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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.275208 | 0.667378 | -1.652686 | -0.579774 | -0.39932 | 0.019055 | 1.064122 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000836 | 0.009847 | 1 | 10,501 |
3.186023 | 3.184347 | -0.169658 | -0.596372 | 0.121853 | 0.26096 | 1.052321 | -0.001079 | -0.023256 | 0.628626 | 1.414214 | 0.002088 | 0.007068 | 1 | 10,502 |
1.272548 | 2.674623 | 0.325545 | -0.601595 | 0.565628 | 0.695773 | 1.052321 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000834 | 0.006234 | 1 | 10,503 |
-1.696967 | -0.339654 | -1.4012 | 5.674497 | 0.277822 | 0.359075 | 1.053189 | 0.000079 | -0.023256 | 0.628626 | 1.414214 | -0.001112 | 0.007346 | 1 | 10,504 |
0.424419 | 0.037764 | -1.403398 | 5.67101 | -0.047113 | 0.07364 | 1.053189 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000278 | 0.007344 | 1 | 10,505 |
-1.061268 | 1.168217 | -0.661902 | -0.59114 | 1.003046 | 0.573758 | 1.048677 | -0.000413 | -0.023256 | 0.628626 | 1.414214 | -0.000696 | 0.006797 | 1 | 10,506 |
-0.637116 | 0.163774 | -0.662761 | -0.589394 | 0.333787 | 0.288322 | 1.048677 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000418 | 0.007905 | 1 | 10,507 |
2.546868 | 2.426998 | 0.32527 | -0.598114 | 0.701471 | 0.559509 | 1.048677 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001669 | 0.00665 | 1 | 10,508 |
-1.272902 | 0.16283 | -0.908026 | -0.593757 | -0.173108 | -0.259683 | 1.048677 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000834 | 0.007761 | 1 | 10,509 |
2.014939 | 1.922276 | 0.078598 | -0.602465 | 0.389524 | 0.340391 | 1.054751 | 0.000556 | -0.023256 | 0.628626 | 1.414214 | 0.001321 | 0.005335 | 1 | 10,510 |
-1.59052 | 0.78998 | -1.647582 | 5.669267 | 1.107416 | 1.144769 | 1.054751 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.001043 | 0.004787 | 1 | 10,511 |
0.636407 | 1.168217 | 0.819063 | -0.598985 | 0.413902 | 0.308247 | 1.054751 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000417 | 0.0043 | 1 | 10,512 |
0.212077 | 0.162935 | 0.325648 | -0.599855 | -0.277041 | -0.329316 | 1.054751 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000139 | 0.004992 | 1 | 10,513 |
-0.106035 | -0.08836 | -0.167698 | -0.598985 | -0.371664 | -0.286814 | 0.989154 | -0.006001 | -0.023256 | 0.628626 | 1.414214 | -0.00007 | 0.004646 | 1 | 10,514 |
1.589746 | 2.798452 | 0.448997 | -0.60681 | 0.056316 | 0.327688 | 0.989154 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001042 | 0.003189 | 1 | 10,515 |
-0.21187 | 1.165532 | -0.166978 | -0.604203 | -0.145332 | 0.028415 | 0.989154 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000139 | 0.002774 | 1 | 10,516 |
0 | 0.162202 | -0.660187 | 5.651864 | 0.036303 | 0.24692 | -0.164338 | -0.105518 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.002358 | 1 | 10,517 |
1.270782 | 1.416582 | 0.81872 | 5.641445 | 0.739843 | 0.365207 | -0.164338 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000833 | 0.001941 | 1 | 10,518 |
0.634994 | 0.663014 | 0.572321 | -0.612882 | 0.367519 | 0.253971 | 1.048156 | 0.110915 | -0.023256 | 0.628626 | 1.414214 | 0.000416 | 0.001525 | 1 | 10,519 |
0.846248 | 0.913055 | -0.166158 | -0.616347 | 0.526338 | 0.504981 | 1.048156 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000555 | 0 | 0 | 10,520 |
