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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.274852 | 1.798364 | -0.910294 | -0.585025 | 1.076929 | 1.072406 | 0.802082 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000836 | 0.027824 | 1 | 11,501 |
-0.425188 | 3.308965 | -0.416777 | -0.583276 | 1.676113 | 1.526356 | 0.8059 | 0.000349 | -0.116279 | -1.164525 | 1.414214 | -0.000279 | 0.027629 | 1 | 11,502 |
0.425188 | 0.920179 | -3.636335 | 5.691964 | 0.982062 | 0.961569 | 0.8059 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000279 | 0.026265 | 1 | 11,503 |
-0.106286 | -0.08717 | 0.325098 | -0.584151 | 0.207287 | 0.188159 | 0.800521 | -0.000492 | -0.116279 | -1.164525 | 1.414214 | -0.00007 | 0.024161 | 1 | 11,504 |
-0.106293 | 0.038771 | -0.540531 | -0.583276 | 1.179951 | 1.189614 | 0.800521 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.00007 | 0.023822 | 1 | 11,505 |
-0.318924 | -0.338954 | -0.169554 | -0.582401 | 0.768033 | 0.746663 | 0.810239 | 0.000889 | -0.116279 | -1.164525 | 1.414214 | -0.000209 | 0.022806 | 1 | 11,506 |
-1.489195 | -0.212943 | -2.026145 | -0.576269 | 1.033455 | 1.111812 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000976 | 0.023373 | 1 | 11,507 |
0.532022 | 0.543727 | 0.572321 | -0.577145 | 0.873132 | 0.94398 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000349 | 0.022479 | 1 | 11,508 |
2.019994 | 1.92858 | 0.201112 | -0.586773 | 0.822464 | 0.843025 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001324 | 0.019927 | 1 | 11,509 |
-1.062821 | -0.464956 | -1.034684 | -0.582401 | 0.826883 | 0.984435 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000697 | 0.021442 | 1 | 11,510 |
0.318924 | 0.54262 | 0.695963 | -0.584151 | 0.917782 | 1.017554 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000209 | 0.019732 | 1 | 11,511 |
1.487431 | 1.171648 | 0.572321 | -0.589394 | 1.366347 | 1.347424 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000975 | 0.020531 | 1 | 11,512 |
0.955441 | 1.169931 | 0.448817 | -0.593757 | 0.842234 | 0.739041 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000626 | 0.019905 | 1 | 11,513 |
-2.655481 | 0.540571 | -2.639564 | -0.582401 | 1.280859 | 1.323804 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.001741 | 0.023961 | 1 | 11,514 |
-1.701937 | -0.21297 | -1.406979 | -0.576269 | 1.505137 | 1.601457 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.001116 | 0.02426 | 1 | 11,515 |
1.063933 | 0.921865 | 0.572321 | -0.58065 | 1.551045 | 1.614386 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000697 | 0.023154 | 1 | 11,516 |
0.956906 | 0.920811 | 0.077496 | -0.584151 | 1.216201 | 1.361619 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000627 | 0.023208 | 1 | 11,517 |
0.106286 | 0.542305 | 0.201448 | -0.584151 | 1.114106 | 1.234143 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.00007 | 0.023819 | 1 | 11,518 |
-0.637826 | -0.338989 | -0.664138 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000418 | 0.024645 | 1 | 11,519 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.02342 | 1 | 11,520 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.023693 | 1 | 11,521 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.024509 | 1 | 11,522 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.024101 | 1 | 11,523 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.024373 | 1 | 11,524 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.024917 | 1 | 11,525 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.025325 | 1 | 11,526 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.023556 | 1 | 11,527 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.022875 | 1 | 11,528 |
0 | 0.416785 | 0.077634 | -0.582401 | 0.581041 | 0.559509 | 0.810239 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.02199 | 1 | 11,529 |
