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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.869149 | 1.468318 | 0.572321 | -0.446499 | 1.204732 | 1.10457 | 0.821692 | 0.001953 | -0.116279 | -1 | 0.614014 | 0.00057 | -0.00171 | 0 | 15,101 |
0.868654 | 0.952868 | 0.193341 | -0.450151 | 0.479868 | 0.683555 | 0.821692 | 0 | -0.116279 | -1 | 0.614014 | 0.000569 | -0.002565 | 0 | 15,102 |
-0.434265 | -0.333613 | -0.690541 | -0.447413 | 0.370764 | 0.424077 | 0.809544 | -0.001111 | -0.116279 | -1 | 0.614014 | -0.000285 | -0.002066 | 0 | 15,103 |
1.085431 | 0.695308 | 0.193449 | -0.452887 | 0.672479 | 0.735203 | 0.809544 | 0 | -0.116279 | -1 | 0.614014 | 0.000711 | -0.002564 | 0 | 15,104 |
-0.108508 | -0.333723 | -0.184965 | -0.452887 | 0.558872 | 0.739041 | 0.807983 | -0.000143 | -0.116279 | -1 | 0.614014 | -0.000071 | -0.002493 | 0 | 15,105 |
0.976298 | 1.336807 | 0.44612 | -0.456531 | 0.807743 | 0.93803 | 0.807983 | 0 | -0.116279 | -1 | 0.614014 | 0.00064 | -0.00299 | 0 | 15,106 |
-1.301869 | -0.590844 | -1.699215 | -0.450151 | 0.453439 | 0.554703 | 0.82551 | 0.001603 | -0.116279 | -1 | 0.614014 | -0.000853 | -0.002065 | 0 | 15,107 |
-0.977131 | -0.848074 | -0.564053 | -0.447413 | 0.352314 | 0.494654 | 0.82551 | 0 | -0.116279 | -1 | 0.614014 | -0.000641 | -0.002138 | 0 | 15,108 |
-1.629944 | -0.719537 | -1.829084 | -0.440099 | 0.788061 | 0.925995 | 0.80833 | -0.001572 | -0.116279 | -1 | 0.614014 | -0.001068 | -0.001783 | 0 | 15,109 |
0.434822 | 11.222465 | 0.319425 | -0.441929 | 0.510309 | 0.559509 | 0.80833 | 0 | -0.116279 | -1 | 0.614014 | 0.000285 | -0.002068 | 0 | 15,110 |
-0.65228 | -0.590844 | -1.198207 | -0.438268 | 0.676398 | 0.801623 | 0.80833 | 0 | -0.116279 | -1 | 0.614014 | -0.000428 | -0.001641 | 0 | 15,111 |
-0.978943 | 2.498779 | -0.692702 | -0.435519 | 0.299677 | 0.359075 | 0.808156 | -0.000016 | -0.116279 | -1 | 0.614014 | -0.000642 | -0.000999 | 0 | 15,112 |
-0.10881 | 23.613603 | -0.060484 | -0.435519 | 0.903841 | 1.022943 | 0.808156 | 0 | -0.116279 | -1 | 0.614014 | -0.000071 | -0.000928 | 0 | 15,113 |
0 | 0.182608 | -0.440348 | -0.435519 | 0.743637 | 0.628342 | 0.828807 | 0.001889 | -0.116279 | -1 | 0.614014 | 0 | -0.000928 | 0 | 15,114 |
-0.326477 | -0.075172 | -0.440348 | -0.434602 | 0.98957 | 0.859663 | 0.828807 | 0 | -0.116279 | -1 | 0.614014 | -0.000214 | -0.000714 | 0 | 15,115 |
1.522963 | 1.600214 | 0.572321 | -0.440099 | 0.806232 | 0.925995 | 0.828113 | -0.000063 | -0.116279 | -1 | 0.614014 | 0.000998 | -0.001712 | 0 | 15,116 |
-0.326221 | 0.310778 | -0.186531 | -0.438268 | 0.911311 | 0.998402 | 0.828113 | 0 | -0.116279 | -1 | 0.614014 | -0.000214 | -0.001498 | 0 | 15,117 |
-0.652652 | -0.333137 | -0.43977 | -0.435519 | 0.513281 | 0.683555 | 0.8 | -0.002572 | -0.116279 | -1 | 0.614014 | -0.000428 | -0.00107 | 0 | 15,118 |
-0.435256 | -0.333026 | -0.440203 | -0.434602 | 0.345634 | 0.478911 | 0.8 | 0 | -0.116279 | -1 | 0.614014 | -0.000285 | -0.000785 | 0 | 15,119 |
