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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
4.043777 | 8.979615 | 0.710817 | 0.156044 | 1.204245 | 1.476138 | 1.6118 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002651 | -0.009858 | 0 | 15,201 |
4.033086 | 5.310664 | -1.086064 | 0.135337 | 1.130417 | 1.09481 | 1.6118 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002644 | -0.011873 | 0 | 15,202 |
-4.033086 | 2.214381 | -4.670658 | 0.153859 | 1.464401 | 1.102141 | 1.60295 | -0.00081 | -0.116279 | 0.628626 | 1.414214 | -0.002644 | -0.00813 | 0 | 15,203 |
3.796141 | 5.310664 | 0.019698 | 7.132899 | 1.028923 | 1.038896 | 1.60295 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002488 | -0.011404 | 0 | 15,204 |
6.620602 | 8.651357 | -0.254617 | 0.106119 | 1.131905 | 1.017554 | 1.618221 | 0.001397 | -0.116279 | 0.628626 | 1.414214 | 0.00434 | -0.018891 | 0 | 15,205 |
5.064246 | 5.409897 | -1.074774 | 7.027195 | 0.848769 | 0.783719 | 1.618221 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.00332 | -0.024024 | 0 | 15,206 |
-2.706692 | -0.73017 | -6.140599 | 7.055083 | 0.977856 | 1.017554 | 1.690065 | 0.006572 | -0.116279 | 0.628626 | 1.414214 | -0.001774 | -0.022013 | 0 | 15,207 |
-0.117791 | 2.477051 | -11.937069 | 0.09536 | 0.580443 | 1.014846 | 1.690065 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000077 | -0.027317 | 0 | 15,208 |
-2.947741 | 2.33794 | -3.130349 | 0.108275 | 0.457378 | 0.84638 | 1.690065 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001932 | -0.023087 | 0 | 15,209 |
2.122947 | 3.32069 | -2.72493 | 7.059383 | 1.295538 | 1.221671 | 0.245727 | -0.132124 | -0.116279 | 0.628626 | 1.414214 | 0.001392 | -0.024241 | 0 | 15,210 |
3.296502 | 4.429736 | 0.161072 | 0.083563 | 1.010009 | 0.520224 | 1.59167 | 0.123123 | -0.116279 | 0.628626 | 1.414214 | 0.002161 | -0.029096 | 0 | 15,211 |
2.115424 | 6.36341 | 1.119321 | 0.07394 | 0.925104 | 1.118989 | 1.59167 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001387 | -0.029373 | 0 | 15,212 |
0.939248 | 3.579139 | -13.689336 | 7.010088 | 1.264413 | 1.072406 | 1.573275 | -0.001683 | -0.116279 | 0.628626 | 1.414214 | 0.000616 | -0.028246 | 0 | 15,213 |
-2.114122 | 1.077277 | -4.348409 | 0.079283 | 2.21218 | 1.392668 | 1.573275 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001386 | -0.02892 | 0 | 15,214 |
2.583529 | 3.860218 | -0.795074 | 0.068606 | 1.638962 | 1.036259 | 1.573275 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001693 | -0.031248 | 0 | 15,215 |
-5.877997 | 0.798936 | -9.279784 | 0.093212 | 1.37659 | 1.219574 | 1.609544 | 0.003318 | -0.116279 | 0.628626 | 1.414214 | -0.003853 | -0.025809 | 0 | 15,216 |
2.589109 | 4.704981 | 1.120166 | 7.025054 | 0.303254 | 0.772781 | 1.605727 | -0.000349 | -0.116279 | 0.628626 | 1.414214 | 0.001697 | -0.029251 | 0 | 15,217 |
-6.126809 | 0.523464 | -7.376965 | 0.108275 | 0.66431 | 1.006666 | 1.605727 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.004016 | -0.025393 | 0 | 15,218 |
-2.126564 | 2.484167 | -3.001085 | 0.121238 | 0.520819 | 0.829461 | 1.616833 | 0.001016 | -0.116279 | 0.628626 | 1.414214 | -0.001394 | -0.024793 | 0 | 15,219 |
