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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.698789 | 1.340593 | -0.782958 | 6.895712 | 0.650115 | 0.457426 | 1.224642 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000458 | -0.0072 | 0 | 15,701 |
-0.465824 | -0.590844 | -0.646824 | 0.018862 | -0.414198 | -0.159519 | 1.222039 | -0.000238 | -0.162791 | 0.628626 | 1.414214 | -0.000305 | -0.004438 | 0 | 15,702 |
0.815099 | 1.616007 | -0.782751 | 0.013612 | -0.029609 | -0.0097 | 1.222039 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000534 | -0.0062 | 0 | 15,703 |
-3.846426 | -0.45291 | -4.172426 | 6.925184 | -0.305384 | -0.070509 | 1.223601 | 0.000143 | -0.162791 | 0.628626 | 1.414214 | -0.002521 | -0.002758 | 0 | 15,704 |
-1.868431 | -0.314291 | -1.600607 | 0.038885 | 0.396187 | 0.559509 | 1.223601 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.001225 | -0.002992 | 0 | 15,705 |
1.751721 | 1.899655 | -1.331176 | 0.031495 | 0.592894 | 0.530228 | 1.219609 | -0.000365 | -0.162791 | 0.628626 | 1.414214 | 0.001148 | -0.004447 | 0 | 15,706 |
-1.050791 | 0.100511 | -1.73668 | 0.036772 | 0.102476 | 0.157076 | 1.219609 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000689 | -0.00445 | 0 | 15,707 |
0.233572 | 0.654262 | -0.242839 | 0.03466 | 0.005499 | 0.046813 | 1.223948 | 0.000397 | -0.162791 | 0.628626 | 1.414214 | 0.000153 | -0.003681 | 0 | 15,708 |
0.467036 | 0.239195 | -0.514475 | 0.033605 | 0.125319 | 0.24692 | 1.223948 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000306 | -0.004525 | 0 | 15,709 |
2.099895 | 1.897369 | 0.300768 | 6.908328 | 0.04928 | -0.01952 | 1.227419 | 0.000317 | -0.162791 | 0.628626 | 1.414214 | 0.001376 | -0.007902 | 0 | 15,710 |
-0.93293 | -0.590844 | -1.055381 | 0.027279 | 0.183325 | 0.281569 | 1.227419 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000612 | -0.00706 | 0 | 15,711 |
0.466536 | 0.238307 | -1.599609 | 0.025173 | -0.0628 | 0.108065 | 1.229501 | 0.00019 | -0.162791 | 0.628626 | 1.414214 | 0.000306 | -0.008444 | 0 | 15,712 |
-0.23325 | -0.038203 | -0.241592 | 0.029386 | -0.162561 | 0.009584 | 1.229501 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000153 | -0.007906 | 0 | 15,713 |
-1.867287 | -0.590844 | -1.599277 | 0.03466 | -0.2104 | -0.113778 | 1.223254 | -0.000571 | -0.162791 | 0.628626 | 1.414214 | -0.001224 | -0.003988 | 0 | 15,714 |
-0.817657 | 0.239195 | -0.37859 | 0.038885 | -0.117807 | -0.029461 | 1.223254 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000536 | -0.000536 | 0 | 15,715 |
-2.689678 | 0.378017 | -2.827955 | 0.050531 | 0.161248 | 0.395183 | 1.223254 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.001763 | 0.001686 | 1 | 15,716 |
-1.991075 | -0.036169 | -1.879542 | 6.980253 | 0.136748 | 0.239807 | 1.224295 | 0.000095 | -0.162791 | 0.628626 | 1.414214 | -0.001305 | 0.003145 | 1 | 15,717 |
1.756966 | 1.491025 | 0.163379 | 0.053714 | -0.078077 | 0.046813 | 1.234013 | 0.000889 | -0.162791 | 0.628626 | 1.414214 | 0.001152 | 0.002299 | 1 | 15,718 |
0.234109 | -0.313442 | -0.789616 | 0.053714 | 0.015695 | 0.091037 | 1.234013 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000153 | 0.002605 | 1 | 15,719 |
