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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.141702 | 0.761985 | 0.451566 | -0.734406 | -0.132685 | 0.210703 | 0.637571 | 0 | -0.093023 | -1 | 0.614014 | 0.000748 | 0.00353 | 1 | 12,501 |
0 | -0.099157 | -3.051199 | -0.734406 | 0.331222 | 0.530228 | 0.628373 | -0.000841 | -0.093023 | -1 | 0.614014 | 0 | 0.003937 | 1 | 12,502 |
0.829792 | 1.620694 | 0.572321 | -0.737737 | 0.473616 | 0.666969 | 0.628373 | 0 | -0.093023 | -1 | 0.614014 | 0.000544 | 0.003528 | 1 | 12,503 |
2.486673 | 2.600998 | 0.089875 | -0.746879 | 0.944496 | 1.204734 | 0.623341 | -0.00046 | -0.093023 | -1 | 0.614014 | 0.00163 | 0.001492 | 1 | 12,504 |
-0.207068 | 0.145035 | -1.234579 | -0.746049 | 0.495593 | 0.801623 | 0.623341 | 0 | -0.093023 | -1 | 0.614014 | -0.000136 | 0.001356 | 1 | 12,505 |
-0.621373 | -0.345484 | -0.632238 | -0.744389 | 0.248052 | 0.606049 | 0.6282 | 0.000444 | -0.093023 | -1 | 0.614014 | -0.000407 | 0.002306 | 1 | 12,506 |
0.414277 | 0.390794 | -5.823792 | -0.746049 | 0.29878 | 0.494654 | 0.6282 | 0 | -0.093023 | -1 | 0.614014 | 0.000272 | 0.003253 | 1 | 12,507 |
0.828216 | 0.635788 | 0.331442 | -0.750197 | 0.250943 | 0.334064 | 0.597137 | -0.002842 | -0.093023 | -1 | 0.614014 | 0.000543 | 0.002845 | 1 | 12,508 |
1.861843 | 1.615296 | 0.933382 | -0.756822 | 0.308142 | 0.715731 | 0.597137 | 0 | -0.093023 | -1 | 0.614014 | 0.00122 | 0.001625 | 1 | 12,509 |
-0.206759 | -0.100956 | -1.713316 | -0.755995 | 0.12934 | 0.267889 | 0.596963 | -0.000016 | -0.093023 | -1 | 0.614014 | -0.000136 | 0.00176 | 1 | 12,510 |
-0.413603 | 0.633793 | 0.091314 | -0.753511 | 0.243693 | 0.6195 | 0.596963 | 0 | -0.093023 | -1 | 0.614014 | -0.000271 | 0.002032 | 1 | 12,511 |
-0.413715 | -0.835937 | -0.871484 | 5.356602 | 0.114284 | 0.559509 | 0.251974 | -0.031559 | -0.093023 | -1 | 0.614014 | -0.000271 | 0.002303 | 1 | 12,512 |
0 | -0.100624 | -7.506193 | 5.356602 | 0.068303 | 0.545002 | 0.251974 | 0 | -0.093023 | -1 | 0.614014 | 0 | 0.002303 | 1 | 12,513 |
-0.206899 | -0.100624 | -0.390346 | -0.751855 | 0.241747 | 0.601515 | 0.608243 | 0.03259 | -0.093023 | -1 | 0.614014 | -0.000136 | 0.002438 | 1 | 12,514 |
-0.827879 | 0.144536 | -0.390477 | 5.363233 | 0.067051 | 0.346667 | 0.608243 | 0 | -0.093023 | -1 | 0.614014 | -0.000543 | 0.002981 | 1 | 12,515 |
1.138217 | 1.370569 | 0.33154 | 5.354945 | -0.100842 | 0.24692 | 0.596095 | -0.001111 | -0.093023 | -1 | 0.614014 | 0.000746 | 0.002235 | 1 | 12,516 |
-1.138217 | -0.100657 | -0.751391 | -0.748539 | -0.411696 | -0.136322 | 0.596095 | 0 | -0.093023 | -1 | 0.614014 | -0.000746 | 0.002981 | 1 | 12,517 |
1.034778 | 0.635288 | 0.572321 | 5.361574 | -0.185618 | -0.259683 | 0.573536 | -0.002064 | -0.093023 | -1 | 0.614014 | 0.000678 | 0.002303 | 1 | 12,518 |
0.413715 | -0.100624 | -0.14963 | -0.754339 | -0.026017 | 0.082386 | 0.573536 | 0 | -0.093023 | -1 | 0.614014 | 0.000271 | 0.002032 | 1 | 12,519 |
