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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.217179 | -0.33354 | -0.185504 | -0.447413 | -0.549358 | -0.489906 | 1.261605 | 0 | -0.116279 | 0.249689 | 0 | -0.000142 | 0.001565 | 1 | 10,101 |
-0.21721 | -0.0762 | -0.059267 | -0.448326 | -0.452852 | -0.389742 | 1.262646 | 0.000095 | -0.116279 | 0.249689 | 0 | -0.000142 | 0.001849 | 1 | 10,102 |
0.21721 | 1.210025 | 0.572321 | -0.448326 | 0.028398 | 0.091037 | 1.262646 | 0 | -0.116279 | 0.249689 | 0 | 0.000142 | 0.001565 | 1 | 10,103 |
-0.869025 | -0.848221 | -0.943869 | -0.443758 | 0.135045 | -0.102739 | 1.260737 | -0.000175 | -0.116279 | 0.249689 | 0 | -0.00057 | 0.00185 | 1 | 10,104 |
-0.217334 | -0.333357 | -0.438905 | -0.443758 | 0.112526 | 0.037667 | 1.260737 | 0 | -0.116279 | 0.249689 | 0 | -0.000142 | 0.002987 | 1 | 10,105 |
-0.108678 | -0.075833 | -0.94495 | -0.442843 | 0.03302 | 0.157076 | 1.260737 | 0 | -0.116279 | 0.249689 | 0 | -0.000071 | 0.001779 | 1 | 10,106 |
0.326012 | 0.567806 | 0.445922 | -0.443758 | -0.400547 | -0.18341 | 1.260737 | 0 | -0.116279 | 0.249689 | 0 | 0.000214 | 0.002277 | 1 | 10,107 |
0.651815 | 0.696224 | 0.319569 | 5.967228 | -0.219808 | -0.049722 | 1.260737 | 0 | -0.116279 | 0.249689 | 0 | 0.000427 | 0.001849 | 1 | 10,108 |
2.604479 | 2.495263 | 0.82493 | -0.459262 | -0.11373 | 0.210703 | 1.260911 | 0.000016 | -0.116279 | 0.249689 | 0 | 0.001707 | -0.000569 | 0 | 10,109 |
0 | -0.077005 | -2.709253 | -0.458352 | 0.116038 | 0.116445 | 1.259176 | -0.000159 | -0.116279 | 0.249689 | 0 | 0 | -0.00128 | 0 | 10,110 |
0.650426 | 0.436689 | 0.446219 | -0.461081 | -0.493785 | -0.421757 | 1.259176 | 0 | -0.116279 | 0.249689 | 0 | 0.000426 | -0.002276 | 0 | 10,111 |
1.083427 | 0.821261 | 0.320215 | -0.464716 | -0.218862 | -0.159519 | 1.259176 | 0 | -0.116279 | 0.249689 | 0 | 0.00071 | -0.003413 | 0 | 10,112 |
0.216593 | 0.178985 | 0.320394 | -0.466532 | 0.002067 | 0.210703 | 1.256746 | -0.000222 | -0.116279 | 0.249689 | 0 | 0.000142 | -0.002986 | 0 | 10,113 |
-0.324901 | -0.590844 | -0.435458 | -0.464716 | -0.233197 | -0.147837 | 1.256746 | 0 | -0.116279 | 0.249689 | 0 | -0.000213 | -0.002203 | 0 | 10,114 |
-1.191897 | -0.590844 | -1.192044 | -0.458352 | -0.059033 | 0.091037 | 1.257093 | 0.000032 | -0.116279 | 0.249689 | 0 | -0.000781 | 0 | 0 | 10,115 |
-1.084351 | -0.847745 | -0.941067 | -0.455621 | -0.183817 | -0.273134 | 1.257093 | 0 | -0.116279 | 0.249689 | 0 | -0.000711 | 0.001421 | 1 | 10,116 |
0 | 0.180189 | 0.067643 | -0.455621 | -0.840067 | -0.584164 | 1.259176 | 0.00019 | -0.116279 | 0.249689 | 0 | 0 | 0.001563 | 1 | 10,117 |
-0.216963 | -0.590844 | 0.32 | -0.45471 | -1.369218 | -1.223183 | 1.259176 | 0 | -0.116279 | 0.249689 | 0 | -0.000142 | -0.000356 | 0 | 10,118 |
0 | -0.076712 | 0.319964 | 5.950809 | -0.045638 | 0.064797 | 1.259176 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.00135 | 1 | 10,119 |
0.867666 | 1.207977 | 0.824642 | -0.457442 | -0.223607 | -0.208035 | 1.264902 | 0.000524 | -0.116279 | 0.249689 | 0 | 0.000569 | 0.001066 | 1 | 10,120 |
