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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.07518 | 1.70172 | -0.178343 | -0.513389 | 1.397557 | 0.787332 | 1.121215 | -0.000206 | -0.046512 | -1 | 0.614014 | 0.000705 | 0.002955 | 1 | 10,401 |
-0.214975 | -0.081493 | -0.42793 | 5.835256 | -0.069633 | 0.14107 | 1.121215 | 0 | -0.046512 | -1 | 0.614014 | -0.000141 | 0.003236 | 1 | 10,402 |
0.967151 | 0.682444 | 0.69733 | -0.516071 | 0.237348 | 0.451963 | 1.121215 | 0 | -0.046512 | -1 | 0.614014 | 0.000634 | 0.002462 | 1 | 10,403 |
-1.07465 | -0.081744 | -1.302687 | -0.512494 | 0.13788 | 0.395183 | 1.127289 | 0.000556 | -0.046512 | -1 | 0.614014 | -0.000704 | 0.002744 | 1 | 10,404 |
-0.322543 | 0.300615 | -0.803461 | -0.510704 | 0.388342 | 0.715731 | 1.127289 | 0 | -0.046512 | -1 | 0.614014 | -0.000211 | 0.002112 | 1 | 10,405 |
0.215036 | 0.428145 | 0.072055 | -0.5116 | -0.109677 | 0.037667 | 1.127289 | 0 | -0.046512 | -1 | 0.614014 | 0.000141 | 0.003307 | 1 | 10,406 |
0 | 0.428002 | 0.072125 | -0.510704 | 0.088036 | 0.281569 | 1.122429 | -0.000444 | -0.046512 | -1 | 0.614014 | 0 | 0.003798 | 1 | 10,407 |
0.644926 | 0.173344 | -0.428212 | -0.514283 | -0.103241 | 0.149113 | 1.122429 | 0 | -0.046512 | -1 | 0.614014 | 0.000423 | 0.003726 | 1 | 10,408 |
-0.644926 | -0.590844 | -4.809912 | -0.512494 | -0.143632 | 0.149113 | 1.123297 | 0.000079 | -0.046512 | -1 | 0.614014 | -0.000423 | 0.003798 | 1 | 10,409 |
0.859841 | 1.955194 | 0.572321 | -0.515177 | 0.519841 | 0.6195 | 1.123297 | 0 | -0.046512 | -1 | 0.614014 | 0.000564 | 0.003235 | 1 | 10,410 |
0.429739 | 0.172914 | 0.197399 | 5.826316 | -0.084283 | 0.308247 | 1.123297 | 0 | -0.046512 | -1 | 0.614014 | 0.000282 | 0.003093 | 1 | 10,411 |
-2.687857 | -0.590844 | -2.553575 | -0.506225 | 0.498965 | 0.783719 | 1.121388 | -0.000175 | -0.046512 | -1 | 0.614014 | -0.001762 | 0.004855 | 1 | 10,412 |
0.53795 | 0.046586 | 0.196843 | -0.508913 | 0.004129 | 0.188159 | 1.121388 | 0 | -0.046512 | -1 | 0.614014 | 0.000353 | 0.003519 | 1 | 10,413 |
-0.645563 | 0.810711 | -1.179971 | -0.505328 | 0.397745 | 0.530228 | 1.121388 | 0 | -0.046512 | -1 | 0.614014 | -0.000423 | 0.004505 | 1 | 10,414 |
0 | 0.174099 | -0.679669 | -0.505328 | -0.245866 | 0.055855 | 1.121388 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.004926 | 1 | 10,415 |
-0.430527 | 0.429008 | -0.4292 | -0.504431 | 0.238817 | 0.457426 | 1.118785 | -0.000238 | -0.046512 | -1 | 0.614014 | -0.000282 | 0.004365 | 1 | 10,416 |
0 | 0.174315 | -0.05374 | -0.503534 | 0.184385 | 0.406866 | 1.118785 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.0031 | 1 | 10,417 |
1.506314 | 1.448859 | 0.572321 | -0.510704 | 0.213912 | 0.525242 | 1.121041 | 0.000206 | -0.046512 | -1 | 0.614014 | 0.000987 | 0.001972 | 1 | 10,418 |
-1.721623 | -0.081206 | -1.930777 | -0.503534 | 0.427829 | 0.637088 | 1.121041 | 0 | -0.046512 | -1 | 0.614014 | -0.001129 | 0.0031 | 1 | 10,419 |
