Search is not available for this dataset
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
0.81422
0.882764
0.512039
-0.071152
0.367021
0.25427
-0.296328
0
-2
0.628626
1.414214
0.000653
-0.000435
0
101,872
0.271289
1.220501
-0.158907
-0.071152
0.633588
0.451498
-0.306206
-0.00073
-2
0.628626
1.414214
0.000218
-0.001306
0
101,873
0
0.204268
0.512039
0.899919
-0.265338
-0.161147
-0.306206
0
-2
0.628626
1.414214
0
-0.001306
0
101,874
-1.085509
-0.812259
-0.829853
-0.070307
-0.144077
-0.104104
-0.300408
0.000429
-2
0.628626
1.414214
-0.00087
-0.001525
0
101,875
-0.543109
-0.134206
-0.159345
0.902457
-0.434561
-0.161147
-0.300408
0
-2
0.628626
1.414214
-0.000435
-0.000654
0
101,876
0.271584
0.205153
0.176237
0.902457
-0.287949
-0.222127
-0.301911
-0.000111
-2
0.628626
1.414214
0.000218
0.000218
1
101,877
-2.17433
-0.473343
-2.512153
1.879463
0.81195
0.954497
-0.301911
0
-2
0.628626
1.414214
-0.001743
0.000654
1
101,878
0.543938
0.206189
0.175724
0.905425
0.154173
0.216654
-0.301911
0
-2
0.628626
1.414214
0.000436
0.000218
1
101,879
-1.904822
0.205893
-1.842676
-0.067337
0.452058
0.705768
-0.292248
0.000714
-2
0.628626
1.414214
-0.001527
0.001963
1
101,880
0.816708
1.566587
0.512039
0.90585
1.117248
0.937661
-0.292248
0
-2
0.628626
1.414214
0.000655
0.00109
1
101,881
1.359993
1.225672
1.184741
0.904576
0.42299
-0.161147
-0.280653
0.000857
-2
0.628626
1.414214
0.00109
0
0
101,882
0.543582
0.545177
-0.496465
0.90288
1.202495
1.003162
-0.280653
0
-2
0.628626
1.414214
0.000436
-0.000218
0
101,883
0.543346
0.883945
1.183715
0.902033
0.037152
-0.519521
-0.284518
-0.000286
-2
0.628626
1.414214
0.000436
-0.000436
0
101,884
0
-0.134058
0.512039
0.902457
-0.213141
-0.222127
-0.284518
0
-2
0.628626
1.414214
0
-0.000871
0
101,885
-0.271643
-0.473343
-0.159638
-0.06946
0.50227
0
-0.288598
-0.000302
-2
0.628626
1.414214
-0.000218
-0.002617
0
101,886
0
0.544512
0.176164
0.90288
0.287357
0.25427
-0.288598
0
-2
0.628626
1.414214
0
-0.003928
0
101,887
0.814752
1.222713
1.183569
-0.070518
0.32794
-0.05052
-0.278076
0.000778
-2
0.628626
1.414214
0.000653
-0.004144
0
101,888
-0.814752
-0.134206
-0.495147
0.902033
-0.087358
-0.971018
-0.278076
0
-2
0.628626
1.414214
-0.000653
-0.004147
0
101,889
0.814752
0.544512
0.512039
-0.070095
0.47111
-0.612644
-0.285162
-0.000524
-2
0.628626
1.414214
0.000653
-0.004363
0
101,890
-0.271525
0.204858
0.176383
0.90161
0.017761
0
-0.285162
0
-2
0.628626
1.414214
-0.000218
-0.003708
0
101,891
-0.271584
-0.473343
-0.159492
-0.069883
-0.678459
-0.519521
-0.27099
0.001048
-2
0.628626
1.414214
-0.000218
-0.003272
0
101,892
0
0.205153
0.512039
0.90288
-0.15249
-0.287628
-0.27099
0
-2
0.628626
1.414214
0
-0.003709
0
101,893
-0.543346
-0.812702
-0.495586
0.903304
-0.59726
-0.716748
-0.280868
-0.00073
-2
0.628626
1.414214
-0.000436
-0.002399
0
101,894
0.271702
-0.13391
0.176091
-0.069248
-0.762508
-1.132165
-0.280868
0
-2
0.628626
1.414214
0.000218
-0.003273
0
101,895
0.543227
0.544512
-0.8319
-0.069883
0.914758
0.705768
-0.285806
-0.000365
-2
0.628626
1.414214
