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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.103608 | 0.391061 | 0.331311 | -0.742727 | -0.2361 | -0.314896 | 0.65128 | 0.000063 | -0.116279 | 0.249689 | 0 | 0.000068 | 0.001018 | 1 | 11,701 |
-0.518109 | -0.222592 | -0.753549 | 5.379842 | -0.11373 | 0.099597 | 0.65128 | 0 | -0.116279 | 0.249689 | 0 | -0.00034 | 0.0019 | 1 | 11,702 |
0 | 0.636787 | -0.392178 | -0.741896 | 0.304145 | 0.424077 | 0.65128 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.000543 | 1 | 11,703 |
0.62171 | 0.882213 | 0.572321 | 5.376516 | -0.039766 | -0.0097 | 0.649892 | -0.000127 | -0.116279 | 0.249689 | 0 | 0.000408 | 0.000136 | 1 | 11,704 |
-0.829003 | -0.099891 | -0.391785 | -0.740233 | -0.191958 | -0.091851 | 0.649892 | 0 | -0.116279 | 0.249689 | 0 | -0.000543 | 0.001494 | 1 | 11,705 |
0 | -0.222417 | -0.151102 | 5.381505 | -0.323841 | -0.12497 | 0.651106 | 0.000111 | -0.116279 | 0.249689 | 0 | 0 | 0.001222 | 1 | 11,706 |
-0.622048 | 0.636954 | -0.151102 | -0.736904 | -0.358817 | -0.286814 | 0.651106 | 0 | -0.116279 | 0.249689 | 0 | -0.000408 | 0.001562 | 1 | 11,707 |
0.518391 | 0.391862 | 0.331114 | -0.739401 | 0.249017 | 0.26096 | 0.650586 | -0.000048 | -0.116279 | 0.249689 | 0 | 0.00034 | 0.000747 | 1 | 11,708 |
-0.725797 | 0.268761 | -0.512998 | -0.736072 | -0.231269 | -0.029461 | 0.650586 | 0 | -0.116279 | 0.249689 | 0 | -0.000476 | 0.002037 | 1 | 11,709 |
0.311098 | 1.128774 | -3.895927 | -0.737737 | 0.311234 | 0.559509 | 0.467332 | -0.016763 | -0.116279 | 0 | -0.385986 | 0.000204 | 0.001358 | 1 | 11,710 |
-0.311098 | 0.268994 | 0.210523 | -0.736072 | -0.340545 | -0.300732 | 0.467332 | 0 | -0.116279 | 0 | -0.385986 | -0.000204 | 0.002173 | 1 | 11,711 |
-1.037452 | -0.345084 | -0.634204 | -0.731905 | 0.04347 | 0.340391 | 0.650586 | 0.016763 | -0.116279 | 0 | -0.385986 | -0.00068 | 0.003667 | 1 | 11,712 |
-0.62281 | -0.099023 | -0.151988 | 5.401501 | 0.226476 | 0.359075 | 0.650586 | 0 | -0.116279 | 0 | -0.385986 | -0.000408 | 0.004211 | 1 | 11,713 |
0.62281 | 0.147138 | -0.152284 | 5.396496 | -0.047852 | 0.149113 | 0.654577 | 0.000365 | -0.116279 | 0 | -0.385986 | 0.000408 | 0.00448 | 1 | 11,714 |
0.415066 | 0.146837 | -0.39349 | 5.393162 | 0.337617 | 0.707807 | 0.654577 | 0 | -0.116279 | 0 | -0.385986 | 0.000272 | 0.003801 | 1 | 11,715 |
2.488025 | 2.602733 | 0.572321 | 5.373193 | 0.393451 | 0.707807 | 0.479479 | -0.016017 | -0.116279 | 0 | -0.385986 | 0.001631 | 0.002509 | 1 | 11,716 |
0.414277 | -0.099958 | 0.090399 | 5.369871 | -0.133521 | 0.172768 | 0.479479 | 0 | -0.116279 | 0 | -0.385986 | 0.000272 | 0.001763 | 1 | 11,717 |
0.207096 | 0.881014 | 0.331442 | -0.746049 | 0.249499 | 0.395183 | 0.655098 | 0.016065 | -0.116279 | 0 | -0.385986 | 0.000136 | 0.001763 | 1 | 11,718 |
0.207068 | -0.100158 | 0.331475 | -0.746879 | -0.159081 | -0.070509 | 0.655098 | 0 | -0.116279 | 0 | -0.385986 | 0.000136 | 0.001492 | 1 | 11,719 |
0.20704 | -0.100225 | -0.150218 | -0.747709 | 0.10426 | 0.188159 | 0.655792 | 0.000063 | -0.116279 | 0 | -0.385986 | 0.000136 | 0.000136 | 1 | 11,720 |
