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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
3.304791 | 5.279862 | 0.812776 | -0.769205 | 1.62985 | 1.74758 | 0.533102 | -0.007191 | -0.023256 | -0.535898 | -0.385986 | 0.002166 | 0.004857 | 1 | 12,901 |
2.061865 | 1.852306 | 0.092355 | -0.77661 | 1.575733 | 1.804167 | 0.533102 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.001352 | 0.003909 | 1 | 12,902 |
0.618016 | 2.092813 | 0.332678 | -0.779075 | 1.039195 | 1.308915 | 0.538829 | 0.000524 | -0.023256 | -0.535898 | -0.385986 | 0.000405 | 0.003504 | 1 | 12,903 |
1.235282 | 1.604283 | -1.464849 | -0.784818 | 1.335383 | 1.34023 | 0.538829 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.00081 | 0.002694 | 1 | 12,904 |
-3.502567 | -0.103202 | -3.501058 | -0.770029 | 1.496395 | 1.584332 | 0.640694 | 0.009318 | -0.023256 | -0.535898 | -0.385986 | -0.002296 | 0.004183 | 1 | 12,905 |
0 | 0.630814 | -1.107675 | -0.770852 | 0.626167 | 0.805156 | 0.640694 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.004385 | 1 | 12,906 |
0.618685 | 0.630814 | -0.387482 | 5.31532 | 0.091674 | 0.188159 | 0.617614 | -0.002111 | -0.023256 | -0.535898 | -0.385986 | 0.000406 | 0.003777 | 1 | 12,907 |
-0.824969 | -0.10228 | -0.627027 | 5.318612 | -0.168694 | 0.028415 | 0.617614 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000541 | 0.004587 | 1 | 12,908 |
2.061586 | 1.851976 | 0.572321 | -0.778254 | 0.93343 | 0.691721 | 0.616746 | -0.000079 | -0.023256 | -0.535898 | -0.385986 | 0.001351 | 0.002765 | 1 | 12,909 |
-1.855302 | 0.141359 | -1.585339 | 5.321906 | 0.116038 | 0.210703 | 0.616746 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001216 | 0.004183 | 1 | 12,910 |
-1.031699 | -1.079738 | -1.82816 | -0.765908 | 0.432657 | 0.288322 | 0.617267 | 0.000048 | -0.023256 | -0.535898 | -0.385986 | -0.000676 | 0.005263 | 1 | 12,911 |
-0.516111 | -0.101751 | -1.108812 | -0.764258 | -0.441028 | -0.472317 | 0.617267 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000338 | 0.00587 | 1 | 12,912 |
2.166495 | 1.976285 | 0.452252 | -0.772498 | 0.353559 | 0.346667 | 0.61744 | 0.000016 | -0.023256 | -0.535898 | -0.385986 | 0.00142 | 0.004719 | 1 | 12,913 |
1.236617 | 2.826334 | 0.572321 | -0.777432 | 0.754663 | 0.798074 | 0.61744 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000811 | 0.004043 | 1 | 12,914 |
0.206005 | -0.346743 | -0.745937 | -0.779075 | -0.085062 | 0.009584 | 0.610846 | -0.000603 | -0.023256 | -0.535898 | -0.385986 | 0.000135 | 0.004312 | 1 | 12,915 |
0.617849 | 1.604579 | 0.811867 | -0.781537 | -0.031051 | 0.157076 | 0.610846 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000405 | 0.003907 | 1 | 12,916 |
0.411761 | 1.847363 | 0.33284 | -0.782358 | 0.157958 | 0.295019 | 0.533796 | -0.007048 | -0.023256 | -0.535898 | -0.385986 | 0.00027 | 0.003502 | 1 | 12,917 |
0.617433 | 0.384571 | -0.744869 | -0.785637 | 0.319124 | 0.489441 | 0.533796 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000405 | 0.001887 | 1 | 12,918 |
0.411483 | -0.103268 | -2.181805 | -0.786457 | -0.144482 | -0.208035 | 0.609978 | 0.006969 | -0.023256 | -0.535898 | -0.385986 | 0.00027 | 0.002693 | 1 | 12,919 |
