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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.205589 | -0.225445 | -0.145154 | -0.791368 | -0.026017 | -0.0097 | 0.58898 | 0.000048 | -0.069767 | -0.267949 | -0.517638 | 0.000135 | -0.002428 | 0 | 12,301 |
-0.411206 | -0.34727 | 0.094101 | 5.280858 | -0.96388 | -0.714222 | 0.58898 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00027 | -0.003173 | 0 | 12,302 |
-0.205644 | -0.347204 | -0.623793 | -0.788913 | -0.733041 | -0.526288 | 0.589154 | 0.000016 | -0.069767 | -0.267949 | -0.517638 | -0.000135 | -0.002429 | 0 | 12,303 |
0 | -0.347171 | -0.145347 | -0.788094 | -0.599874 | -0.714222 | 0.589154 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | -0.002565 | 0 | 12,304 |
-0.411372 | -0.103531 | -0.145347 | -0.787276 | -0.164308 | 0.028415 | 0.58898 | -0.000016 | -0.069767 | -0.267949 | -0.517638 | -0.00027 | -0.00243 | 0 | 12,305 |
0.822633 | 0.383913 | 0.572321 | -0.789732 | -0.835453 | -0.928905 | 0.58898 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000539 | -0.002564 | 0 | 12,306 |
0.205589 | 0.139879 | 0.094037 | 5.280858 | -0.38716 | -0.99296 | 0.589154 | 0.000016 | -0.069767 | -0.267949 | -0.517638 | 0.000135 | -0.002834 | 0 | 12,307 |
-0.205589 | -0.590844 | 0.094101 | 5.280858 | -1.542996 | -1.317441 | 0.589154 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000135 | -0.002024 | 0 | 12,308 |
0.205589 | -0.347237 | 0.452762 | 5.279222 | -1.218269 | -1.062593 | 0.589328 | 0.000016 | -0.069767 | -0.267949 | -0.517638 | 0.000135 | -0.001753 | 0 | 12,309 |
-1.028222 | 0.139781 | -0.62347 | -0.787276 | -0.60977 | -0.625212 | 0.589328 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000674 | -0.000674 | 0 | 12,310 |
0.411372 | 0.140273 | 0.333066 | 5.284132 | -0.366965 | -0.171376 | 0.587419 | -0.000175 | -0.069767 | -0.267949 | -0.517638 | 0.00027 | -0.000944 | 0 | 12,311 |
0 | 0.140076 | 0.45273 | -0.788094 | -1.074604 | -0.625212 | 0.587419 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | -0.001214 | 0 | 12,312 |
0.411261 | -0.103531 | 0.093908 | -0.79055 | -0.290543 | -0.300732 | 0.586898 | -0.000048 | -0.069767 | -0.267949 | -0.517638 | 0.00027 | 0.003632 | 1 | 12,313 |
-0.205617 | 0.139879 | 0.094037 | -0.789732 | -1.132073 | -0.814386 | 0.586898 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000135 | 0.003968 | 1 | 12,314 |
0.822301 | 0.383519 | 0.572321 | -0.79055 | -1.12506 | -1.099821 | 0.587072 | 0.000016 | -0.069767 | -0.267949 | -0.517638 | 0.000539 | 0.004302 | 1 | 12,315 |
-0.719489 | -1.07796 | -0.264423 | -0.789732 | -1.530372 | -1.483608 | 0.587072 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000472 | 0.005712 | 1 | 12,316 |
-0.308456 | 0.018153 | 0.213596 | 5.285769 | -1.453478 | -1.223183 | 0.588286 | 0.000111 | -0.069767 | -0.267949 | -0.517638 | -0.000202 | 0.006718 | 1 | 12,317 |
-0.102833 | -0.590844 | -0.145347 | -0.788094 | -1.394467 | -1.138866 | 0.588286 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000067 | 0.008123 | 1 | 12,318 |
-0.10284 | 0.261925 | 0.452722 | -0.787276 | -0.228386 | 0.037667 | 0.587419 | -0.000079 | -0.069767 | -0.267949 | -0.517638 | -0.000067 | 0.007187 | 1 | 12,319 |
-0.102846 | 0.140175 | 0.093843 | -0.787276 | -1.250947 | -0.960292 | 0.587419 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000067 | 0.00692 | 1 | 12,320 |