0.234073 | 0.656936 | -0.516978 | 6.965383 | 0.370764 | 0.288322 | 1.219609 | -0.001318 | -0.162791 | 0.628626 | 1.414214 | 0.000153 | 0.002605 | 1 | 15,720 |
0.468039 | 1.072416 | 0.300101 | 6.956901 | 0.438187 | 0.346667 | 1.219609 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000307 | 0.002757 | 1 | 15,721 |
0 | 0.656362 | -0.78878 | 0.049471 | 0.979373 | 0.504981 | 1.295271 | 0.006921 | -0.162791 | 0.628626 | 1.414214 | 0 | 0.004438 | 1 | 15,722 |
0.116987 | 10.327591 | -0.78878 | 0.047351 | 0.363442 | 0.334064 | 1.295271 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000077 | 0.004667 | 1 | 15,723 |
0.116978 | -0.313634 | -1.469566 | 0.048411 | -0.006239 | 0.225387 | 1.229328 | -0.006032 | -0.162791 | 0.628626 | 1.414214 | 0.000077 | 0.007029 | 1 | 15,724 |
-1.872731 | -0.590844 | -2.150508 | 0.057962 | -0.277041 | 0.037667 | 1.229328 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.001228 | 0.008409 | 1 | 15,725 |
-4.456972 | -1.14603 | -4.611001 | 0.075008 | 0.946264 | 0.995628 | 1.229328 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.002922 | 0.012396 | 1 | 15,726 |
-4.823486 | -0.034204 | -6.545275 | 0.097509 | 0.980551 | 1.044144 | 1.230542 | 0.000111 | -0.162791 | 0.628626 | 1.414214 | -0.003162 | 0.014492 | 1 | 15,727 |
0.353456 | 9.434094 | -0.387185 | 0.09966 | 0.756523 | 0.711779 | 1.230542 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000232 | 0.013194 | 1 | 15,728 |
-2.121963 | -0.870045 | -2.581561 | 0.106119 | 0.398135 | 0.371293 | 1.242169 | 0.001064 | -0.162791 | 0.628626 | 1.414214 | -0.001391 | 0.015042 | 1 | 15,729 |
-0.471948 | 0.247666 | 0.023459 | 0.108275 | 0.009596 | -0.029461 | 1.242169 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000309 | 0.013904 | 1 | 15,730 |
-4.017468 | -0.590844 | -4.925655 | 0.12557 | 1.057491 | 0.995628 | 1.24616 | 0.000365 | -0.162791 | 0.628626 | 1.414214 | -0.002633 | 0.015086 | 1 | 15,731 |
1.53734 | 10.590182 | -1.355105 | 0.119075 | 1.021673 | 0.679441 | 1.24616 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.001008 | 0.012932 | 1 | 15,732 |
2.008033 | 2.627549 | 0.434856 | 7.078768 | 0.276896 | 0.327688 | 1.238351 | -0.000714 | -0.162791 | 0.628626 | 1.414214 | 0.001316 | 0.011845 | 1 | 15,733 |
0 | 1.086824 | 0.297742 | 7.080925 | 0.375602 | 0.149113 | 1.238351 | 0 | -0.162791 | 0.628626 | 1.414214 | 0 | 0.011539 | 1 | 15,734 |
-1.653482 | -0.870606 | -2.725441 | 0.116912 | 0.258594 | 0.099597 | 1.247202 | 0.00081 | -0.162791 | 0.628626 | 1.414214 | -0.001084 | 0.013846 | 1 | 15,735 |
-0.472753 | -0.030842 | -0.252439 | 0.117993 | -0.230306 | -0.195628 | 1.247202 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.00031 | 0.015149 | 1 | 15,736 |
1.417819 | 2.487976 | 1.259541 | 7.091721 | 0.188605 | 0.028415 | 1.310022 | 0.005747 | -0.162791 | 0.628626 | 1.414214 | 0.000929 | 0.014067 | 1 | 15,737 |
-0.945066 | -0.870736 | -1.626527 | 0.116912 | 0.44658 | 0.340391 | 1.310022 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000619 | 0.014915 | 1 | 15,738 |
-0.472753 | -0.310821 | -0.527444 | 0.120156 | -0.424297 | -0.526288 | 1.247202 | -0.005747 | -0.162791 | 0.628626 | 1.414214 | -0.00031 | 0.015683 | 1 | 15,739 |
-0.472899 | -0.310734 | -1.628573 | 0.122321 | 0.023745 | 0.019055 | 1.247202 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.00031 | 0.016832 | 1 | 15,740 |
