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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.828103 | 0.390395 | 0.331475 | -0.749368 | -0.486793 | -0.374202 | 0.602169 | 0.000016 | -0.023256 | 0 | -0.385986 | 0.000543 | -0.000136 | 0 | 12,801 |
-0.413995 | -0.590844 | 0.090857 | -0.748539 | -0.451528 | -0.472317 | 0.602169 | 0 | -0.023256 | 0 | -0.385986 | -0.000271 | 0.000136 | 1 | 12,802 |
-0.20704 | 0.144935 | -0.15012 | 5.368211 | 0.465897 | 0.424077 | 0.603037 | 0.000079 | -0.023256 | 0 | -0.385986 | -0.000136 | 0 | 0 | 12,803 |
0 | -0.345518 | 0.090661 | -0.747709 | -0.288449 | -0.50789 | 0.603037 | 0 | -0.023256 | 0 | -0.385986 | 0 | 0.000746 | 1 | 12,804 |
0.103523 | -0.100225 | 0.451918 | 5.364892 | -0.786633 | -0.584164 | 0.606508 | 0.000317 | -0.023256 | 0 | -0.385986 | 0.000068 | 0.001153 | 1 | 12,805 |
0.724468 | 0.267594 | 0.933456 | -0.751026 | -0.815065 | -0.714222 | 0.606508 | 0 | -0.023256 | 0 | -0.385986 | 0.000475 | 0.000407 | 1 | 12,806 |
0.620698 | 0.144636 | 0.572321 | 5.358259 | -0.46623 | -0.738112 | 0.606681 | 0.000016 | -0.023256 | 0 | -0.385986 | 0.000407 | 0 | 0 | 12,807 |
0 | -0.10069 | 0.091118 | -0.752683 | -0.224561 | -0.405589 | 0.606681 | 0 | -0.023256 | 0 | -0.385986 | 0 | -0.000068 | 0 | 12,808 |
0 | -0.10069 | -0.751301 | -0.752683 | -0.739017 | -0.438258 | 0.605293 | -0.000127 | -0.023256 | 0 | -0.385986 | 0 | -0.000475 | 0 | 12,809 |
0.310255 | 0.144337 | 0.452033 | -0.754339 | -0.950186 | -0.738112 | 0.605293 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000203 | -0.000746 | 0 | 12,810 |
-0.413687 | -0.468318 | -0.029081 | -0.752683 | -0.947479 | -0.625212 | 0.606681 | 0.000127 | -0.023256 | -0.267949 | -0.517638 | -0.000271 | -0.000475 | 0 | 12,811 |
0.103432 | 0.021869 | 0.211407 | -0.752683 | -0.608111 | -0.960292 | 0.606681 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000068 | -0.000407 | 0 | 12,812 |
-1.034638 | 0.634291 | -0.630931 | -0.748539 | -0.168694 | -0.208035 | 0.606334 | -0.000032 | -0.023256 | -0.267949 | -0.517638 | -0.000678 | 0.000407 | 1 | 12,813 |
0.103495 | -0.46821 | -0.029611 | -0.749368 | -0.784493 | -0.625212 | 0.606334 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000068 | 0.000203 | 1 | 12,814 |
0.724271 | 0.389929 | 0.692675 | -0.752683 | -2.043622 | -1.693569 | 0.606334 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000475 | -0.000407 | 0 | 12,815 |
0 | 0.021911 | 0.572321 | -0.752683 | -1.068146 | -0.762738 | 0.605119 | -0.000111 | -0.023256 | -0.267949 | -0.517638 | 0 | -0.000407 | 0 | 12,816 |
0.206871 | 0.389463 | 0.572321 | -0.752683 | -0.406719 | -0.545119 | 0.605119 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | -0.001628 | 0 | 12,817 |
-0.620698 | -0.590844 | -0.149532 | 5.359916 | -1.024543 | -1.027019 | 0.606334 | 0.000111 | -0.023256 | -0.267949 | -0.517638 | -0.000407 | -0.000814 | 0 | 12,818 |
0.620698 | 0.144636 | 0.331638 | -0.752683 | -0.60977 | -0.646554 | 0.606334 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000407 | -0.001221 | 0 | 12,819 |
0.413659 | 0.144337 | -0.149532 | 5.353289 | -0.096071 | 0.019055 | 0.605987 | -0.000032 | -0.023256 | -0.267949 | -0.517638 | 0.000271 | -0.001356 | 0 | 12,820 |