-0.103516 | -0.345551 | 0.090726 | -0.747709 | -0.265818 | -0.171376 | 0.655792 | 0 | -0.116279 | 0 | -0.385986 | -0.000068 | -0.000136 | 0 | 11,721 |
-0.103523 | -0.468185 | -0.029734 | -0.746879 | -0.342803 | -0.246456 | 0.655792 | 0 | -0.116279 | 0 | -0.385986 | -0.000068 | -0.000679 | 0 | 11,722 |
2.689329 | 2.840698 | 0.572321 | -0.757649 | 0.995354 | 0.907598 | 0.656139 | 0.000032 | -0.116279 | 0 | -0.385986 | 0.001763 | -0.002034 | 0 | 11,723 |
0.826533 | 0.633296 | 0.211724 | 5.340055 | 0.219971 | 0.340391 | 0.656139 | 0 | -0.116279 | 0 | -0.385986 | 0.000542 | -0.00244 | 0 | 11,724 |
-0.619858 | -0.590844 | -0.148555 | 5.340055 | -0.298985 | -0.286814 | 0.473753 | -0.016684 | -0.116279 | 0 | -0.385986 | -0.000406 | -0.002849 | 0 | 11,725 |
-1.033656 | 0.388401 | -0.62979 | -0.754339 | 0.028398 | 0.210703 | 0.473753 | 0 | -0.116279 | 0 | -0.385986 | -0.000678 | -0.003123 | 0 | 11,726 |
-0.62053 | -0.590844 | -0.149337 | -0.752683 | -0.885493 | -0.960292 | 0.66256 | 0.017271 | -0.116279 | 0 | -0.385986 | -0.000407 | -0.002172 | 0 | 11,727 |
0.827317 | 0.389463 | 0.331703 | 5.349978 | 0.311234 | 0.510094 | 0.66256 | 0 | -0.116279 | 0 | -0.385986 | 0.000542 | -0.003258 | 0 | 11,728 |
-0.206787 | -0.34585 | 0.091314 | 5.349978 | -0.411696 | -0.564403 | 0.663254 | 0.000063 | -0.116279 | 0 | -0.385986 | -0.000136 | -0.002987 | 0 | 11,729 |
1.446923 | 1.368443 | 0.091249 | -0.760129 | 0.470819 | 0.578451 | 0.663254 | 0 | -0.116279 | 0 | -0.385986 | 0.000948 | -0.003799 | 0 | 11,730 |
0.206591 | -0.346049 | -0.389042 | -0.760129 | -0.28324 | -0.421757 | 0.66256 | -0.000063 | -0.116279 | 0 | -0.385986 | 0.000135 | -0.004343 | 0 | 11,731 |
-1.033236 | -0.590844 | -0.869723 | -0.757649 | 0.273647 | 0.429732 | 0.66256 | 0 | -0.116279 | 0 | -0.385986 | -0.000677 | -0.003937 | 0 | 11,732 |
1.446335 | 1.122951 | 0.812711 | -0.763432 | 0.516241 | 0.352895 | 0.476529 | -0.017017 | -0.116279 | 0 | -0.385986 | 0.000948 | -0.003798 | 0 | 11,733 |
0.309751 | -0.223813 | -0.388651 | -0.764258 | 0.248535 | 0.26096 | 0.476529 | 0 | -0.116279 | 0 | -0.385986 | 0.000203 | -0.003729 | 0 | 11,734 |
-0.309751 | 0.142994 | -0.989206 | -0.762607 | 0.738415 | 0.869483 | 0.654924 | 0.016319 | -0.116279 | 0 | -0.385986 | -0.000203 | -0.002575 | 0 | 11,735 |
0.825862 | 0.387739 | 0.332127 | -0.765908 | 0.316504 | 0.340391 | 0.654924 | 0 | -0.116279 | 0 | -0.385986 | 0.000541 | -0.003388 | 0 | 11,736 |
-0.619355 | -0.346281 | -1.108812 | -0.763432 | -0.468936 | -0.246456 | 0.656486 | 0.000143 | -0.116279 | 0 | -0.385986 | -0.000406 | -0.003118 | 0 | 11,737 |
0 | -0.346182 | -0.148262 | -0.763432 | -0.068109 | 0 | 0.656486 | 0 | -0.116279 | 0 | -0.385986 | 0 | -0.002439 | 0 | 11,738 |
-0.206507 | -0.101553 | 0.091965 | 5.3351 | -0.161689 | -0.147837 | 0.655271 | -0.000111 | -0.116279 | 0 | -0.385986 | -0.000135 | -0.002575 | 0 | 11,739 |
-0.61969 | -0.101486 | -0.148359 | -0.760955 | -0.298985 | -0.081109 | 0.655271 | 0 | -0.116279 | 0 | -0.385986 | -0.000406 | -0.001626 | 0 | 11,740 |
0.206591 | -0.101288 | 0.332029 | -0.760955 | -0.450207 | -0.389742 | 0.655271 | 0 | -0.116279 | 0 | -0.385986 | 0.000135 | -0.001355 | 0 | 11,741 |
