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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.894084 | 1.785433 | 0.312993 | -0.285443 | 1.486975 | 1.358094 | -0.906551 | -0.000048 | 0.023256 | -1.164525 | 1.414214 | 0.001242 | -0.002411 | 0 | 1,001 |
0.556636 | 0.596211 | -0.334368 | -0.288321 | 0.69845 | 0.695773 | -0.906551 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000365 | -0.003508 | 0 | 1,002 |
0 | -0.06336 | -0.463554 | 6.287375 | 0.545475 | 0.699805 | -0.869241 | 0.003413 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.003362 | 0 | 1,003 |
0.222598 | 0.727577 | 0.313409 | -0.290239 | 0.652007 | 0.457426 | -0.869241 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000146 | -0.003215 | 0 | 1,004 |
1.334905 | 1.254407 | 0.572321 | 6.272042 | 1.230656 | 0.891936 | -0.869241 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000875 | -0.003358 | 0 | 1,005 |
-1.334905 | -0.327352 | -1.239007 | 6.283538 | 0.284726 | 0.510094 | -0.869241 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000875 | -0.002483 | 0 | 1,006 |
-0.222598 | 0.727385 | 0.313447 | -0.287362 | 0.147434 | 0.239807 | -0.90551 | -0.003318 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | -0.002484 | 0 | 1,007 |
-0.667988 | -0.590844 | -0.463554 | -0.285443 | 0.22248 | 0.435348 | -0.904642 | 0.000079 | 0.023256 | -1.164525 | 1.414214 | -0.000438 | -0.002338 | 0 | 1,008 |
-1.002531 | -0.326967 | -0.593592 | -0.281601 | -0.148744 | 0.132946 | -0.904989 | -0.000032 | 0.023256 | -1.164525 | 1.414214 | -0.000657 | -0.00212 | 0 | 1,009 |
-0.557246 | -0.194783 | -0.075739 | 6.304668 | 0.077623 | 0.389277 | -0.904989 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000365 | -0.00117 | 0 | 1,010 |
0.445813 | 0.06945 | 0.572321 | -0.278717 | -0.0628 | -0.070509 | -0.904989 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000292 | -0.001608 | 0 | 1,011 |
-1.337831 | -0.326774 | -1.242978 | -0.274867 | -0.018889 | 0.149113 | -0.90551 | -0.000048 | 0.023256 | -1.164525 | 1.414214 | -0.000877 | -0.000731 | 0 | 1,012 |
1.114941 | 1.522483 | 0.572321 | 6.302745 | 0.062651 | 0.232629 | -0.90551 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000731 | -0.001023 | 0 | 1,013 |
-1.00341 | -0.590844 | -0.724321 | -0.274867 | -0.024586 | 0.099597 | -0.907072 | -0.000143 | 0.023256 | -1.164525 | 1.414214 | -0.000658 | -0.000073 | 0 | 1,014 |
-0.557735 | 0.466051 | -0.076308 | -0.27294 | 0.281973 | 0.535183 | -0.907072 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000366 | 0.001681 | 1 | 1,015 |
0 | 0.202175 | 0.572321 | 6.314295 | 0.01906 | 0.26096 | -0.901518 | 0.000508 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001169 | 1 | 1,016 |
0.669258 | 0.994846 | 0.961527 | -0.274867 | 0.55205 | 0.772781 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000439 | 0.001607 | 1 | 1,017 |
-0.223053 | 0.201827 | -0.206005 | -0.274867 | 0.349816 | 0.525242 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | 0.001461 | 1 | 1,018 |
1.337831 | 0.994383 | 0.831725 | 6.300821 | 0.218965 | 0.446463 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000877 | 0.000584 | 1 | 1,019 |
0.668476 | 0.465202 | -0.075787 | 6.295055 | 1.357514 | 1.200443 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000438 | 0.000146 | 1 | 1,020 |
-1.114289 | -0.590844 | -1.242182 | -0.279678 | 1.164259 | 1.250476 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.00073 | 0.000584 | 1 | 1,021 |
0.668671 | 0.20148 | 0.313031 | -0.28064 | 0.296533 | 0.401046 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000438 | 0.001387 | 1 | 1,022 |
-0.222858 | -0.194812 | -0.205323 | -0.279678 | 0.179605 | 0.352895 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | 0.00248 | 1 | 1,023 |
