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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.64941 | -0.590844 | -0.182923 | -0.468347 | -0.665066 | -0.66848 | 1.260564 | 0 | -0.116279 | 0 | -0.385986 | -0.000426 | 0.007705 | 1 | 10,201 |
0.865819 | 0.691476 | 0.446416 | 5.919911 | 1.058544 | -0.300732 | 1.260564 | 0 | -0.116279 | 0 | -0.385986 | 0.000568 | 0.006363 | 1 | 10,202 |
0.97346 | 0.562631 | -0.182816 | -0.474691 | 0.50466 | 0.515175 | 1.261605 | 0.000095 | -0.116279 | 0 | -0.385986 | 0.000638 | 0.005725 | 1 | 10,203 |
-0.324418 | -0.206516 | 0.069253 | 5.912662 | -0.353056 | -0.374202 | 1.261605 | 0 | -0.116279 | 0 | -0.385986 | -0.000213 | 0.006642 | 1 | 10,204 |
0.216286 | 0.177894 | 0.572321 | 5.912662 | -0.975034 | -1.062593 | 1.261085 | -0.000048 | -0.116279 | 0 | -0.385986 | 0.000142 | 0.006359 | 1 | 10,205 |
-0.865328 | -0.590844 | -0.685706 | -0.471974 | -0.790932 | -0.788145 | 1.261085 | 0 | -0.116279 | 0 | -0.385986 | -0.000567 | 0.006504 | 1 | 10,206 |
0.97346 | 0.562631 | 0.194793 | -0.475597 | -0.703905 | -0.329316 | 1.263514 | 0.000222 | -0.116279 | 0 | -0.385986 | 0.000638 | 0.005866 | 1 | 10,207 |
-0.757082 | -0.590844 | -0.559783 | 5.916285 | -0.007634 | 0 | 1.263514 | 0 | -0.116279 | 0 | -0.385986 | -0.000496 | 0.005234 | 1 | 10,208 |
0.64895 | 0.434358 | 0.572321 | -0.475597 | -0.749094 | -0.604425 | 1.245466 | -0.001651 | -0.116279 | 0 | -0.385986 | 0.000425 | 0.004526 | 1 | 10,209 |
2.808931 | 2.993297 | 0.823819 | -0.487342 | 0.848159 | 0.826034 | 1.245466 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.001841 | 0.003672 | 1 | 10,210 |
-1.079746 | -0.590844 | -1.437245 | -0.48283 | -0.674118 | -0.455106 | 1.259523 | 0.001286 | -0.116279 | -0.267949 | -0.517638 | -0.000708 | 0.004521 | 1 | 10,211 |
-1.296705 | -0.590844 | -1.18717 | -0.476502 | -0.222656 | -0.12497 | 1.259523 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00085 | 0.005653 | 1 | 10,212 |
-0.865083 | -0.847053 | -0.433744 | -0.473786 | -0.065828 | -0.171376 | 1.25987 | 0.000032 | -0.116279 | -0.267949 | -0.517638 | -0.000567 | 0.005797 | 1 | 10,213 |
-0.865574 | -0.590844 | -0.686063 | -0.470161 | 0.031702 | 0.028415 | 1.25987 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000567 | 0.006082 | 1 | 10,214 |
1.08189 | 1.203641 | 0.824034 | -0.473786 | -0.377583 | -0.300732 | 1.260737 | 0.000079 | -0.116279 | -0.267949 | -0.517638 | 0.000709 | 0.00495 | 1 | 10,215 |
-0.757243 | -0.847162 | -0.937633 | -0.471068 | -1.118117 | -0.869599 | 1.260737 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000496 | 0.006081 | 1 | 10,216 |
-0.97415 | -0.462635 | -0.812441 | -0.466532 | -0.004848 | -0.091851 | 1.260737 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000639 | 0.007072 | 1 | 10,217 |
0.10827 | 0.178767 | 0.320466 | -0.46744 | -0.690716 | -0.646554 | 1.260043 | -0.000063 | -0.116279 | -0.267949 | -0.517638 | 0.000071 | 0.00686 | 1 | 10,218 |
0.108262 | -0.462562 | 0.320484 | -0.468347 | -0.016058 | -0.102739 | 1.260043 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000071 | 0.006648 | 1 | 10,219 |
0.216501 | 1.460432 | 0.572321 | -0.469254 | 0.374396 | 0.504981 | 1.260043 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000142 | 0.006154 | 1 | 10,220 |