-0.653117 | 0.182719 | -0.693786 | -0.431851 | 0.972094 | 0.707807 | 0.796182 | -0.000349 | -0.116279 | -1 | 0.614014 | -0.000428 | -0.065167 | 0 | 15,120 |
0.544284 | 1.214393 | 0.06577 | -0.433685 | 1.003859 | 0.839656 | 0.796182 | 0 | -0.116279 | -1 | 0.614014 | 0.000357 | -0.065524 | 0 | 15,121 |
0.761671 | 0.569459 | 0.445742 | -0.433685 | 0.298331 | 0.327688 | 0.819089 | 0.002095 | -0.116279 | -1 | 0.614014 | 0.000499 | -0.068158 | 0 | 15,122 |
-0.435194 | -0.590844 | -0.946465 | -0.435519 | 0.530851 | 0.462852 | 0.796876 | -0.002032 | -0.116279 | -1 | 0.614014 | -0.000285 | -0.070318 | 0 | 15,123 |
0.652745 | 0.440352 | 0.572321 | -0.436436 | 0.059491 | 0.019055 | 0.796529 | -0.000032 | -0.116279 | -1 | 0.614014 | 0.000428 | -0.08322 | 0 | 15,124 |
-0.652745 | -0.3331 | -0.946249 | -0.434602 | 1.02908 | 1.057114 | 0.796529 | 0 | -0.116279 | -1 | 0.614014 | -0.000428 | -0.075382 | 0 | 15,125 |
0 | -0.075172 | -0.187126 | -0.434602 | 0.585212 | 0.504981 | 0.798785 | 0.000206 | -0.116279 | -1 | 0.614014 | 0 | -0.077075 | 0 | 15,126 |
-0.653024 | -0.33299 | -0.440348 | -0.431851 | 0.383989 | 0.545002 | 0.798785 | 0 | -0.116279 | -1 | 0.614014 | -0.000428 | -0.077726 | 0 | 15,127 |
-0.871134 | 0.182939 | -0.56746 | -0.428178 | 0.605415 | 0.601515 | 0.798785 | 0 | -0.116279 | -1 | 0.614014 | -0.000571 | -0.079781 | 0 | 15,128 |
-1.307634 | -0.074657 | -1.709276 | -0.423582 | 1.600054 | 1.829069 | 0.794794 | -0.000365 | -0.116279 | -1 | 0.614014 | -0.000857 | -0.076607 | 0 | 15,129 |
1.307634 | 1.216714 | 0.065118 | -0.428178 | 0.920537 | 0.949886 | 0.799306 | 0.000413 | -0.116279 | -1.164525 | 1.414214 | 0.000857 | -0.084898 | 0 | 15,130 |
-1.307634 | 0.183381 | -1.075205 | -0.423582 | 0.619978 | 0.829461 | 0.799306 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000857 | -0.086998 | 0 | 15,131 |
0 | 0.184045 | -0.44223 | -0.4199 | 0.323902 | 0.623933 | 0.797744 | -0.000143 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.087154 | 0 | 15,132 |
-1.963556 | -0.590844 | -2.092113 | -0.414369 | 1.150841 | 1.331146 | 0.797744 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.001287 | -0.082909 | 0 | 15,133 |
0.654799 | 1.606637 | -0.062522 | -0.418057 | 1.119218 | 1.356325 | 0.81718 | 0.001778 | -0.116279 | -1.164525 | 1.414214 | 0.000429 | -0.081629 | 0 | 15,134 |
1.962713 | 1.993043 | 0.572321 | -0.424501 | 1.113273 | 1.297564 | 0.81718 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001287 | -0.086492 | 0 | 15,135 |
-0.43594 | -0.590844 | -0.5686 | -0.423582 | 0.775978 | 1.057114 | 0.8118 | -0.000492 | -0.116279 | -1.164525 | 1.414214 | -0.000286 | -0.091516 | 0 | 15,136 |
0.43594 | 0.183934 | 0.065191 | -0.42634 | 0.820562 | 0.90449 | 0.8118 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000286 | -0.09777 | 0 | 15,137 |
-0.872005 | -0.074436 | -0.695414 | -0.421741 | 0.783611 | 0.776444 | 0.810412 | -0.000127 | -0.116279 | -1.164525 | 1.414214 | -0.000572 | -0.097041 | 0 | 15,138 |
