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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-7.078213 | 2.544327 | -9.207139 | 12.785649 | 1.854887 | 2.143681 | 0.367896 | 0 | -0.069767 | -0.785587 | -0 | -0.00464 | 0.012277 | 1 | 16,601 |
10.494952 | 15.363666 | -1.749756 | 12.649499 | 1.293827 | 1.666515 | 0.367896 | 0 | -0.069767 | -0.785587 | -0 | 0.006879 | 0.005254 | 1 | 16,602 |
-0.991168 | 2.667542 | -3.914609 | 6.150649 | 1.240321 | 1.658059 | -0.086941 | -0.041607 | -0.069767 | -0.785587 | -0 | -0.00065 | 0.004323 | 1 | 16,603 |
3.301394 | 6.964534 | 0.828541 | -0.369777 | 1.051598 | 1.564105 | -0.086941 | 0 | -0.069767 | -0.785587 | -0 | 0.002164 | -0.002164 | 0 | 16,604 |
7.456814 | 9.281571 | -3.010879 | -0.402352 | 1.084062 | 1.533482 | -0.086941 | 0 | -0.069767 | -0.785587 | -0 | 0.004888 | -0.008642 | 0 | 16,605 |
-7.456814 | 3.810887 | -10.402381 | 6.120651 | 1.065421 | 1.280229 | -0.086941 | 0 | -0.069767 | -0.785587 | -0 | -0.004888 | -0.004478 | 0 | 16,606 |
-6.830772 | -0.590844 | -10.456323 | 6.182674 | 0.633411 | 0.916849 | 0.34846 | 0.039829 | -0.069767 | -0.785587 | -0 | -0.004478 | 0.000724 | 1 | 16,607 |
3.969978 | 11.276564 | 0.058583 | 6.146892 | 0.713676 | 1.069878 | 0.34846 | 0 | -0.069767 | -0.785587 | -0 | 0.002602 | -0.002313 | 0 | 16,608 |
4.179354 | 4.361368 | 0.316138 | 6.113173 | 0.561336 | 1.044144 | 0.342213 | -0.000571 | -0.069767 | -0.785587 | -0 | 0.00274 | -0.003173 | 0 | 16,609 |
4.167936 | 5.126399 | 0.572321 | -0.394007 | 0.681072 | 1.149368 | 0.342213 | 0 | -0.069767 | -0.785587 | -0 | 0.002732 | -0.006627 | 0 | 16,610 |
-3.289529 | 2.003053 | -5.297011 | -0.375384 | 0.581041 | 1.038896 | 0.348113 | 0.00054 | -0.069767 | -0.785587 | -0 | -0.002156 | -0.006062 | 0 | 16,611 |
1.755298 | 1.748867 | -1.471389 | -0.38564 | 0.74882 | 1.106991 | 0.348113 | 0 | -0.069767 | -0.785587 | -0 | 0.001151 | -0.007792 | 0 | 16,612 |
-3.732426 | -0.071244 | -4.535485 | -0.367905 | 0.654969 | 1.044144 | 0.345857 | -0.000206 | -0.069767 | -0.785587 | -0 | -0.002447 | -0.004622 | 0 | 16,613 |
-7.271469 | -0.069972 | -9.940321 | -0.336871 | 0.531493 | 0.913777 | 0.345857 | 0 | -0.069767 | -0.785587 | -0 | -0.004766 | 0.000868 | 1 | 16,614 |
0.220858 | 9.457323 | -3.542353 | -0.337816 | 0.990399 | 1.349212 | 0.3318 | -0.001286 | -0.069767 | -0.785587 | -0 | 0.000145 | 0.000724 | 1 | 16,615 |
7.490195 | 9.325752 | -1.226414 | -0.371647 | 0.923828 | 1.301366 | 0.3318 | 0 | -0.069767 | -0.785587 | -0 | 0.00491 | -0.003897 | 0 | 16,616 |
0.219744 | 0.71068 | -1.985262 | -0.372582 | 0.720311 | 0.849722 | 0.314447 | -0.001587 | -0.069767 | -0.785587 | -0 | 0.000144 | -0.005488 | 0 | 16,617 |