0.2057 | -0.347105 | -2.30087 | -0.786457 | -0.090545 | 0.172768 | 0.609978 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000135 | 0.003902 | 1 | 12,920 |
-0.411428 | -0.347138 | -0.624115 | -0.785637 | 0.08193 | 0.232629 | 0.610673 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | -0.00027 | 0.003769 | 1 | 12,921 |
0.822744 | 0.384044 | 0.093714 | -0.789732 | -0.016764 | 0.288322 | 0.610673 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000539 | 0.003901 | 1 | 12,922 |
-0.102819 | 0.139978 | -0.025635 | -0.788913 | 0.036303 | 0.164961 | 0.610673 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000067 | 0.003969 | 1 | 12,923 |
0.308435 | 0.505351 | 0.452738 | 5.280858 | 0.325199 | 0.31478 | 0.609284 | -0.000127 | -0.023256 | -0.535898 | -0.385986 | 0.000202 | 0.004169 | 1 | 12,924 |
-0.411261 | -0.103662 | -0.623631 | -0.787276 | 0.31956 | 0.371293 | 0.61102 | 0.000159 | -0.023256 | -0.535898 | -0.385986 | -0.00027 | 0.003902 | 1 | 12,925 |
0.822412 | 0.8707 | -0.145347 | -0.79055 | 0.059491 | 0.164961 | 0.61102 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000539 | 0.003497 | 1 | 12,926 |
1.232787 | 1.35657 | -0.862532 | -0.796271 | 0.637005 | 0.765405 | 0.611887 | 0.000079 | -0.023256 | -0.535898 | -0.385986 | 0.000808 | 0.002823 | 1 | 12,927 |
-0.410818 | -0.225839 | 0.094552 | -0.794637 | 0.117205 | 0.195744 | 0.611887 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000269 | 0.002824 | 1 | 12,928 |
-1.64438 | -0.834287 | -1.818456 | -0.788913 | -0.793092 | -0.788145 | 0.620911 | 0.000825 | -0.023256 | -0.535898 | -0.385986 | -0.001078 | 0.003902 | 1 | 12,929 |
1.849803 | 1.844407 | -1.821036 | -0.796271 | 0.031702 | 0.099597 | 0.620911 | 0 | -0.023256 | -0.785587 | -0 | 0.001213 | 0.002152 | 1 | 12,930 |
-0.719101 | 1.841458 | -0.263972 | 5.257992 | 0.951017 | 0.958664 | 0.620911 | 0 | -0.023256 | -0.785587 | -0 | -0.000471 | 0.002489 | 1 | 12,931 |
1.951058 | 3.179606 | 2.363895 | -0.800351 | 0.42969 | 0.554703 | 0.620911 | 0 | -0.116279 | -0.785587 | -0 | 0.001279 | 0.001479 | 1 | 12,932 |
0 | -0.347663 | -0.621539 | 5.261253 | -0.038306 | -0.405589 | -0.036616 | -0.060149 | -0.116279 | -0.785587 | -0 | 0 | 0.001613 | 1 | 12,933 |
0 | -0.590844 | -0.024509 | -0.801166 | -0.460847 | -0.646554 | -0.036616 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.002016 | 1 | 12,934 |
0.205229 | 0.624735 | 0.333613 | 5.257992 | 0.249499 | 0.32126 | -0.036616 | 0 | -0.116279 | -0.785587 | -0 | 0.000135 | 0.001881 | 1 | 12,935 |
-0.410487 | -0.10458 | -0.143802 | -0.800351 | 0.036957 | -0.136322 | 0.624902 | 0.060514 | -0.116279 | -0.785587 | -0 | -0.000269 | 0.001479 | 1 | 12,936 |
-0.821305 | -0.590844 | -0.6217 | -0.797087 | -0.062045 | 0.07364 | 0.624902 | 0 | -0.116279 | -0.785587 | -0 | -0.000538 | 0.002286 | 1 | 12,937 |
0.718666 | 0.382339 | 0.691743 | -0.799535 | -0.147889 | -0.070509 | 0.613796 | -0.001016 | -0.116279 | -0.785587 | -0 | 0.000471 | 0.001412 | 1 | 12,938 |
0 | -0.590844 | -0.263465 | -0.799535 | -0.253778 | -0.136322 | 0.613796 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.001681 | 1 | 12,939 |