1.514646 | 1.460141 | 0.824069 | 5.912662 | -0.153032 | -0.18341 | 1.253796 | -0.000571 | -0.116279 | -0.267949 | -0.517638 | 0.000993 | 0.005795 | 1 | 10,221 |
1.297073 | 0.946087 | -0.559863 | -0.481023 | 0.168325 | 0.210703 | 1.250672 | -0.000286 | -0.116279 | -0.267949 | -0.517638 | 0.00085 | 0.004945 | 1 | 10,222 |
0.432113 | 0.433051 | -1.439239 | -0.481927 | 0.413521 | 0.203258 | 1.250672 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000283 | 0.004662 | 1 | 10,223 |
-1.51293 | -0.590844 | -1.438669 | -0.475597 | -0.376396 | -0.273134 | 1.263861 | 0.001206 | -0.116279 | -0.267949 | -0.517638 | -0.000992 | 0.005654 | 1 | 10,224 |
0.432419 | 0.177676 | 0.069289 | -0.478311 | 0.233907 | 0.218079 | 1.263861 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000283 | 0.004947 | 1 | 10,225 |
0.648398 | 0.945434 | 0.572321 | 5.89819 | 0.03302 | 0.108065 | 1.263861 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000425 | 0.004522 | 1 | 10,226 |
0.972081 | 0.688934 | 0.321001 | -0.484636 | -1.218269 | -1.317441 | 1.25987 | -0.000365 | -0.116279 | -0.267949 | -0.517638 | 0.000637 | 0.003603 | 1 | 10,227 |
0.107971 | -0.20706 | 0.195568 | -0.484636 | -1.26361 | -0.928905 | 1.25987 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000071 | 0.003744 | 1 | 10,228 |
0.431807 | -0.079186 | -0.181213 | -0.48644 | -0.282203 | -0.113778 | 1.256573 | -0.000302 | -0.116279 | -0.267949 | -0.517638 | 0.000283 | 0.002967 | 1 | 10,229 |
3.234661 | 3.24198 | 0.572321 | 5.860355 | 0.627007 | 0.412644 | 1.260217 | 0.000333 | -0.116279 | -0.267949 | -0.517638 | 0.00212 | -0.000565 | 0 | 10,230 |
-0.215431 | -0.080414 | -0.179404 | 5.862151 | 0.508984 | 0.457426 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000141 | 0 | 0 | 10,231 |
-1.940248 | -0.335575 | -1.684128 | 5.878343 | -0.541786 | -0.081109 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.001272 | 0.001695 | 1 | 10,232 |
0.431379 | 0.942177 | 0.321427 | -0.492749 | -0.588506 | -0.314896 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000283 | 0.002682 | 1 | 10,233 |
0.862393 | 0.941743 | -5.079788 | 5.865746 | -0.074994 | 0.019055 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000565 | 0.002751 | 1 | 10,234 |
0.646475 | 0.940878 | 0.822967 | 5.862151 | -0.241943 | -0.246456 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000424 | 0.001552 | 1 | 10,235 |
-1.508868 | -0.846149 | -1.433269 | 5.876542 | -1.354497 | -0.762738 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000989 | 0.002823 | 1 | 10,236 |
1.508868 | 1.197048 | -4.8282 | -0.499045 | 0.10009 | 0.281569 | 1.260217 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000989 | 0.001834 | 1 | 10,237 |
1.07685 | 1.195282 | 0.321746 | -0.504431 | -0.670483 | -0.147837 | 0.923037 | -0.030844 | -0.116279 | -0.267949 | -0.517638 | 0.000706 | 0.001199 | 1 | 10,238 |
-0.107651 | -0.335755 | 0.196711 | -0.503534 | -0.725151 | -0.545119 | 0.923037 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000071 | 0.001622 | 1 | 10,239 |
-1.400152 | -0.463286 | -5.196202 | -0.497247 | -0.286361 | -0.039527 | 0.91679 | -0.000571 | -0.116279 | -0.267949 | -0.517638 | -0.000918 | 0.002751 | 1 | 10,240 |