0.659042 | 3.310359 | 0.572321 | 6.109437 | 0.614873 | 0.990051 | 0.314447 | 0 | -0.069767 | -0.785587 | -0 | 0.000432 | -0.005341 | 0 | 16,618 |
-3.298063 | 0.449851 | -4.28744 | 6.137508 | 0.663514 | 0.856363 | 0.3259 | 0.001048 | -0.069767 | -0.785587 | -0 | -0.002162 | -0.00412 | 0 | 16,619 |
7.4654 | 8.514598 | 0.060288 | -0.393078 | 1.407626 | 1.790906 | 0.3259 | 0 | -0.069767 | -0.785587 | -0 | 0.004894 | -0.012134 | 0 | 16,620 |
6.120664 | 6.920151 | -1.721733 | -0.418978 | 1.305716 | 1.985368 | 0.260998 | -0.005937 | -0.069767 | -0.785587 | -0 | 0.004012 | -0.015419 | 0 | 16,621 |
-0.872879 | 1.47597 | -3.237419 | -0.414369 | 1.542642 | 1.715455 | 0.260998 | 0 | -0.069767 | -0.785587 | -0 | -0.000572 | -0.017319 | 0 | 16,622 |
-4.3719 | 2.510263 | -4.512065 | 6.070341 | 0.546732 | 0.836272 | 0.239306 | -0.001984 | -0.069767 | -0.785587 | -0 | -0.002866 | -0.014744 | 0 | 16,623 |
1.750264 | 2.519155 | -1.720415 | -0.404204 | 0.473616 | 0.683555 | 0.239306 | 0 | -0.069767 | -0.785587 | -0 | 0.001147 | -0.017203 | 0 | 16,624 |
-7.013135 | -0.849955 | -9.117186 | -0.375384 | 1.384057 | 1.323804 | 0.239306 | 0 | -0.069767 | -0.785587 | -0 | -0.004597 | -0.012898 | 0 | 16,625 |
1.09793 | 3.049493 | -2.240007 | 6.105703 | 1.675805 | 1.625846 | 0.275401 | 0.003302 | -0.069767 | -0.785587 | -0 | 0.00072 | -0.016393 | 0 | 16,626 |
-3.51616 | -0.070721 | -3.644805 | -0.365096 | 0.847955 | 0.888767 | 0.275401 | 0 | -0.069767 | -0.785587 | -0 | -0.002305 | -0.017898 | 0 | 16,627 |
2.19855 | 2.014268 | -0.195452 | -0.372582 | 0.903841 | 1.153941 | 0.189328 | -0.007874 | -0.069767 | -0.785587 | -0 | 0.001441 | -0.011733 | 0 | 16,628 |
0 | 0.450151 | -1.217084 | 6.113173 | 0.035647 | 0.383327 | 0.189328 | 0 | -0.069767 | -0.785587 | -0 | 0 | -0.013046 | 0 | 16,629 |
3.511102 | 3.569541 | -0.961345 | 6.083347 | 0.722509 | 1.116604 | 0.215879 | 0.002429 | -0.069767 | -1 | 0.614014 | 0.002301 | -0.016369 | 0 | 16,630 |
1.752526 | 3.30084 | -0.702703 | 6.068485 | 0.293826 | 0.765405 | 0.215879 | 0 | -0.069767 | -1 | 0.614014 | 0.001149 | -0.016788 | 0 | 16,631 |
-1.971733 | 0.965048 | -3.761516 | -0.387501 | 0.841002 | 1.116604 | 0.232712 | 0.00154 | -0.069767 | -1 | 0.614014 | -0.001292 | -0.015057 | 0 | 16,632 |
-2.632948 | -0.3311 | -3.256053 | 6.109437 | 0.952068 | 0.932035 | 0.232712 | 0 | -0.069767 | -1 | 0.614014 | -0.001726 | -0.012165 | 0 | 16,633 |
-2.857497 | 3.827341 | -3.518634 | -0.365096 | 0.891529 | 0.727471 | 0.21744 | -0.001397 | -0.069767 | -1 | 0.614014 | -0.001873 | -0.009418 | 0 | 16,634 |
1.099671 | 5.135454 | 0.828172 | -0.369777 | 0.691092 | 0.869483 | 0.21744 | 0 | -0.069767 | -1 | 0.614014 | 0.000721 | -0.010722 | 0 | 16,635 |
