 | 1.395468 | 0.480479 | -0.583638 | 0 | 0 | 0.732051 | 2.346065 | 0.001325 | 0.005486 | 1 | 99,281 |
0.2541 | 0.320142 | 0.19786 | 1.685511 | 1.247339 | 0.325017 | -0.576122 | 0.000556 | 0 | 0.732051 | 2.346065 | 0.000204 | 0.004472 | 1 | 99,282 |
1.523514 | 1.429955 | 0.826089 | 1.683845 | 0.093994 | -0.222127 | -0.576122 | 0 | 0 | 0.732051 | 2.346065 | 0.001221 | 0.004264 | 1 | 99,283 |
-0.25379 | 0.160573 | -0.429347 | 0.774672 | 0.366052 | 0.290351 | -0.582993 | -0.000508 | 0 | 0.732051 | 2.346065 | -0.000203 | 0.004467 | 1 | 99,284 |
1.521965 | 2.061292 | -0.743526 | -0.13487 | 0.765014 | 0.971018 | -0.582993 | 0 | 0 | 0.732051 | 2.346065 | 0.00122 | 0.003247 | 1 | 99,285 |
2.532488 | 2.690448 | 0.825387 | 0.769879 | 0.427577 | 0.093124 | -0.578484 | 0.000333 | 0 | 0.732051 | 2.346065 | 0.00203 | -0.000203 | 0 | 99,286 |
-1.265601 | -0.789433 | -1.365575 | 0.77172 | 0.762128 | 0.480479 | -0.578484 | 0 | 0 | 0.732051 | 2.346065 | -0.001015 | 0.001015 | 1 | 99,287 |
-0.253274 | -0.473343 | 0.198944 | 0.770983 | -0.803005 | -1.132165 | -0.580631 | -0.000159 | 0 | 0.732051 | 2.346065 | -0.000203 | 0.001015 | 1 | 99,288 |
-0.760132 | -1.106358 | -1.054388 | 0.773194 | -0.582846 | -0.612644 | -0.580631 | 0 | 0 | 0.732051 | 2.346065 | -0.000609 | 0.001929 | 1 | 99,289 |
0 | 0.159801 | -0.114723 | 0.772088 | -0.018814 | -0.43528 | -0.555078 | 0.001889 | 0 | 0.732051 | 2.346065 | 0 | 0.001016 | 1 | 99,290 |
0.760132 | 1.425317 | 0.512039 | 0.77172 | 0.830201 | 0.636861 | -0.555078 | 0 | 0 | 0.732051 | 2.346065 | 0.000609 | 0.000406 | 1 | 99,291 |
-0.506703 | 0.475698 | -0.740975 | 0.772457 | 1.152887 | 0.535739 | -0.578269 | -0.001714 | 0 | 0.732051 | 2.346065 | -0.000406 | 0.001218 | 1 | 99,292 |
-0.253429 | 0.159672 | -0.114596 | -0.13487 | 0.688329 | 0.290351 | -0.578269 | 0 | 0 | 0.732051 | 2.346065 | -0.000203 | 0.001016 | 1 | 99,293 |
0.506806 | 0.476276 | -0.428199 | 0.772088 | 0.682532 | 0.562124 | -0.583208 | -0.000365 | 0 | 0.732051 | 2.346065 | 0.000406 | 0 | 0 | 99,294 |
-0.506806 | -1.106487 | -0.114468 | 0.772088 | -1.454967 | -1.329392 | -0.583208 | 0 | 0 | 0.732051 | 2.346065 | -0.000406 | 0.000406 | 1 | 99,295 |
0.506806 | 0.476276 | 0.512039 | 0.771351 | 0.293729 | 0.216654 | -0.583638 | -0.000032 | 0 | 0.732051 | 2.346065 | 0.000406 | -0.001016 | 0 | 99,296 |
0.253326 | 0.159543 | 0.512039 | 0.77172 | 0.349817 | 0 | -0.583638 | 0 | 0 | 0.732051 | 2.346065 | 0.000203 | -0.000813 | 0 | 99,297 |
-2.535577 | -1.106358 | -2.622407 | 1.682736 | -0.2018 | 0.093124 | -0.58192 | 0.000127 | 0 | 0.732051 | 2.346065 | -0.002033 | 0.002033 | 1 | 99,298 |
-1.015676 | 0.160702 | -1.685871 | 1.686622 | 0.45393 | 0 | -0.58192 | 0 | 0 | 0.732051 | 2.346065 | -0.000814 | 0.00305 | 1 | 99,299 |