-0.634642 | -0.340246 | -0.411839 | -0.612882 | 0.12301 | 0.091037 | 1.041562 | -0.000603 | -0.023256 | 0.628626 | 1.414214 | -0.000416 | 0.000832 | 1 | 10,521 |
0.846131 | 0.411756 | -0.658477 | -0.617212 | 0.10604 | -0.0097 | 1.041562 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000555 | -0.000277 | 0 | 10,522 |
1.4796 | 1.287533 | 0.818242 | -0.623265 | 0.104854 | 0.188159 | 1.041562 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.00097 | -0.001524 | 0 | 10,523 |
0 | 0.410229 | 0.572321 | -0.622401 | 0.301468 | 0.195744 | 1.043297 | 0.000159 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001386 | 0 | 10,524 |
-1.373867 | 0.66041 | -1.886376 | -0.617212 | 0.348564 | 0.346667 | 1.043471 | 0.000016 | -0.023256 | 0.628626 | 1.414214 | -0.000901 | -0.001179 | 0 | 10,525 |
-0.740287 | -0.590844 | -2.381185 | -0.614615 | 0.113698 | 0.281569 | 1.043471 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000485 | -0.001666 | 0 | 10,526 |
-0.423183 | -0.465506 | -0.658306 | -0.612882 | 0.171566 | 0.037667 | 1.042429 | -0.000095 | -0.023256 | 0.628626 | 1.414214 | -0.000277 | -0.000416 | 0 | 10,527 |
1.269196 | 1.038324 | 0.818412 | 5.625849 | -0.564753 | -0.329316 | 1.042429 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000832 | -0.001109 | 0 | 10,528 |
0.422831 | 0.66145 | 0.3264 | -0.619808 | 0.557328 | 0.346667 | 1.042603 | 0.000016 | -0.023256 | 0.628626 | 1.414214 | 0.000277 | 0.000831 | 1 | 10,529 |
-0.63429 | 0.28561 | -0.657283 | -0.616347 | 0.054404 | -0.0097 | 1.042603 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000416 | 0.002423 | 1 | 10,530 |
0.422889 | 1.162368 | 0.326366 | -0.618078 | 0.169947 | 0.288322 | 1.042603 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000277 | 0.000831 | 1 | 10,531 |
0 | 0.410922 | 0.080514 | 5.624119 | -0.755212 | -0.545119 | 1.034794 | -0.000714 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.000554 | 1 | 10,532 |
1.795973 | 1.537246 | 0.818174 | -0.625855 | -0.674118 | -0.625212 | 1.034794 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001177 | -0.000762 | 0 | 10,533 |
0.10558 | 0.409744 | 0.449527 | 5.608566 | 0.174793 | 0.037667 | 1.035662 | 0.000079 | -0.023256 | 0.628626 | 1.414214 | 0.000069 | 0.000138 | 1 | 10,534 |
0.105572 | 0.159597 | 0.203938 | -0.626718 | 0.130485 | 0.132946 | 1.035662 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000069 | 0.000346 | 1 | 10,535 |
-0.105572 | -0.09055 | 0.203963 | 5.608566 | 0.294729 | 0.210703 | 1.035488 | -0.000016 | -0.023256 | 0.628626 | 1.414214 | -0.000069 | 0.000415 | 1 | 10,536 |
1.055395 | 0.909726 | 0.449535 | -0.631029 | 0.346891 | 0.346667 | 1.035488 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000692 | 0.000553 | 1 | 10,537 |
2.740615 | 2.656573 | 0.572321 | -0.642211 | 0.662451 | 0.623933 | 1.032538 | -0.00027 | -0.023256 | 0.628626 | 1.414214 | 0.001796 | -0.000967 | 0 | 10,538 |
0.421196 | 0.157732 | -0.16269 | -0.643927 | -0.026734 | -0.060048 | 1.032538 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000276 | -0.000967 | 0 | 10,539 |
-0.631838 | -0.590844 | -1.633018 | -0.641352 | 0.798409 | 0.559509 | 1.029588 | -0.00027 | -0.023256 | 0.628626 | 1.414214 | -0.000414 | -0.000691 | 0 | 10,540 |
