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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.843557 | 0.158456 | -0.654053 | 5.596496 | -0.830871 | -0.99296 | 1.029935 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000553 | -0.002769 | 0 | 10,601 |
1.054374 | 0.658508 | 0.326978 | -0.637055 | -0.08819 | -0.159519 | 1.029935 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000691 | -0.002906 | 0 | 10,602 |
-0.210816 | 0.158353 | 0.327148 | 5.58617 | -0.331587 | -0.374202 | 1.044512 | 0.001333 | -0.023256 | 0.464102 | 0.614014 | -0.000138 | -0.003253 | 0 | 10,603 |
0.526987 | 0.53299 | 0.817494 | -0.637915 | -0.692585 | -0.604425 | 1.044512 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000345 | -0.003668 | 0 | 10,604 |
-1.581506 | 0.033379 | -1.266922 | -0.631891 | -0.563198 | -0.584164 | 1.043818 | -0.000063 | -0.023256 | 0.464102 | 0.614014 | -0.001037 | -0.002077 | 0 | 10,605 |
0.421895 | 1.033369 | 0.572321 | 5.593052 | 0.26804 | 0.157076 | 1.046247 | 0.000222 | -0.023256 | 0.464102 | 0.614014 | 0.000277 | -0.002145 | 0 | 10,606 |
-0.210933 | 1.157765 | 0.08167 | -0.632752 | -0.091331 | -0.286814 | 1.046247 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000138 | -0.002076 | 0 | 10,607 |
0 | -0.091 | -0.163809 | -0.632752 | 0.378809 | 0.132946 | 1.046247 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.002284 | 0 | 10,608 |
0.210933 | -0.091 | 0.326978 | -0.632752 | -0.396871 | -0.472317 | 1.046247 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000138 | -0.002076 | 0 | 10,609 |
0 | -0.340939 | -0.409117 | -0.633613 | 0.428946 | 0.383327 | 1.0518 | 0.000508 | -0.023256 | 0.249689 | 0 | 0 | -0.001868 | 0 | 10,610 |
-0.210933 | 0.658335 | 0.327012 | 5.594774 | 0.027735 | 0 | 1.0518 | 0 | -0.023256 | 0.249689 | 0 | -0.000138 | -0.001522 | 0 | 10,611 |
0.421837 | 0.158871 | 0.081602 | -0.633613 | -0.780234 | -0.960292 | 1.053883 | 0.00019 | -0.023256 | 0.249689 | 0 | 0.000277 | -0.001937 | 0 | 10,612 |
0.42172 | -0.091138 | 0.817562 | -0.636195 | -1.068146 | -1.179915 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | 0.000276 | -0.002491 | 0 | 10,613 |
-0.210846 | 0.408154 | 0.327114 | -0.635335 | -0.083504 | -0.049722 | 1.050759 | -0.000286 | -0.023256 | 0.249689 | 0 | -0.000138 | -0.002907 | 0 | 10,614 |
0.632449 | 0.15856 | 0.449705 | 5.58789 | -0.388366 | -0.374202 | 1.050759 | 0 | -0.023256 | 0.249689 | 0 | 0.000415 | -0.00346 | 0 | 10,615 |
0 | 0.158249 | 0.327182 | -0.637915 | 0.225479 | 0.132946 | 1.050759 | 0 | -0.023256 | 0.249689 | 0 | 0 | -0.003321 | 0 | 10,616 |
-1.898135 | -0.590844 | -1.880597 | -0.629306 | -0.535788 | -0.714222 | 1.050412 | -0.000032 | -0.023256 | 0.249689 | 0 | -0.001244 | -0.002077 | 0 | 10,617 |
-0.21105 | 0.783965 | -0.409661 | 5.605115 | -0.098452 | -0.171376 | 1.071757 | 0.001953 | -0.023256 | 0.249689 | 0 | -0.000138 | -0.001592 | 0 | 10,618 |
1.265861 | 1.40881 | 0.326843 | -0.634474 | -0.315094 | -0.358959 | 1.053536 | -0.001667 | -0.023256 | 0.249689 | 0 | 0.00083 | -0.001937 | 0 | 10,619 |