0.433648 | 0.17986 | 0.067858 | 5.941706 | -0.376396 | -0.273134 | 1.258135 | -0.000619 | -0.116279 | 0.249689 | 0 | 0.000284 | 0.000852 | 1 | 10,121 |
-0.650518 | 0.05125 | -0.184212 | -0.46199 | 0.253822 | -0.220638 | 1.258135 | 0 | -0.116279 | 0.249689 | 0 | -0.000426 | 0.001208 | 1 | 10,122 |
1.734099 | 1.592275 | 1.83303 | -0.463808 | -1.018532 | -0.762738 | 1.279306 | 0.001937 | -0.116279 | 0.249689 | 0 | 0.001137 | 0.000497 | 1 | 10,123 |
0.216624 | 0.179094 | 0.320358 | -0.464716 | -0.73106 | -0.50789 | 1.279306 | 0 | -0.116279 | 0.249689 | 0 | 0.000142 | 0.000284 | 1 | 10,124 |
0.649687 | 0.692022 | 0.320394 | 5.925353 | 0.058223 | 0.116445 | 1.256052 | -0.002127 | -0.116279 | 0.249689 | 0 | 0.000426 | 0 | 0 | 10,125 |
0 | 0.178657 | 0.194578 | -0.466532 | -0.586897 | -0.489906 | 1.256052 | 0 | -0.116279 | 0.249689 | 0 | 0 | -0.000142 | 0 | 10,126 |
-0.974634 | -0.847417 | -1.443238 | -0.463808 | -0.151314 | 0.046813 | 1.263688 | 0.000698 | -0.116279 | 0.249689 | 0 | -0.000639 | 0.000994 | 1 | 10,127 |
-0.541733 | 0.564023 | -0.183728 | -0.466532 | -0.78236 | -0.762738 | 1.263688 | 0 | -0.116279 | 0.249689 | 0 | -0.000355 | 0.001987 | 1 | 10,128 |
0.650056 | 1.205934 | 1.076354 | -0.464716 | -0.725151 | -0.625212 | 1.263688 | 0 | -0.116279 | 0.249689 | 0 | 0.000426 | 0.001561 | 1 | 10,129 |
0 | 0.435668 | -0.435744 | -0.464716 | -0.013942 | -0.12497 | 1.262646 | -0.000095 | -0.116279 | 0.249689 | 0 | 0 | 0.00071 | 1 | 10,130 |
0.216624 | -0.077515 | 0.572321 | 5.930799 | -0.666867 | -0.646554 | 1.262646 | 0 | -0.116279 | 0.249689 | 0 | 0.000142 | 0.00071 | 1 | 10,131 |
0 | 0.435522 | -0.687671 | -0.464716 | -0.525414 | -0.273134 | 1.262126 | -0.000048 | -0.116279 | 0.249689 | 0 | 0 | 0.001277 | 1 | 10,132 |
0.433155 | 0.050703 | 0.824212 | -0.466532 | -1.160856 | -0.960292 | 1.262126 | 0 | -0.116279 | 0.249689 | 0 | 0.000284 | 0.001064 | 1 | 10,133 |
-0.433155 | -0.847453 | -5.861186 | -0.463808 | -0.696338 | -0.788145 | 1.262646 | 0.000048 | -0.116279 | 0.249689 | 0 | -0.000284 | 0.001277 | 1 | 10,134 |
0.216593 | 0.050703 | 0.068431 | 5.927168 | -0.71735 | -0.455106 | 1.262646 | 0 | -0.116279 | 0.249689 | 0 | 0.000142 | 0.000568 | 1 | 10,135 |
1.298913 | 0.948268 | 0.824177 | 5.918098 | -0.273962 | -0.233443 | 1.261779 | -0.000079 | -0.116279 | 0.249689 | 0 | 0.000851 | 0.001134 | 1 | 10,136 |
-0.974081 | -0.334453 | -0.560506 | -0.471068 | -0.569439 | -0.869599 | 1.261779 | 0 | -0.116279 | 0.249689 | 0 | -0.000639 | 0.001631 | 1 | 10,137 |
-0.10827 | 0.563367 | -0.05734 | 5.925353 | -0.727115 | -0.455106 | 1.262126 | 0.000032 | -0.116279 | 0.249689 | 0 | -0.000071 | 0.000709 | 1 | 10,138 |
0 | -0.077734 | 0.068575 | -0.466532 | -1.267882 | -0.960292 | 1.262126 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.000355 | 1 | 10,139 |
-1.083119 | 0.178767 | -0.687314 | -0.462899 | -0.50655 | -0.314896 | 1.262299 | 0.000016 | -0.116279 | 0.249689 | 0 | -0.00071 | 0.000355 | 1 | 10,140 |
