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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.82968 | 1.129241 | 0.331016 | -0.738569 | 0.311675 | 0.418381 | 0.540738 | -0.006397 | -0.069767 | -0.785587 | -0 | 0.000544 | -0.005589 | 0 | 13,501 |
-0.311077 | 0.391728 | -0.633876 | 5.386498 | 0.830648 | 1.109405 | 0.540738 | 0 | -0.069767 | -0.785587 | -0 | -0.000204 | -0.005248 | 0 | 13,502 |
-1.971629 | 0.514737 | -3.532938 | -0.727732 | 0.646045 | 1.147072 | 0.549588 | 0.00081 | -0.069767 | -0.785587 | -0 | -0.001292 | -0.004297 | 0 | 13,503 |
-2.078155 | -0.836938 | -2.086374 | 5.418215 | 0.707227 | 1.046755 | 0.549588 | 0 | -0.069767 | -0.785587 | -0 | -0.001362 | -0.003687 | 0 | 13,504 |
2.493447 | 2.609692 | 1.055951 | -0.730236 | 0.859258 | 1.089886 | 0.636876 | 0.007985 | -0.069767 | -0.785587 | -0 | 0.001634 | -0.00628 | 0 | 13,505 |
0.415178 | 0.638791 | -0.393753 | 5.394829 | 0.413521 | 0.826034 | 0.636876 | 0 | -0.069767 | -0.785587 | -0 | 0.000272 | -0.007785 | 0 | 13,506 |
-1.661392 | 0.146837 | -1.359828 | 5.409852 | 0.317379 | 0.658545 | 0.612581 | -0.002222 | -0.069767 | -0.785587 | -0 | -0.001089 | -0.006559 | 0 | 13,507 |
0.207773 | 1.131817 | 0.330654 | 5.408181 | 0.096496 | 0.484193 | 0.612581 | 0 | -0.069767 | -0.785587 | -0 | 0.000136 | -0.006421 | 0 | 13,508 |
0.415461 | 0.639628 | -0.394411 | -0.726897 | 0.61913 | 1.074927 | 0.61154 | -0.000095 | -0.069767 | -0.785587 | -0 | 0.000272 | -0.007516 | 0 | 13,509 |
-0.623234 | -0.836972 | -2.57063 | -0.723554 | 0.275041 | 0.699805 | 0.61154 | 0 | -0.069767 | -1 | 0.614014 | -0.000409 | -0.006696 | 0 | 13,510 |
-1.663204 | -1.083334 | -2.087824 | -0.718532 | 0.223981 | 0.583117 | 0.542126 | -0.00635 | -0.069767 | -1 | 0.614014 | -0.00109 | -0.005332 | 0 | 13,511 |
-1.456792 | -0.34438 | -1.727349 | -0.712663 | 0.069553 | 0.632727 | 0.542126 | 0 | -0.069767 | -1 | 0.614014 | -0.000955 | -0.004925 | 0 | 13,512 |
-0.624766 | 0.642314 | -0.638816 | -0.710984 | 0.176401 | 0.578451 | 0.542126 | 0 | -0.069767 | -1 | 0.614014 | -0.00041 | -0.00383 | 0 | 13,513 |
-1.250299 | -0.344044 | -1.124198 | -0.705101 | 0.324335 | 0.650031 | 0.54872 | 0.000603 | -0.069767 | -1 | 0.614014 | -0.00082 | -0.002189 | 0 | 13,514 |
-0.416994 | -0.096873 | -0.882932 | -0.70426 | 0.627007 | 0.958664 | 0.54872 | 0 | -0.069767 | -1 | 0.614014 | -0.000273 | -0.0026 | 0 | 13,515 |
0.625449 | 1.38477 | 0.087237 | -0.705942 | 0.297432 | 0.679441 | 0.54039 | -0.000762 | -0.069767 | -1 | 0.614014 | 0.00041 | -0.002942 | 0 | 13,516 |
0 | 1.877325 | -1.125358 | -0.706783 | 0.6852 | 1.046755 | 0.54039 | 0 | -0.069767 | -1 | 0.614014 | 0 | -0.00301 | 0 | 13,517 |
0 | 2.000645 | -0.155057 | -0.705942 | 0.671431 | 0.891936 | 0.607722 | 0.006159 | -0.069767 | -1 | 0.614014 | 0 | -0.002052 | 0 | 13,518 |
-2.294566 | -0.343875 | -2.338981 | 5.466942 | 0.885772 | 1.266482 | 0.607722 | 0 | -0.069767 | -1 | 0.614014 | -0.001504 | -0.000137 | 0 | 13,519 |
-0.62639 | 2.868844 | -0.156152 | -0.695833 | 0.934149 | 1.223763 | 0.535184 | -0.006636 | -0.069767 | -1 | 0.614014 | -0.000411 | -0.000822 | 0 | 13,520 |
