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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.101607 | -0.470456 | -0.018585 | -0.860898 | -0.647308 | -0.405589 | 0.600781 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000067 | -0.004941 | 0 | 13,901 |
-0.406494 | -0.109308 | 0.099581 | -0.859299 | -0.159081 | -0.029461 | 0.601301 | 0.000048 | -0.046512 | -0.267949 | -0.517638 | -0.000266 | -0.00521 | 0 | 13,902 |
0.203261 | -0.109179 | 0.335904 | -0.859299 | -1.568954 | -1.223183 | 0.601301 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000133 | -0.006281 | 0 | 13,903 |
0 | -0.350028 | -0.373412 | -0.859299 | 0.188605 | 0.489441 | 0.598351 | -0.00027 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.006415 | 0 | 13,904 |
0.30484 | -0.109244 | 0.335935 | -0.860898 | -0.25577 | 0.028415 | 0.598351 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.0002 | -0.006883 | 0 | 13,905 |
-0.508101 | -0.229704 | -0.255002 | 5.143341 | -0.361136 | -0.136322 | 0.600434 | 0.00019 | -0.046512 | -0.267949 | -0.517638 | -0.000333 | -0.007221 | 0 | 13,906 |
0.101634 | -0.349996 | 0.335904 | -0.859299 | -1.653214 | -1.547663 | 0.600434 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000067 | -0.006885 | 0 | 13,907 |
-0.101634 | -0.229608 | 0.217707 | -0.859299 | 0.102476 | 0.288322 | 0.635488 | 0.003207 | -0.046512 | -0.267949 | -0.517638 | -0.000067 | -0.006282 | 0 | 13,908 |
0.406494 | -0.109179 | -0.137026 | -0.860898 | 0.709466 | 1.036259 | 0.604078 | -0.002873 | -0.046512 | -0.267949 | -0.517638 | 0.000266 | -0.006951 | 0 | 13,909 |
-0.203234 | 0.3721 | 0.335967 | -0.860099 | 0.042822 | 0.210703 | 0.60269 | -0.000127 | -0.046512 | -0.535898 | -0.385986 | -0.000133 | -0.006415 | 0 | 13,910 |
0.30484 | -0.109244 | 0.099518 | -0.860898 | -0.330475 | -0.159519 | 0.60269 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.0002 | -0.006079 | 0 | 13,911 |
-0.30484 | -0.350076 | -0.255002 | -0.859299 | -0.572581 | -0.314896 | 0.601822 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.0002 | -0.006147 | 0 | 13,912 |
0.30484 | -0.229632 | 0.335935 | -0.860898 | -0.661478 | -0.788145 | 0.601822 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.0002 | -0.006615 | 0 | 13,913 |
-0.101607 | -0.229704 | 0.454156 | -0.860099 | -0.96388 | -0.489906 | 0.605119 | 0.000302 | -0.046512 | -0.535898 | -0.385986 | -0.000067 | -0.006012 | 0 | 13,914 |
0.203207 | -0.109308 | 0.454148 | -0.860898 | -0.885493 | -1.027019 | 0.605119 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000133 | -0.006414 | 0 | 13,915 |
0.20318 | 0.131316 | 0.099643 | -0.862496 | 0.567154 | 0.365207 | 0.603905 | -0.000111 | -0.046512 | -0.535898 | -0.385986 | 0.000133 | -0.006748 | 0 | 13,916 |
-0.406386 | -0.109436 | 0.099706 | 5.140142 | -0.700111 | -0.438258 | 0.603905 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000266 | -0.006616 | 0 | 13,917 |
0.3048 | 0.131412 | 0.572321 | -0.861697 | -0.528362 | -0.625212 | 0.603905 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.0002 | -0.006748 | 0 | 13,918 |
-0.101593 | -0.229752 | 0.217848 | -0.861697 | -1.153548 | -1.099821 | 0.601301 | -0.000238 | -0.046512 | -0.535898 | -0.385986 | -0.000067 | -0.005878 | 0 | 13,919 |