3.441306 | 3.486838 | 0.822719 | -0.517858 | 0.385971 | 0.545002 | 1.121041 | 0 | -0.046512 | -1 | 0.614014 | 0.002256 | 0.001548 | 1 | 10,420 |
0.859115 | 1.190254 | 0.822155 | 5.820958 | 0.145757 | 0.440925 | 1.121041 | 0 | -0.046512 | -1 | 0.614014 | 0.000563 | 0.001125 | 1 | 10,421 |
-1.718714 | -0.336437 | -2.30168 | -0.514283 | 0.468363 | 0.489441 | 1.121041 | 0 | -0.046512 | -1 | 0.614014 | -0.001127 | 0.002814 | 1 | 10,422 |
0.214945 | -0.081493 | -0.05277 | -0.515177 | 0.114869 | 0.164961 | 1.123297 | 0.000206 | -0.046512 | -1 | 0.614014 | 0.000141 | 0.002884 | 1 | 10,423 |
-1.290126 | -0.463511 | -1.178242 | -0.508913 | 0.863051 | 0.898238 | 1.123297 | 0 | -0.046512 | -1 | 0.614014 | -0.000846 | 0.002675 | 1 | 10,424 |
1.719925 | 1.70172 | -0.053211 | -0.516071 | 0.200599 | 0.564287 | 1.124165 | 0.000079 | -0.046512 | -1 | 0.614014 | 0.001127 | 0.00211 | 1 | 10,425 |
0.32227 | 0.681727 | 0.447373 | -0.516965 | 0.08499 | 0.267889 | 1.125727 | 0.000143 | -0.046512 | -1 | 0.614014 | 0.000211 | 0.00204 | 1 | 10,426 |
0.107408 | 0.045419 | -0.802298 | -0.518751 | 0.065797 | 0.31478 | 1.125727 | 0 | -0.046512 | -1 | 0.614014 | 0.00007 | 0.00211 | 1 | 10,427 |
2.361071 | 2.206843 | 0.572321 | -0.527669 | 0.268509 | 0.583117 | 1.125727 | 0 | -0.046512 | -1 | 0.614014 | 0.001548 | 0.000562 | 1 | 10,428 |
-0.214492 | -0.336723 | -0.675267 | -0.527669 | 1.144896 | 1.206871 | 1.125727 | 0 | -0.046512 | -1 | 0.614014 | -0.000141 | 0.000141 | 1 | 10,429 |
-2.146579 | -0.336688 | -2.173919 | -0.518751 | 0.537565 | 0.815663 | 1.13961 | 0.00127 | -0.046512 | -1 | 0.614014 | -0.001407 | 0.001548 | 1 | 10,430 |
0.429557 | 0.426998 | -0.05233 | -0.519644 | 0.443308 | 0.641426 | 1.122777 | -0.00154 | -0.046512 | -1 | 0.614014 | 0.000282 | 0.001266 | 1 | 10,431 |
2.574808 | 2.587116 | 0.822049 | -0.531229 | 0.642498 | 0.679441 | 1.122777 | 0 | -0.046512 | -1 | 0.614014 | 0.001688 | -0.000422 | 0 | 10,432 |
-0.214401 | -0.717864 | -1.298601 | -0.528559 | 1.396173 | 1.45294 | 1.125553 | 0.000254 | -0.046512 | -1 | 0.614014 | -0.000141 | -0.000281 | 0 | 10,433 |
1.714368 | 1.948042 | 0.322944 | 5.78713 | 0.960944 | 0.964463 | 1.125553 | 0 | -0.046512 | -1 | 0.614014 | 0.001124 | -0.001405 | 0 | 10,434 |
-0.214191 | 0.170341 | -0.673515 | -0.534784 | 0.625326 | 0.641426 | 1.125553 | 0 | -0.046512 | -1 | 0.614014 | -0.00014 | -0.001264 | 0 | 10,435 |
0.642482 | 0.931419 | -6.916907 | -0.539224 | 0.470118 | 0.731346 | 1.135445 | 0.000905 | -0.046512 | -1 | 0.614014 | 0.000421 | -0.001686 | 0 | 10,436 |
1.391117 | 1.437701 | -0.922368 | 5.771169 | 0.574434 | 0.406866 | 1.135445 | 0 | -0.046512 | -1 | 0.614014 | 0.000912 | -0.002597 | 0 | 10,437 |
0.106956 | 0.042743 | -0.174185 | -0.544543 | 0.140704 | 0.274758 | 1.123644 | -0.001079 | -0.046512 | -1 | 0.614014 | 0.00007 | -0.002668 | 0 | 10,438 |
0.21389 | -0.3374 | -0.174132 | -0.545428 | -0.594979 | -0.421757 | 1.1082 | -0.001413 | -0.046512 | -1 | 0.614014 | 0.00014 | -0.002808 | 0 | 10,439 |