0 | -0.077369 | 0.068217 | -0.462899 | -0.154755 | -0.102739 | 1.262299 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.001845 | 1 | 10,141 |
0 | 0.050976 | 0.320287 | -0.462899 | -0.835453 | -0.762738 | 1.26282 | 0.000048 | -0.116279 | 0.249689 | 0 | 0 | 0.00071 | 1 | 10,142 |
0.216685 | 0.179313 | 0.068217 | 5.938068 | 0.532456 | 0.009584 | 1.26282 | 0 | -0.116279 | 0.249689 | 0 | 0.000142 | 0.000426 | 1 | 10,143 |
-1.951277 | -1.104391 | -1.696955 | -0.45471 | -0.786633 | -0.738112 | 1.25987 | -0.00027 | -0.116279 | 0.249689 | 0 | -0.001279 | 0.001847 | 1 | 10,144 |
0.10847 | 1.464514 | -0.18475 | -0.455621 | -0.28324 | -0.344 | 1.25987 | 0 | -0.116279 | 0.249689 | 0 | 0.000071 | 0.003053 | 1 | 10,145 |
-0.542426 | -0.462325 | -0.563326 | 5.956277 | -0.944782 | -0.646554 | 1.25987 | 0 | -0.116279 | 0.249689 | 0 | -0.000356 | 0.003975 | 1 | 10,146 |
0.325479 | -0.205177 | -0.690002 | -0.45471 | -0.703905 | -0.489906 | 1.262299 | 0.000222 | -0.116279 | 0.249689 | 0 | 0.000213 | 0.002911 | 1 | 10,147 |
0.325409 | -0.076749 | 0.446156 | -0.456531 | -0.672298 | -0.691024 | 1.262299 | 0 | -0.116279 | 0.249689 | 0 | 0.000213 | 0.002272 | 1 | 10,148 |
0.650611 | 0.180079 | 0.067715 | 5.943525 | -0.900478 | -0.691024 | 1.262299 | 0 | -0.116279 | 0.249689 | 0 | 0.000426 | 0.001988 | 1 | 10,149 |
-1.084505 | 0.564925 | -2.456178 | -0.45471 | 0.503659 | 0.610558 | 1.262299 | 0 | -0.116279 | 0 | -0.385986 | -0.000711 | 0.002557 | 1 | 10,150 |
0.867666 | 1.207977 | 0.824642 | 5.945346 | -0.202041 | -0.208035 | 1.262299 | 0 | -0.116279 | 0 | -0.385986 | 0.000569 | 0.001562 | 1 | 10,151 |
0.216839 | 0.17986 | 0.067858 | 5.941706 | -0.585291 | -0.50789 | 1.262299 | 0 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.001988 | 1 | 10,152 |
-0.216839 | -0.462389 | -1.951069 | -0.458352 | 0.757914 | 0.839656 | 1.264382 | 0.00019 | -0.116279 | 0 | -0.385986 | -0.000142 | 0.002768 | 1 | 10,153 |
-0.433771 | -0.590844 | -0.184427 | -0.455621 | -1.40483 | -1.099821 | 1.264208 | -0.000016 | -0.116279 | 0 | -0.385986 | -0.000284 | 0.00284 | 1 | 10,154 |
1.51766 | 1.335848 | 0.067715 | -0.460172 | -0.601514 | -0.438258 | 1.264208 | 0 | -0.116279 | 0 | -0.385986 | 0.000995 | 0.001987 | 1 | 10,155 |
-1.951555 | -1.361329 | -2.202027 | -0.45471 | -1.43688 | -1.317441 | 1.264208 | 0 | -0.116279 | 0 | -0.385986 | -0.001279 | 0.002699 | 1 | 10,156 |
1.084505 | 1.464806 | 0.319964 | -0.458352 | -0.310762 | -0.102739 | 1.265076 | 0.000079 | -0.116279 | 0 | -0.385986 | 0.000711 | 0.002626 | 1 | 10,157 |
0 | -0.590844 | 0.320144 | 5.943525 | -1.609807 | -1.317441 | 1.265076 | 0 | -0.116279 | 0 | -0.385986 | 0 | 0.00213 | 1 | 10,158 |
-1.084505 | -0.590844 | -1.446104 | 5.958101 | -0.134358 | -0.259683 | 1.271497 | 0.000587 | -0.116279 | 0 | -0.385986 | -0.000711 | 0.003266 | 1 | 10,159 |
-1.085277 | -0.847964 | -1.44754 | -0.450151 | -0.226471 | -0.171376 | 1.271497 | 0 | -0.116279 | 0 | -0.385986 | -0.000711 | 0.005819 | 1 | 10,160 |
-0.868778 | -0.333577 | -0.438041 | -0.446499 | -0.155618 | -0.060048 | 1.266985 | -0.000413 | -0.116279 | 0 | -0.385986 | -0.000569 | 0.00568 | 1 | 10,161 |