-0.946092 | 3.327351 | -1.078349 | 7.111197 | 0.770085 | 0.596955 | 1.616833 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.00062 | -0.024968 | 0 | 15,220 |
-4.26469 | 0.250006 | -6.043704 | 0.144041 | 0.662451 | 0.961569 | 1.616833 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002795 | -0.023923 | 0 | 15,221 |
-3.087485 | 0.814276 | -4.678008 | 0.159325 | 0.707227 | 1.041524 | 1.694056 | 0.007064 | -0.116279 | 0.628626 | 1.414214 | -0.002024 | -0.022696 | 0 | 15,222 |
0.475405 | 4.191771 | -0.257324 | 0.157138 | 0.769174 | 1.144769 | 1.694056 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000312 | -0.023327 | 0 | 15,223 |
0.237647 | 3.347473 | 0.295902 | 0.156044 | 0.475706 | 0.641426 | 1.627592 | -0.00608 | -0.116279 | 0.628626 | 1.414214 | 0.000156 | -0.022845 | 0 | 15,224 |
-0.475331 | -0.027789 | -2.193378 | 0.160419 | 0.130485 | 0.520224 | 1.627592 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000312 | -0.027806 | 0 | 15,225 |
-3.093264 | 1.09832 | -4.410599 | 0.172479 | 1.218233 | 1.316394 | 1.638698 | 0.001016 | -0.116279 | 0.628626 | 1.414214 | -0.002028 | -0.029309 | 0 | 15,226 |
0.952442 | 3.637665 | 0.295298 | 7.198415 | 0.458449 | 0.623933 | 1.638698 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000624 | -0.027685 | 0 | 15,227 |
1.665343 | 2.227502 | -0.25836 | 0.158231 | 0.431546 | 0.334064 | 1.641822 | 0.000286 | -0.116279 | 0.628626 | 1.414214 | 0.001092 | -0.025414 | 0 | 15,228 |
-0.475627 | 1.661725 | -0.810851 | 0.161514 | 0.515584 | 0.462852 | 1.641822 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000312 | -0.025102 | 0 | 15,229 |
-5.241707 | 9.947175 | -8.023469 | 0.186785 | 0.892866 | 1.156218 | 1.685553 | 0.004 | -0.116279 | 0.464102 | 0.614014 | -0.003436 | -0.018633 | 0 | 15,230 |
-2.747167 | 2.517332 | -2.761589 | 0.198936 | 1.006617 | 1.448219 | 1.685553 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001801 | -0.014285 | 0 | 15,231 |
-1.315613 | 1.532765 | -2.071267 | 0.204473 | 1.164388 | 1.191791 | 1.663514 | -0.002016 | -0.116279 | 0.464102 | 0.614014 | -0.000862 | -0.015651 | 0 | 15,232 |
-3.353963 | 0.826394 | -4.444257 | 0.223363 | 1.303291 | 1.480698 | 1.663514 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.002198 | -0.016804 | 0 | 15,233 |
0.479589 | 2.816137 | 0.014398 | 0.218909 | 1.101368 | 1.123739 | 1.614403 | -0.004492 | -0.116279 | 0.464102 | 0.614014 | 0.000314 | -0.016799 | 0 | 15,234 |
0 | 0.829066 | -1.380563 | 0.222249 | 1.631959 | 1.437093 | 1.614403 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | -0.017599 | 0 | 15,235 |
-0.959329 | 0.829066 | -1.659722 | 0.222249 | 1.266087 | 1.368624 | 1.659523 | 0.004127 | -0.116279 | 0.464102 | 0.614014 | -0.000629 | -0.01753 | 0 | 15,236 |
-1.92047 | 0.829958 | -3.477877 | 0.231171 | 1.392096 | 1.501641 | 1.659523 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001259 | -0.014113 | 0 | 15,237 |
-0.360357 | 1.400471 | -1.384255 | 0.233405 | 0.715156 | 0.805156 | 1.706551 | 0.004302 | -0.116279 | 0.464102 | 0.614014 | -0.000236 | -0.015875 | 0 | 15,238 |
-2.284243 | 0.405323 | -2.923907 | 0.244596 | 0.631746 | 0.787332 | 1.706551 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001497 | -0.016941 | 0 | 15,239 |