-2.089827 | 0.15138 | -2.831179 | -0.684844 | 0.958172 | 1.092352 | 0.535184 | 0 | -0.069767 | -1 | 0.614014 | -0.00137 | 0.000548 | 1 | 13,521 |
-2.930575 | 0.647722 | -3.07954 | -0.673816 | 1.416834 | 1.705217 | 0.53449 | -0.000063 | -0.069767 | -1 | 0.614014 | -0.001921 | 0.002058 | 1 | 13,522 |
0.209514 | 0.401981 | -0.646471 | 5.510959 | 0.769174 | 0.898238 | 0.53449 | 0 | -0.069767 | -1 | 0.614014 | 0.000137 | 0.002332 | 1 | 13,523 |
-0.628627 | 0.897985 | -0.158753 | -0.672115 | 0.642771 | 0.805156 | 0.539349 | 0.000444 | -0.069767 | -1 | 0.614014 | -0.000412 | 0.003566 | 1 | 13,524 |
2.094417 | 1.890879 | -0.402913 | 5.497382 | 0.684943 | 1.033614 | 0.539349 | 0 | -0.069767 | -1 | 0.614014 | 0.001373 | 0.002466 | 1 | 13,525 |
0.418539 | 2.135122 | 0.328897 | -0.682302 | 0.598746 | 0.662768 | 0.602169 | 0.005747 | -0.069767 | -1 | 0.614014 | 0.000274 | 0.003286 | 1 | 13,526 |
2.508823 | 3.371753 | 0.450647 | -0.692456 | 1.035788 | 1.21747 | 0.602169 | 0 | -0.069767 | -1 | 0.614014 | 0.001645 | 0.000958 | 1 | 13,527 |
0 | 0.398991 | -0.642798 | -0.692456 | 0.875874 | 1.121368 | 0.585683 | -0.001508 | -0.069767 | -1 | 0.614014 | 0 | 0.001368 | 1 | 13,528 |
1.461577 | 1.882729 | 0.572321 | 5.465256 | 0.546418 | 0.895093 | 0.585683 | 0 | -0.069767 | -1 | 0.614014 | 0.000958 | 0.00041 | 1 | 13,529 |
1.668661 | 1.880362 | -0.641634 | 5.450096 | 0.805151 | 1.211127 | 0.593145 | 0.000683 | -0.069767 | -1 | 0.614014 | 0.001094 | -0.00041 | 0 | 13,530 |
1.458583 | 1.137464 | -5.012641 | 5.443371 | -0.188328 | 0 | 0.593145 | 0 | -0.069767 | -1 | 0.614014 | 0.000956 | -0.000546 | 0 | 13,531 |
-0.624936 | -0.344077 | -1.123966 | -0.706783 | 0.182265 | 0.446463 | 0.521128 | -0.006588 | -0.069767 | -1 | 0.614014 | -0.00041 | -0.000137 | 0 | 13,532 |
-1.04213 | -0.343976 | -0.639644 | 5.451779 | -0.088974 | 0.203258 | 0.521128 | 0 | -0.069767 | -1 | 0.614014 | -0.000683 | 0.001093 | 1 | 13,533 |
0.208483 | 2.124698 | -0.155255 | -0.70426 | 0.041523 | 0.253971 | 0.585857 | 0.005921 | -0.069767 | -1 | 0.614014 | 0.000137 | 0.001638 | 1 | 13,534 |
-0.208483 | 0.150062 | 0.20862 | -0.70426 | 0.009596 | 0.31478 | 0.585857 | 0 | -0.069767 | -1 | 0.614014 | -0.000137 | 0.001912 | 1 | 13,535 |
-0.729914 | -0.096805 | -0.276547 | -0.701734 | -0.462189 | -0.01952 | 0.58603 | 0.000016 | -0.069767 | -1 | 0.614014 | -0.000478 | 0.001298 | 1 | 13,536 |
1.146852 | 1.015055 | 0.693613 | -0.705942 | 0.063911 | 0.494654 | 0.58603 | 0 | -0.069767 | -1 | 0.614014 | 0.000752 | 0.000683 | 1 | 13,537 |
0.833533 | 1.137228 | 0.329895 | -0.710145 | -0.136875 | 0.203258 | 0.587766 | 0.000159 | -0.069767 | -1 | 0.614014 | 0.000546 | -0.000273 | 0 | 13,538 |
0.624851 | 0.889653 | 0.814582 | -0.712663 | -0.343935 | 0.132946 | 0.587766 | 0 | -0.069767 | -1 | 0.614014 | 0.00041 | -0.001161 | 0 | 13,539 |
0.624595 | 0.395885 | -0.881342 | -0.714341 | 0.660322 | 0.922958 | 0.585163 | -0.000238 | -0.069767 | -1 | 0.614014 | 0.000409 | -0.000956 | 0 | 13,540 |