0 | 0.700638 | 0.318702 | -0.421741 | 0.830857 | 0.916849 | 0.810412 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.094996 | 0 | 15,139 |
0.436065 | 0.442415 | -0.696139 | -0.423582 | 0.8788 | 1.082441 | 0.801215 | -0.000841 | -0.116279 | -1.164525 | 1.414214 | 0.000286 | -0.091516 | 0 | 15,140 |
0.871756 | 0.44212 | 0.318774 | -0.428178 | 0.990068 | 1.020253 | 0.801215 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000571 | -0.092088 | 0 | 15,141 |
-0.435816 | -0.074583 | -0.314745 | -0.42634 | 0.755361 | 0.929021 | 0.801215 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000286 | -0.095882 | 0 | 15,142 |
0.871507 | 1.731832 | 0.572321 | -0.430015 | 0.728093 | 0.885585 | 0.798265 | -0.00027 | -0.116279 | -1.164525 | 1.414214 | 0.000571 | -0.090183 | 0 | 15,143 |
-1.525465 | -0.074731 | -1.582136 | -0.423582 | 1.325225 | 1.366879 | 0.801041 | 0.000254 | -0.116279 | -1.164525 | 1.414214 | -0.001 | -0.090591 | 0 | 15,144 |
0 | -0.074214 | -0.188537 | -0.421741 | 0.599619 | 0.836272 | 0.801041 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.089496 | 0 | 15,145 |
0 | 0.184045 | -0.061705 | -0.423582 | 0.815036 | 1.014846 | 0.801041 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.090747 | 0 | 15,146 |
0.218017 | 0.958602 | 0.445534 | -0.422661 | 0.799501 | 0.90137 | 0.816486 | 0.001413 | -0.116279 | -1.164525 | 1.414214 | 0.000143 | -0.093868 | 0 | 15,147 |
1.198536 | 1.474494 | 0.191987 | -0.429097 | 0.868209 | 0.843025 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000786 | -0.092145 | 0 | 15,148 |
0.108911 | 2.117301 | 0.445652 | -0.430015 | 0.886157 | 0.91991 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000071 | -0.091591 | 0 | 15,149 |
1.741522 | 2.245957 | 0.698972 | -0.437352 | 1.431476 | 1.407752 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001142 | -0.090544 | 0 | 15,150 |
-0.217582 | 0.182388 | 0.31928 | -0.436436 | 0.525368 | 0.711779 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000143 | -0.087751 | 0 | 15,151 |
-0.435256 | -0.075246 | -0.566809 | -0.434602 | 1.324918 | 1.178636 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000285 | -0.084822 | 0 | 15,152 |
0.326454 | 0.698243 | 0.572321 | -0.436436 | 0.58432 | 0.695773 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000214 | -0.087679 | 0 | 15,153 |
0.326384 | 0.311421 | 0.698855 | -0.436436 | 0.454874 | 0.340391 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000214 | -0.085405 | 0 | 15,154 |
0 | 0.697692 | -0.440059 | -0.436436 | 1.06229 | 1.07744 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.081065 | 0 | 15,155 |
0.217551 | 0.182388 | 0.066203 | -0.435519 | 0.338889 | 0.473594 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000143 | -0.077888 | 0 | 15,156 |
0.108764 | 0.182278 | -0.060258 | -0.438268 | 0.972434 | 0.967347 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000071 | -0.079734 | 0 | 15,157 |
-1.087986 | 0.053401 | -0.819552 | -0.433685 | 1.534741 | 1.671307 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000713 | -0.079098 | 0 | 15,158 |