-0.421837 | -0.340974 | 0.081738 | 5.594774 | -0.966652 | -0.960292 | 1.053536 | 0 | -0.023256 | 0.249689 | 0 | -0.000277 | -0.000968 | 0 | 10,620 |
-0.210962 | -0.340904 | 0.081602 | 5.596496 | -0.585291 | -0.489906 | 1.05128 | -0.000206 | -0.023256 | 0.249689 | 0 | -0.000138 | -0.00083 | 0 | 10,621 |
-1.055249 | -0.34087 | -0.654901 | -0.626718 | -0.835453 | -0.714222 | 1.05128 | 0 | -0.023256 | 0.249689 | 0 | -0.000692 | -0.000138 | 0 | 10,622 |
-1.267263 | -0.590844 | -1.393002 | -0.621537 | -0.304313 | -0.18341 | 1.050933 | -0.000032 | -0.023256 | 0.249689 | 0 | -0.000831 | 0.000415 | 1 | 10,623 |
-0.422655 | -0.340489 | -0.165032 | -0.619808 | 0.204722 | 0.288322 | 1.050933 | 0 | -0.023256 | 0.249689 | 0 | -0.000277 | 0.000831 | 1 | 10,624 |
0.422655 | 0.66093 | 0.326503 | -0.621537 | 0.102476 | 0.091037 | 1.052668 | 0.000159 | -0.023256 | 0.249689 | 0 | 0.000277 | 0.000761 | 1 | 10,625 |
-1.268317 | -0.340489 | -1.886717 | -0.616347 | 0.386367 | 0.301661 | 1.052668 | 0 | -0.023256 | 0.249689 | 0 | -0.000831 | 0.001247 | 1 | 10,626 |
0.422889 | 0.160741 | 0.326366 | -0.619808 | 0.582832 | 0.346667 | 1.056486 | 0.000349 | -0.023256 | 0.249689 | 0 | 0.000277 | 0.000831 | 1 | 10,627 |
0 | 0.160533 | 0.080514 | 5.622389 | 0.028398 | -0.195628 | 1.056486 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.000693 | 1 | 10,628 |
-0.634378 | 0.661277 | -0.41143 | 5.629311 | 0.443672 | 0.116445 | 1.058221 | 0.000159 | -0.023256 | 0.249689 | 0 | -0.000416 | 0.000901 | 1 | 10,629 |
-0.211518 | -0.089683 | 0.080309 | 5.631043 | -0.094487 | -0.259683 | 1.058221 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.001316 | 1 | 10,630 |
-0.423124 | 2.539567 | -0.16585 | 5.636242 | 0.025077 | -0.113778 | 1.059436 | 0.000111 | -0.023256 | 0.249689 | 0 | -0.000277 | 0.002147 | 1 | 10,631 |
-1.481859 | -0.841581 | -1.397366 | 5.646652 | 0.051206 | 0.164961 | 1.059436 | 0 | -0.023256 | 0.249689 | 0 | -0.000971 | 0.00208 | 1 | 10,632 |
0.423535 | 0.161888 | 0.325991 | -0.607678 | 0.147434 | -0.070509 | 1.052321 | -0.000651 | -0.023256 | 0.249689 | 0 | 0.000278 | 0.000555 | 1 | 10,633 |
-1.906835 | -0.841755 | -1.645269 | 5.658819 | 0.563792 | 0.406866 | 1.052321 | 0 | -0.023256 | 0.249689 | 0 | -0.00125 | 0.001805 | 1 | 10,634 |
0.423947 | 2.546521 | -0.167492 | -0.602465 | 0.770085 | 0.691721 | 1.052321 | 0 | -0.023256 | 0.249689 | 0 | 0.000278 | 0.00222 | 1 | 10,635 |
0.741624 | 0.664407 | 0.325819 | -0.605941 | -0.356507 | -0.50789 | 1.053362 | 0.000095 | -0.023256 | 0.249689 | 0 | 0.000486 | 0.000902 | 1 | 10,636 |
0.317728 | 0.789213 | 0.449134 | 5.646652 | 0.389918 | 0.383327 | 1.053362 | 0 | -0.023256 | 0.249689 | 0 | 0.000208 | 0.000971 | 1 | 10,637 |
0.635259 | 0.663536 | 0.818617 | -0.610281 | -0.5123 | -0.604425 | 1.053883 | 0.000048 | -0.023256 | 0.249689 | 0 | 0.000416 | -0.000139 | 0 | 10,638 |
0.211694 | -0.089196 | 0.326093 | 5.64318 | -1.250947 | -0.814386 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | 0.000139 | -0.000486 | 0 | 10,639 |
