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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.849305 | 1.843751 | 0.572321 | -0.797904 | -0.636867 | -0.208035 | 0.535531 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001212 | -0.000067 | 0 | 12,601 |
-0.205368 | 0.138994 | -0.144284 | 5.267781 | -0.200197 | -0.259683 | 0.61692 | 0.007445 | -0.023256 | 0.628626 | 1.414214 | -0.000135 | -0.000067 | 0 | 12,602 |
-1.335564 | -0.104187 | -1.100434 | -0.791368 | -0.947479 | -0.66848 | 0.61692 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000875 | 0.000606 | 1 | 12,603 |
1.335564 | 1.235041 | 0.572321 | -0.797087 | -0.474382 | -0.01952 | 0.615879 | -0.000095 | -0.023256 | 0.628626 | 1.414214 | 0.000875 | -0.000269 | 0 | 12,604 |
-0.821747 | -0.590844 | -0.861372 | -0.79382 | -0.366965 | -0.081109 | 0.615879 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000539 | -0.000135 | 0 | 12,605 |
0.205478 | 0.382863 | 0.333324 | -0.79382 | -0.353056 | -0.049722 | 0.608417 | -0.000683 | -0.023256 | 0.628626 | 1.414214 | 0.000135 | -0.000539 | 0 | 12,606 |
0.821636 | 0.869323 | 0.572321 | 5.266149 | -0.187424 | 0.046813 | 0.608417 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000539 | -0.001347 | 0 | 12,607 |
1.026424 | 1.354736 | 0.333485 | -0.801981 | -0.116173 | 0.157076 | 0.609284 | 0.000079 | -0.023256 | 0.628626 | 1.414214 | 0.000673 | -0.00175 | 0 | 12,608 |
1.025733 | 0.624571 | 0.094938 | 5.249846 | -0.267845 | 0.055855 | 0.609284 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000672 | -0.001951 | 0 | 12,609 |
0.102535 | -0.347859 | 0.095259 | -0.80524 | -0.28324 | -0.039527 | 0.609284 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000067 | -0.002086 | 0 | 12,610 |
-2.565455 | -0.955358 | -3.128024 | -0.795454 | 0.06454 | 0.418381 | 0.607896 | -0.000127 | -0.023256 | 0.628626 | 1.414214 | -0.001682 | -0.000269 | 0 | 12,611 |
1.0267 | 1.35526 | 0.572321 | -0.800351 | -0.271917 | 0.028415 | 0.607896 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000673 | -0.001212 | 0 | 12,612 |
0.205257 | -0.34763 | -0.143995 | 5.259622 | -0.444947 | -0.195628 | 0.607375 | -0.000048 | -0.023256 | 0.628626 | 1.414214 | 0.000135 | -0.002155 | 0 | 12,613 |
0 | -0.104514 | -0.024509 | -0.79872 | -0.681446 | -0.246456 | 0.607375 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.002694 | 0 | 12,614 |
-0.821194 | -0.590844 | -0.621539 | -0.797087 | -0.470294 | -0.300732 | 0.607722 | 0.000032 | -0.023256 | 0.628626 | 1.414214 | -0.000538 | -0.001347 | 0 | 12,615 |
0 | -0.347532 | -0.383217 | -0.797904 | -0.452852 | -0.208035 | 0.607722 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.00101 | 0 | 12,616 |
0 | 0.138994 | 0.572321 | -0.797904 | -0.147036 | -0.389742 | 0.608937 | 0.000111 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.000943 | 0 | 12,617 |
-1.027115 | 1.111653 | -0.622182 | 5.274316 | -0.220756 | -0.060048 | 0.608937 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000673 | -0.000606 | 0 | 12,618 |
-0.41104 | -0.103925 | 0.094295 | -0.792185 | -0.547837 | -0.358959 | 0.609111 | 0.000016 | -0.023256 | 0.628626 | 1.414214 | -0.000269 | -0.000944 | 0 | 12,619 |
-0.616767 | -0.590844 | -0.862532 | -0.788913 | 0.223481 | 0.218079 | 0.609111 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000404 | -0.000135 | 0 | 12,620 |