-1.249446 | -0.837509 | -1.12304 | -0.710145 | 0.483661 | 0.769102 | 0.585163 | 0 | -0.069767 | -1 | 0.614014 | -0.000819 | -0.000273 | 0 | 13,541 |
-0.208341 | 0.642988 | 0.087701 | -0.708464 | 0.832315 | 1.171976 | 0.584989 | -0.000016 | -0.069767 | -1 | 0.614014 | -0.000137 | -0.000546 | 0 | 13,542 |
1.457786 | 1.13652 | 0.451162 | -0.714341 | 0.123588 | 0.31478 | 0.584989 | 0 | -0.069767 | -1 | 0.614014 | 0.000956 | -0.001775 | 0 | 13,543 |
-1.249446 | -0.344212 | -1.365367 | -0.709305 | 0.568981 | 0.94398 | 0.584122 | -0.000079 | -0.069767 | -1 | 0.614014 | -0.000819 | -0.000956 | 0 | 13,544 |
-1.25047 | -0.09721 | -1.12443 | -0.706783 | 0.28838 | 0.583117 | 0.584122 | 0 | -0.069767 | -1 | 0.614014 | -0.00082 | -0.000342 | 0 | 13,545 |
-0.208511 | -0.096805 | -0.640472 | -0.703418 | 0.45236 | 0.856363 | 0.583254 | -0.000079 | -0.069767 | -1 | 0.614014 | -0.000137 | -0.00082 | 0 | 13,546 |
-1.251667 | -0.096738 | -1.368812 | -0.700049 | 0.502656 | 0.888767 | 0.583254 | 0 | -0.069767 | -1 | 0.614014 | -0.00082 | 0.00041 | 1 | 13,547 |
0 | -0.096332 | -0.641634 | -0.698363 | 0.407407 | 0.866223 | 0.578221 | -0.00046 | -0.069767 | -1 | 0.614014 | 0 | 0.000752 | 1 | 13,548 |
1.460178 | 1.386391 | 0.450963 | -0.70426 | 0.123588 | 0.510094 | 0.578221 | 0 | -0.069767 | -1 | 0.614014 | 0.000957 | -0.000137 | 0 | 13,549 |
0.625363 | 1.3845 | 0.329829 | -0.705942 | -0.24981 | 0.099597 | 0.521475 | -0.005191 | -0.069767 | -1 | 0.614014 | 0.00041 | -0.000547 | 0 | 13,550 |
-0.833874 | -1.084815 | -2.702782 | -0.70426 | -0.001382 | 0.406866 | 0.521475 | 0 | -0.069767 | -1 | 0.614014 | -0.000547 | 0 | 0 | 13,551 |
0.208511 | 0.644168 | 0.087237 | -0.70426 | -0.301111 | 0.028415 | 0.521475 | 0 | -0.069767 | -1 | 0.614014 | 0.000137 | -0.000137 | 0 | 13,552 |
-0.521332 | 0.397098 | -0.033972 | -0.702576 | -0.143632 | 0.365207 | 0.569892 | 0.004429 | -0.069767 | -1 | 0.614014 | -0.000342 | 0.000205 | 1 | 13,553 |
-1.147558 | -0.220176 | -1.005011 | -0.698363 | -0.18202 | 0.281569 | 0.569892 | 0 | -0.069767 | -1 | 0.614014 | -0.000752 | 0.000957 | 1 | 13,554 |
-1.461777 | -0.590844 | -1.370672 | -0.692456 | 0.607144 | 1.126103 | 0.578395 | 0.000778 | -0.069767 | -1 | 0.614014 | -0.000958 | 0.001915 | 1 | 13,555 |
-1.881488 | 0.893909 | -1.615793 | 5.490605 | 0.893819 | 1.305149 | 0.578395 | 0 | -0.069767 | -1 | 0.614014 | -0.001233 | 0.003149 | 1 | 13,556 |
0.209169 | 0.152601 | -0.15765 | 5.492298 | 0.529887 | 0.913777 | 0.573189 | -0.000476 | -0.069767 | -1 | 0.614014 | 0.000137 | 0.003012 | 1 | 13,557 |
0.418252 | 0.152499 | 0.329064 | -0.686537 | 0.340158 | 0.601515 | 0.573189 | 0 | -0.069767 | -1 | 0.614014 | 0.000274 | 0.002737 | 1 | 13,558 |
-1.2551 | 2.503557 | -1.374136 | -0.682302 | 0.245149 | 0.569036 | 0.579262 | 0.000556 | -0.069767 | -1 | 0.614014 | -0.000823 | 0.00356 | 1 | 13,559 |
0.627679 | 0.400756 | -0.157951 | -0.685691 | 0.465545 | 0.935038 | 0.579262 | 0 | -0.069767 | -1 | 0.614014 | 0.000411 | 0.010774 | 1 | 13,560 |
0.418309 | 0.771905 | 0.572321 | -0.685691 | 0.715649 | 0.683555 | 0.582039 | 0.000254 | -0.069767 | -1 | 0.614014 | 0.000274 | 0.012533 | 1 | 13,561 |