-1.088762 | 0.827202 | -1.580752 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000714 | -0.080316 | 0 | 15,159 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.078925 | 0 | 15,160 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.076764 | 0 | 15,161 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.075377 | 0 | 15,162 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.074762 | 0 | 15,163 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.076147 | 0 | 15,164 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.074454 | 0 | 15,165 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.078307 | 0 | 15,166 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.07661 | 0 | 15,167 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.080626 | 0 | 15,168 |
0 | 2.117301 | -0.314555 | -0.431851 | 1.60568 | 1.818207 | 0.816486 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.08202 | 0 | 15,169 |
-98.872182 | -91.500377 | -114.413017 | 680.876441 | -0.290543 | -1.617295 | 0.860911 | 0.004064 | -0.116279 | 0.628626 | 1.414214 | -0.06481 | -0.01783 | 0 | 15,170 |
0 | -0.590844 | 0.572321 | 680.876441 | -4.80018 | -3.536251 | 0.860911 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | -0.020626 | 0 | 15,171 |
-3.257288 | 7.10379 | -3.215805 | 109.902724 | -0.997893 | -0.421757 | 0.860911 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002135 | -0.020514 | 0 | 15,172 |
-3.73115 | 4.370031 | -14.934814 | 542.406491 | -0.319454 | 0.545002 | 0.860911 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002446 | -0.017757 | 0 | 15,173 |
-19.030268 | 0.79192 | -36.191354 | 14.076258 | 2.989665 | 3.023526 | 0.895271 | 0.003143 | -0.116279 | 0.628626 | 1.414214 | -0.012474 | -0.005127 | 0 | 15,174 |
11.305829 | 15.306525 | -5.210859 | 0.06754 | 2.058585 | 2.467499 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.007411 | -0.012849 | 0 | 15,175 |
-2.583529 | 11.602704 | -2.432244 | 0.079283 | 1.874506 | 2.333691 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001693 | -0.013184 | 0 | 15,176 |
-1.646345 | 5.526545 | -4.355242 | 7.040052 | 1.826545 | 2.206055 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001079 | -0.01148 | 0 | 15,177 |
-4.005678 | 4.143145 | -4.08616 | 7.065839 | 1.451298 | 1.864557 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002626 | -0.007763 | 0 | 15,178 |
3.534967 | 8.611437 | -0.525572 | 0.08892 | 1.128518 | 1.616947 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002317 | -0.010392 | 0 | 15,179 |
-11.340848 | 4.144604 | -13.996256 | 0.144041 | 1.591949 | 1.982944 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.007434 | -0.006394 | 0 | 15,180 |
-4.51248 | -0.590844 | -6.88984 | 0.162609 | 1.458768 | 1.654408 | 0.895271 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002958 | -0.005237 | 0 | 15,181 |
-0.237869 | 1.662427 | -2.473033 | 0.168089 | 1.227836 | 1.569549 | 1.143601 | 0.022716 | -0.116279 | 0.628626 | 1.414214 | -0.000156 | -0.005943 | 0 | 15,182 |