0.000436
-0.00349
0
101,896
1.628264
1.560817
0.512039
-0.071152
0.913929
1.134889
-0.285806
0
-2
0.628626
1.414214
0.001305
-0.003703
0
101,897
0.813335
0.542742
-0.158615
-0.071574
-0.158577
0
-0.292463
-0.000492
-2
0.628626
1.414214
0.000652
-0.00654
0
101,898
-0.542165
-0.811965
-0.493396
-0.071574
0.22498
-0.161147
-0.292463
0
-2
0.628626
1.414214
-0.000435
-0.006324
0
101,899
0
-0.134648
0.176821
0.899075
-0.555073
-0.834771
-0.292463
0
-2
0.628626
1.414214
0
-0.005231
0
101,900
-0.271171
-0.134648
0.176821
-0.071363
-1.728603
-0.834771
-0.297402
-0.000365
-2
0.628626
1.414214
-0.000217
-0.005014
0
101,901
-0.27123
0.204121
0.176748
0.899075
0.4699
0.177365
-0.297402
0
-2
0.628626
1.414214
-0.000217
-0.004359
0
101,902
0.813512
0.542963
0.847329
0.898653
0.263456
-0.104104
-0.298261
-0.000063
-2
0.628626
1.414214
0.000652
-0.00523
0
101,903
-0.813512
-0.812038
-0.493614
0.899497
-0.631451
-0.716748
-0.298261
0
-2
0.628626
1.414214
-0.000652
-0.005015
0
101,904
0.27123
-0.134501
-0.158761
0.899919
-0.404497
-0.222127
-0.297187
0.000079
-2
0.628626
1.414214
0.000217
-0.006107
0
101,905
0
-0.473343
0.512039
0.900342
-4.029688
-2.554681
-0.297187
0
-2
0.628626
1.414214
0
-0.005888
0
101,906
-0.542518
-1.151102
-0.829561
0.900764
-0.940541
-0.358374
-0.281512
0.001159
-2
0.628626
1.414214
-0.000435
-0.004579
0
101,907
-0.542754
-1.151396
-0.830145
-0.070307
0.157336
0.358374
-0.281512
0
-2
0.628626
1.414214
-0.000435
-0.004799
0
101,908
-0.271466
-0.81248
0.176456
-0.069883
-1.335791
-1.583663
-0.282585
-0.000079
-2
0.628626
1.414214
-0.000218
-0.005457
0
101,909
0.271466
-0.134206
0.176383
0.901187
-0.846619
-1.132165
-0.282585
0
-2
0.628626
1.414214
0.000218
-0.004799
0
101,910
-0.814575
-0.13428
-0.83073
0.90288
0.242135
-0.104104
-0.275499
0.000524
-2
0.628626
1.414214
-0.000653
-0.004146
0
101,911
-1.358808
-1.152135
-1.167702
-0.068612
-0.142885
-0.222127
-0.275499
0
-2
0.628626
1.414214
-0.001089
0.000218
1
101,912
0.27188
-0.133688
-0.16037
-0.068824
0
-0.358374
-0.271205
0.000317
-2
0.628626
1.414214
0.000218
-0.000654
0
101,913
0.543582
0.205745
0.512039
-0.06946
0.259665
0.177365
-0.271205
0
-2
0.628626
1.414214
0.000436
-0.001308
0
101,914
-0.815462
-0.13391
-0.496025
-0.068612
0.199859
-0.05052
-0.271205
0
-2
0.628626
1.414214
-0.000654
-0.001527
0
101,915
0.543701
0.884832
0.848133
-0.069036
0.320105
0.325017
-0.268198
0.000222
-2
0.628626
1.414214
0.000436
-0.003274
0
101,916
0.815107
0.884241
0.847986
-0.069883
-0.167832
-0.358374
-0.280223
-0.000889
-2
0.628626
1.414214
0.000654
-0.003053
0
101,917
-0.679219
-0.473343
-0.495586
0.902457
-2.121415
-1.132165
-0.280223
0
-2
0.628626
1.414214
-0.000545
-0.003164
0
101,918
0.679219
0.714478
1.35168
0.902457
-0.241465
-0.43528
-0.280223
0
-2
0.628626
1.414214
0.000545
-0.002398
0
101,919
-0.271643
0.205153
0.176237
0.90288
0.253784
0.093124
-0.277647
0.00019
-2
0.628626
1.414214
-0.000218
-0.00109
0
101,920
-0.135844
-0.473343
0.176164
-0.06946
-0.31391
-0.05052
-0.277647
0
-2
0.628626
1.414214
-0.000109