1.240304 | 0.87882 | 0.572321 | -0.758476 | -0.42557 | -0.489906 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000813 | -0.002034 | 0 | 12,821 |
-1.033516 | -1.080599 | -1.110634 | -0.755167 | -0.880569 | -0.564403 | 0.605293 | -0.000063 | -0.023256 | -0.267949 | -0.517638 | -0.000677 | -0.001221 | 0 | 12,822 |
-0.827317 | -0.468343 | -0.389824 | -0.751855 | -0.55241 | -0.329316 | 0.605293 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000542 | -0.000407 | 0 | 12,823 |
0 | -0.590844 | -0.14963 | -0.752683 | -1.26361 | -1.223183 | 0.605987 | 0.000063 | -0.023256 | -0.267949 | -0.517638 | 0 | -0.000136 | 0 | 12,824 |
-0.206899 | -0.100624 | 0.211382 | -0.751855 | -0.264807 | 0.019055 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000136 | 0.000136 | 1 | 12,825 |
0.82743 | 0.389596 | 0.572321 | 5.351633 | -0.168694 | -0.091851 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000542 | -0.00061 | 0 | 12,826 |
-0.206815 | -0.590844 | 0.331801 | -0.753511 | -2.46228 | -1.979004 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000136 | -0.00061 | 0 | 12,827 |
-1.655533 | -0.835937 | -2.557409 | -0.747709 | 0.433767 | 0.719663 | 0.606161 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | -0.001085 | 0.000271 | 1 | 12,828 |
0.20704 | -0.100225 | 0.331507 | 5.366551 | -0.87812 | -0.788145 | 0.606161 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0 | 0 | 12,829 |
0.207012 | -0.345551 | 0.33154 | -0.748539 | -0.715413 | -0.489906 | 0.604599 | -0.000143 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0.000271 | 1 | 12,830 |
-1.242492 | 0.144835 | -1.113604 | 5.373193 | -0.353056 | -0.246456 | 0.604599 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000814 | 0.00095 | 1 | 12,831 |
0.207152 | -0.345384 | 0.572321 | -0.744389 | -1.058569 | -1.483608 | 0.605119 | 0.000048 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0.000611 | 1 | 12,832 |
-0.414333 | -0.836303 | -0.391523 | -0.742727 | -0.747067 | -0.604425 | 0.605119 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000272 | 0.000679 | 1 | 12,833 |
-0.414445 | -0.713603 | -0.030184 | -0.741065 | -1.068146 | -1.268925 | 0.605293 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | -0.000272 | 0.000951 | 1 | 12,834 |
-0.621879 | -0.590844 | -0.392047 | -0.738569 | 0.081316 | 0.108065 | 0.605293 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000408 | 0.001087 | 1 | 12,835 |
0 | -0.345184 | 0.33118 | 5.383169 | -0.725151 | -0.604425 | 0.605987 | 0.000063 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.001494 | 1 | 12,836 |
-0.207349 | -0.345184 | -0.39244 | -0.738569 | 0.241259 | 0.267889 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000136 | 0.001087 | 1 | 12,837 |
0.103678 | -0.345151 | 0.331147 | -0.738569 | -0.61477 | -0.646554 | 0.607028 | 0.000095 | -0.023256 | -0.267949 | -0.517638 | 0.000068 | 0.000204 | 1 | 12,838 |
0.414642 | 0.023284 | 0.451746 | -0.740233 | -0.477121 | -0.389742 | 0.607028 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000272 | -0.000068 | 0 | 12,839 |
0.103643 | -0.222442 | 0.451779 | -0.740233 | -0.519555 | -0.472317 | 0.606334 | -0.000063 | -0.023256 | -0.267949 | -0.517638 | 0.000068 | -0.000136 | 0 | 12,840 |