-1.136598 | -0.590844 | -0.869723 | -0.756822 | -0.229345 | -0.159519 | 0.655965 | 0.000063 | -0.116279 | 0 | -0.385986 | -0.000745 | -0.001017 | 0 | 11,742 |
-0.310128 | -0.468368 | -0.269356 | -0.755995 | -0.13185 | 0 | 0.655965 | 0 | -0.116279 | 0 | -0.385986 | -0.000203 | -0.001085 | 0 | 11,743 |
-1.034217 | 0.144038 | -0.630442 | -0.752683 | 0.45236 | 0.14107 | 0.655098 | -0.000079 | -0.116279 | 0 | -0.385986 | -0.000678 | -0.000407 | 0 | 11,744 |
0.413771 | 0.144536 | -0.390477 | -0.752683 | -0.137716 | 0.099597 | 0.655098 | 0 | -0.116279 | 0 | -0.385986 | 0.000271 | -0.001153 | 0 | 11,745 |
-0.206871 | 0.144337 | -0.149532 | -0.751026 | -0.769698 | -0.526288 | 0.653883 | -0.000111 | -0.116279 | 0 | -0.385986 | -0.000136 | -0.000407 | 0 | 11,746 |
-0.206899 | -0.836004 | -0.14963 | -0.751855 | -0.826318 | -0.545119 | 0.653883 | 0 | -0.116279 | 0 | -0.385986 | -0.000136 | -0.000203 | 0 | 11,747 |
-1.449083 | 0.879617 | -1.112918 | -0.746049 | -0.211335 | 0.046813 | 0.653883 | 0 | -0.116279 | 0 | -0.385986 | -0.00095 | 0.00095 | 1 | 11,748 |
0.207096 | 0.390528 | 0.09053 | -0.746049 | -0.396871 | -0.314896 | 0.653883 | 0 | -0.116279 | 0 | -0.385986 | 0.000136 | 0.001085 | 1 | 11,749 |
0.62112 | 1.616194 | 0.451902 | 5.359916 | 0.755129 | 0.535183 | 0.654403 | 0.000048 | -0.116279 | 0 | -0.385986 | 0.000407 | 0.00122 | 1 | 11,750 |
0 | 0.144835 | 0.572321 | 5.363233 | -0.321644 | -0.18341 | 0.654403 | 0 | -0.116279 | 0 | -0.385986 | 0 | 0.001356 | 1 | 11,751 |
0.827766 | 1.125276 | 0.572321 | 5.356602 | 0.474662 | 0.359075 | 0.654577 | 0.000016 | -0.116279 | 0 | -0.385986 | 0.000543 | 0.000542 | 1 | 11,752 |
-2.070259 | -0.590844 | -2.317249 | -0.743558 | 0.735789 | 0.843025 | 0.654577 | 0 | -0.116279 | 0 | -0.385986 | -0.001357 | 0.001764 | 1 | 11,753 |
0 | -0.345384 | 0.090399 | -0.745219 | 0.169407 | 0.116445 | 0.655098 | 0.000048 | -0.116279 | 0 | -0.385986 | 0 | 0.001628 | 1 | 11,754 |
1.242492 | 2.107379 | 1.054112 | -0.748539 | -0.398094 | -0.208035 | 0.655098 | 0 | -0.116279 | 0 | -0.385986 | 0.000814 | 0.000407 | 1 | 11,755 |
-0.414052 | -0.590844 | -0.390869 | -0.747709 | -0.189234 | -0.049722 | 0.654924 | -0.000016 | -0.116279 | 0 | -0.385986 | -0.000271 | 0.000814 | 1 | 11,756 |
-0.10353 | -0.345518 | -0.150218 | -0.746879 | -0.2104 | 0.009584 | 0.654924 | 0 | -0.116279 | 0 | -0.385986 | -0.000068 | 0.001085 | 1 | 11,757 |
-0.72491 | 0.512937 | -0.752649 | -0.744389 | 0.230449 | 0.515175 | 0.655445 | 0.000048 | -0.116279 | 0 | -0.385986 | -0.000475 | 0.00095 | 1 | 11,758 |
1.242492 | 1.004048 | 1.054112 | 5.363233 | -0.330475 | -0.060048 | 0.655445 | 0 | -0.116279 | 0 | -0.385986 | 0.000814 | 0 | 0 | 11,759 |
-0.724664 | -0.345584 | -0.390869 | 5.366551 | -0.190141 | -0.029461 | 0.654751 | -0.000063 | -0.116279 | 0 | -0.385986 | -0.000475 | 0.000475 | 1 | 11,760 |
0.931648 | 0.513087 | 0.933554 | 5.361574 | -0.674118 | -0.300732 | 0.654751 | 0 | -0.116279 | 0 | -0.385986 | 0.000611 | 0.000271 | 1 | 11,761 |
1.241313 | 0.880016 | 0.331605 | -0.754339 | 0.092279 | 0.046813 | 0.653189 | -0.000143 | -0.116279 | 0 | -0.385986 | 0.000814 | -0.000475 | 0 | 11,762 |