-0.836733 | 0.152397 | -1.861418 | 5.497382 | 0.206775 | 0.530228 | 0.582039 | 0 | -0.069767 | -1 | 0.614014 | -0.000548 | 0.011997 | 1 | 13,562 |
1.045845 | 0.648401 | 0.085573 | -0.687383 | 0.794245 | 0.787332 | 0.587419 | 0.000492 | -0.069767 | -1 | 0.614014 | 0.000686 | 0.008802 | 1 | 13,563 |
1.254068 | 1.637659 | -0.15735 | -0.692456 | 0.075769 | 0.569036 | 0.587419 | 0 | -0.069767 | -1 | 0.614014 | 0.000822 | 0.008455 | 1 | 13,564 |
-1.044985 | -0.095791 | -1.129312 | -0.688229 | 0.579545 | 0.787332 | 0.587419 | 0 | -0.069767 | -1 | 0.614014 | -0.000685 | 0.008189 | 1 | 13,565 |
0.104531 | 0.399805 | 0.572321 | -0.688229 | -0.137716 | 0.232629 | 0.593145 | 0.000524 | -0.069767 | -1 | 0.614014 | 0.000069 | 0.007984 | 1 | 13,566 |
-0.104531 | 0.028333 | 0.207598 | -0.688229 | -0.141937 | -0.049722 | 0.593145 | 0 | -0.069767 | -1 | 0.614014 | -0.000069 | 0.008053 | 1 | 13,567 |
1.462778 | 2.132135 | 0.572321 | -0.693301 | 0.221477 | 0.735203 | 0.594707 | 0.000143 | -0.069767 | -1 | 0.614014 | 0.000959 | 0.005325 | 1 | 13,568 |
0.626476 | 0.151482 | 0.329397 | -0.695833 | 0.244664 | 0.535183 | 0.599913 | 0.000476 | -0.069767 | -1 | 0.614014 | 0.000411 | 0.005731 | 1 | 13,569 |
-1.671175 | -0.34347 | -1.857418 | -0.689075 | 1.033767 | 1.221671 | 0.599913 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.001095 | 0.00601 | 1 | 13,570 |
0 | 0.399534 | -0.643464 | -0.689921 | 0.83915 | 1.038896 | 0.63462 | 0.003175 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.00601 | 1 | 13,571 |
-0.627163 | -0.095587 | -0.15705 | -0.686537 | -0.675943 | -0.604425 | 0.63462 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000411 | 0.006966 | 1 | 13,572 |
0.627163 | 0.399941 | 0.329131 | 5.482144 | 0.809036 | 1.160752 | 0.587245 | -0.004334 | -0.069767 | -1.164525 | 1.414214 | 0.000411 | 0.007779 | 1 | 13,573 |
1.253553 | 1.141961 | 0.693854 | 5.472005 | 0.554539 | 1.009402 | 0.587245 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000822 | 0.006821 | 1 | 13,574 |
0.417622 | 0.398721 | 0.572321 | -0.696677 | 0.19593 | 0.632727 | 0.58898 | 0.000159 | -0.069767 | -1.164525 | 1.414214 | 0.000274 | 0.006684 | 1 | 13,575 |
1.669346 | 1.387202 | -1.492745 | -0.702576 | 0.26286 | 0.535183 | 0.58898 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.001094 | 0.005793 | 1 | 13,576 |
-1.043127 | -0.590844 | -0.640804 | -0.699206 | 0.554539 | 0.790929 | 0.585857 | -0.000286 | -0.069767 | -1.164525 | 1.414214 | -0.000684 | 0.008107 | 1 | 13,577 |
0.625962 | 0.150873 | 0.693671 | -0.700892 | 0.181734 | 0.301661 | 0.585857 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.00041 | 0.007357 | 1 | 13,578 |
0 | 0.150568 | 0.087038 | -0.700892 | 0.032361 | 0.352895 | 0.588633 | 0.000254 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.007628 | 1 | 13,579 |
0.417165 | -0.096535 | 0.572321 | -0.703418 | 0.188079 | 0.446463 | 0.588633 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000273 | 0.006133 | 1 | 13,580 |