0.310887 | -0.099691 | 0.090137 | -0.741896 | -0.875679 | -0.691024 | 0.606334 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000204 | -0.000068 | 0 | 12,841 |
-0.310887 | 0.022951 | -0.030306 | 5.379842 | -0.40796 | -0.489906 | 0.606508 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | -0.000204 | 0.000408 | 1 | 12,842 |
0.207265 | -0.345251 | 0.572321 | -0.741065 | -1.59592 | -1.317441 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0.000204 | 1 | 12,843 |
0.207237 | -0.345284 | 0.572321 | -0.742727 | -2.239006 | -1.617295 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0.000543 | 1 | 12,844 |
0.207209 | -0.099825 | 0.572321 | -0.743558 | -0.989233 | -0.898703 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | -0.000204 | 0 | 12,845 |
0.20718 | -0.099891 | 0.331344 | -0.744389 | -0.645557 | -0.421757 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | -0.000543 | 0 | 12,846 |
0.207152 | -0.345384 | 0.331377 | -0.744389 | -0.795258 | -0.564403 | 0.605987 | -0.000048 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | -0.000679 | 0 | 12,847 |
0 | -0.345418 | 0.331409 | -0.744389 | -0.969435 | -0.455106 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | -0.000679 | 0 | 12,848 |
0.41422 | -0.100025 | 0.331409 | -0.746049 | -1.58908 | -1.027019 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000272 | -0.000951 | 0 | 12,849 |
-0.103545 | -0.590844 | 0.090595 | -0.746049 | -1.582306 | -1.777885 | 0.605987 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000068 | 0.00156 | 1 | 12,850 |
0.724664 | 0.513087 | 0.69274 | -0.749368 | -0.547837 | -0.314896 | 0.605293 | -0.000063 | -0.023256 | -0.267949 | -0.517638 | 0.000475 | 0.003251 | 1 | 12,851 |
0 | -0.345584 | 0.090792 | -0.748539 | -0.799611 | -0.405589 | 0.605293 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.004603 | 1 | 12,852 |
-0.414052 | -0.345584 | -0.511304 | -0.747709 | -0.106451 | 0.164961 | 0.605466 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | -0.000271 | 0.005279 | 1 | 12,853 |
1.138372 | 0.758039 | 0.692716 | -0.751855 | -0.350764 | -0.233443 | 0.605466 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000746 | 0.005343 | 1 | 12,854 |
0.723976 | 0.512039 | 0.692626 | -0.753511 | -1.074604 | -0.646554 | 0.603384 | -0.00019 | -0.023256 | -0.267949 | -0.517638 | 0.000475 | 0.002572 | 1 | 12,855 |
-0.413659 | -0.835904 | 0.091249 | 5.354945 | -1.307567 | -1.099821 | 0.603384 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000271 | 0.002843 | 1 | 12,856 |
0 | -0.10069 | 0.331736 | -0.752683 | -0.180229 | -0.472317 | 0.52269 | -0.007382 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.003249 | 1 | 12,857 |
-0.103432 | -0.468293 | 0.331736 | 5.354945 | 0.513611 | -0.195628 | 0.52269 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000068 | 0.002776 | 1 | 12,858 |
-0.620741 | -0.713411 | -0.269927 | -0.750197 | -0.55241 | -0.489906 | 0.606508 | 0.007667 | -0.023256 | -0.267949 | -0.517638 | -0.000407 | 0.004534 | 1 | 12,859 |
-0.103481 | -0.468235 | 0.451975 | -0.749368 | -0.795258 | -0.604425 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000068 | 0.003386 | 1 | 12,860 |