0.631838 | 0.157836 | 0.08228 | 5.57586 | -0.053793 | -0.159519 | 1.029588 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000414 | -0.001174 | 0 | 10,541 |
0.42108 | 0.905586 | -0.162488 | -0.645643 | 0.590834 | 0.578451 | 1.033753 | 0.000381 | -0.023256 | 0.628626 | 1.414214 | 0.000276 | -0.001657 | 0 | 10,542 |
-0.42108 | 0.905173 | 0.082618 | -0.643927 | 0.721533 | 0.637088 | 1.033753 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000276 | -0.00069 | 0 | 10,543 |
1.262892 | 0.905586 | 0.69476 | -0.649071 | 0.04928 | -0.029461 | 1.02039 | -0.001222 | -0.023256 | 0.628626 | 1.414214 | 0.000828 | -0.001035 | 0 | 10,544 |
0.841348 | 0.904348 | 0.816987 | -0.65164 | 0.00755 | -0.039527 | 1.02039 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000551 | -0.002484 | 0 | 10,545 |
-0.420616 | -0.590844 | -0.40614 | -0.650784 | -0.247835 | -0.374202 | 1.028894 | 0.000778 | -0.023256 | 0.628626 | 1.414214 | -0.000276 | -0.002001 | 0 | 10,546 |
0.420616 | -0.092447 | -0.161677 | -0.65164 | 0.272249 | 0.210703 | 1.028894 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000276 | -0.001932 | 0 | 10,547 |
-1.472663 | 0.156494 | -1.140341 | -0.647358 | 0.498965 | 0.596955 | 1.028894 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000965 | -0.000828 | 0 | 10,548 |
-0.210496 | 0.032561 | 0.32752 | -0.645643 | -0.239015 | -0.159519 | 1.028894 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000138 | -0.000966 | 0 | 10,549 |
-0.842277 | -0.341422 | -1.142232 | -0.641352 | 0.594948 | 0.691721 | 1.045033 | 0.001476 | -0.023256 | 0.464102 | 0.614014 | -0.000552 | -0.000967 | 0 | 10,550 |
0.631751 | 0.407189 | -0.407762 | 5.572427 | 0.603102 | 0.675305 | 1.045033 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000414 | -0.001934 | 0 | 10,551 |
-1.053064 | -0.590844 | -1.142469 | -0.640493 | -0.064313 | -0.344 | 1.030108 | -0.001365 | -0.023256 | 0.464102 | 0.614014 | -0.00069 | -0.000553 | 0 | 10,552 |
0 | -0.341215 | 0.327283 | -0.639634 | -0.419229 | -0.314896 | 1.030108 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.000691 | 0 | 10,553 |
0 | -0.590844 | -0.530615 | -0.638775 | 0.033678 | -0.0097 | 1.030108 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.000345 | 0 | 10,554 |
0.421313 | 0.906412 | -1.143654 | -0.642211 | 0.58995 | 0.540108 | 1.032885 | 0.000254 | -0.023256 | 0.464102 | 0.614014 | 0.000276 | -0.001658 | 0 | 10,555 |
-1.896824 | -0.590844 | -1.878903 | 5.593052 | 0.028398 | 0.1805 | 1.024729 | -0.000746 | -0.023256 | 0.464102 | 0.614014 | -0.001243 | -0.000138 | 0 | 10,556 |
1.054082 | 0.90786 | 0.572321 | -0.637915 | 0.337192 | 0.281569 | 1.024729 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000691 | -0.000967 | 0 | 10,557 |
0.6321 | 0.532524 | 0.572321 | -0.641352 | -0.021731 | -0.147837 | 1.024729 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000414 | -0.001382 | 0 | 10,558 |
0.421255 | -0.09169 | -4.457033 | -0.641352 | -0.279101 | -0.12497 | 1.047115 | 0.002048 | -0.023256 | 0.464102 | 0.614014 | 0.000276 | -0.00152 | 0 | 10,559 |
-1.685717 | -1.089998 | -2.001197 | 5.58961 | 0.194367 | 0.157076 | 1.047115 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001105 | -0.000415 | 0 | 10,560 |