0 | 0.389198 | -0.149434 | -0.752683 | 0.734592 | 1.114212 | 0.563644 | -0.000905 | -0.093023 | -1 | 0.614014 | 0 | 0.006621 | 1 | 12,520 |
0.620362 | 0.144237 | -0.390085 | -0.755167 | 0.270849 | 0.446463 | 0.563644 | 0 | -0.093023 | -1 | 0.614014 | 0.000407 | 0.006753 | 1 | 12,521 |
-1.654859 | -1.080865 | -1.592946 | -0.750197 | 0.316066 | 0.637088 | 0.563644 | 0 | -0.093023 | -1 | 0.614014 | -0.001085 | 0.009183 | 1 | 12,522 |
-0.310486 | -0.590844 | -0.149924 | -0.748539 | 0.354388 | 0.545002 | 0.575271 | 0.001064 | -0.093023 | -1 | 0.614014 | -0.000204 | 0.009118 | 1 | 12,523 |
0.724369 | 0.267478 | 0.572321 | -0.750197 | 0.049923 | -0.0097 | 0.575271 | 0 | -0.093023 | -1 | 0.614014 | 0.000475 | 0.009718 | 1 | 12,524 |
0.82743 | 0.389596 | 0.090988 | 5.351633 | 0.239306 | 0.389277 | 0.575965 | 0.000063 | -0.093023 | -1 | 0.614014 | 0.000542 | 0.008235 | 1 | 12,525 |
-1.034357 | -0.345817 | -0.871288 | 5.359916 | 0.527953 | 0.615041 | 0.575965 | 0 | -0.093023 | -1 | 0.614014 | -0.000678 | 0.007837 | 1 | 12,526 |
-0.103474 | -0.100491 | -0.390607 | -0.750197 | -0.072691 | 0.019055 | 0.225423 | -0.032067 | -0.093023 | -1 | 0.614014 | -0.000068 | 0.008174 | 1 | 12,527 |
1.964813 | 2.227063 | 0.692659 | -0.758476 | 0.623923 | 0.679441 | 0.225423 | 0 | -0.093023 | -1 | 0.614014 | 0.001288 | 0.00702 | 1 | 12,528 |
1.85907 | 1.856607 | 0.331932 | -0.765908 | 0.552362 | 0.666969 | 0.598872 | 0.034162 | -0.093023 | -1 | 0.614014 | 0.001219 | 0.007549 | 1 | 12,529 |
-0.412931 | -0.101685 | -0.628488 | -0.763432 | 0.456664 | 0.675305 | 0.598872 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000271 | 0.009162 | 1 | 12,530 |
-0.413043 | 0.143043 | -0.148262 | -0.762607 | 0.5439 | 0.731346 | 0.60321 | 0.000397 | -0.093023 | -1.164525 | 1.414214 | -0.000271 | 0.008762 | 1 | 12,531 |
-0.826421 | -0.10142 | -0.388782 | -0.759303 | 0.236366 | 0.462852 | 0.60321 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000542 | 0.008229 | 1 | 12,532 |
-0.206675 | -0.101155 | -0.990582 | -0.757649 | -0.161689 | 0.07364 | 0.597657 | -0.000508 | -0.093023 | -1.164525 | 1.414214 | -0.000135 | 0.008701 | 1 | 12,533 |
0.723241 | 0.266141 | 0.091509 | -0.760955 | 0.231439 | 0.583117 | 0.597657 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000474 | 0.008697 | 1 | 12,534 |
-0.723241 | -0.223689 | -0.749598 | -0.759303 | 0.605415 | 1.082441 | 0.411974 | -0.016986 | -0.093023 | -1.164525 | 1.414214 | -0.000474 | 0.008634 | 1 | 12,535 |
0.413323 | 0.143739 | 0.091509 | -0.760129 | 0.601653 | 1.012129 | 0.411974 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000271 | 0.006884 | 1 | 12,536 |
0 | 0.388269 | 0.572321 | 5.341708 | 0.429318 | 0.683555 | 0.596269 | 0.016859 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.00722 | 1 | 12,537 |
0.826309 | 1.122255 | 0.331997 | 5.336751 | 0.738653 | 1.072406 | 0.596269 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000542 | 0.006477 | 1 | 12,538 |
-0.61969 | -0.590844 | -1.470368 | -0.761781 | 0.319124 | 0.564287 | 0.591584 | -0.000429 | -0.093023 | -1.164525 | 1.414214 | -0.000406 | 0.006883 | 1 | 12,539 |