0 | -0.326774 | -0.464765 | 6.300821 | 0.2902 | 0.429732 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.002189 | 1 | 1,024 |
-0.22289 | -0.326774 | -0.983536 | -0.279678 | 1.359952 | 1.310792 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | 0.001606 | 1 | 1,025 |
-1.00341 | -0.062667 | -0.983763 | -0.274867 | 0.529565 | 0.801623 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000658 | 0.001534 | 1 | 1,026 |
1.2263 | 0.862227 | 0.572321 | -0.278717 | 0.688792 | 0.925995 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000804 | 0.001897 | 1 | 1,027 |
0.445683 | 0.201248 | -0.205437 | -0.281601 | 1.241245 | 1.422557 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000292 | 0.003062 | 1 | 1,028 |
0.668281 | 0.201017 | 0.572321 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000438 | 0.001896 | 1 | 1,029 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001459 | 1 | 1,030 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001459 | 1 | 1,031 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000876 | 1 | 1,032 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001021 | 1 | 1,033 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0 | 0 | 1,034 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000438 | 1 | 1,035 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000292 | 1 | 1,036 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000438 | 1 | 1,037 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000438 | 1 | 1,038 |
0 | -0.590844 | -0.204869 | 6.293135 | 1.082612 | 1.057114 | -0.901518 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000438 | 1 | 1,039 |
0 | -0.326967 | -7.214943 | 19.43589 | 2.411489 | 1.857016 | -0.879653 | 0.002 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.000584 | 1 | 1,040 |
-3.344335 | 0.464432 | -3.317038 | 6.322007 | 0.668802 | 0.913777 | -0.723991 | 0.014239 | 0.023256 | 0.628626 | 1.414214 | -0.002192 | 0.002411 | 1 | 1,041 |
-3.351682 | -0.061971 | -3.325583 | -0.255551 | 0.823729 | 1.036259 | -0.723991 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.002197 | 0.004316 | 1 | 1,042 |
2.011893 | 2.322431 | 0.312156 | 6.331659 | 0.536292 | 0.723577 | -0.69692 | 0.002476 | 0.023256 | 0.628626 | 1.414214 | 0.001319 | 0.00307 | 1 | 1,043 |
1.562973 | 1.525576 | 0.312499 | -0.268119 | 0.040221 | 0.157076 | -0.69692 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001025 | 0.0019 | 1 | 1,044 |
-1.562973 | -0.326427 | -2.804873 | 6.333591 | 1.071051 | 0.735203 | -0.702646 | -0.000524 | 0.023256 | 0.628626 | 1.414214 | -0.001025 | 0.002924 | 1 | 1,045 |
0.670042 | 0.203104 | -0.337223 | -0.267154 | 0.044118 | 0.274758 | -0.702646 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000439 | 0.002485 | 1 | 1,046 |
-0.893454 | -0.855454 | -0.986498 | -0.264257 | 0.832315 | 0.157076 | -0.88538 | -0.016716 | 0.023256 | 0.628626 | 1.414214 | -0.000586 | 0.002998 | 1 | 1,047 |
0.893454 | 1.525885 | 0.312461 | -0.267154 | -0.563198 | -0.50789 | -0.88538 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000586 | 0.002631 | 1 | 1,048 |
0.892931 | 2.053133 | 0.572321 | 6.31815 | 0.300573 | 0.451963 | -0.892668 | -0.000667 | 0.023256 | 0.628626 | 1.414214 | 0.000585 | 0.001973 | 1 | 1,049 |
0.669356 | 0.202291 | -0.466131 | 6.312369 | 0.471519 | 0.554703 | -0.892668 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000439 | 0.001023 | 1 | 1,050 |
-1.115756 | -0.06228 | -0.725269 | 6.322007 | -0.361136 | -0.374202 | -0.882777 | 0.000905 | 0.023256 | 0.628626 | 1.414214 | -0.000731 | 0.00117 | 1 | 1,051 |
-1.116573 | -0.326349 | -1.245901 | -0.265223 | 0.837706 | 0.267889 | -0.882777 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000732 | 0.002559 | 1 | 1,052 |
0.22338 | 0.203104 | -0.207259 | 6.329728 | -0.061291 | 0.099597 | -0.885727 | -0.00027 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.002486 | 1 | 1,053 |