0.962203 | 2.827411 | -0.267402 | 7.338013 | 0.75884 | 0.932035 | 1.708113 | 0.000143 | -0.116279 | 0.464102 | 0.614014 | 0.000631 | -0.018294 | 0 | 15,240 |
0.480874 | 4.24673 | -0.546692 | 0.235641 | 0.953468 | 1.270434 | 1.708113 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000315 | -0.019573 | 0 | 15,241 |
2.4021 | 3.961092 | 1.131387 | 0.227823 | 0.919436 | 1.067341 | 1.67757 | -0.002794 | -0.116279 | 0.464102 | 0.614014 | 0.001575 | -0.025173 | 0 | 15,242 |
-1.921377 | 0.262174 | -1.662182 | 0.234523 | 0.594068 | 0.687648 | 1.67757 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001259 | -0.023107 | 0 | 15,243 |
4.559326 | 5.66315 | 0.013255 | 0.212239 | 0.632856 | 0.757961 | 1.687288 | 0.000889 | -0.116279 | 0.464102 | 0.614014 | 0.002989 | -0.026579 | 0 | 15,244 |
3.828892 | 5.644519 | 1.129543 | 7.262332 | 0.429318 | 0.484193 | 1.687288 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.00251 | -0.029734 | 0 | 15,245 |
1.672123 | 3.934739 | -2.209422 | 0.190095 | 0.871167 | 1.074927 | 1.645987 | -0.003778 | -0.116279 | 0.464102 | 0.614014 | 0.001096 | -0.027608 | 0 | 15,246 |
-1.911148 | 1.105718 | -2.762634 | 0.195618 | 1.087673 | 1.198289 | 1.645987 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001253 | -0.029255 | 0 | 15,247 |
1.433585 | 1.956589 | 0.016234 | 0.194513 | 1.200704 | 0.790929 | 1.647896 | 0.000175 | -0.116279 | 0.464102 | 0.614014 | 0.00094 | -0.027295 | 0 | 15,248 |
-0.716624 | -0.590844 | -2.485439 | 0.193408 | 0.778232 | 0.545002 | 1.647896 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.00047 | -0.024495 | 0 | 15,249 |
-5.505331 | 0.2583 | -6.109107 | 0.220022 | 0.577745 | 0.898238 | 1.752538 | 0.009572 | -0.116279 | 0.464102 | 0.614014 | -0.003609 | -0.020806 | 0 | 15,250 |
-0.719554 | 1.113181 | -2.218611 | 0.223363 | 0.559489 | 0.819135 | 1.752538 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000472 | -0.020976 | 0 | 15,251 |
0.959329 | 4.377086 | -1.102502 | 0.217797 | 0.303254 | 0.26096 | 1.684512 | -0.006223 | -0.116279 | 0.464102 | 0.614014 | 0.000629 | -0.0245 | 0 | 15,252 |
1.677376 | 2.531486 | 0.572321 | 0.211129 | -0.032496 | 0.267889 | 1.684512 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.0011 | -0.026405 | 0 | 15,253 |
-1.197938 | 1.394534 | -3.331301 | 0.225592 | 0.470469 | 0.776444 | 1.674794 | -0.000889 | -0.116279 | 0.464102 | 0.614014 | -0.000785 | -0.023688 | 0 | 15,254 |
-4.801179 | -0.87487 | -7.249684 | 0.238996 | 0.890573 | 1.196129 | 1.674794 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.003147 | -0.019415 | 0 | 15,255 |
-2.767535 | 1.117745 | -5.028932 | 0.251328 | 1.252585 | 1.554488 | 1.766247 | 0.008366 | -0.116279 | 0.464102 | 0.614014 | -0.001814 | -0.018726 | 0 | 15,256 |
0.361268 | 2.830916 | -0.128139 | 0.250205 | 0.792263 | 1.183045 | 1.766247 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000237 | -0.018481 | 0 | 15,257 |
-8.209816 | 1.405497 | -11.229466 | 7.441706 | 1.68177 | 2.068069 | 1.68833 | -0.007128 | -0.116279 | 0.464102 | 0.614014 | -0.005381 | -0.012135 | 0 | 15,258 |
3.50665 | 12.558104 | -3.656319 | 0.271599 | 0.980215 | 1.307035 | 1.68833 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.002299 | -0.012668 | 0 | 15,259 |