-2.426486 | 0.408154 | -2.372402 | 5.610292 | 0.828977 | 0.783719 | 1.048503 | 0.000127 | -0.023256 | 0.464102 | 0.614014 | -0.001591 | 0.001038 | 1 | 10,561 |
-0.105587 | 2.034518 | -0.533135 | -0.624992 | 0.960771 | 0.735203 | 1.048503 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000069 | 0.001383 | 1 | 10,562 |
1.266562 | 0.909934 | 0.326707 | -0.631029 | 0.840179 | 0.623933 | 1.049197 | 0.000063 | -0.023256 | 0.464102 | 0.614014 | 0.00083 | 0.00083 | 1 | 10,563 |
-0.633149 | 0.908689 | -0.164012 | -0.627581 | 0.018389 | -0.01952 | 1.049197 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000415 | 0.001106 | 1 | 10,564 |
-0.633412 | 0.159389 | -0.164318 | -0.624992 | 0.041523 | -0.545119 | 1.049197 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000415 | 0.001936 | 1 | 10,565 |
-0.844959 | -0.590844 | -1.147694 | 5.617202 | 0.278285 | 0.232629 | 1.049197 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000554 | 0.00249 | 1 | 10,566 |
-0.634026 | 0.53548 | -0.656772 | -0.619808 | -0.227428 | -0.195628 | 1.049718 | 0.000048 | -0.023256 | 0.464102 | 0.614014 | -0.000416 | 0.001661 | 1 | 10,567 |
0.634026 | 0.160429 | 0.326468 | -0.622401 | -0.155618 | -0.233443 | 1.049718 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000416 | 0.001107 | 1 | 10,568 |
0 | -0.215325 | 0.572321 | 5.61893 | -0.650824 | -0.66848 | 1.050065 | 0.000032 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.001937 | 1 | 10,569 |
-1.479805 | 0.160117 | -3.610073 | -0.617212 | 0.566849 | 0.578451 | 1.050065 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.00097 | 0.002631 | 1 | 10,570 |
0.634378 | 0.411339 | 0.080309 | 5.624119 | -0.170456 | -0.01952 | 1.034967 | -0.001381 | -0.023256 | 0.464102 | 0.614014 | 0.000416 | 0.002077 | 1 | 10,571 |
-0.845896 | 3.287911 | -0.41143 | 5.631043 | -0.363462 | -0.259683 | 1.034967 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000554 | 0.001939 | 1 | 10,572 |
-0.423124 | -0.590844 | -0.658136 | -0.613749 | 0.077006 | 0.099597 | 1.042082 | 0.000651 | -0.023256 | 0.464102 | 0.614014 | -0.000277 | 0.001386 | 1 | 10,573 |
0.211577 | 0.787587 | 0.572321 | 5.632776 | -0.221705 | -0.147837 | 1.042082 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.00097 | 1 | 10,574 |
-1.058177 | -0.340177 | -0.658306 | -0.610281 | 0.109585 | 0.288322 | 1.046768 | 0.000429 | -0.023256 | 0.464102 | 0.614014 | -0.000694 | 0.001941 | 1 | 10,575 |
-1.482682 | -0.340003 | -1.151993 | 5.653602 | 0.426337 | 0.596955 | 1.046768 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000972 | 0.002081 | 1 | 10,576 |
1.482682 | 1.166019 | -0.167184 | -0.610281 | 0.946087 | 0.327688 | 1.042429 | -0.000397 | -0.023256 | 0.464102 | 0.614014 | 0.000972 | 0.001387 | 1 | 10,577 |
0.211694 | 0.663014 | 0.202966 | 5.637976 | -0.161689 | -0.233443 | 1.042429 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.001248 | 1 | 10,578 |
3.383116 | 3.543017 | 0.818481 | -0.624992 | 0.046704 | -0.091851 | 1.043124 | 0.000063 | -0.023256 | 0.464102 | 0.614014 | 0.002218 | -0.001385 | 0 | 10,579 |
1.794234 | 1.660167 | 0.572321 | 5.598219 | 0.4024 | 0.308247 | 1.043124 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.001176 | -0.0027 | 0 | 10,580 |