57.796152 | 70.075303 | 31.705806 | 11.277299 | 3.126366 | 2.801346 | 0.862299 | 0.004762 | -0.116279 | 0.628626 | 1.414214 | 0.037885 | -0.014192 | 0 | 11,530 |
-8.520771 | 4.98059 | -9.696286 | 5.295604 | 2.075112 | 2.26846 | 0.870803 | 0.000778 | -0.116279 | 0.628626 | 1.414214 | -0.005585 | -0.008471 | 0 | 11,531 |
-1.751106 | 1.725375 | -2.423316 | 11.402315 | 2.279359 | 1.972355 | 0.870803 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001148 | -0.008549 | 0 | 11,532 |
-9.304197 | -0.102412 | -10.971895 | 5.379842 | 1.241361 | 1.513367 | 0.690152 | -0.016525 | -0.116279 | 0.628626 | 1.414214 | -0.006099 | -0.001769 | 0 | 11,533 |
0.414727 | 3.58197 | -2.80756 | -0.739401 | 2.013413 | 1.734443 | 0.690152 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000272 | -0.003131 | 0 | 11,534 |
-0.622133 | 3.33571 | -0.39244 | 5.386498 | 0.814396 | 0.973084 | 0.689111 | -0.000095 | -0.116279 | 0.628626 | 1.414214 | -0.000408 | -0.001905 | 0 | 11,535 |
-0.207434 | 0.146336 | -2.80802 | 5.388163 | 1.493189 | 1.424185 | 0.689111 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000136 | -0.001906 | 0 | 11,536 |
-1.245197 | -0.590844 | -1.358776 | -0.731905 | 0.594068 | 0.489441 | 0.682343 | -0.000619 | -0.116279 | 0.628626 | 1.414214 | -0.000816 | -0.001089 | 0 | 11,537 |
0.415178 | 0.884618 | -0.152185 | -0.731905 | 0.811614 | 0.790929 | 0.682343 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000272 | -0.001361 | 0 | 11,538 |
-1.245875 | -0.099023 | -1.843194 | -0.726897 | 0.697186 | 0.885585 | 0.685293 | 0.00027 | -0.116279 | 0.628626 | 1.414214 | -0.000817 | -0.000749 | 0 | 11,539 |
0.623064 | 2.114722 | -0.636012 | -0.730236 | 1.046877 | 1.006666 | 0.685293 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000408 | -0.001362 | 0 | 11,540 |
3.940177 | 5.059333 | -0.393885 | 5.369871 | 1.764885 | 1.503116 | 0.679219 | -0.000556 | -0.116279 | 0.628626 | 1.414214 | 0.002583 | -0.003808 | 0 | 11,541 |
1.345622 | 3.33145 | 0.331442 | -0.750197 | 1.05387 | 1.142459 | 0.679219 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000882 | -0.005099 | 0 | 11,542 |
-1.345622 | -0.468251 | -2.799988 | 5.369871 | 0.741505 | 0.794509 | 0.679219 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000882 | -0.003808 | 0 | 11,543 |
-1.554117 | 2.106647 | -1.59677 | 5.381505 | 1.042278 | 1.106991 | 0.594534 | -0.007747 | -0.116279 | 0.628626 | 1.414214 | -0.001019 | -0.002109 | 0 | 11,544 |
3.416971 | 3.458003 | 0.210622 | -0.751855 | 0.778682 | 0.958664 | 0.703861 | 0.010001 | -0.116279 | 0.628626 | 1.414214 | 0.00224 | -0.005438 | 0 | 11,545 |
-0.827654 | 2.348086 | -0.630931 | -0.750197 | 1.278018 | 1.13782 | 0.703861 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000543 | -0.005032 | 0 | 11,546 |
-1.863865 | 0.634956 | -1.836307 | 5.376516 | 0.864444 | 0.86295 | 0.684425 | -0.001778 | -0.116279 | 0.628626 | 1.414214 | -0.001222 | -0.004083 | 0 | 11,547 |
2.898363 | 3.088552 | 0.090268 | -0.754339 | 0.165068 | 0.099597 | 0.684425 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.0019 | -0.004756 | 0 | 11,548 |
-1.448493 | -0.345784 | -3.039396 | -0.747709 | 0.445128 | 0.632727 | 0.684425 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000949 | -0.004216 | 0 | 11,549 |
1.24165 | 2.228018 | 0.572321 | -0.759303 | 1.175649 | 0.727471 | 0.674187 | -0.000937 | -0.116279 | 0.628626 | 1.414214 | 0.000814 | -0.004621 | 0 | 11,550 |
0.930574 | 2.103358 | -1.232863 | -0.756822 | 0.906465 | 0.916849 | 0.674187 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.00061 | -0.004006 | 0 | 11,551 |
-0.723731 | 0.021454 | -1.472445 | 5.349978 | 0.790939 | 0.869483 | 0.679913 | 0.000524 | -0.116279 | 0.628626 | 1.414214 | -0.000474 | -0.004076 | 0 | 11,552 |
-1.655533 | -0.345784 | -1.834673 | -0.747709 | 0.528921 | 0.412644 | 0.681128 | 0.000111 | -0.116279 | 0.628626 | 1.414214 | -0.001085 | -0.00299 | 0 | 11,553 |