-0.514336 | 0.505647 | -0.265156 | -0.784818 | -0.492381 | -0.344 | 0.587419 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000337 | 0.006989 | 1 | 12,321 |
0.411483 | -0.103268 | 0.09365 | -0.786457 | -1.087705 | -0.788145 | 0.588286 | 0.000079 | -0.069767 | -0.267949 | -0.517638 | 0.00027 | 0.00605 | 1 | 12,322 |
0.411372 | 0.383913 | -0.384893 | 5.284132 | 0.051847 | 0.037667 | 0.588286 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00027 | 0.004439 | 1 | 12,323 |
0.205644 | -0.347171 | 0.213523 | -0.788094 | -1.90192 | -1.369089 | 0.343601 | -0.022383 | -0.069767 | -0.267949 | -0.517638 | 0.000135 | 0.003364 | 1 | 12,324 |
-0.205644 | -0.347204 | -0.623793 | -0.788094 | -0.713482 | -0.455106 | 0.343601 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000135 | 0.004707 | 1 | 12,325 |
-0.822855 | -0.590844 | -0.384634 | 5.290684 | -1.442369 | -1.062593 | 0.344816 | 0.000111 | -0.069767 | -0.267949 | -0.517638 | -0.000539 | 0.005515 | 1 | 12,326 |
0.822855 | 0.384176 | 0.333002 | -0.786457 | -1.723882 | -1.268925 | 0.344816 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000539 | 0.005512 | 1 | 12,327 |
-1.852049 | -0.590844 | -1.821036 | 5.297244 | 0.33464 | 0.377333 | 0.587766 | 0.022224 | -0.069767 | -0.267949 | -0.517638 | -0.001214 | 0.006324 | 1 | 12,328 |
0.411761 | 0.628671 | 0.572321 | -0.781537 | -0.755212 | -0.869599 | 0.587766 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00027 | 0.005785 | 1 | 12,329 |
-0.720654 | -1.078748 | -0.864662 | 5.300527 | -0.221705 | -0.060048 | 0.587072 | -0.000063 | -0.069767 | -0.267949 | -0.517638 | -0.000472 | 0.006459 | 1 | 12,330 |
-0.102978 | 0.01914 | -0.266174 | -0.779075 | -0.364628 | -0.300732 | 0.587072 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000068 | 0.007532 | 1 | 12,331 |
1.029471 | 0.87287 | 0.332775 | -0.783178 | 0.257165 | 0.504981 | 0.575445 | -0.001064 | -0.069767 | -0.267949 | -0.517638 | 0.000675 | 0.006991 | 1 | 12,332 |
-0.411705 | -0.590844 | -0.0262 | 5.297244 | -0.992108 | -0.898703 | 0.575445 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00027 | 0.008065 | 1 | 12,333 |
0.617516 | 0.140865 | 0.572321 | 5.293963 | -0.815065 | -0.762738 | 0.587419 | 0.001095 | -0.069767 | -0.267949 | -0.517638 | 0.000405 | 0.006722 | 1 | 12,334 |
-1.235282 | -0.712775 | -1.223605 | -0.779896 | -0.66327 | -0.421757 | 0.587419 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00081 | 0.006325 | 1 | 12,335 |
0.20595 | 0.385097 | 0.572321 | -0.780717 | -1.749132 | -1.099821 | 0.587245 | -0.000016 | -0.069767 | -0.267949 | -0.517638 | 0.000135 | 0.006324 | 1 | 12,336 |
0.205922 | 0.141063 | 0.572321 | -0.781537 | -1.064939 | -1.179915 | 0.587245 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000135 | 0.005384 | 1 | 12,337 |
0.411761 | -0.102939 | 0.33284 | -0.782358 | -0.580497 | -0.259683 | 0.58898 | 0.000159 | -0.069767 | -0.267949 | -0.517638 | 0.00027 | 0.00451 | 1 | 12,338 |
-0.617683 | -0.346941 | -0.146025 | 5.300527 | -0.692585 | -0.286814 | 0.58898 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000405 | 0.005251 | 1 | 12,339 |
0.92643 | 1.116477 | 0.692066 | 5.293963 | -0.462189 | -0.246456 | 0.587072 | -0.000175 | -0.069767 | -0.267949 | -0.517638 | 0.000607 | 0.004375 | 1 | 12,340 |