-1.270759 | -1.425671 | -1.687663 | -0.131725 | 0.554338 | -0.161147 | -0.578914 | 0.000222 | 0 | 0.732051 | 2.346065 | -0.001019 | 0.003866 | 1 | 99,300 |
0.254255 | 0.161865 | -0.116768 | 1.688848 | 0.359712 | 0.290351 | -0.578914 | 0 | 0 | 0.732051 | 2.346065 | 0.000204 | 0.003865 | 1 | 99,301 |
-0.508563 | -0.79098 | -0.11664 | -0.131725 | -2.27797 | -1.583663 | -0.585785 | -0.000508 | 0 | 0.732051 | 2.346065 | -0.000408 | 0.005085 | 1 | 99,302 |
-0.763233 | -0.791109 | -0.746087 | -0.130982 | 0.231166 | -0.222127 | -0.585785 | 0 | 0 | 0.732051 | 2.346065 | -0.000612 | 0.005291 | 1 | 99,303 |
0.254463 | -0.155447 | 0.197411 | 1.691077 | 0.354044 | 0.683391 | -0.570754 | 0.001111 | 0 | 0.732051 | 2.346065 | 0.000204 | 0.005493 | 1 | 99,304 |
0 | -0.155512 | -0.117153 | 0.77949 | 0.229934 | 0.216654 | -0.570754 | 0 | 0 | 0.732051 | 2.346065 | 0 | 0.005493 | 1 | 99,305 |
0.763077 | 0.479956 | -0.117153 | -0.13154 | -0.061511 | -0.104104 | -0.570754 | 0 | 0 | 0.732051 | 2.346065 | 0.000612 | 0.003866 | 1 | 99,306 |
0.254255 | 0.161865 | 0.197667 | 0.778004 | 0.118538 | 0.358374 | -0.579558 | -0.000651 | 0 | 0.732051 | 2.346065 | 0.000204 | 0.003662 | 1 | 99,307 |
1.2705 | 1.11387 | -0.11664 | 1.685511 | 1.07894 | 0.902996 | -0.583423 | -0.000286 | 0 | 0.732051 | 2.346065 | 0.001019 | 0.002237 | 1 | 99,308 |
2.537124 | 2.69624 | -0.430114 | -0.134501 | 0.048307 | 0.093124 | -0.583423 | 0 | 0 | 0.732051 | 2.346065 | 0.002034 | 0.000813 | 1 | 99,309 |
-0.507012 | -0.473343 | -0.114723 | 0.772826 | 0.100618 | 0.136247 | -0.583423 | 0 | 0 | 0.732051 | 2.346065 | -0.000407 | 0.000407 | 1 | 99,310 |
-1.522274 | -1.107002 | -1.369776 | 0.775041 | -0.372367 | -0.834771 | -0.583852 | -0.000032 | 0 | 0.732051 | 2.346065 | -0.001221 | 0.00183 | 1 | 99,311 |
-0.761834 | 0.160831 | -0.429731 | 1.686622 | -0.393275 | -0.161147 | -0.583852 | 0 | 0 | 0.732051 | 2.346065 | -0.000611 | 0.00173 | 1 | 99,312 |
0.507941 | 0.161219 | 0.197988 | 0.774672 | 0.006897 | -0.161147 | -0.578914 | 0.000365 | 0 | 0.732051 | 2.346065 | 0.000407 | 0.001017 | 1 | 99,313 |
-0.76199 | 0.478015 | -0.429923 | 1.686066 | 0.020891 | -0.161147 | -0.578914 | 0 | 0 | 0.732051 | 2.346065 | -0.000611 | 0.000814 | 1 | 99,314 |
0.254048 | -0.155965 | 0.512039 | 0.776892 | -0.022171 | -0.519521 | -0.575478 | 0.000254 | 0 | 0.628626 | 1.414214 | 0.000204 | 0.001018 | 1 | 99,315 |
0.507941 | 0.161219 | 0.197988 | -0.133762 | 0.295105 | 0.047788 | -0.575478 | 0 | 0 | 0.628626 | 1.414214 | 0.000407 | 0 | 0 | 99,316 |
0.761524 | 0.795006 | 1.139693 | 0.774672 | -0.854923 | -0.971018 | -0.586644 | -0.000825 | 0 | 0.628626 | 1.414214 | 0.000611 | -0.001018 | 0 | 99,317 |