-0.822744 | 0.139978 | -0.623793 | -0.787276 | 0.005499 | 0.164961 | 0.514707 | -0.008636 | -0.023256 | 0.628626 | 1.414214 | -0.000539 | 0.000809 | 1 | 12,621 |
-0.411539 | 0.140372 | -0.624438 | -0.784818 | -0.17755 | 0.274758 | 0.514707 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.00027 | 0.001483 | 1 | 12,622 |
1.028638 | 4.036447 | 0.332969 | -0.788913 | -0.858833 | -0.455106 | 0.514707 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000674 | 0.000943 | 1 | 12,623 |
0.411261 | 0.8707 | 0.333131 | -0.79055 | 0.772811 | 1.028296 | 0.608937 | 0.00862 | -0.023256 | 0.628626 | 1.414214 | 0.00027 | 0.000808 | 1 | 12,624 |
1.233119 | 0.870307 | -0.145154 | -0.791368 | -0.795258 | -0.564403 | 0.608937 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000808 | -0.000404 | 0 | 12,625 |
-0.410929 | -0.834287 | -0.622665 | -0.79382 | -0.023871 | 0.149113 | 0.609458 | 0.000048 | -0.023256 | 0.628626 | 1.414214 | -0.000269 | -0.001078 | 0 | 12,626 |
0.205478 | -0.347368 | -0.383861 | -0.794637 | -0.920976 | -0.545119 | 0.609805 | 0.000032 | -0.023256 | 0.628626 | 1.414214 | 0.000135 | -0.001011 | 0 | 12,627 |
0.308166 | -0.10399 | 0.094359 | -0.795454 | -0.361136 | 0.124738 | 0.609805 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000202 | -0.001145 | 0 | 12,628 |
-0.102715 | 0.504171 | 0.333404 | -0.794637 | 0.117205 | 0.210703 | 0.608764 | -0.000095 | -0.023256 | 0.628626 | 1.414214 | -0.000067 | -0.001348 | 0 | 12,629 |
-0.205451 | -0.712561 | -1.340043 | 5.272682 | 0.664575 | 0.6195 | 0.608764 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000135 | -0.001887 | 0 | 12,630 |
0 | 0.139387 | -0.383732 | -0.79382 | -0.207603 | 0.009584 | 0.612061 | 0.000302 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.002225 | 0 | 12,631 |
-0.205478 | 0.382732 | -0.383732 | -0.793003 | 0.322168 | 0.510094 | 0.612061 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000135 | -0.002157 | 0 | 12,632 |
0 | -0.347368 | 0.333324 | -0.793003 | -0.377583 | -0.314896 | 0.613623 | 0.000143 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.002225 | 0 | 12,633 |
-1.644823 | -0.834352 | -1.579813 | 5.287407 | -0.40548 | -0.01952 | 0.613623 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001078 | -0.000944 | 0 | 12,634 |
1.028222 | 0.62752 | 0.572321 | -0.79055 | -0.75932 | -0.625212 | 0.608069 | -0.000508 | -0.023256 | 0.464102 | 0.614014 | 0.000674 | -0.001618 | 0 | 12,635 |
0.411095 | 0.383256 | 0.333227 | -0.793003 | -0.047113 | 0.218079 | 0.608069 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000269 | -0.002225 | 0 | 12,636 |
0.410984 | 0.139584 | 0.09423 | 5.272682 | -0.747067 | -0.344 | 0.608069 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000269 | -0.002697 | 0 | 12,637 |
0.616269 | 0.382732 | 0.094359 | -0.797087 | -1.542996 | -1.062593 | 0.520781 | -0.007985 | -0.023256 | 0.464102 | 0.614014 | 0.000404 | -0.002764 | 0 | 12,638 |
-0.410818 | -0.347499 | -0.02491 | -0.795454 | -0.150456 | 0.14107 | 0.520781 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000269 | -0.002157 | 0 | 12,639 |
0.616186 | 0.139289 | 0.333388 | -0.797087 | -0.105647 | 0.149113 | 0.607375 | 0.007921 | -0.023256 | 0.464102 | 0.614014 | 0.000404 | -0.002291 | 0 | 12,640 |