-3.316465 | -0.590844 | -3.767336 | 5.393162 | 0.933609 | 0.875963 | 0.681128 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002174 | 0.000272 | 1 | 11,554 |
-0.622641 | -0.344984 | -0.393227 | -0.731905 | 0.183325 | 0.429732 | 0.681128 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000408 | 0.000544 | 1 | 11,555 |
-1.869448 | -0.590844 | -2.568918 | -0.72439 | 0.92255 | 0.992844 | 0.697787 | 0.001524 | -0.116279 | 0.628626 | 1.414214 | -0.001225 | 0.001906 | 1 | 11,556 |
-0.623659 | 1.132286 | -1.120498 | -0.71937 | 0.632856 | 0.754213 | 0.697787 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000409 | 0.00279 | 1 | 11,557 |
-0.831942 | 0.271279 | -0.879161 | 5.426589 | 1.366443 | 0.650031 | 0.689978 | -0.000714 | -0.116279 | 0.628626 | 1.414214 | -0.000545 | 0.00286 | 1 | 11,558 |
-1.87353 | 0.887635 | -1.848797 | -0.711824 | 0.739129 | 0.715731 | 0.689978 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001228 | 0.00436 | 1 | 11,559 |
1.249275 | 2.368535 | -1.36669 | -0.716018 | 1.1927 | 1.020253 | 0.684425 | -0.000508 | -0.116279 | 0.628626 | 1.414214 | 0.000819 | 0.002997 | 1 | 11,560 |
-2.29112 | -0.590844 | -2.334608 | -0.706783 | 0.73123 | 0.879183 | 0.684425 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001502 | 0.005994 | 1 | 11,561 |
2.707318 | 2.86365 | -0.882733 | -0.717694 | 0.805368 | 0.929021 | 0.698482 | 0.001286 | -0.116279 | 0.628626 | 1.414214 | 0.001775 | 0.004355 | 1 | 11,562 |
0 | -0.097816 | -0.395862 | 5.424913 | 0.29878 | 0.334064 | 0.698482 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | 0.005441 | 1 | 11,563 |
3.533105 | 3.595613 | 0.088296 | -0.731071 | 0.3213 | 0.288322 | 0.696226 | -0.000206 | -0.116279 | 0.628626 | 1.414214 | 0.002316 | 0.001767 | 1 | 11,564 |
-1.246044 | 1.621597 | -1.118424 | -0.726897 | 0.35563 | 0.462852 | 0.696226 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000817 | 0.002448 | 1 | 11,565 |
-0.623404 | 0.639628 | -1.361671 | -0.72439 | 0.373993 | 0.383327 | 0.697787 | 0.000143 | -0.116279 | 0.628626 | 1.414214 | -0.000409 | 0.003264 | 1 | 11,566 |
1.038865 | 1.624308 | 0.572321 | 5.399833 | -0.032496 | 0.07364 | 0.697787 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000681 | 0.002448 | 1 | 11,567 |
1.038158 | 1.868594 | 1.296827 | -0.732739 | 0.180138 | 0.371293 | 0.581866 | -0.010604 | -0.116279 | 0.628626 | 1.414214 | 0.000681 | 0.001903 | 1 | 11,568 |
0.622556 | 0.392664 | -0.635025 | 5.393162 | 0.636453 | 0.973084 | 0.581866 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000408 | 0.000544 | 1 | 11,569 |
-1.868431 | -0.959647 | -3.050705 | 5.413196 | 0.394234 | 0.499834 | 0.696226 | 0.010461 | -0.116279 | 0.628626 | 1.414214 | -0.001225 | 0.00204 | 1 | 11,570 |
0.415405 | 0.885421 | -0.636012 | 5.403171 | 0.071424 | 0.210703 | 0.696226 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000272 | 0.00068 | 1 | 11,571 |
1.245536 | 2.605339 | 1.055292 | -0.733572 | 0.067678 | 0.267889 | 0.694143 | -0.000191 | -0.116279 | 0.628626 | 1.414214 | 0.000816 | -0.001089 | 0 | 11,572 |
-0.622641 | 0.392396 | -0.272505 | 5.399833 | 0.003442 | 0 | 0.694143 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000408 | -0.000681 | 0 | 11,573 |
0.415122 | 0.392797 | 0.089415 | -0.732739 | 0.275969 | 0.210703 | 0.694143 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000272 | -0.001498 | 0 | 11,574 |
0.829905 | 0.884016 | 0.572321 | -0.736904 | -0.202965 | -0.389742 | 0.693449 | -0.000063 | -0.116279 | 0.628626 | 1.414214 | 0.000544 | -0.001224 | 0 | 11,575 |
0.622133 | 0.391995 | 0.572321 | -0.738569 | -0.460847 | -0.545119 | 0.693449 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000408 | -0.002586 | 0 | 11,576 |