0.413155 | 0.143441 | 0.091705 | -0.762607 | 0.225978 | 0.687648 | 0.591584 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000271 | 0.006074 | 1 | 12,540 |
-0.206563 | 0.632467 | 0.091835 | 5.336751 | 1.052053 | 1.377294 | 0.592451 | 0.000079 | -0.023256 | -1.164525 | 1.414214 | -0.000135 | 0.006075 | 1 | 12,541 |
0.619606 | 0.632633 | 0.812548 | -0.764258 | 0.807743 | 1.140143 | 0.592451 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000406 | 0.0054 | 1 | 12,542 |
0.412931 | 0.387606 | 0.572321 | 5.330149 | 0.961808 | 1.13782 | 0.594013 | 0.000143 | -0.023256 | -1.164525 | 1.414214 | 0.000271 | 0.00459 | 1 | 12,543 |
0.72236 | 0.265097 | 0.332224 | -0.768381 | 0.78227 | 0.90449 | 0.594013 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000474 | 0.003443 | 1 | 12,544 |
-0.928812 | -0.4686 | -0.507859 | -0.765083 | 0.640031 | 0.885585 | 0.592798 | -0.000111 | -0.023256 | -1.164525 | 1.414214 | -0.000609 | 0.00486 | 1 | 12,545 |
-1.239296 | -0.346215 | -1.109267 | -0.759303 | 0.538202 | 0.715731 | 0.592798 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000812 | 0.005134 | 1 | 12,546 |
-1.240304 | -0.590844 | -1.110634 | -0.755167 | 0.51064 | 0.84638 | 0.593145 | 0.000032 | -0.023256 | -1.164525 | 1.414214 | -0.000813 | 0.005947 | 1 | 12,547 |
-1.034357 | 0.021661 | -0.630605 | -0.751026 | 0.693383 | 0.94101 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000678 | 0.006355 | 1 | 12,548 |
1.861338 | 2.471683 | 0.090922 | 5.345015 | 0.605992 | 0.929021 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00122 | 0.004866 | 1 | 12,549 |
-0.826981 | -0.101089 | -0.389433 | -0.755167 | 0.694907 | 0.859663 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000542 | 0.005812 | 1 | 12,550 |
0.206787 | 0.633959 | 0.331801 | -0.755167 | 0.461296 | 0.658545 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000136 | 0.006889 | 1 | 12,551 |
0.620194 | 0.388932 | 0.572321 | -0.757649 | 0.632579 | 0.910694 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000407 | 0.006348 | 1 | 12,552 |
0.206675 | -0.34595 | -0.148945 | -0.757649 | -0.296865 | -0.01952 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000135 | 0.005337 | 1 | 12,553 |
-0.62011 | -0.101155 | -0.62979 | -0.756822 | 0.809896 | 1.099705 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000406 | 0.006619 | 1 | 12,554 |
-0.413547 | -0.345883 | -0.149141 | -0.755167 | 0.250462 | 0.715731 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000271 | 0.006351 | 1 | 12,555 |
0.826981 | 0.87882 | -0.630605 | -0.758476 | 1.180077 | 1.336609 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000542 | 0.005944 | 1 | 12,556 |
1.85907 | 1.856607 | 0.091509 | -0.765908 | 1.782213 | 1.751912 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.001219 | 0.005264 | 1 | 12,557 |