0 | -0.156353 | 0.198307 | -0.133762 | 0.138088 | -0.104104 | -0.586644 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.002037 | 0 | 99,318 |
1.268175 | 1.110965 | 0.825706 | 0.772826 | -0.034819 | -0.222127 | -0.586429 | 0.000016 | 0 | 0.628626 | 1.414214 | 0.001017 | -0.00285 | 0 | 99,319 |
0 | -0.473343 | 0.512039 | 0.772826 | -1.812713 | -1.942037 | -0.586429 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.002442 | 0 | 99,320 |
-0.253532 | 0.159929 | 0.198626 | -0.134316 | 0.73484 | 0.421534 | -0.591153 | -0.000349 | 0 | 0.628626 | 1.414214 | -0.000203 | -0.001628 | 0 | 99,321 |
1.267144 | 1.426088 | -0.114978 | -0.135238 | 1.071516 | 0.76969 | -0.591153 | 0 | 0 | 0.628626 | 1.414214 | 0.001016 | -0.002236 | 0 | 99,322 |
0.253274 | -0.156932 | -0.114341 | -0.135238 | 0.361915 | 0.866915 | -0.591153 | 0 | 0 | 0.628626 | 1.414214 | 0.000203 | -0.00244 | 0 | 99,323 |
0 | 0.159286 | -0.427435 | -0.13579 | 0.539357 | 0.390518 | -0.590509 | 0.000048 | 0 | 0.628626 | 1.414214 | 0 | -0.002033 | 0 | 99,324 |
1.265601 | 2.055636 | 0.825069 | -0.136893 | 1.726411 | 1.340237 | -0.589865 | 0.000048 | 0 | 0.628626 | 1.414214 | 0.001015 | -0.004065 | 0 | 99,325 |
0.505881 | 2.368587 | 1.137402 | -0.136893 | 0.784119 | 1.018806 | -0.589865 | 0 | 0 | 0.628626 | 1.414214 | 0.000406 | -0.004878 | 0 | 99,326 |
-0.758899 | 0.158389 | -0.426102 | 0.768777 | -0.698728 | -0.716748 | -0.578269 | 0.000857 | 0 | 0.628626 | 1.414214 | -0.000608 | -0.003455 | 0 | 99,327 |
0 | -0.473343 | 0.512039 | 0.768777 | -2.205525 | -1.942037 | -0.578269 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.003862 | 0 | 99,328 |
0.758899 | 0.474735 | 0.199198 | -0.136709 | -0.900632 | -1.329392 | -0.579772 | -0.000111 | 0 | 0.628626 | 1.414214 | 0.000608 | -0.004063 | 0 | 99,329 |
0.252864 | 0.158389 | -0.113325 | -0.136893 | 0.328976 | 0.177365 | -0.579772 | 0 | 0 | 0.628626 | 1.414214 | 0.000203 | -0.004063 | 0 | 99,330 |
0.505573 | 0.789609 | 0.824562 | 0.766943 | 0.151701 | 0.093124 | -0.581276 | -0.000111 | 0 | 0.628626 | 1.414214 | 0.000405 | -0.004264 | 0 | 99,331 |
-1.011352 | -0.473343 | -0.738181 | 0.76841 | 0.087292 | 0.047788 | -0.581276 | 0 | 0 | 0.628626 | 1.414214 | -0.000811 | -0.002843 | 0 | 99,332 |
1.264062 | 1.105827 | 0.512039 | 0.767309 | 0.449343 | 0.290351 | -0.585785 | -0.000333 | 0 | 0.628626 | 1.414214 | 0.001013 | -0.00406 | 0 | 99,333 |
0 | -0.157701 | -0.425341 | -0.137443 | 0.091244 | 0.290351 | -0.585785 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.00345 | 0 | 99,334 |
0 | -0.473343 | -0.112818 | -0.13726 | -0.804916 | -0.716748 | -0.587288 | -0.000111 | 0 | 0.628626 | 1.414214 | 0 | -0.003857 | 0 | 99,335 |