-0.513471 | -0.590844 | -0.383217 | -0.795454 | -0.371664 | -0.300732 | 0.607375 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000337 | -0.001954 | 0 | 12,641 |
-0.308166 | -0.225765 | 0.213934 | -0.79382 | -0.398094 | -0.01952 | 0.607896 | 0.000048 | -0.023256 | 0.464102 | 0.614014 | -0.000202 | -0.001617 | 0 | 12,642 |
0.410874 | 0.382732 | -0.14467 | -0.795454 | -1.000804 | -0.691024 | 0.607896 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000269 | -0.002292 | 0 | 12,643 |
-0.410874 | -0.347466 | 0.094488 | -0.79382 | -0.591735 | -0.358959 | 0.607896 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000269 | -0.002157 | 0 | 12,644 |
-0.102736 | -0.347401 | 0.452843 | -0.79382 | -1.880879 | -1.483608 | 0.607896 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000067 | -0.00209 | 0 | 12,645 |
-1.541866 | -0.225667 | -1.220822 | -0.787276 | 0.620825 | 0.281569 | 0.520955 | -0.007953 | -0.023256 | 0.464102 | 0.614014 | -0.001011 | -0.001349 | 0 | 12,646 |
1.028084 | 1.114406 | 0.452714 | -0.792185 | -0.220756 | 0 | 0.520955 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000674 | -0.002293 | 0 | 12,647 |
0.41104 | 0.139682 | -0.025393 | -0.79382 | 0.062651 | 0.132946 | 0.520087 | -0.000079 | -0.023256 | 0.464102 | 0.614014 | 0.000269 | -0.003103 | 0 | 12,648 |
-0.205506 | -0.590844 | -0.383861 | 5.277586 | -0.202965 | -0.049722 | 0.520087 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000135 | -0.003847 | 0 | 12,649 |
1.643273 | 1.599554 | 0.333292 | -0.799535 | 0.199046 | 0.082386 | 0.606855 | 0.007937 | -0.023256 | 0.464102 | 0.614014 | 0.001077 | -0.004451 | 0 | 12,650 |
-0.513333 | -0.347597 | -0.144091 | -0.797087 | -0.173108 | 0.253971 | 0.606855 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000336 | -0.003979 | 0 | 12,651 |
-0.205381 | -0.469176 | -0.02487 | -0.796271 | -0.769698 | -0.421757 | 0.606855 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000135 | -0.003844 | 0 | 12,652 |
-0.308124 | -0.225814 | 0.213982 | -0.795454 | -0.797431 | -0.99296 | 0.607202 | 0.000032 | -0.023256 | 0.464102 | 0.614014 | -0.000202 | -0.002832 | 0 | 12,653 |
0 | 0.62588 | 0.094423 | -0.794637 | -0.270897 | -0.039527 | 0.607375 | 0.000016 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.002697 | 0 | 12,654 |
-0.616435 | -0.104056 | -0.144574 | 5.272682 | -0.555475 | -0.472317 | 0.607375 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000404 | -0.002428 | 0 | 12,655 |
-0.411095 | -0.347335 | -0.144864 | -0.791368 | -0.566312 | -0.50789 | 0.603037 | -0.000397 | -0.023256 | 0.464102 | 0.614014 | -0.000269 | -0.002293 | 0 | 12,656 |
-0.411206 | -0.103728 | 0.094101 | -0.79055 | -0.801798 | -0.66848 | 0.603037 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.00027 | -0.002564 | 0 | 12,657 |
0.411206 | 0.261752 | 0.333163 | -0.792185 | -1.12506 | -0.898703 | 0.602863 | -0.000016 | -0.023256 | 0.464102 | 0.614014 | 0.00027 | -0.003172 | 0 | 12,658 |
0.719343 | 0.6267 | 1.050412 | -0.79382 | -1.021531 | -0.545119 | 0.602863 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000472 | -0.003576 | 0 | 12,659 |