0.102902 | 0.2625 | -0.265608 | -0.783998 | -0.926196 | -0.788145 | 0.587072 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000067 | 0.00471 | 1 | 12,341 |
-1.029332 | -0.347007 | -0.864274 | 5.300527 | 0.041523 | -0.070509 | 0.587245 | 0.000016 | -0.069767 | -0.267949 | -0.517638 | -0.000675 | 0.005385 | 1 | 12,342 |
-1.236116 | -0.102873 | -0.865244 | -0.775788 | -0.371664 | -0.344 | 0.587245 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00081 | 0.005524 | 1 | 12,343 |
0 | -0.102478 | -0.386703 | 5.310385 | 0.526662 | 0.478911 | 0.588807 | 0.000143 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.006464 | 1 | 12,344 |
-0.206117 | -0.46874 | -0.386703 | 5.312029 | -0.12852 | 0.009584 | 0.588807 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000135 | 0.006599 | 1 | 12,345 |
1.236283 | 0.874056 | 0.332581 | -0.777432 | -0.105647 | -0.12497 | 0.588807 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00081 | 0.005789 | 1 | 12,346 |
-0.514996 | -0.102807 | -0.386056 | -0.777432 | -1.003728 | -0.762738 | 0.585683 | -0.000286 | -0.069767 | -0.267949 | -0.517638 | -0.000338 | 0.005388 | 1 | 12,347 |
0.103013 | -0.224681 | 0.572321 | -0.777432 | -0.817301 | -0.841516 | 0.585683 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000068 | 0.004984 | 1 | 12,348 |
-0.103013 | -0.102676 | 0.45252 | -0.777432 | -1.153548 | -0.738112 | 0.586204 | 0.000048 | -0.069767 | -0.267949 | -0.517638 | -0.000068 | 0.005186 | 1 | 12,349 |
-0.10302 | -0.224681 | -0.746026 | -0.77661 | 0.909451 | 0.628342 | 0.586204 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000068 | 0.006194 | 1 | 12,350 |
-0.206061 | -0.10261 | 0.093003 | 5.308741 | 0 | -0.091851 | 0.589501 | 0.000302 | -0.069767 | -0.535898 | -0.385986 | -0.000135 | 0.006933 | 1 | 12,351 |
-1.546346 | -0.835043 | -2.545984 | 5.321906 | 0.383989 | 0.383327 | 0.589501 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.001014 | 0.008416 | 1 | 12,352 |
0.927996 | 0.997257 | -0.507567 | 5.313674 | -0.672298 | -0.66848 | 0.588113 | -0.000127 | -0.069767 | -0.535898 | -0.385986 | 0.000608 | 0.008477 | 1 | 12,353 |
-0.206172 | 0.141854 | -0.626865 | 5.320259 | -0.923581 | -0.928905 | 0.588113 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000135 | 0.008747 | 1 | 12,354 |
-0.2062 | -0.10228 | -0.14719 | 5.316966 | 0.057588 | 0.149113 | 0.58898 | 0.000079 | -0.069767 | -0.535898 | -0.385986 | -0.000135 | 0.009551 | 1 | 12,355 |
0.618517 | 0.87465 | 0.572321 | -0.774966 | -0.989233 | -0.898703 | 0.58898 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000405 | 0.009347 | 1 | 12,356 |
-0.206145 | -0.346611 | 0.092809 | -0.774144 | -0.611433 | -0.738112 | 0.587592 | -0.000127 | -0.069767 | -0.535898 | -0.385986 | -0.000135 | 0.009817 | 1 | 12,357 |
1.030445 | 1.118322 | 0.332549 | -0.778254 | 0.158507 | 0.232629 | 0.587592 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000675 | 0.009409 | 1 | 12,358 |
0.617933 | 0.141359 | 0.811899 | -0.780717 | -0.3327 | -0.259683 | 0.584295 | -0.000302 | -0.069767 | -0.535898 | -0.385986 | 0.000405 | 0.00887 | 1 | 12,359 |
0.617683 | 1.116477 | 0.811802 | -0.782358 | 0.481939 | 0.596955 | 0.584295 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000405 | 0.00793 | 1 | 12,360 |