0.362297 | 2.69781 | -0.692302 | 0.271599 | 0.630912 | 0.907598 | 1.749935 | 0.005635 | -0.116279 | 0.464102 | 0.614014 | 0.000237 | -0.013387 | 0 | 15,260 |
-4.111082 | 1.125314 | -4.772069 | 7.443977 | 0.586696 | 0.955749 | 1.749935 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.002695 | -0.009569 | 0 | 15,261 |
1.69414 | 1.989723 | -0.272735 | 7.428095 | 0.924557 | 1.12846 | 1.696139 | -0.004921 | -0.116279 | 0.464102 | 0.614014 | 0.00111 | -0.008599 | 0 | 15,262 |
2.658426 | 12.11878 | 0.290993 | 0.27047 | 0.800373 | 1.014846 | 1.696139 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.001743 | -0.009862 | 0 | 15,263 |
-3.142274 | 1.125043 | -5.616412 | 0.287446 | 0.755129 | 1.041524 | 1.706377 | 0.000937 | -0.116279 | 0.464102 | 0.614014 | -0.00206 | -0.00461 | 0 | 15,264 |
-0.968157 | 0.269072 | -2.525727 | 0.287446 | 0.730748 | 0.932035 | 1.706377 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000635 | -0.005331 | 0 | 15,265 |
2.419241 | 3.99356 | 0.290725 | 0.277251 | 0.782494 | 1.142459 | 1.712278 | 0.00054 | -0.116279 | 0.464102 | 0.614014 | 0.001586 | -0.003969 | 0 | 15,266 |
-2.661377 | -0.018066 | -5.059156 | 0.289716 | 1.098254 | 1.42905 | 1.712278 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001745 | -0.004136 | 0 | 15,267 |
-0.242174 | 3.13546 | -1.682057 | 0.290851 | 0.986577 | 1.250476 | 1.715228 | 0.00027 | -0.116279 | 0.464102 | 0.614014 | -0.000159 | -0.005572 | 0 | 15,268 |
-1.211446 | 1.130216 | -1.964459 | 0.295396 | 0.877046 | 1.240307 | 1.715228 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000794 | -0.004618 | 0 | 15,269 |
-1.212408 | 1.70536 | -1.966476 | 0.302224 | 0.89439 | 1.206871 | 1.717831 | 0.000238 | -0.116279 | 0.464102 | 0.614014 | -0.000795 | -0.002707 | 0 | 15,270 |
-2.670695 | 1.132952 | -3.664397 | 0.318207 | 0.901019 | 1.153941 | 1.717831 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001751 | 0.000637 | 1 | 15,271 |
-1.2155 | -0.590844 | -3.105355 | 7.500988 | 1.055381 | 1.358094 | 1.770412 | 0.00481 | -0.116279 | 0.464102 | 0.614014 | -0.000797 | 0.003422 | 1 | 15,272 |
-0.486471 | 0.849429 | -2.824895 | 0.323933 | 0.671168 | 1.062244 | 1.770412 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000319 | 0.000956 | 1 | 15,273 |
0.972787 | 1.42586 | -2.259144 | 7.498698 | 0.964738 | 1.278279 | 1.772842 | 0.000222 | -0.116279 | 0.464102 | 0.614014 | 0.000638 | -0.003992 | 0 | 15,274 |
-8.044106 | 5.017958 | -9.351291 | 0.356166 | 1.557226 | 1.786781 | 1.772842 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.005273 | 0.00032 | 1 | 15,275 |
-5.386398 | -0.301266 | -7.689704 | 0.381695 | 1.100803 | 1.485232 | 1.787592 | 0.001349 | -0.116279 | 0.464102 | 0.614014 | -0.003531 | 0.007528 | 1 | 15,276 |
3.429908 | 5.212328 | -4.56945 | 0.364269 | 1.317508 | 1.731125 | 1.787592 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.002248 | 0.005758 | 1 | 15,277 |
5.130446 | 7.79885 | 0.287698 | 0.337712 | 1.041971 | 1.08493 | 1.737093 | -0.004619 | -0.116279 | 0.464102 | 0.614014 | 0.003363 | 0.002236 | 1 | 15,278 |
0 | 2.296835 | -0.846468 | 0.340013 | 0.581638 | 0.808674 | 1.737093 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | 0.001917 | 1 | 15,279 |