0.513125 | 0.01717 | 0.691687 | -0.801166 | -0.626581 | -0.50789 | 0.607896 | -0.00054 | -0.116279 | -0.785587 | -0 | 0.000336 | 0.001479 | 1 | 12,940 |
-0.615771 | -0.71243 | -1.099083 | -0.799535 | 0.128194 | 0.359075 | 0.607896 | 0 | -0.116279 | -0.785587 | -0 | -0.000404 | 0.001614 | 1 | 12,941 |
-0.821415 | -0.347597 | -0.38296 | -0.795454 | -0.289495 | -0.113778 | 0.60859 | 0.000063 | -0.116279 | -0.785587 | -0 | -0.000538 | 0.002555 | 1 | 12,942 |
-1.027391 | 0.504097 | -1.339785 | -0.792185 | -0.042696 | 0.195744 | 0.60859 | 0 | -0.116279 | -0.785587 | -0 | -0.000673 | 0.003765 | 1 | 12,943 |
0 | -0.347302 | 0.094166 | -0.792185 | -0.939421 | -0.625212 | 0.609978 | 0.000127 | -0.116279 | -0.785587 | -0 | 0 | 0.0039 | 1 | 12,944 |
0.41104 | 0.383125 | 0.572321 | -0.793003 | -0.522479 | -0.233443 | 0.609978 | 0 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.004167 | 1 | 12,945 |
-0.616601 | -0.103925 | -0.144767 | -0.791368 | -0.326046 | 0.019055 | 0.609284 | -0.000063 | -0.116279 | -0.785587 | -0 | -0.000404 | 0.004839 | 1 | 12,946 |
1.02753 | 0.6267 | 0.452778 | -0.794637 | 0.111938 | 0.124738 | 0.609284 | 0 | -0.116279 | -0.785587 | -0 | 0.000674 | 0.004099 | 1 | 12,947 |
-0.205451 | -0.469135 | -0.622665 | -0.79382 | -0.410448 | -0.300732 | 0.609631 | 0.000032 | -0.116279 | -0.785587 | -0 | -0.000135 | 0.004166 | 1 | 12,948 |
0.308166 | -0.225691 | 0.333356 | -0.795454 | -1.394467 | -1.062593 | 0.609631 | 0 | -0.116279 | -0.785587 | -0 | 0.000202 | 0.003897 | 1 | 12,949 |
0.308103 | -0.225765 | -0.025031 | -0.796271 | -0.540282 | -0.314896 | 0.60859 | -0.000095 | -0.116279 | -0.785587 | -0 | 0.000202 | 0.003092 | 1 | 12,950 |
0.410708 | 0.382339 | 0.333453 | -0.79872 | -0.42557 | -0.273134 | 0.60859 | 0 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.003091 | 1 | 12,951 |
0.615854 | 0.382077 | -0.383088 | -0.800351 | 0.036303 | 0.172768 | 0.607375 | -0.000111 | -0.116279 | -0.785587 | -0 | 0.000404 | 0.003224 | 1 | 12,952 |
0 | -0.347663 | 0.094873 | -0.801166 | -0.509419 | -0.389742 | 0.607375 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.00309 | 1 | 12,953 |
0 | -0.469249 | 0.333613 | -0.801166 | -0.851736 | -0.489906 | 0.607375 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.003224 | 1 | 12,954 |
-1.231957 | -0.347663 | -0.860407 | -0.795454 | -0.148744 | -0.358959 | 0.607375 | 0 | -0.116279 | -0.785587 | -0 | -0.000808 | 0.00336 | 1 | 12,955 |
0.308083 | -0.22579 | -1.100659 | -0.797087 | 0.221979 | 0.549867 | 0.607375 | 0 | -0.116279 | -0.785587 | -0 | 0.000202 | 0.002689 | 1 | 12,956 |
-0.308083 | -0.71252 | -0.502768 | -0.796271 | -0.252784 | 0.046813 | 0.606855 | -0.000048 | -0.116279 | -0.785587 | -0 | -0.000202 | 0.002824 | 1 | 12,957 |
0.410763 | -0.104122 | 0.572321 | -0.797904 | -0.363462 | -0.070509 | 0.606855 | 0 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.003091 | 1 | 12,958 |
-0.718908 | -0.347532 | -0.263747 | -0.794637 | -0.507983 | -0.220638 | 0.604772 | -0.00019 | -0.116279 | -0.785587 | -0 | -0.000471 | 0.00363 | 1 | 12,959 |