-0.651908 | -0.33343 | -0.185828 | 5.974538 | 0.094692 | 0.028415 | 1.266985 | 0 | -0.116279 | 0 | -0.385986 | -0.000427 | 0.005258 | 1 | 10,162 |
0.869149 | 0.43903 | 0.319533 | -0.445586 | -0.703905 | -0.405589 | 1.266985 | 0 | -0.116279 | 0 | -0.385986 | 0.00057 | 0.004121 | 1 | 10,163 |
0.868654 | 0.952868 | 0.066996 | -0.450151 | 0.184385 | 0.157076 | 1.280174 | 0.001206 | -0.116279 | 0 | -0.385986 | 0.000569 | 0.002984 | 1 | 10,164 |
2.169473 | 2.236679 | 0.572321 | -0.460172 | -0.145332 | 0.14107 | 1.263341 | -0.00154 | -0.116279 | 0 | -0.385986 | 0.001422 | 0.002271 | 1 | 10,165 |
1.083581 | 0.693116 | 0.320179 | -0.464716 | -0.525414 | -0.405589 | 1.263341 | 0 | -0.116279 | 0 | -0.385986 | 0.00071 | 0.001064 | 1 | 10,166 |
0.216624 | 0.692204 | 0.320358 | 5.930799 | -0.333816 | -0.545119 | 1.267853 | 0.000413 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.000284 | 1 | 10,167 |
-3.14406 | -0.334198 | -3.084125 | 5.932616 | -1.493822 | -1.179915 | 1.267853 | 0 | -0.116279 | 0 | -0.385986 | -0.002061 | 0.002416 | 1 | 10,168 |
2.602443 | 3.134625 | 2.968775 | -0.462899 | -0.486793 | -0.374202 | 1.262126 | -0.000524 | -0.116279 | 0 | -0.385986 | 0.001706 | 0.000781 | 1 | 10,169 |
0.433309 | 0.050931 | 0.446317 | 5.930799 | -1.582306 | -1.099821 | 1.262126 | 0 | -0.116279 | 0 | -0.385986 | 0.000284 | 0.000639 | 1 | 10,170 |
0.108308 | 0.307322 | -2.705755 | 5.930799 | -0.532808 | -0.314896 | 1.261952 | -0.000016 | -0.116279 | 0 | -0.385986 | 0.000071 | 0.001561 | 1 | 10,171 |
-0.108308 | 0.178985 | -0.183567 | -0.463808 | -0.404244 | -0.195628 | 1.261952 | 0 | -0.116279 | 0 | -0.385986 | -0.000071 | 0.002482 | 1 | 10,172 |
0.649733 | 0.307322 | 0.19439 | -0.46744 | 0.050565 | 0.267889 | 1.261432 | -0.000048 | -0.116279 | 0 | -0.385986 | 0.000426 | 0.002339 | 1 | 10,173 |
-0.10827 | -0.206025 | 0.194551 | -0.466532 | -0.205744 | -0.147837 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | -0.000071 | 0.001418 | 1 | 10,174 |
0.216532 | -0.077734 | 0.320466 | -0.468347 | -0.294751 | -0.286814 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.00156 | 1 | 10,175 |
-0.216532 | -0.077807 | 0.320501 | -0.46744 | -1.104436 | -0.788145 | 1.261085 | -0.000032 | -0.116279 | 0 | -0.385986 | -0.000142 | 0.002127 | 1 | 10,176 |
0.757726 | 0.435231 | 0.320466 | -0.470161 | -0.908094 | -0.604425 | 1.261085 | 0 | -0.116279 | 0 | -0.385986 | 0.000497 | 0.002267 | 1 | 10,177 |
0.973667 | 0.691022 | -0.308891 | 5.914474 | 0.507989 | -0.039527 | 1.261432 | 0.000032 | -0.116279 | 0 | -0.385986 | 0.000638 | 0.0017 | 1 | 10,178 |
0 | 0.690204 | -0.434172 | -0.473786 | -0.017472 | -0.01952 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | 0 | 0.001983 | 1 | 10,179 |
-1.29836 | -0.334562 | -1.06352 | -0.468347 | -0.39443 | -0.195628 | 1.261085 | -0.000032 | -0.116279 | 0 | -0.385986 | -0.000851 | 0.004954 | 1 | 10,180 |
0.21647 | 0.947613 | 0.572321 | -0.470161 | -0.052303 | 0 | 1.261085 | 0 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.004671 | 1 | 10,181 |