4.390774 | 5.391003 | 0.827987 | 6.085207 | 0.632579 | 0.86295 | 0.197831 | -0.001794 | -0.069767 | -1 | 0.614014 | 0.002878 | -0.015349 | 0 | 16,636 |
-2.413362 | 0.188275 | -3.000571 | -0.378185 | 0.671431 | 0.805156 | 0.197831 | 0 | -0.069767 | -1 | 0.614014 | -0.001582 | -0.014351 | 0 | 16,637 |
0.219554 | 1.229455 | -0.449387 | -0.379118 | 0.535015 | 0.853049 | 0.183254 | -0.001333 | -0.069767 | -1 | 0.614014 | 0.000144 | -0.016249 | 0 | 16,638 |
-0.878407 | -0.070646 | -0.960241 | -0.375384 | 0.575037 | 0.573758 | 0.183254 | 0 | -0.069767 | -1 | 0.614014 | -0.000576 | -0.017576 | 0 | 16,639 |
0.439267 | -0.070347 | -1.728343 | -0.376318 | 0.350233 | 0.578451 | 0.200607 | 0.001587 | -0.069767 | -1 | 0.614014 | 0.000288 | -0.017864 | 0 | 16,640 |
-0.439267 | 2.269215 | -0.194015 | -0.375384 | 0.714663 | 0.891936 | 0.200607 | 0 | -0.069767 | -1 | 0.614014 | -0.000288 | -0.016697 | 0 | 16,641 |
-0.659137 | 0.450001 | -1.984157 | 6.11878 | 0.663514 | 0.916849 | 0.182907 | -0.001619 | -0.069767 | -1 | 0.614014 | -0.000432 | -0.015826 | 0 | 16,642 |
1.757067 | 2.011268 | -0.961787 | 6.101972 | 0.721777 | 0.998402 | 0.182907 | 0 | -0.069767 | -1 | 0.614014 | 0.001152 | -0.016246 | 0 | 16,643 |
2.412668 | 4.34429 | 0.572321 | 6.072197 | 0.971072 | 1.368624 | 0.182733 | -0.000016 | -0.069767 | -1 | 0.614014 | 0.001581 | -0.017243 | 0 | 16,644 |
2.190028 | 4.336502 | -1.723052 | -0.398646 | 0.756987 | 0.925995 | 0.182733 | 0 | -0.069767 | -1 | 0.614014 | 0.001436 | -0.017948 | 0 | 16,645 |
-1.53269 | 0.705268 | -1.21015 | 6.077769 | 0.541057 | 0.829461 | 0.193492 | 0.000984 | -0.069767 | -1 | 0.614014 | -0.001005 | -0.017236 | 0 | 16,646 |
-0.219081 | 1.225275 | -0.956938 | 6.077769 | 0.565322 | 0.885585 | 0.193492 | 0 | -0.069767 | -1 | 0.614014 | -0.000144 | -0.017092 | 0 | 16,647 |
0.438131 | -0.071692 | -2.998516 | -0.394007 | 0.616579 | 0.869483 | 0.184122 | -0.000857 | -0.069767 | -1 | 0.614014 | 0.000287 | -0.016503 | 0 | 16,648 |
0.328516 | 1.743496 | -1.721733 | -0.394935 | 0.73555 | 1.183045 | 0.184122 | 0 | -0.069767 | -1 | 0.614014 | 0.000215 | -0.017448 | 0 | 16,649 |
-1.095328 | 0.317118 | -1.593741 | -0.390291 | 1.000273 | 1.183045 | 0.189154 | 0.00046 | -0.069767 | -1 | 0.614014 | -0.000718 | -0.016877 | 0 | 16,650 |
0.985831 | 1.355626 | -1.085031 | -0.394007 | 1.214522 | 1.293744 | 0.189154 | 0 | -0.069767 | -1 | 0.614014 | 0.000646 | -0.016063 | 0 | 16,651 |
-0.219018 | 0.706198 | -0.446746 | 6.075911 | 0.54736 | 0.84638 | 0.177527 | -0.001064 | -0.069767 | -1 | 0.614014 | -0.000144 | -0.015919 | 0 | 16,652 |
-2.411281 | -0.331324 | -3.763385 | -0.382846 | 0.525691 | 0.683555 | 0.177527 | 0 | -0.069767 | -1 | 0.614014 | -0.001581 | -0.013464 | 0 | 16,653 |