0.308145 | 0.017661 | 0.213886 | -0.796271 | -0.582092 | -0.220638 | 0.604772 | 0 | -0.116279 | -0.785587 | -0 | 0.000202 | 0.002958 | 1 | 12,960 |
0.616103 | 0.139191 | 0.094488 | -0.797904 | -0.32715 | -0.081109 | 0.604252 | -0.000048 | -0.116279 | -0.785587 | -0 | 0.000404 | 0.002554 | 1 | 12,961 |
0.410597 | 0.26049 | 0.333517 | -0.799535 | 0.023745 | 0.046813 | 0.604252 | 0 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.002687 | 1 | 12,962 |
0.410487 | -0.104449 | -0.502261 | -0.801166 | 0.150219 | 0.446463 | 0.603731 | -0.000048 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.001613 | 1 | 12,963 |
0.205202 | 0.381554 | 0.333645 | -0.801981 | 0.010956 | 0.009584 | 0.603731 | 0 | -0.116279 | -0.785587 | -0 | 0.000135 | 0.001478 | 1 | 12,964 |
0.61544 | 0.624408 | 0.572321 | -0.804425 | 0.154099 | 0.046813 | 0.603731 | 0 | -0.116279 | -0.785587 | -0 | 0.000403 | 0.001209 | 1 | 12,965 |
0 | -0.347826 | -0.382061 | -0.803611 | 0.161248 | 0.334064 | 0.60269 | -0.000095 | -0.116279 | -0.785587 | -0 | 0 | 0.002484 | 1 | 12,966 |
-0.205119 | 0.138111 | -0.143417 | -0.802796 | -0.152173 | 0.149113 | 0.601996 | -0.000063 | -0.116279 | -0.785587 | -0 | -0.000134 | 0.001948 | 1 | 12,967 |
-1.847314 | 0.138209 | -1.576049 | -0.796271 | -0.258769 | -0.344 | 0.601996 | 0 | -0.116279 | -0.785587 | -0 | -0.001211 | 0.004031 | 1 | 12,968 |
1.642167 | 1.354998 | 0.452891 | -0.801981 | -0.07116 | 0.14107 | 0.602516 | 0.000048 | -0.116279 | -0.785587 | -0 | 0.001076 | 0.003557 | 1 | 12,969 |
2.050227 | 2.323997 | -0.14361 | 5.240086 | 0.883263 | 1.079944 | 0.602516 | 0 | -0.116279 | -0.785587 | -0 | 0.001344 | 0.002816 | 1 | 12,970 |
-0.614779 | -0.590844 | -1.096388 | -0.808494 | 0.54924 | 0.499834 | 0.605466 | 0.00027 | -0.116279 | -0.785587 | -0 | -0.000403 | 0.002214 | 1 | 12,971 |
1.024494 | 0.623102 | 0.572321 | -0.812558 | 0.185442 | 0.418381 | 0.605466 | 0 | -0.116279 | -0.785587 | -0 | 0.000672 | 0.002146 | 1 | 12,972 |
0 | 0.379726 | -1.334391 | -0.811746 | 1.099388 | 0.853049 | 0.597831 | -0.000698 | -0.116279 | -0.785587 | -0 | 0 | 0.002548 | 1 | 12,973 |
0.614366 | 0.137133 | -0.142456 | -0.814182 | 0.5439 | 0.641426 | 0.597831 | 0 | -0.116279 | -0.785587 | -0 | 0.000403 | 0.00181 | 1 | 12,974 |
-0.81921 | -0.83347 | -0.856945 | -0.811746 | -0.645557 | -0.421757 | 0.596095 | -0.000159 | -0.116279 | -0.785587 | -0 | -0.000537 | 0.002682 | 1 | 12,975 |
0.204844 | 0.865011 | 0.095771 | -0.811746 | 0.128767 | 0.31478 | 0.596095 | 0 | -0.116279 | -0.785587 | -0 | 0.000134 | 0.001878 | 1 | 12,976 |
0.204816 | -0.105494 | -0.142456 | -0.812558 | 0.892675 | 0.826034 | 0.59679 | 0.000063 | -0.116279 | -0.785587 | -0 | 0.000134 | 0.00161 | 1 | 12,977 |
-0.40966 | 0.622124 | -0.380651 | -0.810933 | -0.952903 | -0.691024 | 0.59679 | 0 | -0.116279 | -0.785587 | -0 | -0.000269 | 0.002146 | 1 | 12,978 |
0 | -0.105428 | 0.095771 | -0.810933 | -0.271917 | -0.233443 | 0.59679 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.001945 | 1 | 12,979 |
-0.81965 | -0.34812 | -0.619294 | 5.244964 | 0.244664 | 0.418381 | 0.594881 | -0.000175 | -0.116279 | -0.785587 | -0 | -0.000537 | 0.002281 | 1 | 12,980 |