1.654507 | 1.929361 | -0.25295 | 0.113671 | 0.278285 | 0.157076 | 1.247722 | 0.000048 | -0.162791 | 0.628626 | 1.414214 | 0.001085 | 0.015671 | 1 | 15,741 |
0.472387 | 1.367495 | -0.252055 | 0.112591 | 0.161248 | 0.288322 | 1.247722 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.00031 | 0.016276 | 1 | 15,742 |
5.304297 | 6.112575 | 0.846943 | 7.035764 | 0.382001 | 0.389277 | 1.247896 | 0.000016 | -0.162791 | 0.628626 | 1.414214 | 0.003477 | 0.011427 | 1 | 15,743 |
0.117664 | 0.245532 | -0.385853 | 7.037908 | 0.316066 | 0.253971 | 1.247896 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.000077 | 0.012112 | 1 | 15,744 |
2.703772 | 2.612917 | 0.572321 | 0.075008 | -0.151314 | 0.009584 | 1.247896 | 0 | -0.162791 | 0.628626 | 1.414214 | 0.001772 | 0.01034 | 1 | 15,745 |
1.056695 | 1.773509 | 0.708908 | 0.070739 | 0.615726 | 0.473594 | 1.244599 | -0.000302 | -0.162791 | 0.628626 | 1.414214 | 0.000693 | 0.010409 | 1 | 15,746 |
-1.17415 | -0.312717 | -1.339675 | 7.016498 | -0.119444 | -0.029461 | 1.244599 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.00077 | 0.011407 | 1 | 15,747 |
1.408872 | 1.356645 | 0.025826 | 0.069672 | -0.18652 | -0.029461 | 1.240434 | -0.000381 | -0.162791 | 0.628626 | 1.414214 | 0.000924 | 0.011624 | 1 | 15,748 |
-0.939103 | -0.31276 | -0.519828 | 0.072873 | -0.158214 | -0.171376 | 1.240434 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000616 | 0.01376 | 1 | 15,749 |
0.704382 | 1.911915 | 0.435755 | 7.003684 | 0.268509 | 0.489441 | 1.230889 | -0.000873 | -0.162791 | 0.464102 | 0.614014 | 0.000462 | 0.012918 | 1 | 15,750 |
1.173247 | 1.355147 | 0.299305 | 0.064345 | 0.382399 | 0.424077 | 1.230889 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000769 | 0.011769 | 1 | 15,751 |
3.748339 | 4.959319 | 0.572321 | 0.047351 | 0.784949 | 0.587757 | 1.291627 | 0.005556 | -0.162791 | 0.464102 | 0.614014 | 0.002457 | 0.00992 | 1 | 15,752 |
-1.873018 | 1.625817 | -2.150926 | 0.059025 | 0.491865 | 0.573758 | 1.291627 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.001228 | 0.010236 | 1 | 15,753 |
1.404979 | 1.073948 | -0.517814 | 0.049471 | 0.199564 | 0.31478 | 1.231757 | -0.005477 | -0.162791 | 0.464102 | 0.614014 | 0.000921 | 0.009163 | 1 | 15,754 |
-2.225149 | 1.349478 | -2.424401 | 0.060088 | 0.01906 | 0.267889 | 1.231757 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.001459 | 0.010166 | 1 | 15,755 |
-0.468866 | 0.380993 | -7.898364 | 0.062216 | 0.092279 | -0.246456 | 1.220477 | -0.001032 | -0.162791 | 0.464102 | 0.614014 | -0.000307 | 0.011537 | 1 | 15,756 |
-1.055476 | -0.17415 | -1.473962 | 0.06754 | 0.150774 | 0.195744 | 1.220477 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000692 | 0.011773 | 1 | 15,757 |
1.407139 | 1.076508 | 0.845169 | 6.98238 | 0.12934 | 0.07364 | 1.267505 | 0.004302 | -0.162791 | 0.464102 | 0.614014 | 0.000922 | 0.010242 | 1 | 15,758 |
-0.820673 | -0.035402 | -0.92771 | 0.064345 | 0.300573 | 0.203258 | 1.267505 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000538 | 0.011768 | 1 | 15,759 |
-3.052087 | -0.451893 | -2.977163 | 0.078214 | 0.340158 | 0.418381 | 1.217701 | -0.004556 | -0.162791 | 0.464102 | 0.614014 | -0.002001 | 0.012172 | 1 | 15,760 |