-1.770046 | -1.104819 | -1.988908 | -0.136342 | -0.39606 | -0.358374 | -0.587288 | 0 | 0 | 0.628626 | 1.414214 | -0.001419 | -0.003455 | 0 | 99,336 |
0.253018 | 0.158773 | 0.512039 | -0.136342 | -0.410193 | -0.358374 | -0.579558 | 0.000571 | 0 | 0.628626 | 1.414214 | 0.000203 | -0.003658 | 0 | 99,337 |
-0.253018 | -0.473343 | -0.113579 | -0.136342 | 0.280348 | 0.136247 | -0.579558 | 0 | 0 | 0.628626 | 1.414214 | -0.000203 | -0.003862 | 0 | 99,338 |
0.379507 | 0.000768 | 0.199198 | 0.769879 | -0.938114 | -0.834771 | -0.579558 | 0 | 0 | 0.628626 | 1.414214 | 0.000304 | -0.004981 | 0 | 99,339 |
-1.138868 | -1.263609 | -1.208845 | -0.135606 | -0.447658 | -0.358374 | -0.587717 | -0.000603 | 0 | 0.628626 | 1.414214 | -0.000913 | -0.004068 | 0 | 99,340 |
0 | 0.475312 | 0.512039 | -0.135606 | -0.789803 | -0.104104 | -0.581061 | 0.000492 | 0 | 0.628626 | 1.414214 | 0 | -0.004272 | 0 | 99,341 |
0.506292 | 0.159158 | 0.512039 | -0.135974 | -0.557543 | -0.358374 | -0.581061 | 0 | 0 | 0.628626 | 1.414214 | 0.000406 | -0.004882 | 0 | 99,342 |
-0.506292 | -0.473343 | -0.739958 | -0.13579 | -0.570053 | -0.519521 | -0.589006 | -0.000587 | 0 | 0.628626 | 1.414214 | -0.000406 | -0.00468 | 0 | 99,343 |
-0.759823 | 1.581348 | -0.427245 | 0.771351 | -0.882782 | -0.716748 | -0.589006 | 0 | 0 | 0.628626 | 1.414214 | -0.000609 | -0.003459 | 0 | 99,344 |
0 | -0.156868 | 0.198817 | -0.135238 | 0.319842 | 0.25427 | -0.589006 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.003255 | 0 | 99,345 |
-1.267402 | -0.473343 | -1.054706 | -0.134316 | 1.003562 | 0.727593 | -0.576122 | 0.000952 | 0 | 0.628626 | 1.414214 | -0.001016 | -0.002647 | 0 | 99,346 |
0.507115 | 0.476855 | 0.668785 | -0.134685 | -0.367038 | -0.612644 | -0.576122 | 0 | 0 | 0.628626 | 1.414214 | 0.000407 | -0.003053 | 0 | 99,347 |
1.013612 | 0.792944 | 1.138673 | -0.135422 | -1.171539 | -1.132165 | -0.585785 | -0.000714 | 0 | 0.628626 | 1.414214 | 0.000813 | -0.004274 | 0 | 99,348 |
0.253274 | -0.156932 | 0.825133 | -0.135422 | -2.621472 | -1.329392 | -0.585785 | 0 | 0 | 0.628626 | 1.414214 | 0.000203 | -0.004069 | 0 | 99,349 |
-0.253274 | -0.631541 | 0.198944 | -0.135238 | -0.994068 | -1.132165 | -0.580631 | 0.000381 | 0 | 0.628626 | 1.414214 | -0.000203 | -0.00407 | 0 | 99,350 |
0.253274 | 0.159415 | 0.825133 | -0.135606 | -0.502181 | -0.716748 | -0.580631 | 0 | 0 | 0.628626 | 1.414214 | 0.000203 | -0.003662 | 0 | 99,351 |
1.012584 | 0.791659 | 0.825069 | -0.135974 | -1.646855 | -1.329392 | -0.584926 | -0.000317 | 0 | 0.628626 | 1.414214 | 0.000812 | -0.004473 | 0 | 99,352 |
-0.506189 | -0.473343 | -1.365956 | 0.770247 | 0.743377 | 0.136247 | -0.584926 | 0 | 0 | 0.628626 | 1.414214 | -0.000406 | -0.00366 | 0 | 99,353 |