-1.29359 | -0.590844 | -0.932084 | -0.491848 | -0.895447 | -0.564403 | 0.91679 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000848 | 0.00381 | 1 | 10,241 |
0.970295 | 1.452606 | 0.572321 | -0.496348 | -0.368137 | -0.220638 | -0.569024 | -0.135918 | -0.116279 | -0.267949 | -0.517638 | 0.000636 | 0.003174 | 1 | 10,242 |
1.185079 | 0.813383 | 0.697657 | -0.500841 | -0.485403 | -0.273134 | -0.569024 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000777 | 0.002679 | 1 | 10,243 |
2.152333 | 2.214342 | 0.572321 | -0.509809 | 0.430433 | 0.757961 | 0.91141 | 0.135425 | -0.116279 | -0.267949 | -0.517638 | 0.001411 | 0.001479 | 1 | 10,244 |
-0.752971 | 0.17356 | -0.303361 | -0.507121 | -0.378773 | -0.060048 | 0.91141 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000494 | 0.002325 | 1 | 10,245 |
1.398079 | 1.320502 | 0.447188 | 5.835256 | -0.208534 | 0.124738 | 0.910022 | -0.000127 | -0.116279 | -0.267949 | -0.517638 | 0.000916 | 0.001127 | 1 | 10,246 |
0.429921 | 0.682444 | -7.069955 | 5.831679 | 0.419582 | 0.484193 | 0.910022 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000282 | 0.000704 | 1 | 10,247 |
-0.752441 | -0.081565 | -0.427789 | -0.5116 | 0.638932 | 0.494654 | 0.910022 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000493 | 0.000775 | 1 | 10,248 |
-0.537685 | 0.30074 | -1.053947 | 5.844209 | 0.234892 | 0.371293 | 0.911236 | 0.000111 | -0.116279 | -0.267949 | -0.517638 | -0.000352 | 0.000705 | 1 | 10,249 |
0 | -0.081134 | 0.071913 | -0.509809 | -0.897958 | -0.564403 | 0.905683 | -0.000508 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.000564 | 1 | 10,250 |
1.827356 | 1.70172 | -0.053211 | -0.516965 | 0.204208 | 0.371293 | 0.905683 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.001198 | -0.000634 | 0 | 10,251 |
-1.182157 | 0.045509 | -0.927527 | 5.826316 | -0.46623 | -0.329316 | 0.905683 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000775 | 0.000845 | 1 | 10,252 |
0 | 1.191759 | 0.322241 | 5.837046 | -0.535788 | -0.233443 | -0.545944 | -0.13279 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.000423 | 1 | 10,253 |
1.074726 | 0.682623 | -0.178026 | -0.516071 | -0.603157 | -0.344 | -0.555314 | -0.000857 | -0.116279 | -0.267949 | -0.517638 | 0.000704 | -0.000845 | 0 | 10,254 |
-0.214885 | -0.845465 | -0.927633 | -0.513389 | -1.168242 | -0.814386 | -0.555314 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000141 | -0.00141 | 0 | 10,255 |
-0.644836 | -0.590844 | -0.177603 | -0.513389 | -0.443638 | -0.344 | 1.260737 | 0.166127 | -0.116279 | -0.267949 | -0.517638 | -0.000423 | -0.00141 | 0 | 10,256 |
0 | 0.173236 | 0.322276 | -0.512494 | -0.890452 | -0.545119 | 1.255531 | -0.000476 | -0.116279 | -0.267949 | -0.517638 | 0 | -0.001128 | 0 | 10,257 |
-1.720895 | -0.336114 | -1.679355 | -0.505328 | 0.214925 | 0.389277 | 1.255531 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.001128 | -0.000212 | 0 | 10,258 |
-0.430527 | -0.335827 | -1.180713 | -0.504431 | -0.40548 | -0.049722 | 1.255531 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000282 | 0.000282 | 1 | 10,259 |
1.506314 | 1.958426 | 0.572321 | -0.509809 | 0.222981 | 0.24692 | 1.250846 | -0.000429 | -0.116279 | -0.267949 | -0.517638 | 0.000987 | 0.000986 | 1 | 10,260 |