0.206424 | -0.101685 | 0.212164 | -0.765908 | 1.528356 | 1.497199 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000135 | 0.005801 | 1 | 12,558 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.006473 | 1 | 12,559 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.006541 | 1 | 12,560 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.004859 | 1 | 12,561 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.005532 | 1 | 12,562 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.005667 | 1 | 12,563 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.005667 | 1 | 12,564 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.005128 | 1 | 12,565 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.005128 | 1 | 12,566 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.005128 | 1 | 12,567 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.004455 | 1 | 12,568 |
0 | 0.63164 | 0.332257 | -0.766732 | 0.77054 | 0.952823 | 0.593145 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.004186 | 1 | 12,569 |
7.001834 | 8.192642 | 6.084854 | 5.272682 | 1.81935 | 1.736648 | 0.566941 | -0.002397 | -0.023256 | 0.628626 | 1.414214 | 0.00459 | -0.000808 | 0 | 12,570 |
0.821636 | 4.028978 | 0.811254 | -0.796271 | 1.258017 | 1.26846 | 0.566941 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000539 | -0.001886 | 0 | 12,571 |
2.052157 | 2.326741 | 0.333485 | 5.249846 | 0.283351 | 0.790929 | 0.5659 | -0.000095 | -0.023256 | 0.628626 | 1.414214 | 0.001345 | -0.003501 | 0 | 12,572 |
-0.410211 | -0.104907 | -1.097959 | 5.253103 | 0.580143 | 0.750447 | 0.5659 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000269 | -0.002558 | 0 | 12,573 |
1.640181 | 1.595433 | 0.810868 | 5.241712 | 0.115454 | 0.091037 | 0.565553 | -0.000032 | -0.023256 | 0.628626 | 1.414214 | 0.001075 | -0.003364 | 0 | 12,574 |
-1.435062 | -0.105298 | -1.81235 | -0.80524 | 0.505327 | 0.6195 | 0.565553 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000941 | -0.001615 | 0 | 12,575 |
-1.641726 | -0.347826 | -1.336956 | -0.797087 | -0.164308 | 0.149113 | 0.632712 | 0.006143 | -0.023256 | 0.628626 | 1.414214 | -0.001076 | -0.000808 | 0 | 12,576 |
0.410597 | 1.111424 | 0.094681 | 5.262885 | -0.308606 | -0.0097 | 0.624035 | -0.000794 | -0.023256 | 0.628626 | 1.414214 | 0.000269 | -0.000942 | 0 | 12,577 |
0.205257 | -0.104449 | -0.6217 | 5.259622 | -0.256768 | -0.060048 | 0.624035 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000135 | -0.000875 | 0 | 12,578 |
2.665832 | 2.567961 | 0.810997 | -0.811746 | 0.435243 | 0.658545 | 0.620911 | -0.000286 | -0.023256 | 0.628626 | 1.414214 | 0.001747 | -0.00269 | 0 | 12,579 |
2.047475 | 2.804785 | -0.857905 | 5.223854 | 0.680295 | 0.683555 | 0.620911 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001342 | -0.004166 | 0 | 12,580 |
-1.023394 | -0.348413 | -1.094149 | 5.230341 | 0.313435 | 0.440925 | 0.620911 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000671 | -0.003496 | 0 | 12,581 |
-1.63886 | -0.83347 | -1.333623 | -0.81012 | 0.088644 | 0.188159 | 0.624035 | 0.000286 | -0.023256 | 0.628626 | 1.414214 | -0.001074 | -0.002556 | 0 | 12,582 |