0.506189 | 0.15903 | 0.512039 | -0.136342 | -1.911521 | -1.132165 | -0.584496 | 0.000032 | 0 | 0.628626 | 1.414214 | 0.000406 | -0.004473 | 0 | 99,354 |
0 | 0.158773 | 0.199198 | 0.769144 | -0.273524 | -0.287628 | -0.584496 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.004473 | 0 | 99,355 |
-1.265858 | -0.473343 | -1.365956 | -0.135238 | 0.274393 | 0.093124 | -0.572042 | 0.000921 | 0 | 0.628626 | 1.414214 | -0.001015 | -0.004274 | 0 | 99,356 |
0 | -0.473343 | 0.512039 | -0.135238 | -2.670782 | -1.942037 | -0.572042 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.004274 | 0 | 99,357 |
-0.506703 | -0.789819 | -0.114341 | -0.135238 | 0.26025 | -0.05052 | -0.563453 | 0.000635 | 0 | 0.628626 | 1.414214 | -0.000406 | -0.003664 | 0 | 99,358 |
0.759978 | 0.476083 | 1.138418 | -0.135238 | -0.718105 | -1.329392 | -0.563453 | 0 | 0 | 0.628626 | 1.414214 | 0.000609 | -0.004885 | 0 | 99,359 |
-1.013406 | -1.10623 | -1.367482 | 0.772088 | 0.225601 | 0 | -0.561091 | 0.000175 | 0 | 0.628626 | 1.414214 | -0.000813 | -0.004481 | 0 | 99,360 |
0.253429 | 0.476276 | 0.512039 | 0.77172 | -0.38409 | -0.287628 | -0.561091 | 0 | 0 | 0.628626 | 1.414214 | 0.000203 | -0.004582 | 0 | 99,361 |
-0.887226 | -0.473343 | -1.055025 | 0.773194 | 0.248437 | 0 | -0.565171 | -0.000302 | 0 | 0.628626 | 1.414214 | -0.000711 | -0.002952 | 0 | 99,362 |
-0.380433 | 0.00178 | 0.041752 | 0.773933 | -0.444609 | -0.971018 | -0.565171 | 0 | 0 | 0.628626 | 1.414214 | -0.000305 | -0.002443 | 0 | 99,363 |
-1.015056 | 0.31869 | -0.74276 | 1.684955 | 1.221408 | 1.064142 | -0.563453 | 0.000127 | 0 | 0.628626 | 1.414214 | -0.000814 | -0.002445 | 0 | 99,364 |
0.507631 | 0.160831 | -0.115744 | 0.774672 | -0.485594 | -0.287628 | -0.563453 | 0 | 0 | 0.628626 | 1.414214 | 0.000407 | -0.003669 | 0 | 99,365 |
-0.761524 | -0.473343 | -0.429347 | -0.133208 | -0.926133 | -0.612644 | -0.563453 | 0 | 0 | 0.628626 | 1.414214 | -0.000611 | -0.003467 | 0 | 99,366 |
-0.507941 | -0.473343 | -0.429923 | 0.776522 | -1.143019 | -0.43528 | -0.55787 | 0.000413 | 0 | 0.628626 | 1.414214 | -0.000407 | -0.003468 | 0 | 99,367 |
-1.270759 | -0.473343 | -1.687663 | 0.778375 | -0.089521 | 0.177365 | -0.55787 | 0 | 0 | 0.628626 | 1.414214 | -0.001019 | -0.002449 | 0 | 99,368 |
0.254255 | -0.155706 | -0.116768 | 1.688848 | -0.588045 | -0.971018 | -0.552716 | 0.000381 | 0 | 0.628626 | 1.414214 | 0.000204 | -0.002858 | 0 | 99,369 |
0.508355 | 0.161736 | -0.431075 | 0.777263 | 0.067108 | 0.093124 | -0.552716 | 0 | 0 | 0.628626 | 1.414214 | 0.000408 | -0.003265 | 0 | 99,370 |
0.762145 | 0.637423 | 0.826153 | 1.6844 | -0.733085 | -0.287628 | -0.558729 | -0.000444 | 0 | 0.628626 | 1.414214 | 0.000611 | -0.004694 | 0 | 99,371 |
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