-0.001853
0
101,921
1.222062
1.053357
0.679967
0.901187
0.484647
0.390518
-0.277432
0.000016
-2
0.628626
1.414214
0.00098
-0.001525
0
101,922
-0.814575
-0.81248
-1.166604
1.874374
-0.146468
0.047788
-0.278291
-0.000063
-2
0.628626
1.414214
-0.000653
-0.001526
0
101,923
0
-0.473343
0.512039
-0.069672
-0.780558
-1.132165
-0.278291
0
-2
0.628626
1.414214
0
-0.000436
0
101,924
-1.358808
-0.812702
-1.167702
0.904152
0.238806
0.535739
-0.278291
0
-2
0.464102
0.614014
-0.001089
0.001525
1
101,925
0.543701
0.545399
-0.16037
-0.069248
0.387233
0.390518
-0.25102
0.002016
-2
0.464102
0.614014
0.000436
0
0
101,926
1.358216
1.223452
-0.160077
-0.069883
1.448753
1.23748
-0.25102
0
-2
0.464102
0.614014
0.001089
-0.001307
0
101,927
-1.630037
-1.151839
-2.175253
0.904152
0.907343
0.790009
-0.244149
0.000508
-2
0.464102
0.614014
-0.001307
-0.000654
0
101,928
0
-0.133762
-0.496465
0.904152
0.401079
0.093124
-0.244149
0
-2
0.464102
0.614014
0
-0.000872
0
101,929
0.271821
-0.133762
0.512039
0.903728
0.171868
-0.519521
-0.259395
-0.001127
-2
0.464102
0.614014
0.000218
-0.0024
0
101,930
-0.271821
-0.133836
0.176017
1.87628
0.644819
0.216654
-0.259395
0
-2
0.464102
0.614014
-0.000218
-0.002838
0
101,931
0
-0.473343
0.175944
0.904576
-0.323653
-0.43528
-0.261327
-0.000143
-2
0.464102
0.614014
0
-0.0024
0
101,932
0.271821
-0.133762
0.007869
0.903728
-0.269789
-0.161147
-0.261327
0
-2
0.464102
0.614014
0.000218
-0.002618
0
101,933
0.271762
-0.133836
0.176017
0.904152
-1.638459
-1.329392
-0.270775
-0.000698
-2
0.464102
0.614014
0.000218
-0.002399
0
101,934
-0.543582
-0.81285
-0.496025
0.904152
-0.359136
-1.132165
-0.270775
0
-2
0.464102
0.614014
-0.000436
-0.001309
0
101,935
-2.449057
-0.812998
-2.515452
-0.066911
0.944185
0.902996
-0.262186
0.000635
-2
0.464102
0.614014
-0.001964
0.000873
1
101,936
-1.63538
0.887204
-2.184064
-0.065631
0.645708
0.562124
-0.262186
0
-2
0.464102
0.614014
-0.001311
0.002403
1
101,937
0.545365
1.229385
-0.162429
-0.066058
0.666207
1.003162
-0.254885
0.00054
-2
0.464102
0.614014
0.000437
0.001092
1
101,938
-0.818137
-0.473343
-1.173947
-0.065631
0.862712
0.848307
-0.254885
0
-2
0.464102
0.614014
-0.000656
0.000875
1
101,939
0.545484
0.889286
0.512039
0.909682
1.17274
0.971018
-0.260468
-0.000413
-2
0.464102
0.614014
0.000437
-0.001313
0
101,940
0.545246
0.888691
0.174915
-0.066485
1.148027
0.829298
-0.260468
0
-2
0.464102
0.614014
0.000437
-0.001531
0
101,941
0.272534
0.547847
0.175063
-0.066698
0.337966
0.451498
-0.260468
0
-2
0.464102
0.614014
0.000219
-0.001531
0
101,942
-0.545127
0.207376
-0.498889
-0.066272
-0.38683
-0.358374
-0.257462
0.000222
-2
0.464102
0.614014
-0.000437
-0.002407
0
101,943
1.090015
0.888393
0.849014
-0.066698
0.658733
0.047788
-0.257462
0
-2
0.464102
0.614014
0.000874
-0.004597
0
101,944
-0.817422
-0.813666
-0.835423
-0.066485
0.114394
-0.287628
-0.243719
0.001016
-2
0.464102
0.614014
-0.000655
-0.002845
0
101,945
0.272534
0.207525
0.512039
-0.066698
-0.430591
-0.834771
-0.243719
0
-2
0.464102
0.614014
0.000219
-0.003063
0
101,946
1.361775