-1.283793 | -0.844287 | -2.539539 | -0.540111 | 0.020402 | 0.164961 | 1.1082 | 0 | -0.046512 | -1 | 0.614014 | -0.000842 | 0.00462 | 1 | 10,440 |
-0.107031 | -0.083637 | -0.174656 | -0.540998 | -0.426845 | -0.060048 | 1.1082 | 0 | -0.046512 | -1 | 0.614014 | -0.00007 | 0.005667 | 1 | 10,441 |
-2.463799 | -0.717677 | -2.293002 | -0.530339 | 0.586696 | 0.691721 | 1.126941 | 0.001714 | -0.046512 | -1 | 0.614014 | -0.001615 | 0.008816 | 1 | 10,442 |
-0.643385 | -0.590844 | -2.17276 | -0.525887 | 0.775075 | 0.907598 | 1.126941 | 0 | -0.046512 | -1 | 0.614014 | -0.000422 | 0.009934 | 1 | 10,443 |
0.75059 | 0.933558 | 0.073321 | -0.530339 | -0.00069 | 0.099597 | 1.126421 | -0.000048 | -0.046512 | -1 | 0.614014 | 0.000492 | 0.008885 | 1 | 10,444 |
0.535909 | 1.313521 | -0.051144 | -0.533007 | 0.46236 | 0.632727 | 1.126421 | 0 | -0.046512 | -1 | 0.614014 | 0.000351 | 0.00909 | 1 | 10,445 |
-1.501021 | -0.590844 | -1.173321 | -0.526778 | 1.145559 | 0.929021 | 1.126421 | 0 | -0.046512 | -1 | 0.614014 | -0.000984 | 0.010353 | 1 | 10,446 |
0.214522 | 0.933772 | 0.198031 | -0.526778 | 0.194889 | 0.267889 | 1.126421 | 0 | -0.046512 | -1 | 0.614014 | 0.000141 | 0.009655 | 1 | 10,447 |
-0.429074 | 0.425567 | -0.176232 | -0.524996 | 0.168325 | 0.32126 | 1.109067 | -0.001587 | -0.046512 | -1 | 0.614014 | -0.000281 | 0.010911 | 1 | 10,448 |
0.214552 | -0.082424 | -0.176443 | 5.808474 | 0.115454 | 0.157076 | 1.109067 | 0 | -0.046512 | -1 | 0.614014 | 0.000141 | 0.010492 | 1 | 10,449 |
0.214522 | 1.18775 | 0.322803 | 5.808474 | 0.484692 | 0.549867 | 1.109067 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000141 | 0.009655 | 1 | 10,450 |
1.286499 | 1.1875 | 0.322839 | 5.804912 | -0.011833 | 0.24692 | 1.109067 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000843 | 0.007976 | 1 | 10,451 |
0.214311 | 0.67851 | -1.048575 | 5.794237 | 0.508653 | 0.510094 | 1.144121 | 0.003207 | -0.046512 | -1.164525 | 1.414214 | 0.00014 | 0.009924 | 1 | 10,452 |
-0.214311 | 0.93206 | -0.424838 | 5.796015 | 0.248535 | 0.440925 | 1.107679 | -0.003334 | -0.046512 | -1.164525 | 1.414214 | -0.00014 | 0.010899 | 1 | 10,453 |
-0.643114 | -0.082995 | -0.424978 | -0.529449 | -0.095278 | -0.081109 | 1.107679 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000422 | 0.010208 | 1 | 10,454 |
-1.287042 | -0.082781 | -0.924469 | -0.524996 | 0.128767 | 0.232629 | 1.108026 | 0.000032 | -0.046512 | -1.164525 | 1.414214 | -0.000844 | 0.01133 | 1 | 10,455 |
2.037315 | 2.711796 | -0.176548 | 5.796015 | 1.438291 | 1.598846 | 1.108026 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.001335 | 0.009298 | 1 | 10,456 |
0.749904 | 0.297735 | -0.799014 | -0.536561 | 1.267978 | 1.329317 | 1.108026 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000492 | 0.008389 | 1 | 10,457 |
0.53542 | 0.42414 | 0.323189 | -0.538336 | 0.329077 | 0.484193 | 1.108026 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000351 | 0.009708 | 1 | 10,458 |