0.446662 | 0.467521 | 0.312537 | -0.268119 | 0.590245 | 0.578451 | -0.885727 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000293 | 0.002777 | 1 | 1,054 |
1.116083 | 0.731628 | 0.831991 | -0.271977 | 0.682881 | 0.569036 | -0.887809 | -0.000191 | 0.023256 | 0.628626 | 1.414214 | 0.000732 | 0.002337 | 1 | 1,055 |
0 | 0.466437 | 0.053247 | -0.27294 | 0.264277 | 0.274758 | -0.887809 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.002046 | 1 | 1,056 |
-0.223151 | 0.202175 | 0.053247 | 6.31815 | -0.051559 | 0.046813 | -0.727288 | 0.014684 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.002338 | 1 | 1,057 |
-0.4464 | -0.062049 | -0.725839 | -0.270049 | -0.12769 | 0.116445 | -0.727288 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000293 | 0.002193 | 1 | 1,058 |
-0.669846 | 0.731241 | -0.206689 | -0.268119 | -0.112106 | 0.218079 | -0.727288 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000439 | 0.00234 | 1 | 1,059 |
0.893062 | 0.996238 | 1.091699 | 6.320078 | 0.135045 | 0.149113 | -0.729544 | -0.000206 | 0.023256 | 0.628626 | 1.414214 | 0.000585 | -0.000219 | 0 | 1,060 |
-0.223217 | 0.202407 | 0.312727 | 6.322007 | 0.139011 | 0.172768 | -0.729544 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.000731 | 1 | 1,061 |
0 | 0.995542 | 0.312689 | -0.270049 | 0.008915 | 0.108065 | -0.890239 | -0.0147 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.001024 | 1 | 1,062 |
0.669552 | 0.995542 | 0.053019 | -0.271977 | -0.25577 | -0.273134 | -0.890239 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000439 | 0.000219 | 1 | 1,063 |
0.446205 | 0.202175 | -0.076545 | 6.312369 | 0.336342 | 0.31478 | -0.889024 | 0.000111 | 0.023256 | 0.628626 | 1.414214 | 0.000292 | 0.000877 | 1 | 1,064 |
2.117691 | 2.314344 | 0.312879 | -0.283522 | 0.697439 | 0.765405 | -0.889024 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001388 | -0.000803 | 0 | 1,065 |
-0.77986 | 1.387725 | -3.058278 | -0.283522 | 1.245161 | 1.623313 | -0.727288 | 0.014795 | 0.023256 | 0.628626 | 1.414214 | -0.000511 | -0.000438 | 0 | 1,066 |
1.336659 | 0.992994 | 1.349738 | 6.293135 | -0.205744 | 0.046813 | -0.727288 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000876 | -0.001315 | 0 | 1,067 |
-0.445423 | -0.590844 | -0.463857 | 6.291214 | 0.653893 | 0.446463 | -0.891627 | -0.015033 | 0.023256 | 0.628626 | 1.414214 | -0.000292 | -0.001169 | 0 | 1,068 |
0 | -0.063052 | 0.054157 | -0.284483 | -0.115358 | -0.029461 | -0.891627 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | -0.001607 | 0 | 1,069 |
0 | -0.063052 | 0.054157 | 6.293135 | 0.029721 | 0.225387 | -0.905683 | -0.001286 | 0.023256 | 0.628626 | 1.414214 | 0 | -0.001607 | 0 | 1,070 |
-0.445553 | -0.063052 | 0.054157 | 6.296977 | 0.45559 | 0.055855 | -0.905683 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000292 | -0.001242 | 0 | 1,071 |
1.892702 | 1.783699 | 0.313182 | -0.290239 | 0.626447 | 0.587757 | -0.905683 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001241 | -0.002556 | 0 | 1,072 |
1.445778 | 1.912421 | 0.572321 | -0.295984 | 0.587585 | 0.675305 | -0.906551 | -0.000079 | 0.023256 | 0.628626 | 1.414214 | 0.000948 | -0.003796 | 0 | 1,073 |
-0.444709 | -0.590844 | -0.462195 | -0.295027 | -0.227428 | -0.113778 | -0.899956 | 0.000603 | 0.023256 | 0.628626 | 1.414214 | -0.000292 | -0.00292 | 0 | 1,074 |
-1.112339 | 0.726232 | -1.109565 | 6.281621 | 0.240284 | 0.352895 | -0.901345 | -0.000127 | 0.023256 | 0.628626 | 1.414214 | -0.000729 | -0.002629 | 0 | 1,075 |
-1.113151 | -0.32716 | -0.72224 | -0.284483 | -0.419229 | -0.102739 | -0.902212 | -0.000079 | 0.023256 | 0.628626 | 1.414214 | -0.00073 | -0.001607 | 0 | 1,076 |