0 | -0.345617 | 0.211235 | -0.749368 | 0.831274 | 0.727471 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.00271 | 1 | 12,861 |
0.206956 | 0.144736 | 0.331605 | -0.751026 | 0.272249 | 0.377333 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0.002236 | 1 | 12,862 |
0.206928 | -0.100491 | 0.331638 | -0.751026 | -0.126861 | 0.132946 | 0.606508 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000136 | 0.00352 | 1 | 12,863 |
-0.206928 | -0.590844 | 0.331671 | -0.750197 | -1.267882 | -0.99296 | 0.60564 | -0.000079 | -0.023256 | -0.267949 | -0.517638 | -0.000136 | 0.004466 | 1 | 12,864 |
-0.206956 | -0.468243 | 0.331638 | -0.749368 | -2.205131 | -1.777885 | 0.60564 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000136 | 0.004737 | 1 | 12,865 |
0 | -0.590844 | 0.331605 | -0.749368 | -0.806192 | -0.788145 | 0.60564 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.005142 | 1 | 12,866 |
-1.656656 | -0.345617 | -1.35432 | -0.743558 | 0.280131 | 0.578451 | 0.608069 | 0.000222 | -0.023256 | -0.267949 | -0.517638 | -0.001086 | 0.006498 | 1 | 12,867 |
0.621457 | 0.145535 | 0.331344 | -0.745219 | 0.089251 | 0.334064 | 0.608069 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000407 | 0.006495 | 1 | 12,868 |
0 | -0.590844 | 0.451886 | -0.745219 | -1.723882 | -1.617295 | 0.608069 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.006765 | 1 | 12,869 |
0.207096 | -0.345451 | -0.391392 | -0.746879 | 0.561336 | 0.429732 | 0.529631 | -0.007175 | -0.023256 | -0.535898 | -0.385986 | 0.000136 | 0.006764 | 1 | 12,870 |
0.207068 | 0.145135 | 0.572321 | -0.746879 | -1.097695 | -1.179915 | 0.607028 | 0.00708 | -0.023256 | -0.535898 | -0.385986 | 0.000136 | 0.006359 | 1 | 12,871 |
0.20704 | -0.100225 | 0.331507 | 5.364892 | -0.799611 | -0.66848 | 0.607028 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000136 | 0.006762 | 1 | 12,872 |
0.413995 | 0.022326 | 0.33154 | -0.749368 | -1.285241 | -0.99296 | 0.606681 | -0.000032 | -0.023256 | -0.535898 | -0.385986 | 0.000271 | 0.006423 | 1 | 12,873 |
0.413883 | 0.144736 | 0.572321 | 5.358259 | -0.733041 | -0.564403 | 0.606681 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000271 | 0.006354 | 1 | 12,874 |
0.206899 | 0.144536 | 0.331671 | -0.751855 | -0.40796 | -0.220638 | 0.607375 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | 0.000136 | 0.005949 | 1 | 12,875 |
-0.31036 | -0.836004 | 0.211382 | -0.751026 | -1.340082 | -1.617295 | 0.607375 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000203 | 0.006692 | 1 | 12,876 |
-0.206942 | -0.468251 | -0.75175 | -0.750197 | -0.64381 | -0.960292 | 0.607375 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000136 | 0.007635 | 1 | 12,877 |
-0.310465 | -0.590844 | -0.029489 | -0.748539 | -0.866003 | -0.50789 | 0.607722 | 0.000032 | -0.023256 | -0.535898 | -0.385986 | -0.000204 | 0.00757 | 1 | 12,878 |
-0.207012 | -0.590844 | 0.090792 | -0.748539 | -0.560099 | -0.50789 | 0.607722 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000136 | 0.006627 | 1 | 12,879 |
0.620951 | 0.390128 | 0.572321 | -0.750197 | -0.357661 | -0.421757 | 0.608243 | 0.000048 | -0.023256 | -0.535898 | -0.385986 | 0.000407 | 0.007433 | 1 | 12,880 |