-0.102743 | -0.225667 | 0.213837 | -0.794637 | -0.439726 | -0.102739 | 0.601301 | -0.000143 | -0.023256 | 0.464102 | 0.614014 | -0.000067 | -0.002833 | 0 | 12,660 |
0.205478 | -0.225642 | 0.572321 | 5.272682 | -0.801798 | -0.714222 | 0.601301 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000135 | -0.003102 | 0 | 12,661 |
-0.410984 | 0.139387 | 0.094359 | -0.792185 | -1.160856 | -0.841516 | 0.59974 | -0.000143 | -0.023256 | 0.464102 | 0.614014 | -0.000269 | -0.002833 | 0 | 12,662 |
-1.233617 | -0.347335 | -1.819423 | 5.285769 | 0.325199 | 0.267889 | 0.59974 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000809 | -0.00216 | 0 | 12,663 |
-0.822966 | 0.140175 | -0.384763 | 5.290684 | -0.826318 | -0.584164 | 0.59974 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000539 | -0.001485 | 0 | 12,664 |
1.234283 | 1.115326 | 0.572321 | -0.788913 | -0.78236 | -0.389742 | 0.59974 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000809 | -0.002024 | 0 | 12,665 |
0.51399 | 0.383519 | 0.572321 | -0.791368 | -0.540282 | -0.208035 | 0.598699 | -0.000095 | -0.023256 | 0.464102 | 0.614014 | 0.000337 | -0.002766 | 0 | 12,666 |
0.102777 | 0.261465 | -0.503782 | 5.277586 | 0.135045 | 0.418381 | 0.598699 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000067 | -0.00405 | 0 | 12,667 |
-0.513955 | -0.103794 | -0.025393 | -0.789732 | -0.528362 | -0.259683 | 0.598699 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000337 | -0.003916 | 0 | 12,668 |
-0.925556 | 0.261695 | -0.982679 | -0.785637 | 0.005499 | 0.07364 | 0.600607 | 0.000175 | -0.023256 | 0.464102 | 0.614014 | -0.000607 | -0.003242 | 0 | 12,669 |
0.6171 | 0.871292 | 0.572321 | 5.284132 | -0.247835 | -0.0097 | 0.600607 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000405 | -0.003782 | 0 | 12,670 |
0.61685 | 0.627192 | -0.145347 | -0.791368 | -0.547837 | -0.762738 | 0.599219 | -0.000127 | -0.023256 | 0.464102 | 0.614014 | 0.000404 | -0.003645 | 0 | 12,671 |
0.616601 | 1.113487 | 0.572321 | 5.274316 | -0.681446 | -0.286814 | 0.599219 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000404 | -0.003914 | 0 | 12,672 |
0.205478 | -0.347368 | 0.572321 | -0.79382 | -1.453478 | -1.317441 | 0.601649 | 0.000222 | -0.023256 | 0.464102 | 0.614014 | 0.000135 | -0.004049 | 0 | 12,673 |
0.205451 | 0.626044 | 0.572321 | -0.794637 | 0.665898 | 0.93803 | 0.601649 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000135 | -0.003913 | 0 | 12,674 |
-0.616435 | -0.104056 | -0.622665 | -0.793003 | -0.048592 | 0.099597 | 0.604946 | 0.000302 | -0.023256 | 0.464102 | 0.614014 | -0.000404 | -0.003914 | 0 | 12,675 |
-1.439317 | 0.626372 | -1.101561 | -0.787276 | -0.026017 | 0.157076 | 0.604946 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000943 | -0.003106 | 0 | 12,676 |
0.308539 | 0.871094 | -0.145541 | -0.788094 | 0.442943 | 0.683555 | 0.594187 | -0.000984 | -0.023256 | 0.464102 | 0.614014 | 0.000202 | -0.003308 | 0 | 12,677 |
0.102833 | 0.505499 | 0.333114 | -0.787276 | -0.903008 | -0.691024 | 0.594187 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000067 | -0.003308 | 0 | 12,678 |
-0.411372 | -0.103531 | -0.264987 | -0.787276 | -0.529841 | -0.841516 | 0.595401 | 0.000111 | -0.023256 | 0.464102 | 0.614014 | -0.00027 | -0.002971 | 0 | 12,679 |