-0.53542 | -0.463984 | -0.797858 | 5.788906 | 0.844692 | 0.836272 | 1.117223 | 0.000841 | -0.046512 | -1.164525 | 1.414214 | -0.000351 | 0.009224 | 1 | 10,459 |
0 | -0.083281 | 0.074022 | -0.535673 | 0.73531 | 0.707807 | 1.10039 | -0.00154 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.010545 | 1 | 10,460 |
0.214191 | -0.337044 | -0.424418 | -0.537449 | 0.131057 | 0.352895 | 1.10039 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.00014 | 0.009362 | 1 | 10,461 |
0 | -0.083352 | -0.175076 | -0.536561 | -0.201118 | 0.009584 | 1.10039 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.009779 | 1 | 10,462 |
-1.499967 | -0.844643 | -1.421437 | -0.532118 | 0.50466 | 0.64574 | 1.103167 | 0.000254 | -0.023256 | -1.164525 | 1.414214 | -0.000983 | 0.010902 | 1 | 10,463 |
0.857305 | 0.932702 | -0.175811 | 5.792459 | -0.098452 | 0.082386 | 1.058048 | -0.004127 | -0.023256 | -1.164525 | 1.414214 | 0.000562 | 0.01027 | 1 | 10,464 |
0.642662 | 0.424425 | 0.323119 | -0.537449 | 0.08499 | 0.26096 | 1.058048 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000421 | 0.010891 | 1 | 10,465 |
-1.285596 | -0.33708 | -0.922787 | -0.531229 | 0.088644 | 0.371293 | 1.061692 | 0.000333 | -0.023256 | -1.164525 | 1.414214 | -0.000843 | 0.011595 | 1 | 10,466 |
-1.930427 | -0.336866 | -2.67141 | -0.523213 | 0.877436 | 1.221671 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.001265 | 0.01286 | 1 | 10,467 |
-0.214643 | 0.171947 | 0.07304 | -0.522321 | 0.721777 | 0.601515 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000141 | 0.013834 | 1 | 10,468 |
0 | -0.082209 | -0.426522 | -0.523213 | 0.187026 | 0.371293 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.01425 | 1 | 10,469 |
1.072912 | 1.188751 | 0.572321 | -0.526778 | 0.40433 | 0.504981 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000703 | 0.014101 | 1 | 10,470 |
0.214492 | -0.336688 | -0.925101 | -0.527669 | 0.178005 | 0.365207 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000141 | 0.013545 | 1 | 10,471 |
0.857666 | 0.425424 | 0.322874 | -0.531229 | 0.286099 | 0.468241 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000562 | 0.013537 | 1 | 10,472 |
0.3215 | 0.170982 | 0.323014 | -0.533007 | 0.184914 | 0.451963 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000211 | 0.014296 | 1 | 10,473 |
-1.60818 | 0.297735 | -1.547461 | -0.526778 | 0.85665 | 1.13081 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.001054 | 0.015351 | 1 | 10,474 |
0.857907 | 0.933772 | 0.572321 | -0.529449 | 0.77054 | 0.946938 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000562 | 0.013888 | 1 | 10,475 |
0.214401 | 0.171197 | 0.073531 | -0.531229 | 0.78428 | 0.90137 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000141 | 0.013262 | 1 | 10,476 |
0.214371 | 0.044123 | 0.073601 | 5.799572 | 0.608869 | 0.783719 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000141 | 0.012844 | 1 | 10,477 |