0.206787 | -0.345817 | 0.091249 | -0.755167 | -1.39963 | -1.369089 | 0.653189 | 0 | -0.116279 | 0 | -0.385986 | 0.000136 | -0.000474 | 0 | 11,763 |
1.033516 | 0.633793 | -1.472861 | -0.759303 | 0.106632 | 0.308247 | 0.653189 | 0 | -0.116279 | 0 | -0.385986 | 0.000677 | -0.001084 | 0 | 11,764 |
-0.620026 | -0.346016 | -0.14875 | -0.756822 | 0.343112 | 0.377333 | 0.653189 | 0 | -0.116279 | 0 | -0.385986 | -0.000406 | -0.000407 | 0 | 11,765 |
0.516706 | 0.388667 | 0.572321 | -0.759303 | -0.365795 | -0.136322 | 0.653189 | 0 | -0.116279 | 0 | -0.385986 | 0.000339 | -0.000745 | 0 | 11,766 |
-0.723437 | -0.468417 | -0.269014 | -0.757649 | -0.482631 | -0.625212 | 0.654056 | 0.000079 | -0.116279 | 0 | -0.385986 | -0.000474 | -0.000407 | 0 | 11,767 |
0.206731 | -0.100956 | -0.149141 | -0.757649 | -0.225515 | 0.116445 | 0.654056 | 0 | -0.116279 | 0 | -0.385986 | 0.000136 | -0.000407 | 0 | 11,768 |
-0.206731 | 0.143839 | 0.091444 | 5.348323 | -0.336052 | -0.081109 | 0.654056 | 0 | -0.116279 | 0 | -0.385986 | -0.000136 | -0.001492 | 0 | 11,769 |
-1.861843 | -0.835838 | -2.315289 | -0.748539 | 0.641676 | 1.087412 | 0.654056 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00122 | -0.000271 | 0 | 11,770 |
-0.517582 | -0.590844 | -0.390869 | -0.746879 | 0.214418 | 0.232629 | 0.642777 | -0.001032 | -0.116279 | -0.267949 | -0.517638 | -0.000339 | -0.000204 | 0 | 11,771 |
-0.932091 | -0.713528 | -0.993659 | -0.742727 | -0.390786 | -0.049722 | 0.642777 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000611 | 0.000136 | 1 | 11,772 |
0.621457 | 0.145535 | 0.090334 | -0.746049 | -0.70581 | -0.389742 | 0.469935 | -0.015811 | -0.116279 | -0.267949 | -0.517638 | 0.000407 | 0.000271 | 1 | 11,773 |
0.207096 | -0.100091 | 0.09053 | -0.746049 | -0.080397 | 0 | 0.469935 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.000339 | 1 | 11,774 |
-1.242998 | -0.345484 | -2.802508 | 5.378179 | 0.4444 | 0.742861 | 0.655445 | 0.01697 | -0.116279 | -0.267949 | -0.517638 | -0.000815 | 0.001358 | 1 | 11,775 |
-1.451446 | -0.345284 | -1.598244 | -0.736072 | -0.238042 | -0.070509 | 0.655445 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000951 | 0.002309 | 1 | 11,776 |
0.829567 | 0.392129 | 0.331049 | 5.383169 | -0.729084 | -0.788145 | 0.654056 | -0.000127 | -0.116279 | -0.267949 | -0.517638 | 0.000544 | 0.002172 | 1 | 11,777 |
-0.829567 | -0.099558 | -0.633712 | -0.736072 | 0.038918 | 0.239807 | 0.654056 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000544 | 0.002852 | 1 | 11,778 |
0.207434 | 0.392129 | 0.572321 | -0.736904 | -0.412946 | -0.374202 | 0.654056 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.003122 | 1 | 11,779 |
0.207406 | -0.099358 | 0.451705 | 5.388163 | -0.817301 | -0.545119 | 0.653189 | -0.000079 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.003393 | 1 | 11,780 |
-0.622302 | -0.836604 | -0.392702 | -0.735239 | -0.837756 | -0.762738 | 0.653189 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000408 | 0.003665 | 1 | 11,781 |