-0.206956 | -0.590844 | 0.090922 | -0.750197 | -0.060537 | -0.220638 | 0.608243 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000136 | 0.007097 | 1 | 12,881 |
-0.310486 | 0.389862 | -0.149924 | -0.748539 | -0.880569 | -0.691024 | 0.606855 | -0.000127 | -0.023256 | -0.535898 | -0.385986 | -0.000204 | 0.00858 | 1 | 12,882 |
-0.310549 | 0.512638 | -0.029652 | 5.366551 | -0.346204 | -0.421757 | 0.606855 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000204 | 0.008783 | 1 | 12,883 |
0 | -0.590844 | 0.331507 | -0.746879 | -0.833158 | -0.66848 | 0.607028 | 0.000016 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.008783 | 1 | 12,884 |
-0.414164 | -0.345518 | 0.090661 | 5.368211 | -0.383553 | 0.055855 | 0.607028 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000271 | 0.009189 | 1 | 12,885 |
0.621204 | 0.635788 | 0.572321 | -0.747709 | -0.817301 | -0.405589 | 0.609111 | 0.000191 | -0.023256 | -0.535898 | -0.385986 | 0.000407 | 0.008513 | 1 | 12,886 |
-0.828328 | -0.468193 | -0.872856 | -0.744389 | -0.458172 | -0.18341 | 0.609111 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000543 | 0.008518 | 1 | 12,887 |
-1.243336 | -0.836303 | -1.114749 | -0.739401 | -0.586897 | -0.208035 | 0.610152 | 0.000095 | -0.023256 | -0.535898 | -0.385986 | -0.000815 | 0.009804 | 1 | 12,888 |
0 | -0.590844 | 0.090072 | -0.739401 | -0.598239 | -0.584164 | 0.610152 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.009804 | 1 | 12,889 |
0 | -0.099625 | 0.451771 | -0.740233 | -1.993106 | -1.369089 | 0.610846 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.01014 | 1 | 12,890 |
0.414558 | -0.099625 | 0.331213 | 5.378179 | -0.817301 | -0.564403 | 0.610846 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000272 | 0.009465 | 1 | 12,891 |
0.414445 | 0.882013 | 0.331278 | -0.742727 | -1.142727 | -0.604425 | 0.609978 | -0.000079 | -0.023256 | -0.535898 | -0.385986 | 0.000272 | 0.008655 | 1 | 12,892 |
-0.103601 | -0.590844 | -0.391785 | -0.742727 | -0.665066 | -0.438258 | 0.609978 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000068 | 0.008049 | 1 | 12,893 |
0.725058 | 0.268294 | 0.451828 | -0.744389 | -1.210334 | -0.738112 | 0.610673 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | 0.000475 | 0.007574 | 1 | 12,894 |
-0.93228 | -0.83627 | -0.511893 | -0.741896 | -0.635142 | -0.329316 | 0.610673 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000611 | 0.008454 | 1 | 12,895 |
-0.310887 | -0.713628 | -0.030306 | -0.741065 | -0.363462 | -0.220638 | 0.611367 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | -0.000204 | 0.008254 | 1 | 12,896 |
0 | 0.636787 | 0.090137 | -0.740233 | -0.303244 | -0.329316 | 0.611367 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.008927 | 1 | 12,897 |
0 | -0.345251 | 0.090137 | -0.740233 | -0.293697 | -0.329316 | 0.611714 | 0.000032 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.008793 | 1 | 12,898 |
0 | -0.590844 | 0.090137 | -0.740233 | -0.633422 | -1.027019 | 0.611714 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.008995 | 1 | 12,899 |
3.726467 | 10.916105 | -1.83991 | -0.755995 | 2.07023 | 2.238454 | 0.611714 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.002443 | 0.006754 | 1 | 12,900 |
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