-6.595658 | -0.330913 | -7.098229 | -0.356654 | 0.763682 | 1.10457 | 0.177874 | 0.000032 | -0.069767 | -1 | 0.614014 | -0.004323 | -0.009578 | 0 | 16,654 |
-2.425571 | 2.018027 | -4.045978 | -0.345364 | 0.743164 | 0.922958 | 0.177874 | 0 | -0.069767 | -1 | 0.614014 | -0.00159 | -0.008134 | 0 | 16,655 |
-1.103808 | 9.448626 | -1.482038 | -0.340649 | 0.696174 | 0.891936 | 0.192278 | 0.001318 | -0.069767 | -1 | 0.614014 | -0.000724 | -0.005516 | 0 | 16,656 |
1.103808 | 0.717084 | -0.96934 | 6.177011 | 0.930364 | 1.147072 | 0.192278 | 0 | -0.069767 | -1 | 0.614014 | 0.000724 | -0.006385 | 0 | 16,657 |
-0.662189 | -0.067938 | -3.924682 | -0.342536 | 0.820985 | 0.987248 | 0.15462 | -0.003445 | -0.069767 | -1 | 0.614014 | -0.000434 | -0.005369 | 0 | 16,658 |
2.867413 | 6.198107 | 0.82906 | -0.353836 | 0.55547 | 0.727471 | 0.15462 | 0 | -0.069767 | -1 | 0.614014 | 0.00188 | -0.006958 | 0 | 16,659 |
-1.102213 | 0.714251 | -0.709519 | -0.349132 | 0.632024 | 0.783719 | 0.15462 | 0 | -0.069767 | -1 | 0.614014 | -0.000722 | -0.005944 | 0 | 16,660 |
-2.427676 | -0.068316 | -3.278767 | -0.33876 | 0.619412 | 0.790929 | 0.174056 | 0.001778 | -0.069767 | -1 | 0.614014 | -0.001591 | -0.005371 | 0 | 16,661 |
-0.88375 | -0.067483 | -0.71249 | -0.335926 | 0.605126 | 0.658545 | 0.174056 | 0 | -0.069767 | -1 | 0.614014 | -0.000579 | -0.006394 | 0 | 16,662 |
1.104608 | 3.594223 | 0.572321 | -0.340649 | 0.489482 | 0.78009 | 0.175098 | 0.000095 | -0.069767 | -1 | 0.614014 | 0.000724 | -0.008067 | 0 | 16,663 |
1.103808 | 1.23999 | -0.455304 | 6.171353 | 0.669592 | 1.025624 | 0.175098 | 0 | -0.069767 | -1 | 0.614014 | 0.000724 | -0.008498 | 0 | 16,664 |
0 | 0.454817 | -0.197785 | -0.344422 | 0.376405 | 0.637088 | 0.176833 | 0.000159 | -0.069767 | -1 | 0.614014 | 0 | -0.009666 | 0 | 16,665 |
0.4413 | 0.454817 | 0.315656 | -0.346307 | 0.425963 | 0.499834 | 0.176833 | 0 | -0.069767 | -1 | 0.614014 | 0.000289 | -0.010321 | 0 | 16,666 |
-2.207777 | -0.068089 | -2.509217 | 6.186453 | 0.546104 | 0.719663 | 0.178742 | 0.000175 | -0.069767 | -1 | 0.614014 | -0.001447 | -0.007705 | 0 | 16,667 |
0.883494 | 2.025201 | 0.572321 | -0.341592 | 0.394625 | 0.794509 | 0.178742 | 0 | -0.069767 | -1 | 0.614014 | 0.000579 | -0.008795 | 0 | 16,668 |
-1.435938 | -0.067635 | -1.483228 | -0.334981 | 0.150774 | 0.424077 | 0.169545 | -0.000841 | -0.069767 | -1 | 0.614014 | -0.000941 | -0.008657 | 0 | 16,669 |
-4.759292 | 11.155897 | -5.736279 | -0.314114 | 1.238236 | 1.358094 | 0.169545 | 0 | -0.069767 | -1 | 0.614014 | -0.00312 | -0.005538 | 0 | 16,670 |
1.108138 | 2.296625 | 0.314463 | 6.224354 | 0.576844 | 0.839656 | 0.155315 | -0.001302 | -0.069767 | -1 | 0.614014 | 0.000726 | -0.006264 | 0 | 16,671 |