0.352476 | 0.383538 | -0.2478 | 0.076076 | 0.161248 | 0.225387 | 1.217701 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000231 | 0.011637 | 1 | 15,761 |
-1.645584 | 0.383313 | -1.341443 | 0.083563 | 0.358106 | 0.446463 | 1.238698 | 0.001921 | -0.162791 | 0.464102 | 0.614014 | -0.001079 | 0.013172 | 1 | 15,762 |
0.587912 | 0.662898 | 0.025152 | 0.081422 | 0.316066 | 0.32126 | 1.238698 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000385 | 0.013547 | 1 | 15,763 |
4.109054 | 5.66678 | -2.985924 | 0.06328 | 1.525447 | 1.683163 | 1.221171 | -0.001603 | -0.162791 | 0.464102 | 0.614014 | 0.002693 | 0.010854 | 1 | 15,764 |
4.448763 | 4.680596 | 0.845002 | 0.042057 | 0.328647 | 0.383327 | 1.221171 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.002916 | 0.007786 | 1 | 15,765 |
0.701252 | 1.070633 | 0.028423 | 0.041 | 0.138446 | 0.210703 | 1.223254 | 0.00019 | -0.162791 | 0.464102 | 0.614014 | 0.00046 | 0.007782 | 1 | 15,766 |
0.233679 | -0.313952 | -1.059123 | 0.039942 | -0.550882 | -0.374202 | 1.223254 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000153 | 0.008465 | 1 | 15,767 |
0.467251 | 1.622763 | 0.30056 | 0.035716 | -0.143632 | -0.070509 | 1.224642 | 0.000127 | -0.162791 | 0.464102 | 0.614014 | 0.000306 | 0.008386 | 1 | 15,768 |
0.700608 | 1.622086 | 0.164788 | 0.033605 | -0.264807 | -0.113778 | 1.224642 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000459 | 0.007243 | 1 | 15,769 |
0.233464 | -0.037611 | -0.242464 | 0.031495 | -0.146183 | 0.028415 | 1.216833 | -0.000714 | -0.162791 | 0.464102 | 0.614014 | 0.000153 | 0.005494 | 1 | 15,770 |
0.700179 | 0.515282 | -0.513976 | 0.03044 | 0.077006 | 0.064797 | 1.216833 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000459 | 0.005947 | 1 | 15,771 |
2.564577 | 2.723986 | 0.300934 | 0.019913 | 0.494917 | 0.695773 | 1.2118 | -0.00046 | -0.162791 | 0.464102 | 0.614014 | 0.001681 | 0.003125 | 1 | 15,772 |
0.465824 | 1.891674 | 0.030417 | 0.010466 | -0.015352 | 0.046813 | 1.2118 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000305 | 0.002592 | 1 | 15,773 |
3.72148 | 4.09407 | 1.113895 | 0.001045 | 0.83543 | 0.952823 | 1.2118 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.002439 | -0.001753 | 0 | 15,774 |
0.232291 | -0.040391 | -1.184643 | -0.003134 | 0.709715 | 0.731346 | 1.224989 | 0.001206 | -0.162791 | 0.464102 | 0.614014 | 0.000152 | -0.003126 | 0 | 15,775 |
1.62505 | 2.708859 | -0.508517 | 6.855916 | 1.435853 | 1.577646 | 1.224989 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.001065 | -0.004726 | 0 | 15,776 |
-1.62505 | -0.041061 | -2.128129 | 6.860095 | 0.598746 | 0.750447 | 1.215618 | -0.000857 | -0.162791 | 0.464102 | 0.614014 | -0.001065 | -0.003202 | 0 | 15,777 |
-1.626783 | -0.590844 | -1.590014 | 6.870551 | 0.463777 | 0.606049 | 1.228633 | 0.001191 | -0.162791 | 0.464102 | 0.614014 | -0.001066 | -0.001525 | 0 | 15,778 |
0.697405 | 1.061521 | -0.50967 | 0.001045 | -0.310762 | -0.039527 | 1.228633 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000457 | -0.002135 | 0 | 15,779 |
-2.209544 | -0.04014 | -2.674149 | 0.011515 | 0.47883 | 0.545002 | 1.228633 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.001448 | 0.000229 | 1 | 15,780 |