0.215066 | 0.682982 | 0.572321 | 5.838836 | -0.856459 | -0.604425 | 1.244946 | -0.00054 | -0.116279 | -0.267949 | -0.517638 | 0.000141 | 0.000634 | 1 | 10,261 |
0.430042 | 0.173452 | -0.428353 | -0.512494 | -0.711556 | -0.421757 | 1.244946 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000282 | -0.000564 | 0 | 10,262 |
-0.645108 | -0.463475 | -0.428071 | -0.509809 | -0.908094 | -0.604425 | 1.244946 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000423 | 0.000352 | 1 | 10,263 |
-0.430224 | 0.17356 | -0.178237 | -0.508913 | -0.499429 | -0.18341 | 1.270456 | 0.002334 | -0.116279 | -0.267949 | -0.517638 | -0.000282 | 0.000987 | 1 | 10,264 |
-0.645563 | -0.081062 | -0.178449 | -0.507121 | -0.478494 | -0.208035 | 1.270456 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000423 | 0.001832 | 1 | 10,265 |
0.968242 | 0.811304 | 0.697472 | -0.509809 | -0.645557 | -0.455106 | 1.253449 | -0.001556 | -0.116279 | -0.267949 | -0.517638 | 0.000635 | 0.001339 | 1 | 10,266 |
0.537647 | 0.046226 | -0.17829 | -0.5116 | -0.446258 | -0.12497 | 1.253449 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000352 | -0.000282 | 0 | 10,267 |
-0.215036 | -0.336079 | -6.69436 | -0.5116 | -0.883027 | -0.472317 | 1.256226 | 0.000254 | -0.116279 | -0.267949 | -0.517638 | -0.000141 | 0.000211 | 1 | 10,268 |
-0.215066 | -0.081277 | -0.178132 | -0.509809 | -0.049333 | 0.210703 | 1.256226 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000141 | -0.000141 | 0 | 10,269 |
-0.537799 | 0.046181 | -3.81042 | -0.508018 | -0.090545 | 0.26096 | 1.257093 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | -0.000353 | 0.000634 | 1 | 10,270 |
0.967901 | 0.810809 | -0.053343 | -0.512494 | -0.180229 | 0.099597 | 1.257093 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000634 | 0.000634 | 1 | 10,271 |
0 | 0.173344 | 0.072125 | -0.5116 | -0.004848 | 0.210703 | 1.259176 | 0.00019 | -0.116279 | -0.535898 | -0.385986 | 0 | 0 | 0 | 10,272 |
0 | 0.173344 | -0.178026 | -0.5116 | 0.110174 | 0.389277 | 1.259176 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | 0.000282 | 1 | 10,273 |
0 | 0.173344 | 0.572321 | -0.5116 | -1.146315 | -0.66848 | 1.239046 | -0.001841 | -0.116279 | -0.535898 | -0.385986 | 0 | 0.000141 | 1 | 10,274 |
-0.645199 | -0.590844 | -0.428212 | 5.840626 | -1.171965 | -0.691024 | 1.239046 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000423 | -0.000141 | 0 | 10,275 |
0 | -0.081134 | -0.178343 | -0.509809 | -0.454178 | -0.049722 | 1.23974 | 0.000063 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.000846 | 0 | 10,276 |
-0.430284 | -0.081134 | 0.071913 | -0.508018 | -0.23999 | 0.124738 | 1.23974 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000282 | 0.000423 | 1 | 10,277 |
0.322725 | -0.08099 | -0.303732 | -0.508913 | -0.112917 | 0.132946 | 1.23974 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000212 | -0.000071 | 0 | 10,278 |
-0.75313 | 0.555883 | -0.303547 | 5.849586 | -0.638597 | -0.389742 | 1.239913 | 0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.000494 | 0 | 0 | 10,279 |
-2.153852 | -0.335827 | -1.932544 | 5.860355 | -0.134358 | 0.064797 | 1.238698 | -0.000111 | -0.116279 | -0.535898 | -0.385986 | -0.001412 | 0.000706 | 1 | 10,280 |