0 | -0.082924 | 0.323014 | -0.532118 | 0.565933 | 0.787332 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.013676 | 1 | 10,478 |
-0.857666 | -0.336866 | -0.924048 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000562 | 0.014515 | 1 | 10,479 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.014099 | 1 | 10,480 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.014377 | 1 | 10,481 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.014377 | 1 | 10,482 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.015554 | 1 | 10,483 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.015623 | 1 | 10,484 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.015692 | 1 | 10,485 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.015623 | 1 | 10,486 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.016315 | 1 | 10,487 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.018111 | 1 | 10,488 |
0 | 0.679402 | 0.073391 | 5.804912 | 0.551427 | 0.790929 | 1.061692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.018387 | 1 | 10,489 |
10.047251 | 11.819242 | 6.797138 | 5.721769 | 1.70985 | 1.613102 | 1.180738 | 0.01089 | -0.023256 | 0.628626 | 1.414214 | 0.006586 | 0.011387 | 1 | 10,490 |
1.490754 | 2.688293 | 0.200593 | -0.575392 | 0.99831 | 1.24439 | 0.826725 | -0.032384 | -0.023256 | 0.628626 | 1.414214 | 0.000977 | 0.010824 | 1 | 10,491 |
2.339674 | 2.936842 | -0.418158 | 5.690215 | 0.846325 | 1.147072 | 0.824469 | -0.000206 | -0.023256 | 0.628626 | 1.414214 | 0.001534 | 0.009567 | 1 | 10,492 |
1.062303 | 1.171157 | -1.158722 | -0.59114 | 0.526338 | 0.990051 | 0.824469 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000696 | 0.008594 | 1 | 10,493 |
-0.849783 | 0.163984 | -1.404774 | -0.586773 | 0.502321 | 0.898238 | 0.828113 | 0.000333 | -0.023256 | 0.628626 | 1.414214 | -0.000557 | 0.009979 | 1 | 10,494 |
0.849783 | 1.925424 | 0.325167 | 5.681478 | 0.664045 | 1.158488 | 0.828113 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000557 | 0.009974 | 1 | 10,495 |
0.424714 | 1.924024 | -0.168831 | 5.677987 | 0.61202 | 0.815663 | 1.059089 | 0.021129 | -0.023256 | 0.628626 | 1.414214 | 0.000278 | 0.00942 | 1 | 10,496 |
-0.849547 | -0.08773 | -2.640683 | 5.684971 | 0.105447 | 0.239807 | 1.059089 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000557 | 0.010252 | 1 | 10,497 |
1.486396 | 2.929971 | 0.325236 | 5.674497 | 0.191754 | 0.365207 | 1.059089 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000974 | 0.008313 | 1 | 10,498 |
-0.424537 | 0.666153 | -1.156313 | -0.592013 | 0.139011 | 0.457426 | 1.059089 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000278 | 0.008453 | 1 | 10,499 |
-1.061859 | 0.917867 | -0.662589 | -0.588521 | -0.154755 | 0.124738 | 1.064122 | 0.00046 | -0.023256 | 0.628626 | 1.414214 | -0.000696 | 0.008597 | 1 | 10,500 |
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