0.512333 | 0.137621 | 0.095515 | -0.810933 | 0.140704 | 0.26096 | 0.624035 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000336 | -0.002892 | 0 | 12,583 |
0.716977 | 0.501377 | -0.023506 | 5.236836 | -0.048592 | 0.149113 | 0.622299 | -0.000159 | -0.023256 | 0.628626 | 1.414214 | 0.00047 | -0.00444 | 0 | 12,584 |
-0.81943 | -0.348185 | -1.334135 | 5.246591 | -0.322742 | -0.039527 | 0.622299 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000537 | -0.003229 | 0 | 12,585 |
-2.255704 | -1.319407 | -3.005889 | 5.257992 | -0.636867 | -0.389742 | 0.538482 | -0.007667 | -0.023256 | 0.628626 | 1.414214 | -0.001479 | -0.001481 | 0 | 12,586 |
0.512953 | 0.624571 | 0.572321 | -0.803611 | -0.032496 | 0.116445 | 0.538482 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000336 | -0.001548 | 0 | 12,587 |
-0.307751 | 0.016762 | -0.262903 | -0.801981 | -0.439726 | -0.220638 | 0.626291 | 0.008032 | -0.023256 | 0.628626 | 1.414214 | -0.000202 | -0.000942 | 0 | 12,588 |
0 | 0.624408 | 0.572321 | -0.801981 | -0.361136 | -0.421757 | 0.626291 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001211 | 0 | 12,589 |
-0.820973 | -0.833992 | -1.337727 | 5.266149 | -0.383553 | 0.028415 | 0.625944 | -0.000032 | -0.023256 | 0.628626 | 1.414214 | -0.000538 | -0.000269 | 0 | 12,590 |
-0.205312 | -0.104383 | -0.144091 | -0.796271 | 0.203179 | 0.340391 | 0.625944 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000135 | -0.000471 | 0 | 12,591 |
-0.410708 | -0.590844 | -2.773865 | -0.796271 | 0.484692 | 0.564287 | 0.631844 | 0.00054 | -0.023256 | 0.628626 | 1.414214 | -0.000269 | -0.000404 | 0 | 12,592 |
-0.821747 | -0.104187 | -0.383346 | 5.275951 | -0.077305 | -0.18341 | 0.631844 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000539 | 0.000404 | 1 | 12,593 |
-1.027807 | -0.103925 | -1.101335 | -0.788094 | 0.425216 | 0.484193 | 0.623514 | -0.000762 | -0.023256 | 0.628626 | 1.414214 | -0.000674 | 0.000808 | 1 | 12,594 |
1.233285 | 1.844079 | 0.093972 | 5.271048 | 0.159605 | 0.1805 | 0.623514 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000808 | -0.000067 | 0 | 12,595 |
-0.822079 | 0.626044 | -0.383732 | 5.279222 | -0.370487 | -0.314896 | 0.621605 | -0.000175 | -0.023256 | 0.628626 | 1.414214 | -0.000539 | -0.000539 | 0 | 12,596 |
0 | 0.139781 | 0.452778 | 5.279222 | -1.42067 | -1.138866 | 0.621605 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.000135 | 1 | 12,597 |
-0.411206 | 0.139781 | -0.145057 | -0.788913 | -0.205744 | 0.019055 | 0.621605 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.00027 | 0.000674 | 1 | 12,598 |
-0.411317 | -0.590844 | -1.341848 | -0.784818 | -0.521015 | -0.358959 | 0.626638 | 0.00046 | -0.023256 | 0.628626 | 1.414214 | -0.00027 | 0.000809 | 1 | 12,599 |
0.616933 | 0.627356 | -0.145444 | 5.280858 | -0.026734 | 0.055855 | 0.535531 | -0.008334 | -0.023256 | 0.628626 | 1.414214 | 0.000404 | 0.001481 | 1 | 12,600 |
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