-0.812989 | -0.109372 | -0.84609 | -0.8585 | 0.340581 | 0.540108 | 0.601301 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000533 | -0.004809 | 0 | 13,920 |
0.203288 | -0.349963 | 0.335872 | -0.8585 | -1.923618 | -1.547663 | 0.600781 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | 0.000133 | -0.004608 | 0 | 13,921 |
0.304881 | -0.229583 | 0.099455 | -0.860099 | -0.668673 | -0.788145 | 0.600781 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.0002 | -0.004205 | 0 | 13,922 |
-0.508169 | -0.711256 | -0.255113 | -0.8585 | -0.3327 | -0.113778 | 0.601301 | 0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.000333 | -0.004207 | 0 | 13,923 |
0.812989 | 0.372485 | 0.808739 | 5.140142 | -0.493785 | -0.526288 | 0.601301 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000533 | -0.004539 | 0 | 13,924 |
-0.508067 | -0.831628 | -5.819477 | -0.859299 | -0.488185 | -0.273134 | 0.600954 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | -0.000333 | -0.004206 | 0 | 13,925 |
0.711247 | 0.251929 | 0.69051 | -0.860898 | -0.207603 | 0 | 0.600954 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000466 | -0.004404 | 0 | 13,926 |
0 | -0.109436 | 0.33603 | -0.862496 | 0.26569 | 0.468241 | 0.600781 | -0.000016 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.00387 | 0 | 13,927 |
0.406278 | -0.109436 | 0.572321 | -0.863295 | -1.259363 | -1.268925 | 0.600781 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000266 | -0.004069 | 0 | 13,928 |
-0.406278 | -0.590844 | -0.136459 | -0.860898 | -0.778114 | -0.489906 | 0.58846 | -0.001127 | -0.046512 | -0.535898 | -0.385986 | -0.000266 | -0.003469 | 0 | 13,929 |
-0.60962 | -0.831596 | -0.491239 | -0.859299 | -0.152173 | -0.208035 | 0.58846 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.0004 | -0.003002 | 0 | 13,930 |
0.30484 | 0.853572 | 0.099518 | -0.860898 | 0.201632 | 0.406866 | 0.601649 | 0.001206 | -0.046512 | -0.535898 | -0.385986 | 0.0002 | -0.003336 | 0 | 13,931 |
0.304779 | 0.49236 | -0.255002 | -0.859299 | -0.095278 | 0.046813 | 0.601649 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.0002 | -0.003201 | 0 | 13,932 |
-0.711247 | -0.831596 | -1.082381 | -0.859299 | 0.125895 | 0.418381 | 0.601301 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | -0.000466 | -0.003002 | 0 | 13,933 |
-0.711578 | -0.229608 | -1.438099 | -0.855298 | 0.469416 | 0.78009 | 0.601301 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000466 | -0.00267 | 0 | 13,934 |
0.508304 | 0.011457 | -0.019018 | -0.8585 | 0.413521 | 0.654299 | 0.604078 | 0.000254 | -0.046512 | -0.535898 | -0.385986 | 0.000333 | -0.003671 | 0 | 13,935 |
-0.101647 | -0.470408 | 0.099423 | -0.8577 | -0.403009 | -0.220638 | 0.604078 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000067 | -0.002268 | 0 | 13,936 |
-0.406657 | -0.109115 | -0.018861 | -0.856099 | -0.046375 | 0.225387 | 0.603557 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.000267 | -0.002269 | 0 | 13,937 |
-0.101681 | -0.349899 | 0.335809 | -0.856099 | 0.410089 | -0.928905 | 0.603557 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000067 | -0.002202 | 0 | 13,938 |
0.203356 | 0.011498 | 0.335793 | -0.856899 | 0.167241 | 0.203258 | 0.602516 | -0.000095 | -0.046512 | -0.535898 | -0.385986 | 0.000133 | -0.002736 | 0 | 13,939 |