-0.211694 | -0.089266 | -0.412659 | 5.641445 | -0.297924 | -0.455106 | 1.071757 | 0.001635 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.000139 | 1 | 10,640 |
0.634994 | 0.913681 | 1.3108 | 5.634509 | -0.908094 | -1.062593 | 1.071757 | 0 | -0.023256 | 0.249689 | 0 | 0.000416 | -0.000139 | 0 | 10,641 |
0.951996 | 0.662492 | 0.572321 | -0.616347 | -0.459508 | -0.438258 | 1.054056 | -0.001619 | -0.023256 | 0.249689 | 0 | 0.000624 | -0.001179 | 0 | 10,642 |
-1.163631 | -0.340263 | -1.027106 | -0.613749 | 0.03957 | 0.037667 | 1.054056 | 0 | -0.023256 | 0.249689 | 0 | -0.000763 | -0.000278 | 0 | 10,643 |
1.692261 | 1.664849 | 1.556618 | 5.622389 | -0.955631 | -1.179915 | 1.053883 | -0.000016 | -0.023256 | 0.249689 | 0 | 0.001109 | -0.000901 | 0 | 10,644 |
0.422772 | 0.911597 | 0.572321 | -0.619808 | -1.476244 | -1.179915 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | 0.000277 | -0.001525 | 0 | 10,645 |
0.633939 | 0.160325 | -2.502861 | -0.622401 | -0.441028 | -0.545119 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | 0.000416 | -0.002357 | 0 | 10,646 |
-0.84531 | -0.090238 | -0.656601 | -0.618943 | -1.128557 | -0.898703 | 1.046594 | -0.000667 | -0.023256 | 0.249689 | 0 | -0.000554 | -0.000832 | 0 | 10,647 |
-1.692027 | -0.089961 | -1.395454 | -0.612882 | -0.429402 | -0.564403 | 1.046594 | 0 | -0.023256 | 0.249689 | 0 | -0.001109 | 0.000555 | 1 | 10,648 |
0.846248 | 1.163584 | 0.572321 | -0.616347 | -0.657908 | -0.960292 | 1.054056 | 0.000683 | -0.023256 | 0.249689 | 0 | 0.000555 | -0.000555 | 0 | 10,649 |
0.422948 | -0.089683 | -0.165748 | -0.616347 | -1.230344 | -1.268925 | 1.054056 | 0 | -0.023256 | 0.249689 | 0 | 0.000277 | -0.000485 | 0 | 10,650 |
-0.634466 | -0.340316 | -0.165543 | -0.616347 | -0.96112 | -1.062593 | 1.05423 | 0.000016 | -0.023256 | 0.249689 | 0 | -0.000416 | -0.000139 | 0 | 10,651 |
0.845896 | 0.661971 | 0.81831 | -0.618943 | -0.992108 | -0.869599 | 1.05423 | 0 | -0.023256 | 0.249689 | 0 | 0.000554 | -0.000208 | 0 | 10,652 |
-0.740133 | -0.34035 | -0.534437 | 5.629311 | -0.485403 | -0.691024 | 1.05423 | 0 | -0.023256 | 0.249689 | 0 | -0.000485 | 0.000485 | 1 | 10,653 |
-0.105763 | -0.214934 | 0.203299 | -0.615481 | -0.295807 | -0.421757 | 1.05423 | 0 | -0.023256 | 0.249689 | 0 | -0.000069 | 0.000624 | 1 | 10,654 |
0.845896 | 0.411478 | 0.81831 | 5.624119 | -1.289649 | -1.179915 | 1.053015 | -0.000111 | -0.023256 | 0.249689 | 0 | 0.000554 | 0 | 0 | 10,655 |
0.31709 | -0.089891 | 0.695252 | -0.619808 | -1.071368 | -1.179915 | 1.053015 | 0 | -0.023256 | 0.249689 | 0 | 0.000208 | -0.000069 | 0 | 10,656 |
-0.105689 | -0.215195 | -0.288253 | 5.620659 | -0.887968 | -0.625212 | 1.053883 | 0.000079 | -0.023256 | 0.249689 | 0 | -0.000069 | 0.000069 | 1 | 10,657 |
-0.317112 | -0.340385 | 0.203529 | -0.618078 | -0.926196 | -1.027019 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | -0.000208 | 0.000623 | 1 | 10,658 |
0.528484 | 0.786537 | -0.042502 | -0.620672 | 0.312995 | 0.371293 | 1.054577 | 0.000063 | -0.023256 | 0.249689 | 0 | 0.000346 | 0.000139 | 1 | 10,659 |
0.317002 | -0.09003 | 0.326503 | -0.621537 | -0.529841 | -0.66848 | 1.054577 | 0 | -0.023256 | 0.249689 | 0 | 0.000208 | -0.000208 | 0 | 10,660 |