4.513183 | 5.880763 | -2.473509 | 0.142952 | 1.381986 | 1.759436 | 1.143601 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002958 | -0.0111 | 0 | 15,183 |
2.606806 | 9.219093 | -0.531377 | 0.128823 | 1.092268 | 1.416011 | 1.449892 | 0.028019 | -0.116279 | 0.628626 | 1.414214 | 0.001709 | -0.012494 | 0 | 15,184 |
-5.455683 | 1.091769 | -7.431374 | 0.160419 | 0.891911 | 1.067341 | 1.449892 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.003576 | -0.008918 | 0 | 15,185 |
-8.10083 | -0.590844 | -9.404437 | 0.190095 | 1.166964 | 1.417652 | 1.497614 | 0.004365 | -0.116279 | 0.628626 | 1.414214 | -0.00531 | -0.004237 | 0 | 15,186 |
-9.105067 | -0.307796 | -11.974096 | 7.329067 | 1.460538 | 1.890404 | 1.497614 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.005968 | 0.000472 | 1 | 15,187 |
0.240305 | 1.68584 | -8.674868 | 7.329067 | 1.476439 | 1.823163 | 1.610933 | 0.010366 | -0.116279 | 0.628626 | 1.414214 | 0.000158 | 0.000079 | 1 | 15,188 |
3.120519 | 6.796757 | 0.292854 | 0.218909 | 0.655237 | 1.10457 | 1.610933 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002045 | -0.003464 | 0 | 15,189 |
5.744243 | 7.913264 | -0.264498 | 0.193408 | 1.322662 | 1.10457 | 1.610933 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.003765 | -0.006599 | 0 | 15,190 |
0 | 3.367802 | -0.817352 | 7.25127 | 1.32788 | 1.372103 | 1.610933 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | -0.006283 | 0 | 15,191 |
-6.223907 | 0.541083 | -8.06125 | 7.30898 | 1.17476 | 1.282174 | 1.628807 | 0.001635 | -0.116279 | 0.628626 | 1.414214 | -0.00408 | -0.000629 | 0 | 15,192 |
9.564755 | 12.154355 | 0.293338 | 7.215989 | 1.029393 | 1.375568 | 1.628807 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.00627 | -0.008158 | 0 | 15,193 |
-2.146847 | 0.256311 | -6.371701 | 0.190095 | 0.782494 | 1.209002 | 1.615792 | -0.001191 | -0.116279 | 0.628626 | 1.414214 | -0.001407 | -0.003762 | 0 | 15,194 |
1.670031 | 2.800159 | -3.5967 | 0.179075 | 1.21656 | 1.320108 | 1.615792 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001095 | -0.002347 | 0 | 15,195 |
-1.908756 | 1.103598 | -3.870111 | 0.191199 | 1.321634 | 1.236203 | 1.613015 | -0.000254 | -0.116279 | 0.628626 | 1.414214 | -0.001251 | 0 | 0 | 15,196 |
-4.542891 | -0.025146 | -7.497909 | 0.211129 | 1.003371 | 1.495713 | 1.613015 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002978 | 0.001725 | 1 | 15,197 |
3.826491 | 6.771298 | 0.015274 | 7.244641 | 0.98691 | 1.064797 | 1.732581 | 0.010938 | -0.116279 | 0.628626 | 1.414214 | 0.002508 | 0.000157 | 1 | 15,198 |
0.955125 | 2.237202 | -0.261222 | 0.188991 | 0.794684 | 0.952823 | 1.732581 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000626 | -0.000939 | 0 | 15,199 |
3.338236 | 3.364708 | -2.762111 | 7.205 | 0.832523 | 1.051951 | 1.6118 | -0.011049 | -0.116279 | 0.628626 | 1.414214 | 0.002188 | -0.006736 | 0 | 15,200 |
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