4.627012 | 5.179908 | -2.124349 | 0.319352 | 1.314293 | 1.532062 | 1.809631 | 0.006636 | -0.116279 | 0.464102 | 0.614014 | 0.003033 | -0.000478 | 0 | 15,280 |
3.885576 | 5.16246 | -0.559181 | 0.301085 | 0.607432 | 0.973084 | 1.809631 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.002547 | -0.000795 | 0 | 15,281 |
-3.399337 | 1.70682 | -4.512146 | 0.321642 | 1.288669 | 1.307035 | 1.764338 | -0.004143 | -0.116279 | 0.464102 | 0.614014 | -0.002228 | 0.003499 | 1 | 15,282 |
-5.11325 | -0.590844 | -5.941613 | 0.341165 | 0.704981 | 1.009402 | 1.764338 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.003352 | 0.006692 | 1 | 15,283 |
0.487715 | 2.296835 | 0.004942 | 0.338862 | 0.592012 | 0.898238 | 1.782386 | 0.001651 | -0.116279 | 0.464102 | 0.614014 | 0.00032 | 0.005896 | 1 | 15,284 |
-1.219581 | 0.275667 | -1.981499 | 0.344621 | 0.335917 | 0.769102 | 1.782386 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000799 | 0.006854 | 1 | 15,285 |
-0.854287 | 1.431985 | -0.563164 | 0.348081 | 0.879967 | 0.90449 | 1.763991 | -0.001683 | -0.116279 | 0.464102 | 0.614014 | -0.00056 | 0.006461 | 1 | 15,286 |
3.292474 | 14.533918 | -0.421745 | 0.336561 | 1.062439 | 1.215362 | 1.763991 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.002158 | 0.00605 | 1 | 15,287 |
-3.048343 | -0.013585 | -4.250792 | 0.346927 | 0.843669 | 1.12846 | 1.761909 | -0.00019 | -0.116279 | 0.464102 | 0.614014 | -0.001998 | 0.005823 | 1 | 15,288 |
-3.910789 | 0.710326 | -5.82682 | 0.365428 | 1.221567 | 1.558623 | 1.761909 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.002563 | 0.009341 | 1 | 15,289 |
-1.101718 | 2.451547 | -2.561294 | 0.374715 | 0.988574 | 1.312664 | 1.753753 | -0.000746 | -0.116279 | 0.249689 | 0 | -0.000722 | 0.008313 | 1 | 15,290 |
-1.470196 | -0.300662 | -2.56356 | 0.378203 | 0.563179 | 0.922958 | 1.753753 | 0 | -0.116279 | 0.249689 | 0 | -0.000964 | 0.006567 | 1 | 15,291 |
-6.141114 | 1.731542 | -6.855883 | 0.407406 | 1.356537 | 1.692523 | 1.753753 | 0 | -0.116279 | 0.249689 | 0 | -0.004025 | 0.009314 | 1 | 15,292 |
1.230202 | 3.196719 | -2.005827 | 0.400376 | 1.038886 | 1.489741 | 1.836703 | 0.007588 | -0.116279 | 0.249689 | 0 | 0.000806 | 0.008828 | 1 | 15,293 |
-0.738002 | 2.321023 | -2.290208 | 7.672434 | 0.996505 | 1.382452 | 1.836703 | 0 | -0.116279 | 0.249689 | 0 | -0.000484 | 0.012184 | 1 | 15,294 |
-0.984559 | 0.283632 | -3.151672 | 7.679471 | 1.255307 | 1.592281 | 1.840347 | 0.000333 | -0.116279 | 0.249689 | 0 | -0.000645 | 0.01267 | 1 | 15,295 |
4.916451 | 6.397644 | 0.572321 | 0.385191 | 1.403525 | 1.797054 | 1.840347 | 0 | -0.116279 | 0.249689 | 0 | 0.003223 | 0.009447 | 1 | 15,296 |
-4.424092 | 0.57203 | -6.004605 | 0.410926 | 1.173615 | 1.537728 | 1.848677 | 0.000762 | -0.116279 | 0.249689 | 0 | -0.0029 | 0.012984 | 1 | 15,297 |
4.424092 | 4.651364 | -3.439752 | 0.386357 | 1.20156 | 1.327484 | 1.848677 | 0 | -0.116279 | 0.249689 | 0 | 0.0029 | 0.010243 | 1 | 15,298 |
3.554545 | 4.636205 | -5.43173 | 0.368908 | 0.586993 | 1.051951 | 1.852668 | 0.000365 | -0.116279 | 0.249689 | 0 | 0.00233 | 0.009345 | 1 | 15,299 |
0.122423 | 2.018488 | -0.424618 | 0.367748 | 0.721044 | 0.978779 | 1.852668 | 0 | -0.116279 | 0.249689 | 0 | 0.00008 | 0.011648 | 1 | 15,300 |
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