-2.697743 | -0.099558 | -2.685852 | 5.40484 | 0.422217 | 0.352895 | 0.686334 | -0.000651 | -0.116279 | 0.628626 | 1.414214 | -0.001768 | -0.000681 | 0 | 11,577 |
-1.038865 | -0.467792 | -1.119345 | -0.723554 | 0.193323 | -0.060048 | 0.689978 | 0.000333 | -0.116279 | 0.628626 | 1.414214 | -0.000681 | 0.000409 | 1 | 11,578 |
-1.351583 | -0.837139 | -1.604458 | -0.718532 | 0.446217 | 0.365207 | 0.689978 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000886 | 0.001158 | 1 | 11,579 |
2.598136 | 2.487747 | 0.693282 | -0.729402 | 0.39149 | 0.288322 | 0.68859 | -0.000127 | -0.116279 | 0.628626 | 1.414214 | 0.001703 | -0.00109 | 0 | 11,580 |
0.20766 | 0.393199 | 0.693076 | 5.399833 | -0.58369 | -0.233443 | 0.68859 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000136 | -0.003409 | 0 | 11,581 |
-1.869957 | -0.098822 | -1.844181 | -0.722717 | 0.201115 | 0.327688 | 0.68859 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001226 | -0.002183 | 0 | 11,582 |
1.039148 | 0.640466 | 0.572321 | 5.408181 | -0.544805 | -0.220638 | 0.689805 | 0.000111 | -0.116279 | 0.628626 | 1.414214 | 0.000681 | -0.003001 | 0 | 11,583 |
-1.662977 | -0.837039 | -1.361671 | 5.419889 | -0.065828 | 0.091037 | 0.689805 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.00109 | -0.00191 | 0 | 11,584 |
1.247403 | 0.887232 | 0.451377 | -0.725226 | -0.193781 | -0.12497 | 0.688764 | -0.000095 | -0.116279 | 0.628626 | 1.414214 | 0.000818 | -0.002045 | 0 | 11,585 |
-0.20783 | 0.886024 | 0.330622 | 5.411524 | -0.369311 | -0.195628 | 0.688764 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000136 | -0.0015 | 0 | 11,586 |
0 | -0.344582 | 0.330589 | -0.72439 | -0.07116 | -0.113778 | 0.688764 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | -0.002182 | 0 | 11,587 |
0 | -0.344582 | 0.088823 | -0.723554 | -0.406719 | -0.389742 | 0.688764 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | -0.002182 | 0 | 11,588 |
-0.311798 | 0.640131 | -0.394806 | -0.722717 | 0.167241 | 0.232629 | 0.688069 | -0.000063 | -0.116279 | 0.628626 | 1.414214 | -0.000204 | -0.001841 | 0 | 11,589 |
-0.311861 | 0.763459 | -0.515957 | -0.721881 | 1.272961 | 1.507525 | 0.688069 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000204 | -0.000886 | 0 | 11,590 |
0.207915 | -0.221312 | 0.33049 | -0.722717 | 0.132769 | 0.24692 | 0.689284 | 0.000111 | -0.116279 | 0.464102 | 0.614014 | 0.000136 | 0 | 0 | 11,591 |
-0.623829 | -0.221363 | -1.12096 | -0.720207 | 0.409324 | 0.687648 | 0.689284 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000409 | -0.000136 | 0 | 11,592 |
0.623829 | 0.64097 | 0.572321 | -0.721881 | 0.62026 | 0.671148 | 0.687202 | -0.000191 | -0.116279 | 0.464102 | 0.614014 | 0.000409 | -0.000682 | 0 | 11,593 |
1.039148 | 1.501885 | 0.814086 | 5.406511 | 0.00755 | 0.07364 | 0.687202 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000681 | -0.001499 | 0 | 11,594 |
-1.662977 | 0.14754 | -1.482615 | 5.419889 | 0.433027 | 0.401046 | 0.685987 | -0.000111 | -0.116279 | 0.464102 | 0.614014 | -0.00109 | -0.000409 | 0 | 11,595 |
-0.208 | 0.887232 | 0.330424 | 5.418215 | 0.742453 | 0.794509 | 0.685987 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | -0.001364 | 0 | 11,596 |
-0.416084 | -0.09795 | -0.63766 | 5.424913 | 0.435243 | 0.395183 | 0.705423 | 0.001778 | -0.116279 | 0.464102 | 0.614014 | -0.000273 | -0.002731 | 0 | 11,597 |
1.871487 | 2.365308 | 1.056215 | -0.725226 | 0.885387 | 0.78009 | 0.705423 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.001227 | -0.00519 | 0 | 11,598 |
-0.623574 | 0.024665 | -0.152876 | -0.722717 | -0.059033 | 0.149113 | 0.705423 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000409 | -0.004918 | 0 | 11,599 |
0.623574 | 0.148043 | -0.637 | -0.72439 | -0.196523 | -0.091851 | 0.687896 | -0.001603 | -0.116279 | 0.464102 | 0.614014 | 0.000409 | -0.005053 | 0 | 11,600 |
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