-0.415009 | -0.345017 | -0.876002 | -0.733572 | 0.086819 | 0.210703 | 0.652668 | -0.000048 | -0.116279 | -0.267949 | -0.517638 | -0.000272 | 0.004411 | 1 | 11,782 |
1.659359 | 1.375369 | 0.33095 | -0.739401 | -0.323841 | -0.344 | 0.652668 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.001088 | 0.003662 | 1 | 11,783 |
0.414558 | 1.863918 | -0.633548 | -0.741896 | 0.183855 | 0.451963 | 0.652495 | -0.000016 | -0.116279 | -0.267949 | -0.517638 | 0.000272 | 0.002984 | 1 | 11,784 |
1.450066 | 1.372699 | -0.512629 | -0.747709 | 0.292015 | 0.711779 | 0.652495 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000951 | 0.002575 | 1 | 11,785 |
-0.414164 | -0.100225 | -1.234579 | -0.746049 | 0.433397 | 0.510094 | 0.653362 | 0.000079 | -0.116279 | -0.267949 | -0.517638 | -0.000271 | 0.002982 | 1 | 11,786 |
-0.207124 | -0.345451 | -0.150414 | -0.745219 | -0.145332 | -0.220638 | 0.653362 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000136 | 0.003659 | 1 | 11,787 |
1.03534 | 0.881214 | 0.572321 | -0.748539 | -0.5123 | -0.300732 | 0.641388 | -0.001095 | -0.116279 | -0.267949 | -0.517638 | 0.000679 | 0.003927 | 1 | 11,788 |
-0.414052 | -0.100358 | 0.090792 | -0.748539 | -0.596607 | -0.389742 | 0.641388 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000271 | 0.004604 | 1 | 11,789 |
0.827991 | 0.880615 | 0.813102 | -0.751026 | -0.006239 | 0.009584 | 0.653189 | 0.001079 | -0.116279 | -0.267949 | -0.517638 | 0.000543 | 0.004061 | 1 | 11,790 |
0.620698 | 0.144636 | 0.572321 | -0.752683 | -0.349621 | -0.329316 | 0.653189 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000407 | 0.003924 | 1 | 11,791 |
-0.620698 | -0.713403 | -0.390215 | -0.751026 | 0.344374 | 0.172768 | 0.653709 | 0.000048 | -0.116279 | -0.267949 | -0.517638 | -0.000407 | 0.004601 | 1 | 11,792 |
-0.413939 | -0.100491 | -0.149826 | -0.748539 | 0.385971 | 0.545002 | 0.653709 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000271 | 0.005683 | 1 | 11,793 |
0 | -0.590844 | 0.090792 | -0.748539 | -0.97785 | -0.646554 | 0.653536 | -0.000016 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.005683 | 1 | 11,794 |
-0.724664 | -0.836137 | -0.631748 | -0.746049 | -0.350764 | 0.028415 | 0.653536 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000475 | 0.006293 | 1 | 11,795 |
0.931648 | 1.248666 | 0.69274 | -0.749368 | -0.64381 | -0.526288 | 0.653362 | -0.000016 | -0.116279 | -0.267949 | -0.517638 | 0.000611 | 0.005547 | 1 | 11,796 |
0.103481 | -0.345617 | 0.331605 | -0.750197 | -0.873248 | -0.788145 | 0.653362 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000068 | 0.005344 | 1 | 11,797 |
0.310402 | 0.022118 | 0.21126 | -0.751026 | -0.181124 | -0.049722 | 0.663601 | 0.000937 | -0.116279 | -0.267949 | -0.517638 | 0.000203 | 0.00595 | 1 | 11,798 |
0.413771 | -0.100557 | 0.572321 | -0.753511 | -0.37521 | -0.171376 | 0.663601 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000271 | 0.004869 | 1 | 11,799 |
0.827205 | 0.634291 | 0.331736 | 5.351633 | 0.052487 | 0.334064 | 0.652668 | -0.001 | -0.116279 | -0.267949 | -0.517638 | 0.000542 | 0.004867 | 1 | 11,800 |
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