1.780652 | 2.04619 | 0.572321 | -0.292155 | 0.142392 | 0.340391 | -0.902212 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001167 | -0.002482 | 0 | 1,077 |
2.222896 | 2.043116 | 0.313598 | -0.30172 | 0.431917 | 0.559509 | -0.902212 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001457 | -0.004085 | 0 | 1,078 |
-1.111043 | -0.064512 | -0.978323 | 6.264388 | 0.062651 | 0.149113 | -0.897701 | 0.000413 | 0.023256 | 0.628626 | 1.414214 | -0.000728 | -0.003211 | 0 | 1,079 |
-0.667015 | 0.199171 | -0.203396 | -0.293113 | 0.178539 | 0.281569 | -0.897701 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000437 | -0.003066 | 0 | 1,080 |
0 | -0.590844 | -0.980132 | -0.293113 | -0.328257 | -0.147837 | -0.904468 | -0.000619 | 0.023256 | 0.628626 | 1.414214 | 0 | -0.002554 | 0 | 1,081 |
-0.889807 | -0.063898 | -0.721296 | -0.290239 | -0.233197 | 0.07364 | -0.904816 | -0.000032 | 0.023256 | 0.628626 | 1.414214 | -0.000583 | -0.002629 | 0 | 1,082 |
0.2225 | -0.063591 | -0.204189 | -0.292155 | 0.566239 | 0.352895 | -0.904816 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | -0.002336 | 0 | 1,083 |
-1.558184 | -0.590844 | -1.2398 | -0.285443 | 0.205749 | 0.308247 | -0.904816 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001021 | -0.001022 | 0 | 1,084 |
0.667988 | 0.464432 | 0.054232 | 6.287375 | 0.339312 | 0.389277 | -0.913145 | -0.000762 | 0.023256 | 0.628626 | 1.414214 | 0.000438 | -0.001168 | 0 | 1,085 |
-0.22263 | -0.06336 | -0.722618 | 6.285457 | -0.004153 | 0.232629 | -0.913145 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | -0.000146 | 0 | 1,086 |
0.22263 | -0.327044 | -0.722807 | -0.288321 | -0.087407 | 0.055855 | -0.729371 | 0.016811 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.000292 | 1 | 1,087 |
0 | 0.46397 | 0.054459 | -0.287362 | -0.201118 | 0 | -0.729371 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.000146 | 1 | 1,088 |
0 | 0.332152 | 0.313409 | -0.287362 | -0.033944 | 0.164961 | -0.904989 | -0.016065 | 0.023256 | 0.628626 | 1.414214 | 0 | 0 | 0 | 1,089 |
0.222598 | 1.518168 | 0.054459 | -0.28928 | -0.329365 | -0.01952 | -0.904989 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.000073 | 1 | 1,090 |
-0.556555 | -0.327121 | -0.333904 | 6.289294 | -0.532808 | -0.300732 | -0.905163 | -0.000016 | 0.023256 | 0.628626 | 1.414214 | -0.000365 | 0.000948 | 1 | 1,091 |
-0.44539 | -0.45893 | -0.334235 | -0.284483 | -0.406719 | -0.455106 | -0.905163 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000292 | 0.001459 | 1 | 1,092 |
0.11136 | 0.860107 | 0.18374 | -0.284483 | 0.062651 | 0.210703 | -0.905163 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.00175 | 1 | 1,093 |
-0.222728 | -0.326967 | -0.204869 | -0.283522 | -0.257768 | -0.220638 | -0.905163 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.001896 | 1 | 1,094 |
0 | -0.326929 | 0.442794 | -0.284483 | -0.233197 | -0.12497 | -0.906204 | -0.000095 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.001896 | 1 | 1,095 |
0 | 0.992069 | 0.572321 | -0.284483 | -0.025301 | 0.149113 | -0.906204 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.001532 | 1 | 1,096 |
-0.111376 | -0.326929 | 0.313258 | -0.283522 | -0.136035 | -0.286814 | -0.907245 | -0.000095 | 0.023256 | 0.628626 | 1.414214 | -0.000073 | 0.001386 | 1 | 1,097 |
0.334104 | -0.194957 | 0.442785 | -0.283522 | -0.765528 | -0.455106 | -0.907245 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000219 | 0.001605 | 1 | 1,098 |
-0.11136 | -0.326967 | -0.204869 | -0.284483 | 0.012313 | 0.188159 | -0.907245 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000073 | 0.001532 | 1 | 1,099 |
-0.779746 | -0.195014 | -0.3345 | -0.281601 | 0.584915 | 0.746663 | -0.90256 | 0.000429 | 0.023256 | 0.464102 | 0.614014 | -0.000511 | 0.002043 | 1 | 1,100 |
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