0.316936 | -0.215299 | 0.203657 | -0.622401 | -1.064939 | -1.179915 | 1.053015 | -0.000143 | -0.023256 | 0.249689 | 0 | 0.000208 | -0.000346 | 0 | 10,661 |
-0.211284 | -0.590844 | 0.080854 | 5.61893 | -0.849386 | -0.898703 | 1.053015 | 0 | -0.023256 | 0.249689 | 0 | -0.000138 | -0.000416 | 0 | 10,662 |
-0.422655 | -0.090169 | -2.625093 | -0.620672 | -0.606455 | -0.960292 | 1.05423 | 0.000111 | -0.023256 | 0.249689 | 0 | -0.000277 | 0 | 0 | 10,663 |
-0.845662 | -0.34042 | -0.657112 | 5.62758 | -0.08819 | 0.07364 | 1.05423 | 0 | -0.023256 | 0.249689 | 0 | -0.000554 | 0.000346 | 1 | 10,664 |
-0.211489 | -0.590844 | -0.90392 | 5.62758 | -0.274987 | -0.286814 | 1.05423 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | -0.000139 | 0 | 10,665 |
0.211489 | -0.089683 | 0.572321 | 5.625849 | -0.819544 | -0.960292 | 1.05423 | 0 | -0.023256 | 0.249689 | 0 | 0.000139 | -0.000139 | 0 | 10,666 |
0 | 0.4112 | 0.572321 | -0.617212 | -1.077856 | -1.483608 | 1.053883 | -0.000032 | -0.023256 | 0.249689 | 0 | 0 | -0.000277 | 0 | 10,667 |
0.528593 | 0.4112 | 0.326366 | -0.618943 | 0.17533 | 0.07364 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | 0.000346 | -0.000277 | 0 | 10,668 |
0.739723 | 0.285671 | 0.572321 | -0.622401 | -0.624882 | -0.646554 | 1.053883 | 0 | -0.023256 | 0.249689 | 0 | 0.000485 | -0.000554 | 0 | 10,669 |
1.056126 | 1.911145 | 0.080786 | -0.624992 | 0.959039 | 0.687648 | 1.040173 | -0.001254 | -0.023256 | 0 | -0.385986 | 0.000692 | -0.000831 | 0 | 10,670 |
0 | -0.090515 | 0.081126 | -0.625855 | 0.199046 | 0.281569 | 1.040173 | 0 | -0.023256 | 0 | -0.385986 | 0 | -0.000138 | 0 | 10,671 |
0 | -0.340662 | -0.410204 | -0.626718 | 0.189131 | 0.124738 | 1.040173 | 0 | -0.023256 | 0 | -0.385986 | 0 | -0.000692 | 0 | 10,672 |
-0.422363 | -0.590844 | -0.410204 | -0.624129 | -0.243901 | -0.102739 | 1.05423 | 0.001286 | -0.023256 | 0 | -0.385986 | -0.000277 | 0 | 0 | 10,673 |
0.211196 | 0.660064 | 0.572321 | -0.625855 | -0.571008 | -0.545119 | 1.05423 | 0 | -0.023256 | 0 | -0.385986 | 0.000138 | -0.000415 | 0 | 10,674 |
0.316739 | 0.409813 | 0.081058 | -0.626718 | 0.021072 | 0.037667 | 1.05423 | 0 | -0.023256 | 0 | -0.385986 | 0.000208 | -0.000485 | 0 | 10,675 |
-0.527935 | 0.28458 | -0.041651 | -0.624992 | -0.369311 | -0.841516 | 1.054056 | -0.000016 | -0.023256 | 0 | -0.385986 | -0.000346 | 0.000138 | 1 | 10,676 |
-0.211225 | -0.090377 | 0.08099 | -0.623265 | 0.204208 | 0.327688 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | -0.000138 | 0.000692 | 1 | 10,677 |
-0.211254 | -0.090308 | 0.326639 | -0.622401 | 0.216443 | 0.218079 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | -0.000138 | 0.000831 | 1 | 10,678 |
-0.316936 | -0.340524 | -0.410749 | -0.621537 | -0.786633 | -0.691024 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | -0.000208 | 0.000415 | 1 | 10,679 |
0.422567 | -0.090134 | 0.572321 | -0.623265 | -0.441028 | -0.526288 | 1.054577 | 0.000048 | -0.023256 | 0 | -0.385986 | 0.000277 | 0.000069 | 1 | 10,680 |