0 | -0.229463 | 0.217565 | -0.856899 | 0.273181 | 0.473594 | 0.602516 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.00287 | 0 | 13,940 |
-0.203356 | -0.470376 | 0.217565 | -0.856099 | -0.419229 | -0.286814 | 0.60321 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.000133 | -0.002737 | 0 | 13,941 |
0.101681 | -0.470359 | 0.217517 | -0.856099 | 0.3993 | 0.679441 | 0.60321 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000067 | -0.003271 | 0 | 13,942 |
0 | -0.470367 | 0.099265 | -0.855298 | 0.519187 | 0.731346 | 0.603037 | -0.000016 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.003204 | 0 | 13,943 |
-0.406765 | -0.711328 | -0.019018 | 5.151344 | -0.01043 | 0.149113 | 0.603037 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000267 | -0.002871 | 0 | 13,944 |
-0.203423 | -0.349835 | 0.217447 | -0.854498 | -0.11373 | 0.009584 | 0.60269 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | -0.000133 | -0.002938 | 0 | 13,945 |
-1.832032 | -0.590844 | -2.03209 | -0.846477 | 0.471169 | 0.679441 | 0.60269 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.001201 | -0.001737 | 0 | 13,946 |
-1.222578 | -0.590844 | -2.035222 | -0.842459 | 0.365891 | 0.510094 | 0.598351 | -0.000397 | -0.046512 | -0.535898 | -0.385986 | -0.000801 | -0.001672 | 0 | 13,947 |
-0.917577 | -0.34932 | -0.494793 | -0.838436 | 0.378409 | 0.418381 | 0.598351 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000601 | -0.001405 | 0 | 13,948 |
-1.530522 | -0.711691 | -1.20763 | 5.196358 | -0.180229 | 0.091037 | 0.598178 | -0.000016 | -0.046512 | -0.535898 | -0.385986 | -0.001003 | -0.000669 | 0 | 13,949 |
1.020519 | 0.618392 | 0.809751 | -0.836019 | 0.242234 | 0.267889 | 0.598178 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000669 | -0.003349 | 0 | 13,950 |
-1.428917 | -0.590844 | -1.089466 | 5.199586 | 0.00069 | 0.195744 | 0.597657 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.000937 | -0.000402 | 0 | 13,951 |
-0.817126 | 0.014037 | -1.566552 | -0.827142 | 0.310352 | 0.340391 | 0.597657 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000536 | 0.001339 | 1 | 13,952 |
-1.431024 | -0.590844 | -2.281613 | 5.217373 | 0.570804 | 0.711779 | 0.596095 | -0.000143 | -0.046512 | -0.535898 | -0.385986 | -0.000938 | 0.004548 | 1 | 13,953 |
-0.204542 | -0.106209 | 0.334445 | -0.823098 | -0.191958 | -0.171376 | 0.596095 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000134 | 0.001675 | 1 | 13,954 |
-0.409165 | 0.620661 | -0.022508 | 5.222233 | 0.422592 | 0.395183 | 0.59679 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.000268 | 0.001876 | 1 | 13,955 |
-1.023394 | 7.995608 | -0.855986 | 5.230341 | 0.553607 | 0.683555 | 0.59679 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000671 | 0.003684 | 1 | 13,956 |
0.614119 | 0.13684 | 0.096027 | 5.225475 | 0.934867 | 0.727471 | 0.596443 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | 0.000403 | 0.003215 | 1 | 13,957 |
0.818441 | 0.984799 | 0.096219 | 5.218992 | 0.767119 | 0.91991 | 0.596443 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000536 | 0.002812 | 1 | 13,958 |