0.646475 | 0.685681 | 0.822967 | -0.499045 | -0.830871 | -0.691024 | 1.238698 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000424 | -0.000141 | 0 | 10,281 |
0.646201 | 0.30244 | -4.445913 | -0.502637 | -0.934101 | -0.489906 | 1.238351 | -0.000032 | -0.116279 | -0.535898 | -0.385986 | 0.000424 | 0.000635 | 1 | 10,282 |
1.936963 | 1.704308 | 0.822754 | 5.840626 | -0.842385 | -0.455106 | 1.238351 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00127 | -0.000705 | 0 | 10,283 |
0.96756 | 0.55564 | -6.445271 | 5.831679 | -0.797431 | -0.421757 | 1.240434 | 0.00019 | -0.116279 | -0.535898 | -0.385986 | 0.000634 | -0.002186 | 0 | 10,284 |
-1.182657 | -0.718195 | -0.803073 | -0.509809 | -1.28086 | -0.960292 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000775 | -0.001976 | 0 | 10,285 |
0.430163 | 0.173667 | 0.572321 | -0.5116 | -1.307567 | -0.814386 | 1.23974 | -0.000063 | -0.116279 | -0.535898 | -0.385986 | 0.000282 | -0.002258 | 0 | 10,286 |
0 | -0.081277 | 0.322205 | -0.5116 | -1.28086 | -0.788145 | 1.23974 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.001834 | 0 | 10,287 |
0.107522 | -0.081277 | 0.572321 | -0.5116 | -0.459508 | -0.220638 | 1.23974 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00007 | -0.001905 | 0 | 10,288 |
0.537495 | 0.428073 | 0.697357 | 5.833467 | -0.580497 | -0.246456 | 1.239566 | -0.000016 | -0.116279 | -0.535898 | -0.385986 | 0.000352 | -0.002398 | 0 | 10,289 |
0.322406 | -0.081493 | 0.322311 | -0.515177 | -0.42557 | 0 | 1.240607 | 0.000095 | -0.116279 | -0.535898 | -0.385986 | 0.000211 | -0.003175 | 0 | 10,290 |
0.322338 | 0.300238 | 0.447347 | 5.828103 | 0.251904 | 0.239807 | 1.240607 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000211 | -0.00381 | 0 | 10,291 |
0 | -0.081708 | 0.447373 | 5.826316 | -1.307567 | -0.814386 | 1.240607 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.003386 | 0 | 10,292 |
0.429678 | 0.681727 | 1.072024 | 5.82453 | -0.747067 | -0.195628 | 1.244078 | 0.000317 | -0.116279 | -0.535898 | -0.385986 | 0.000282 | -0.004799 | 0 | 10,293 |
0.322179 | 0.426998 | 0.82212 | -0.518751 | -0.181124 | 0.188159 | 1.241649 | -0.000222 | -0.116279 | -0.535898 | -0.385986 | 0.000211 | -0.004303 | 0 | 10,294 |
0.536815 | 0.04524 | -0.052198 | -0.522321 | -0.166059 | 0.064797 | 1.241649 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000352 | -0.005079 | 0 | 10,295 |
-0.429437 | -0.336473 | -0.051978 | -0.520537 | -0.364628 | -0.029461 | 1.25397 | 0.001127 | -0.116279 | -0.535898 | -0.385986 | -0.000281 | -0.004232 | 0 | 10,296 |
-0.214764 | -0.081995 | -1.301763 | -0.518751 | -1.179471 | -0.66848 | 1.25397 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000141 | -0.00494 | 0 | 10,297 |
-0.644472 | -0.845358 | -0.427085 | -0.515177 | -1.039803 | -0.489906 | 1.25397 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000422 | -0.004234 | 0 | 10,298 |
-0.644745 | -1.100123 | -0.677552 | -0.513389 | -0.900478 | -0.788145 | 1.240434 | -0.001238 | -0.116279 | -0.535898 | -0.385986 | -0.000423 | -0.004236 | 0 | 10,299 |
-0.214975 | -0.33615 | -0.553001 | 5.833467 | -0.054539 | 0.009584 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000141 | -0.003954 | 0 | 10,300 |
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