0 | -0.346941 | 0.093456 | -0.782358 | -0.147889 | -0.039527 | 0.588113 | 0.000349 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.008599 | 1 | 12,361 |
-0.411761 | -0.346941 | -0.146025 | 5.298885 | 0.059491 | 0.099597 | 0.588113 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00027 | 0.008333 | 1 | 12,362 |
7.804512 | 9.384974 | 0.33284 | -0.812558 | 1.812638 | 1.77951 | 0.590889 | 0.000254 | -0.069767 | -0.535898 | -0.385986 | 0.005116 | 0.00295 | 1 | 12,363 |
0.307255 | 0.865011 | -1.096164 | -0.81337 | 0.914092 | 0.794509 | 0.590889 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000201 | 0.002748 | 1 | 12,364 |
1.330725 | 4.619504 | 0.214993 | -0.818238 | 1.307503 | 1.411066 | 0.397571 | -0.017684 | -0.069767 | -0.535898 | -0.385986 | 0.000872 | 0.001876 | 1 | 12,365 |
1.431791 | 1.832329 | -0.618015 | -0.823907 | 1.503001 | 1.149368 | 0.397571 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000939 | 0.001072 | 1 | 12,366 |
1.226181 | 1.830057 | -1.330812 | -0.829565 | 1.325839 | 1.106991 | 0.402256 | 0.000429 | -0.069767 | -0.535898 | -0.385986 | 0.000804 | 0 | 0 | 12,367 |
2.041447 | 2.311517 | -0.140541 | -0.836825 | 0.847752 | 0.964463 | 0.402256 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.001338 | -0.001539 | 0 | 12,368 |
-1.530829 | -0.349126 | -1.80182 | 5.199586 | 0.230449 | 0.124738 | 0.402256 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.001003 | -0.000067 | 0 | 12,369 |
-0.510618 | -0.106955 | -1.447523 | -0.828758 | 0.885965 | 0.932035 | 0.407288 | 0.00046 | -0.069767 | -0.535898 | -0.385986 | -0.000335 | 0.001004 | 1 | 12,370 |
-0.408617 | -0.106793 | 0.097111 | 5.206048 | -0.931456 | -0.625212 | 0.414924 | 0.000698 | -0.069767 | -0.535898 | -0.385986 | -0.000268 | 0.000937 | 1 | 12,371 |
-1.022023 | -0.348738 | -0.61626 | -0.823907 | -0.305384 | -0.358959 | 0.414924 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00067 | 0.001741 | 1 | 12,372 |
-2.046102 | -0.590844 | -1.807233 | 5.227096 | -0.256768 | -0.208035 | 0.414924 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.001341 | 0.001073 | 1 | 12,373 |
-1.433906 | -0.34825 | -1.57201 | 5.240086 | -0.126033 | -0.029461 | 0.413189 | -0.000159 | -0.069767 | -0.535898 | -0.385986 | -0.00094 | 0.001745 | 1 | 12,374 |
1.843346 | 2.320867 | 0.095579 | -0.816616 | 1.325327 | 1.18743 | 0.413189 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.001208 | 0.000939 | 1 | 12,375 |
0.40933 | 0.379075 | -0.380139 | -0.818238 | 0.057588 | -0.070509 | 0.398959 | -0.001302 | -0.069767 | -0.535898 | -0.385986 | 0.000268 | 0.001207 | 1 | 12,376 |
0.818331 | 0.378815 | 0.096283 | -0.819048 | -0.187424 | -0.195628 | 0.398959 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000536 | 0.001875 | 1 | 12,377 |
-0.613707 | -1.318039 | -1.569709 | -0.819048 | -0.515193 | -0.604425 | 0.407115 | 0.000746 | -0.069767 | -0.535898 | -0.385986 | -0.000402 | 0.001608 | 1 | 12,378 |
-0.409275 | -0.348413 | -0.141689 | -0.819048 | -1.006664 | -0.762738 | 0.407115 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000268 | 0.001341 | 1 | 12,379 |
0.306967 | 0.378945 | 0.572321 | -0.819048 | -0.10244 | -0.300732 | 0.406768 | -0.000032 | -0.069767 | -0.535898 | -0.385986 | 0.000201 | 0.001809 | 1 | 12,380 |