0.844783 | 0.785393 | 0.695158 | -0.626718 | -0.194694 | -0.171376 | 1.054577 | 0 | -0.023256 | 0 | -0.385986 | 0.000554 | -0.000623 | 0 | 10,681 |
-1.584353 | -0.21561 | -1.270233 | -0.620672 | -0.048592 | 0.028415 | 1.053189 | -0.000127 | -0.023256 | 0 | -0.385986 | -0.001039 | 0.000969 | 1 | 10,682 |
-1.903398 | 0.160325 | -2.62598 | -0.612882 | 0.406255 | 0.628342 | 1.053189 | 0 | -0.023256 | 0 | -0.385986 | -0.001248 | 0.002909 | 1 | 10,683 |
0 | 0.035933 | -0.412386 | -0.611148 | 0.333787 | 0.327688 | 1.052842 | -0.000032 | -0.023256 | 0 | -0.385986 | 0 | 0.00277 | 1 | 10,684 |
1.057737 | 1.163584 | 0.080036 | -0.616347 | 0.218461 | 0.239807 | 1.052842 | 0 | -0.023256 | 0 | -0.385986 | 0.000693 | 0.00187 | 1 | 10,685 |
-1.269372 | -0.340281 | -1.642501 | -0.612015 | 0.338889 | 0.24692 | 1.06013 | 0.000667 | -0.023256 | 0 | -0.385986 | -0.000832 | 0.002356 | 1 | 10,686 |
0.423241 | -0.089336 | 0.079968 | 5.637976 | -0.900478 | -0.625212 | 1.06013 | 0 | -0.023256 | 0 | -0.385986 | 0.000277 | 0.000693 | 1 | 10,687 |
-1.058324 | -0.590844 | -1.151035 | -0.609414 | 0.561029 | 0.406866 | 1.053536 | -0.000603 | -0.023256 | 0 | -0.385986 | -0.000694 | 0.000971 | 1 | 10,688 |
-0.31764 | -0.465401 | -0.412933 | -0.607678 | 0.26286 | 0.009584 | 1.053536 | 0 | -0.023256 | 0 | -0.385986 | -0.000208 | 0.001179 | 1 | 10,689 |
0.741058 | 0.287252 | -0.289925 | 5.63971 | 0.979373 | 0.583117 | 1.036009 | -0.001603 | -0.023256 | 0 | -0.385986 | 0.000486 | 0.000694 | 1 | 10,690 |
0.211665 | -0.340037 | 0.079899 | 5.637976 | -0.291593 | -0.405589 | 1.036009 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.000347 | 1 | 10,691 |
-0.635082 | -0.84165 | -0.412522 | -0.609414 | -0.221705 | -0.489906 | 1.035835 | -0.000016 | -0.023256 | 0 | -0.385986 | -0.000416 | 0.000555 | 1 | 10,692 |
0.211723 | -0.089127 | -0.166568 | 5.641445 | 0.167241 | 0.274758 | 1.035835 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | -0.001667 | 0 | 10,693 |
0.740801 | 0.412312 | 0.326093 | 5.634509 | -0.454178 | -0.472317 | 1.038265 | 0.000222 | -0.023256 | 0 | -0.385986 | 0.000486 | -0.002291 | 0 | 10,694 |
-0.529107 | -0.716217 | -0.535436 | 5.637976 | -0.421758 | -0.50789 | 1.038265 | 0 | -0.023256 | 0 | -0.385986 | -0.000347 | -0.001597 | 0 | 10,695 |
-0.63517 | -0.089266 | -0.166363 | -0.609414 | -0.61477 | -0.646554 | 1.038265 | 0 | -0.023256 | 0 | -0.385986 | -0.000416 | -0.001042 | 0 | 10,696 |
1.481653 | 2.167261 | 0.941701 | 5.632776 | -0.211335 | -0.220638 | 1.038091 | -0.000016 | -0.023256 | 0 | -0.385986 | 0.000971 | -0.002291 | 0 | 10,697 |
0.423065 | -0.089544 | 0.326264 | -0.616347 | -0.797431 | -1.027019 | 1.04 | 0.000175 | -0.023256 | 0 | -0.385986 | 0.000277 | -0.00236 | 0 | 10,698 |
-0.846248 | -0.21496 | -0.411839 | -0.612015 | -0.578907 | -0.762738 | 1.04 | 0 | -0.023256 | 0 | -0.385986 | -0.000555 | -0.001805 | 0 | 10,699 |
0.52896 | 0.161262 | 0.080036 | -0.614615 | -0.371664 | -0.300732 | 1.042429 | 0.000222 | -0.023256 | 0 | -0.385986 | 0.000347 | -0.00243 | 0 | 10,700 |
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