1.250812 | 0.891272 | 0.087171 | -0.707624 | 1.079412 | 1.147072 | 0.589501 | 0.000079 | -0.069767 | -1.164525 | 1.414214 | 0.00082 | 0.004973 | 1 | 13,581 |
0 | 0.149758 | -3.916704 | -0.708464 | 0.517552 | 0.78009 | 0.589501 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.004905 | 1 | 13,582 |
0.833305 | 0.890057 | 0.814648 | -0.711824 | 0.785617 | 0.88239 | 0.591236 | 0.000159 | -0.046512 | -1.164525 | 1.414214 | 0.000546 | 0.005717 | 1 | 13,583 |
1.040992 | 1.382344 | 0.087833 | -0.71518 | 0.613733 | 1.046755 | 0.591236 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000682 | 0.005306 | 1 | 13,584 |
0.208113 | -0.344246 | -0.638321 | -0.714341 | 0.656847 | 1.057114 | 0.591236 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000136 | 0.005577 | 1 | 13,585 |
-1.665701 | -1.084073 | -1.364838 | -0.710145 | 0.67744 | 1.118989 | 0.532581 | -0.005366 | -0.046512 | -1.164525 | 1.414214 | -0.001092 | 0.006126 | 1 | 13,586 |
0.208312 | 0.149556 | -0.639478 | -0.710984 | 0.913722 | 1.347424 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000137 | 0.006193 | 1 | 13,587 |
-0.625022 | -0.46744 | -0.39692 | -0.707624 | 0.010276 | 0.468241 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.00041 | 0.00701 | 1 | 13,588 |
-0.729516 | -0.343943 | -2.823733 | -0.705101 | 0.518861 | 0.843025 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000478 | 0.008369 | 1 | 13,589 |
0.937885 | 0.890765 | 0.451087 | -0.709305 | 1.17336 | 1.537728 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000615 | 0.006738 | 1 | 13,590 |
-0.208369 | 0.149657 | 0.087634 | -0.708464 | 0.503993 | 0.992844 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000137 | 0.007281 | 1 | 13,591 |
-0.625278 | 0.149758 | -0.397317 | -0.705101 | 0.958172 | 1.402756 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.00041 | 0.008572 | 1 | 13,592 |
-0.416994 | 0.150062 | -0.640307 | -0.703418 | 0.734113 | 1.072406 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000273 | 0.009523 | 1 | 13,593 |
0 | -0.096738 | -0.39798 | -0.703418 | 1.079995 | 1.497199 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.009793 | 1 | 13,594 |
-0.31282 | -0.343774 | -0.155355 | -0.702576 | 0.781151 | 1.121368 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000205 | 0.009863 | 1 | 13,595 |
-0.938847 | -0.467279 | -0.519529 | -0.699206 | 1.070313 | 1.191791 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000615 | 0.00953 | 1 | 13,596 |
0.625962 | 0.150873 | 0.329597 | -0.701734 | 0.482284 | 0.84638 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.00041 | 0.009797 | 1 | 13,597 |
0.521439 | 0.150568 | 0.087038 | -0.703418 | 0.635072 | 0.984435 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000342 | 0.008236 | 1 | 13,598 |
0.104266 | 0.02681 | 0.208496 | 5.451779 | 0.93952 | 1.252494 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000068 | 0.008439 | 1 | 13,599 |
0 | -0.096738 | 0.087237 | 5.451779 | 0.93952 | 1.252494 | 0.532581 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.008303 | 1 | 13,600 |
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