-1.028916 | -0.347105 | -0.863693 | 5.295604 | 0.345634 | 0.457426 | 0.595401 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000674 | -0.002094 | 0 | 12,680 |
-0.514718 | -0.103071 | -0.385538 | -0.780717 | -0.50512 | -0.314896 | 0.595228 | -0.000016 | -0.023256 | 0.464102 | 0.614014 | -0.000337 | -0.002365 | 0 | 12,681 |
-0.102964 | 0.26296 | 0.213063 | -0.780717 | -0.029609 | -0.0097 | 0.595228 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000067 | -0.002162 | 0 | 12,682 |
-0.102971 | 0.384965 | 0.213039 | -0.779896 | 0.069553 | 0.099597 | 0.595575 | 0.000032 | -0.023256 | 0.464102 | 0.614014 | -0.000067 | -0.001824 | 0 | 12,683 |
0.308893 | 0.263076 | 0.45256 | 5.298885 | -0.459508 | -0.300732 | 0.595575 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000202 | -0.002162 | 0 | 12,684 |
0 | 0.384834 | 0.452585 | -0.781537 | -0.994994 | -0.869599 | 0.595922 | 0.000032 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.001756 | 0 | 12,685 |
-0.514857 | -0.346875 | -0.026442 | -0.779075 | -0.590118 | -0.489906 | 0.595922 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000337 | -0.001554 | 0 | 12,686 |
-0.308998 | 0.263191 | 0.093165 | -0.778254 | -0.073458 | -0.049722 | 0.59731 | 0.000127 | -0.023256 | 0.464102 | 0.614014 | -0.000203 | -0.001216 | 0 | 12,687 |
0.514961 | 0.629329 | 0.572321 | -0.779896 | -0.368137 | -0.314896 | 0.59731 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000338 | -0.001418 | 0 | 12,688 |
0.514788 | 0.506979 | 0.213015 | -0.779896 | -0.769698 | -0.99296 | 0.59731 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000337 | -0.001486 | 0 | 12,689 |
0.411705 | 0.384702 | -0.026361 | -0.783998 | 0.459518 | 0.671148 | 0.597831 | 0.000048 | -0.023256 | 0.249689 | 0 | 0.00027 | -0.002296 | 0 | 12,690 |
0 | 0.384439 | 0.332937 | -0.783998 | -0.237071 | -0.039527 | 0.597831 | 0 | -0.023256 | 0.249689 | 0 | 0 | -0.002364 | 0 | 12,691 |
0.205811 | 0.628177 | 0.332937 | -0.784818 | 0.492884 | 0.715731 | 0.513319 | -0.007731 | -0.023256 | 0.249689 | 0 | 0.000135 | -0.002296 | 0 | 12,692 |
-0.617516 | -0.103202 | -0.38528 | -0.782358 | -0.276013 | -0.081109 | 0.596616 | 0.00762 | -0.023256 | 0.249689 | 0 | -0.000405 | -0.001621 | 0 | 12,693 |
-0.205894 | 0.384702 | 0.093391 | -0.780717 | -0.323841 | -0.091851 | 0.596616 | 0 | -0.023256 | 0.249689 | 0 | -0.000135 | -0.001351 | 0 | 12,694 |
0 | -0.346875 | 0.093327 | -0.779896 | -1.107831 | -0.691024 | 0.59731 | 0.000063 | -0.023256 | 0.249689 | 0 | 0 | -0.002027 | 0 | 12,695 |
-0.411872 | -0.102939 | 0.093327 | -0.779896 | -1.210334 | -0.898703 | 0.59731 | 0 | -0.023256 | 0.249689 | 0 | -0.00027 | -0.002162 | 0 | 12,696 |
-0.411983 | -0.346809 | -0.146413 | -0.777432 | -0.17755 | -0.195628 | 0.59731 | 0 | -0.023256 | 0.249689 | 0 | -0.00027 | -0.00196 | 0 | 12,697 |
-0.8243 | -0.834977 | -1.105632 | -0.774144 | 0.499638 | 0.679441 | 0.51141 | -0.007858 | -0.023256 | 0.249689 | 0 | -0.00054 | -0.002029 | 0 | 12,698 |
-1.340438 | -0.590844 | -1.106539 | -0.769205 | 0.004814 | 0.037667 | 0.51141 | 0 | -0.023256 | 0.249689 | 0 | -0.000879 | -0.001556 | 0 | 12,699 |
0.721921 | 0.753207 | 0.212383 | -0.770852 | 0.037611 | -0.102739 | 0.600954 | 0.008191 | -0.023256 | 0.249689 | 0 | 0.000473 | -0.002165 | 0 | 12,700 |
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