-0.613789 | 0.378425 | -0.498514 | -0.819048 | -0.278071 | -0.259683 | 0.595575 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.000402 | 0.005351 | 1 | 13,959 |
0.613789 | 0.378815 | 0.572321 | -0.819859 | -1.107831 | -1.138866 | 0.595575 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000402 | 0.004682 | 1 | 13,960 |
0.818002 | 0.378425 | 0.096474 | -0.824716 | 0.119533 | 0.253971 | 0.595228 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | 0.000536 | 0.003078 | 1 | 13,961 |
-0.408946 | -0.469722 | 0.096729 | -0.822288 | -0.604804 | -0.50789 | 0.595228 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000268 | 0.004547 | 1 | 13,962 |
-0.409056 | -0.106274 | -0.260272 | -0.821479 | 0.114284 | 0.418381 | 0.586378 | -0.00081 | -0.046512 | -0.535898 | -0.385986 | -0.000268 | 0.006549 | 1 | 13,963 |
0.818002 | 0.620661 | 0.572321 | -0.824716 | -0.95837 | -0.604425 | 0.586378 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000536 | 0.006012 | 1 | 13,964 |
-0.408946 | -0.106404 | -0.141114 | 5.215754 | -0.078849 | 0.099597 | 0.599046 | 0.001159 | -0.046512 | -0.535898 | -0.385986 | -0.000268 | 0.006014 | 1 | 13,965 |
-0.306782 | -0.348543 | -0.141306 | -0.821479 | -0.753167 | -0.564403 | 0.599046 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000201 | 0.005615 | 1 | 13,966 |
-0.204555 | -0.348494 | 0.215472 | -0.820669 | -0.336052 | -0.12497 | 0.59974 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.000134 | 0.006616 | 1 | 13,967 |
0.102281 | -0.469649 | -0.022547 | -0.820669 | -0.095278 | -0.070509 | 0.59974 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000067 | 0.006682 | 1 | 13,968 |
1.226838 | 0.862865 | 0.572321 | 5.210899 | 0.26804 | 0.478911 | 0.600607 | 0.000079 | -0.046512 | -0.535898 | -0.385986 | 0.000804 | 0.007342 | 1 | 13,969 |
0.817344 | 0.982689 | 0.334605 | -0.829565 | 0.356043 | 0.535183 | 0.600607 | 0 | -0.046512 | -0.785587 | -0 | 0.000536 | 0.006673 | 1 | 13,970 |
0.510618 | 0.014199 | -0.378226 | -0.83118 | -0.02102 | 0.028415 | 0.618829 | 0.001667 | -0.046512 | -0.785587 | -0 | 0.000335 | 0.006604 | 1 | 13,971 |
0.918682 | 0.497723 | 0.691064 | -0.834407 | -0.70581 | -0.691024 | 0.58846 | -0.002778 | -0.046512 | -0.785587 | -0 | 0.000602 | 0.005736 | 1 | 13,972 |
-0.510311 | -0.107247 | -0.614829 | -0.835213 | 0.317815 | 0.389277 | 0.58846 | 0 | -0.069767 | -0.785587 | -0 | -0.000335 | 0.00474 | 1 | 13,973 |
0.306207 | 0.25565 | 0.691032 | -0.834407 | -0.239015 | -0.246456 | 0.603557 | 0.001381 | -0.069767 | -0.785587 | -0 | 0.000201 | 0.005471 | 1 | 13,974 |
0 | 0.134601 | 0.572321 | -0.835213 | -0.500848 | -0.438258 | 0.603557 | 0 | -0.069767 | -0.785587 | -0 | 0 | 0.005471 | 1 | 13,975 |
0.40818 | 0.134601 | 0.334923 | -0.835213 | 0.041523 | 0.340391 | 0.602516 | -0.000095 | -0.069767 | -0.785587 | -0 | 0.000268 | 0.006134 | 1 | 13,976 |
0.816033 | 0.376092 | 0.572321 | -0.838436 | 0.100687 | -0.136322 | 0.602516 | 0 | -0.069767 | -0.785587 | -0 | 0.000535 | 0.005067 | 1 | 13,977 |
0.101973 | -0.10757 | 0.335113 | -0.839241 | 0.266631 | 0.157076 | 0.603731 | 0.000111 | -0.069767 | -0.785587 | -0 | 0.000067 | 0.005399 | 1 | 13,978 |
0.509765 | 0.013188 | 0.453729 | -0.840851 | 0.149663 | -0.091851 | 0.603731 | 0 | -0.069767 | -0.785587 | -0 | 0.000334 | 0.004533 | 1 | 13,979 |