-2.212748 | -0.452952 | -5.121159 | 0.019913 | -0.269878 | 0.055855 | 1.223254 | -0.000492 | -0.162791 | 0.464102 | 0.614014 | -0.00145 | 0.001756 | 1 | 15,781 |
-1.749177 | 1.065558 | -2.140516 | 0.029386 | 0.692111 | 0.691721 | 1.223254 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.001147 | 0.001758 | 1 | 15,782 |
0.349996 | 1.205581 | 0.436622 | 0.028332 | 0.741031 | 0.859663 | 1.217007 | -0.000571 | -0.162791 | 0.464102 | 0.614014 | 0.000229 | 0.002139 | 1 | 15,783 |
-0.466679 | -0.314418 | -0.513312 | 0.027279 | 0.243207 | 0.195744 | 1.217007 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000306 | 0.00275 | 1 | 15,784 |
1.86586 | 1.896228 | 0.300892 | 0.022016 | 0.251904 | 0.157076 | 1.298395 | 0.007445 | -0.162791 | 0.464102 | 0.614014 | 0.001223 | 0.00145 | 1 | 15,785 |
1.514332 | 1.341478 | 0.436778 | 0.014662 | 0.164523 | 0.232629 | 1.298395 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000993 | -0.001451 | 0 | 15,786 |
-0.232876 | -0.452889 | -0.646731 | 0.015711 | 0.023077 | -0.049722 | 1.229848 | -0.00627 | -0.162791 | 0.464102 | 0.614014 | -0.000153 | -0.001222 | 0 | 15,787 |
0.349301 | 1.753309 | -1.595794 | 0.013612 | -0.152173 | -0.091851 | 1.229848 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000229 | -0.001833 | 0 | 15,788 |
0.698363 | 0.650273 | -0.646638 | 0.010466 | 0.307699 | 0.389277 | 1.213362 | -0.001508 | -0.162791 | 0.464102 | 0.614014 | 0.000458 | -0.000153 | 0 | 15,789 |
1.279502 | 1.338531 | -11.785782 | 0.005229 | -0.196523 | 0.037667 | 1.213362 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000839 | -0.001525 | 0 | 15,790 |
-0.116274 | 1.199286 | 0.437098 | 0.006276 | 0.110763 | 0.352895 | 1.203818 | -0.000873 | -0.162791 | 0.464102 | 0.614014 | -0.000076 | -0.001602 | 0 | 15,791 |
1.394704 | 1.337062 | -0.509835 | 6.860095 | 0.202148 | 0.274758 | 1.203818 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000914 | -0.001219 | 0 | 15,792 |
-2.092534 | -0.590844 | -4.298128 | 6.878928 | 0.825413 | 0.742861 | 1.21128 | 0.000683 | -0.162791 | 0.464102 | 0.614014 | -0.001372 | 0.00061 | 1 | 15,793 |
1.162873 | 1.613316 | 0.437026 | 6.868459 | 0.286556 | 0.525242 | 1.21128 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000762 | 0.000457 | 1 | 15,794 |
0 | 0.235401 | 0.301926 | 0.004183 | -0.371664 | -0.102739 | 1.209718 | -0.000143 | -0.162791 | 0.464102 | 0.614014 | 0 | 0.000076 | 1 | 15,795 |
1.161988 | 1.611638 | -6.064243 | -0.002089 | 0.042173 | 0.24692 | 1.209718 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000762 | -0.000152 | 0 | 15,796 |
0.348424 | 0.509894 | 0.302132 | -0.003134 | 0.027071 | 0.07364 | 1.220477 | 0.000984 | -0.162791 | 0.464102 | 0.614014 | 0.000228 | -0.000228 | 0 | 15,797 |
1.740926 | 1.74689 | 0.572321 | 6.839229 | -0.268861 | -0.208035 | 1.220477 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.001141 | -0.00236 | 0 | 15,798 |
2.318149 | 2.155983 | 0.842099 | -0.019798 | 0.006184 | 0.274758 | 1.192885 | -0.002524 | -0.162791 | 0.464102 | 0.614014 | 0.00152 | -0.004108 | 0 | 15,799 |
-0.579207 | -0.316391 | -0.23603 | -0.018759 | -0.044165 | -0.029461 | 1.192885 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.00038 | -0.003576 | 0 | 15,800 |
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