1.533908 | 1.953232 | 0.215328 | 5.210899 | -0.618125 | -0.405589 | 0.406768 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.001005 | 0.000402 | 1 | 12,381 |
0.204405 | -0.106469 | -0.141019 | -0.824716 | -0.180229 | -0.329316 | 0.406768 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000134 | -0.001072 | 0 | 12,382 |
1.225853 | 2.554853 | 0.334605 | -0.830373 | 0.464838 | 0.510094 | 0.396009 | -0.000984 | -0.069767 | -0.535898 | -0.385986 | 0.000804 | -0.000536 | 0 | 12,383 |
-1.430257 | 0.618716 | -1.091024 | 5.214135 | -0.434545 | -0.472317 | 0.396009 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000938 | 0.001473 | 1 | 12,384 |
-1.840874 | -1.075348 | -2.520892 | 5.225475 | -0.60977 | -0.314896 | 0.39167 | -0.000397 | -0.069767 | -0.535898 | -0.385986 | -0.001207 | 0.003348 | 1 | 12,385 |
0.204651 | 1.105946 | 0.572321 | 5.223854 | -0.289495 | 0.116445 | 0.391323 | -0.000032 | -0.069767 | -0.535898 | -0.385986 | 0.000134 | 0.003348 | 1 | 12,386 |
-1.22832 | -0.83334 | -0.856178 | -0.814182 | 0.178539 | 0.149113 | 0.391323 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000805 | 0.005022 | 1 | 12,387 |
-0.921889 | -0.348185 | -0.499808 | -0.81012 | 0.331222 | 0.064797 | 0.389935 | -0.000127 | -0.069767 | -0.535898 | -0.385986 | -0.000604 | 0.005826 | 1 | 12,388 |
0.51223 | 0.986809 | 0.453156 | -0.81337 | 0.564098 | -0.049722 | 0.389935 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000336 | 0.005758 | 1 | 12,389 |
-0.40977 | 0.865011 | 0.095771 | 5.238461 | 0.10188 | 0.352895 | 0.389935 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000269 | 0.002683 | 1 | 12,390 |
0.614614 | 0.380117 | 0.095643 | -0.81337 | -0.46623 | -0.259683 | 0.393232 | 0.000302 | -0.069767 | -0.535898 | -0.385986 | 0.000403 | -0.001612 | 0 | 12,391 |
0 | -0.105494 | 0.334094 | -0.812558 | -1.67598 | -1.099821 | 0.393232 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.002824 | 0 | 12,392 |
-1.024494 | -0.348152 | -0.619134 | -0.810933 | -0.854093 | -0.738112 | 0.393406 | 0.000016 | -0.069767 | -0.535898 | -0.385986 | -0.000672 | -0.006199 | 0 | 12,393 |
1.434098 | 1.351078 | 1.048999 | -0.814182 | -0.384753 | -0.220638 | 0.393406 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00094 | -0.008763 | 0 | 12,394 |
0 | 0.621962 | 0.572321 | -0.814993 | -0.290543 | -0.455106 | 0.402082 | 0.000794 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.006464 | 0 | 12,395 |
0 | 0.136937 | 0.095963 | -0.816616 | -1.542996 | -1.138866 | 0.402082 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.007951 | 0 | 12,396 |
-1.126678 | 0.136937 | -1.095492 | -0.81012 | -0.024586 | 0.108065 | 0.402082 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000739 | -0.009108 | 0 | 12,397 |
-0.512402 | -0.469437 | -0.73894 | 5.241712 | 0.236366 | 0.412644 | 0.404512 | 0.000222 | -0.069767 | -0.535898 | -0.385986 | -0.000336 | -0.012031 | 0 | 12,398 |
0.204981 | 0.016313 | 0.572321 | -0.809308 | -0.685139 | -0.625212 | 0.403818 | -0.000063 | -0.069767 | -0.535898 | -0.385986 | 0.000134 | -0.013799 | 0 | 12,399 |
1.434098 | 1.836233 | 0.572321 | 5.236836 | -0.159949 | -0.029461 | 0.403818 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00094 | -0.01365 | 0 | 12,400 |
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