0.101933 | -0.470062 | 0.098064 | -0.841655 | -0.141937 | -0.564403 | 0.609111 | 0.000492 | -0.069767 | -0.785587 | -0 | 0.000067 | 0.003668 | 1 | 13,980 |
-0.203872 | 0.13368 | 0.216664 | -0.840851 | 0.353974 | 0.504981 | 0.609111 | 0 | -0.069767 | -0.785587 | -0 | -0.000134 | 0.004068 | 1 | 13,981 |
0.509629 | 0.737405 | 0.453761 | -0.843263 | 0.516569 | 0.654299 | 0.608243 | -0.000079 | -0.069767 | -0.785587 | -0 | 0.000334 | 0.003734 | 1 | 13,982 |
-0.407689 | -0.470094 | -0.376066 | -0.840851 | 0.290654 | 0.484193 | 0.608243 | 0 | -0.069767 | -0.785587 | -0 | -0.000267 | 0.004134 | 1 | 13,983 |
-0.203886 | -0.470062 | -0.85083 | -0.840046 | 0.411998 | 0.666969 | 0.607722 | -0.000048 | -0.069767 | -0.785587 | -0 | -0.000134 | 0.004667 | 1 | 13,984 |
-1.019836 | -0.71165 | -1.088355 | -0.836825 | 0.484004 | 0.746663 | 0.607722 | 0 | -0.069767 | -0.785587 | -0 | -0.000668 | 0.004537 | 1 | 13,985 |
2.038992 | 1.825204 | 0.453674 | -0.844067 | 0.567764 | 0.64574 | 0.609631 | 0.000175 | -0.069767 | -0.785587 | -0 | 0.001337 | 0.004464 | 1 | 13,986 |
-0.40758 | -0.108022 | -0.375813 | 5.177025 | 0.460941 | 0.64574 | 0.609631 | 0 | -0.069767 | -0.785587 | -0 | -0.000267 | 0.003933 | 1 | 13,987 |
0 | -0.590844 | -0.613242 | -0.843263 | 0.103666 | 0.172768 | 0.629761 | 0.001841 | -0.069767 | -0.785587 | -0 | 0 | 0.003601 | 1 | 13,988 |
-0.611575 | 0.254236 | -0.49465 | -0.840046 | 0.787173 | 1.041524 | 0.629761 | 0 | -0.069767 | -0.785587 | -0 | -0.000401 | 0.003935 | 1 | 13,989 |
-0.203913 | -0.107699 | 0.335177 | -0.840046 | 0.153546 | 0.32126 | 0.615184 | -0.001333 | -0.069767 | -0.785587 | -0 | -0.000134 | 0.003669 | 1 | 13,990 |
0 | -0.107634 | 0.335145 | -0.839241 | 0.962844 | 1.07744 | 0.615184 | 0 | -0.069767 | -0.785587 | -0 | 0 | 0.003603 | 1 | 13,991 |
-0.713909 | -0.711666 | -1.325976 | -0.836825 | 0.833355 | 1.033614 | 0.615184 | 0 | -0.069767 | -0.785587 | -0 | -0.000468 | 0.004337 | 1 | 13,992 |
0.102008 | -0.469973 | -0.614432 | -0.836825 | 0.508984 | 0.615041 | 0.61449 | -0.000063 | -0.069767 | -0.785587 | -0 | 0.000067 | 0.003604 | 1 | 13,993 |
0.102001 | -0.349126 | 0.216402 | -0.837631 | 0.489482 | 0.499834 | 0.61449 | 0 | -0.069767 | -0.785587 | -0 | 0.000067 | 0.00407 | 1 | 13,994 |
-0.306023 | 0.254971 | 0.216426 | -0.836825 | 1.034389 | 0.856363 | 0.615184 | 0.000063 | -0.069767 | -0.785587 | -0 | -0.000201 | 0.003871 | 1 | 13,995 |
0 | 0.375963 | -0.614511 | -0.836019 | 1.246079 | 1.401083 | 0.615184 | 0 | -0.069767 | -0.785587 | -0 | 0 | 0.002938 | 1 | 13,996 |
-1.122608 | 0.859172 | -1.445766 | -0.831987 | 1.119769 | 1.178636 | 0.614317 | -0.000079 | -0.069767 | -0.785587 | -0 | -0.000736 | 0.002873 | 1 | 13,997 |
-0.51055 | -0.469876 | -0.25899 | -0.830373 | 0.289291 | 0.164961 | 0.614317 | 0 | -0.069767 | -0.785587 | -0 | -0.000335 | 0.003008 | 1 | 13,998 |
-0.408563 | -0.348835 | -1.329027 | -0.828758 | 0.444764 | 0.510094 | 0.613796 | -0.000048 | -0.069767 | -0.785587 | -0 | -0.000268 | 0.003209 | 1 | 13,999 |
-3.067713 | 0.861113 | -4.42441 | -0.816616 | 2.005315 | 2.267326 | 0.613796 | 0 | -0.069767 | -0.785587 | -0 | -0.002011 | 0.004552 | 1 | 14,000 |
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