0.865574 | 0.434794 | 0.320573 | -0.473786 | -0.817301 | -0.584164 | 1.261432 | 0.000032 | -0.116279 | 0 | -0.385986 | 0.000567 | 0.002832 | 1 | 10,182 |
0.108162 | -0.078243 | 0.069075 | -0.473786 | -0.900478 | -0.960292 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | 0.000071 | 0.003044 | 1 | 10,183 |
-0.108162 | 0.049839 | 0.446532 | 5.912662 | -0.905546 | -0.489906 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | -0.000071 | 0.00368 | 1 | 10,184 |
-0.865574 | 0.434212 | -0.560184 | -0.477407 | -0.955631 | -0.841516 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | -0.000567 | 0.004671 | 1 | 10,185 |
2.163014 | 1.97216 | 2.333559 | -0.478311 | -0.677773 | -0.564403 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | 0.001418 | 0.002264 | 1 | 10,186 |
-0.216163 | -0.078679 | -0.18196 | -0.477407 | 0.162888 | 0.132946 | 1.261432 | 0 | -0.116279 | 0 | -0.385986 | -0.000142 | 0.003395 | 1 | 10,187 |
-1.514002 | -0.718926 | -1.440094 | 5.918098 | -0.928821 | -0.691024 | 1.263514 | 0.000191 | -0.116279 | 0 | -0.385986 | -0.000992 | 0.005093 | 1 | 10,188 |
-0.541079 | -0.590844 | -0.308704 | -0.469254 | -0.61477 | -0.814386 | 1.263514 | 0 | -0.116279 | 0 | -0.385986 | -0.000355 | 0.005377 | 1 | 10,189 |
-1.082735 | -0.462598 | -0.812835 | -0.469254 | -0.866003 | -0.526288 | 1.262126 | -0.000127 | -0.116279 | 0 | -0.385986 | -0.00071 | 0.005169 | 1 | 10,190 |
2.272856 | 2.102315 | 1.957378 | -0.473786 | -0.221705 | -0.081109 | 1.262126 | 0 | -0.116279 | 0 | -0.385986 | 0.00149 | 0.002832 | 1 | 10,191 |
-1.731393 | -0.847162 | -1.693091 | -0.468347 | -0.282203 | -0.421757 | 1.261258 | -0.000079 | -0.116279 | 0 | -0.385986 | -0.001135 | 0.004603 | 1 | 10,192 |
-0.216562 | -0.334271 | 0.320466 | 5.927168 | 0.182265 | 0.239807 | 1.261258 | 0 | -0.116279 | 0 | -0.385986 | -0.000142 | 0.005521 | 1 | 10,193 |
0.216562 | 0.69184 | 0.068503 | -0.46744 | 0.771449 | 0.610558 | 1.261258 | 0 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.00679 | 1 | 10,194 |
1.947679 | 2.229461 | 0.572321 | -0.474691 | -0.211335 | -0.070509 | 1.261258 | 0 | -0.116279 | 0 | -0.385986 | 0.001277 | 0.00502 | 1 | 10,195 |
0.864838 | 0.433922 | 0.320787 | -0.478311 | 0.097696 | 0 | 1.260737 | -0.000048 | -0.116279 | 0 | -0.385986 | 0.000567 | 0.00537 | 1 | 10,196 |
-1.29744 | -0.846981 | -0.936562 | 5.916285 | -0.944782 | -0.714222 | 1.260737 | 0 | -0.116279 | 0 | -0.385986 | -0.00085 | 0.006502 | 1 | 10,197 |
-0.649134 | -0.97539 | -0.434315 | -0.471068 | -1.164539 | -0.869599 | 1.262126 | 0.000127 | -0.116279 | 0 | -0.385986 | -0.000426 | 0.006434 | 1 | 10,198 |
0.216409 | 0.17833 | 0.823998 | 5.918098 | -0.228386 | -0.691024 | 1.262126 | 0 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.00594 | 1 | 10,199 |
-0.216409 | -0.590844 | -0.182816 | -0.470161 | -0.50512 | -0.625212 | 1.260564 | -0.000143 | -0.116279 | 0 | -0.385986 | -0.000142 | 0.006082 | 1 | 10,200 |
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