1.227898
0.848867
-0.067337
0.276669
0.216654
-0.245222
-0.000111
-2
0.464102
0.614014
0.001092
-0.003498
0
101,947
-2.725039
-0.813443
-2.856618
-0.065631
0.359221
0.216654
-0.245222
0
-2
0.464102
0.614014
-0.002185
-0.000656
0
101,948
-0.272832
0.208121
0.174768
-0.065204
1.137123
1.747533
-0.237921
0.00054
-2
0.464102
0.614014
-0.000219
-0.001313
0
101,949
1.363562
1.570601
-0.162724
-0.066485
0.648219
0.587745
-0.237921
0
-2
0.464102
0.614014
0.001093
-0.002626
0
101,950
0
-0.132872
0.175063
-0.066485
-0.13227
-0.05052
-0.250805
-0.000952
-2
0.464102
0.614014
0
-0.002407
0
101,951
0.545008
0.207525
0.175063
-0.066485
-0.703511
-0.834771
-0.250805
0
-2
0.464102
0.614014
0.000437
-0.003282
0
101,952
-0.272474
-0.81374
-0.161692
-0.066485
-0.484505
-0.43528
-0.249946
0.000063
-2
0.464102
0.614014
-0.000218
-0.003721
0
101,953
-0.545127
-0.813814
-0.16184
0.910109
-0.071394
-0.358374
-0.249946
0
-2
0.464102
0.614014
-0.000437
-0.002846
0
101,954
-1.090969
-0.473343
-0.836602
-0.065418
0.475925
0.093124
-0.249946
0
-2
0.464102
0.614014
-0.000875
-0.001971
0
101,955
0.272832
0.889584
0.174694
-0.065631
0.571977
0.480479
-0.249732
0.000016
-2
0.464102
0.614014
0.000219
-0.002409
0
101,956
1.09073
0.889286
0.849236
-0.066485
0.039746
0.093124
-0.249732
0
-2
0.464102
0.614014
0.000875
-0.003503
0
101,957
-0.817958
-0.813889
-0.49911
-0.065845
-0.359136
-0.612644
-0.25467
-0.000365
-2
0.464102
0.614014
-0.000656
-0.002408
0
101,958
-1.091446
-0.814112
-0.837192
-0.065204
-0.448679
-0.612644
-0.25467
0
-2
0.464102
0.614014
-0.000875
-0.001533
0
101,959
1.091446
1.571495
0.512039
-0.065845
1.247288
0.954497
-0.272923
-0.001349
-2
0.464102
0.614014
0.000875
-0.002189
0
101,960
0
0.548517
0.174842
-0.065631
0.433205
0.683391
-0.272923
0
-2
0.464102
0.614014
0
-0.00197
0
101,961
4.084437
5.308358
-0.162429
-0.068824
2.240099
2.819123
-0.255959
0.001254
-2
0.464102
0.614014
0.003275
-0.004369
0
101,962
-0.815818
-0.133762
-2.515452
-0.068399
1.584903
1.942037
-0.255959
0
-2
0.464102
0.614014
-0.000654
-0.003277
0
101,963
-0.272058
-0.473343
-0.497125
-0.068187
0.382306
0.358374
-0.275714
-0.00146
-2
0.464102
0.614014
-0.000218
-0.001747
0
101,964
-1.088826
0.546066
-0.833953
-0.067337
0.74908
0.390518
-0.275714
0
-2
0.464102
0.614014
-0.000873
-0.001092
0
101,965
-1.635023
-0.813591
-1.846278
-0.065631
0.558325
0.216654
-0.244149
0.002334
-2
0.464102
0.614014
-0.001311
-0.000437
0
101,966
1.090253
0.888691
-0.499553
-0.066698
1.39004
1.392552
-0.244149
0
-2
0.464102
0.614014
0.000874
-0.002625
0
101,967
-0.817601
-0.81374
-0.835718
-0.065845
0.518065
0.047788
-0.261327
-0.00127
-2
0.464102
0.614014
-0.000656
-0.001969
0
101,968
1.634666
1.568815
-0.162134
-0.067337
1.6401
1.329392
-0.261327
0
-2
0.464102
0.614014
0.001311
-0.002623
0
101,969
1.360587
1.566142
0.512039
-0.068612
1.609293
1.361536
-0.262616
-0.000095
-2
0.464102
0.614014
0.001091
-0.004152
0
101,970
-1.088351
-0.133614
-0.833366
-0.067762
0.136999
0.093124
-0.262616
0
-2
0.464102
0.614014
-0.000873
-0.003498
0
101,971