-0.204981 | 0.380378 | -0.023707 | -0.806867 | 0.145198 | 0.210703 | 0.594881 | 0 | -0.116279 | -0.785587 | -0 | -0.000134 | 0.002952 | 1 | 12,981 |
0.409935 | 0.137719 | 0.333902 | -0.808494 | -0.007634 | 0.099597 | 0.596616 | 0.000159 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.002147 | 1 | 12,982 |
0.204926 | -0.105233 | 0.095579 | -0.81012 | -0.454178 | -0.286814 | 0.596616 | 0 | -0.116279 | -0.785587 | -0 | 0.000134 | 0.002013 | 1 | 12,983 |
0.614614 | 0.137426 | 0.572321 | -0.811746 | -0.624882 | -0.286814 | 0.595575 | -0.000095 | -0.116279 | -0.785587 | -0 | 0.000403 | 0.001342 | 1 | 12,984 |
0 | -0.348152 | -0.380779 | -0.812558 | 0.319995 | 0.641426 | 0.595575 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.000671 | 1 | 12,985 |
-1.024494 | -0.348152 | -0.857521 | 5.244964 | -0.243901 | -0.159519 | 0.59679 | 0.000111 | -0.116279 | -0.785587 | -0 | -0.000672 | 0.001745 | 1 | 12,986 |
0.40988 | 0.380378 | 0.095515 | -0.81012 | -0.078077 | 0.157076 | 0.59679 | 0 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.001409 | 1 | 12,987 |
-0.614861 | -0.833666 | -0.381163 | -0.806867 | -0.253778 | 0 | 0.595401 | -0.000127 | -0.116279 | -0.785587 | -0 | -0.000403 | 0.002014 | 1 | 12,988 |
0.409935 | 0.137719 | -0.023787 | -0.809308 | -0.036121 | 0.009584 | 0.595401 | 0 | -0.116279 | -0.785587 | -0 | 0.000269 | 0.001007 | 1 | 12,989 |
0.204926 | 0.137524 | -0.14284 | 5.238461 | -0.629993 | -0.344 | 0.591063 | -0.000397 | -0.116279 | -1 | 0.614014 | 0.000134 | 0.001074 | 1 | 12,990 |
-0.40988 | -0.348055 | -0.381163 | -0.808494 | 0.084379 | 0.099597 | 0.591063 | 0 | -0.116279 | -1 | 0.614014 | -0.000269 | 0.002214 | 1 | 12,991 |
0.614779 | 0.137621 | 0.572321 | -0.810933 | -0.613099 | -0.545119 | 0.513145 | -0.007128 | -0.116279 | -1 | 0.614014 | 0.000403 | 0.00161 | 1 | 12,992 |
0.81932 | 0.379987 | 0.214873 | -0.814993 | 0.038918 | -0.029461 | 0.513145 | 0 | -0.116279 | -1 | 0.614014 | 0.000537 | 0.001341 | 1 | 12,993 |
0.204761 | -0.348218 | 0.095963 | 5.231964 | -0.310762 | 0 | 0.591931 | 0.007207 | -0.116279 | -1 | 0.614014 | 0.000134 | 0.00114 | 1 | 12,994 |
0.81877 | 1.106628 | 0.33419 | 5.223854 | 0.802766 | 0.703816 | 0.591931 | 0 | -0.116279 | -1 | 0.614014 | 0.000537 | 0.000536 | 1 | 12,995 |
0.40922 | 0.136449 | -0.498945 | -0.820669 | -0.306456 | -0.147837 | 0.590369 | -0.000143 | -0.116279 | -1 | 0.614014 | 0.000268 | 0.00067 | 1 | 12,996 |
-0.102295 | -0.348445 | -0.855794 | -0.819859 | 0.237838 | 0.340391 | 0.590369 | 0 | -0.116279 | -1 | 0.614014 | -0.000067 | 0.000603 | 1 | 12,997 |
-0.102302 | 0.015132 | 0.453347 | -0.819859 | 0.055042 | 0.116445 | 0.58898 | -0.000127 | -0.116279 | -1 | 0.614014 | -0.000067 | 0.000871 | 1 | 12,998 |
-0.102309 | 0.863255 | 0.453339 | -0.819048 | 0.703729 | 0.615041 | 0.58898 | 0 | -0.116279 | -1 | 0.614014 | -0.000067 | 0.001206 | 1 | 12,999 |
-0.921085 | -0.469616 | -0.975167 | 5.230341 | -0.005543 | 0.064797 | 0.591236 | 0.000206 | -0.116279 | -1 | 0.614014 | -0.000604 | 0.002279 | 1 | 13,000 |
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