-2.005459 | -0.965844 | -1.759966 | -0.624129 | 0.608582 | 0.462852 | 1.043124 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001315 | -0.001663 | 0 | 10,581 |
-0.422538 | -0.590844 | -1.148171 | -0.622401 | 0.523747 | -0.029461 | 1.042429 | -0.000063 | -0.023256 | 0.464102 | 0.614014 | -0.000277 | -0.002357 | 0 | 10,582 |
-0.211313 | 0.160117 | -1.517644 | -0.620672 | -0.046375 | -0.147837 | 1.042429 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000139 | -0.001941 | 0 | 10,583 |
1.478576 | 1.661414 | 0.326537 | -0.628443 | -0.003459 | -0.220638 | 1.044338 | 0.000175 | -0.023256 | 0.464102 | 0.614014 | 0.000969 | -0.00416 | 0 | 10,584 |
0.422187 | 0.159493 | 0.817834 | 5.601666 | -0.903008 | -1.268925 | 1.044338 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000277 | -0.004159 | 0 | 10,585 |
0 | 0.159286 | -0.164216 | -0.628443 | 0.115454 | 0 | 1.043297 | -0.000095 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.003673 | 0 | 10,586 |
1.265861 | 1.40881 | 0.326843 | -0.633613 | -0.132685 | -0.081109 | 1.043297 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.00083 | -0.004295 | 0 | 10,587 |
0.42172 | -0.091138 | 0.081738 | 5.58961 | -0.677773 | -0.714222 | 1.04 | -0.000302 | -0.023256 | 0.464102 | 0.614014 | 0.000276 | -0.004155 | 0 | 10,588 |
0.421604 | -0.091276 | -4.584157 | 5.58617 | 0.060757 | -0.091851 | 1.04 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000276 | -0.004292 | 0 | 10,589 |
-0.210787 | -0.590844 | -0.899023 | -0.635335 | -0.211335 | -0.314896 | 1.040868 | 0.000079 | -0.023256 | 0.464102 | 0.614014 | -0.000138 | -0.004293 | 0 | 10,590 |
-0.105405 | 0.408016 | 0.327148 | 5.58961 | -0.041229 | -0.070509 | 1.040868 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000069 | -0.003807 | 0 | 10,591 |
-0.316257 | -0.216181 | -0.776644 | -0.635335 | 0.121274 | -0.039527 | 1.048156 | 0.000667 | -0.023256 | 0.464102 | 0.614014 | -0.000207 | -0.002976 | 0 | 10,592 |
1.053937 | 0.907653 | 0.572321 | -0.638775 | -0.39932 | -0.50789 | 1.048156 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000691 | -0.00443 | 0 | 10,593 |
0.737323 | 0.906619 | -1.879919 | -0.642211 | 0.214418 | 0.157076 | 1.044338 | -0.000349 | -0.023256 | 0.464102 | 0.614014 | 0.000483 | -0.003804 | 0 | 10,594 |
-1.369597 | -0.715628 | -1.020479 | -0.637055 | 0.094692 | -0.039527 | 1.044338 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000898 | -0.002629 | 0 | 10,595 |
0.31617 | -0.091345 | 0.327148 | -0.637915 | -0.503693 | -0.646554 | 1.044165 | -0.000016 | -0.023256 | 0.464102 | 0.614014 | 0.000207 | -0.002421 | 0 | 10,596 |
0.526805 | 0.283008 | -0.040548 | -0.637915 | -0.080397 | -0.208035 | 1.044165 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000345 | -0.00332 | 0 | 10,597 |
0.210671 | -0.341215 | -0.040337 | -0.640493 | -0.233197 | -0.136322 | 1.044165 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000138 | -0.004567 | 0 | 10,598 |
-0.421371 | -0.840473 | -0.653037 | -0.639634 | -0.668673 | -1.027019 | 1.043991 | -0.000016 | -0.023256 | 0.464102 | 0.614014 | -0.000276 | -0.003736 | 0 | 10,599 |
-0.843091 | -0.341181 | -0.408168 | -0.635335 | 0.023745 | 0.091037 | 1.029935 | -0.001286 | -0.023256 | 0.464102 | 0.614014 | -0.000553 | -0.002906 | 0 | 10,600 |
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