-3.770958 | 7.267537 | -4.329843 | 6.254834 | 1.311376 | 1.196129 | 0.155315 | 0 | -0.069767 | -1 | 0.614014 | -0.002472 | -0.003792 | 0 | 16,672 |
-0.444255 | 0.987462 | -0.202719 | 6.262476 | 0.855444 | 0.998402 | 0.161388 | 0.000556 | -0.069767 | -1 | 0.614014 | -0.000291 | -0.003501 | 0 | 16,673 |
-2.000752 | -0.854106 | -3.048487 | -0.292155 | 1.321429 | 1.45294 | 0.161388 | 0 | -0.069767 | -1 | 0.614014 | -0.001311 | -0.00219 | 0 | 16,674 |
-0.444968 | 1.779893 | 0.054837 | -0.291197 | 0.789834 | 0.958664 | 0.153926 | -0.000683 | -0.069767 | -1 | 0.614014 | -0.000292 | -0.001898 | 0 | 16,675 |
-4.233683 | 0.199978 | -4.351324 | -0.271977 | 1.012743 | 1.038896 | 0.153926 | 0 | -0.069767 | -1 | 0.614014 | -0.002775 | 0.000877 | 1 | 16,676 |
-5.812567 | 2.579147 | -6.969158 | -0.246822 | 1.674568 | 1.562738 | 0.191584 | 0.003445 | -0.069767 | -1 | 0.614014 | -0.00381 | 0.004687 | 1 | 16,677 |
11.603071 | 27.848221 | 0.311812 | -0.295984 | 1.501256 | 1.709783 | 0.191584 | 0 | -0.069767 | -1 | 0.614014 | 0.007606 | -0.002918 | 0 | 16,678 |
-2.001919 | 11.09244 | -2.144176 | 6.283538 | 1.042278 | 1.046755 | 0.160521 | -0.002842 | -0.069767 | -1 | 0.614014 | -0.001312 | -0.001606 | 0 | 16,679 |
-1.558866 | 2.044652 | -2.018124 | -0.282562 | 0.941835 | 1.072406 | 0.160521 | 0 | -0.069767 | -1 | 0.614014 | -0.001022 | 0.012915 | 1 | 16,680 |
1.113639 | 1.256292 | -1.242447 | 6.285457 | 1.029393 | 1.142459 | 0.173709 | 0.001206 | -0.069767 | -1 | 0.614014 | 0.00073 | 0.016501 | 1 | 16,681 |
0.667793 | 0.727769 | -2.796979 | 6.283538 | 1.29007 | 1.373837 | 0.173709 | 0 | -0.069767 | -1 | 0.614014 | 0.000438 | 0.015704 | 1 | 16,682 |
1.779354 | 1.78093 | 0.313485 | -0.297898 | 0.786284 | 0.750447 | 0.173709 | 0 | -0.069767 | -1 | 0.614014 | 0.001166 | 0.015757 | 1 | 16,683 |
1.333155 | 2.041199 | 0.313786 | -0.302675 | 0.943255 | 0.91991 | 0.177354 | 0.000333 | -0.069767 | -1 | 0.614014 | 0.000874 | 0.016603 | 1 | 16,684 |
-0.88864 | 1.25038 | -1.495205 | -0.299809 | 1.362866 | 1.432277 | 0.177354 | 0 | -0.069767 | -1 | 0.614014 | -0.000582 | 0.020331 | 1 | 16,685 |
-2.669031 | -0.590844 | -4.604037 | -0.288321 | 0.548301 | 0.606049 | 0.184122 | 0.000619 | -0.069767 | -1 | 0.614014 | -0.00175 | 0.021795 | 1 | 16,686 |
-0.890716 | 0.727577 | -1.240858 | -0.283522 | 1.188476 | 0.888767 | 0.184122 | 0 | -0.069767 | -1 | 0.614014 | -0.000584 | 0.022236 | 1 | 16,687 |
-2.675272 | 0.200786 | -3.577239 | 6.316222 | 0.625046 | 0.494654 | 0.209631 | 0.002334 | -0.069767 | -1 | 0.614014 | -0.001754 | 0.02299 | 1 | 16,688 |
-2.903515 | 2.315193 | -3.064391 | -0.260391 | 0.461651 | 0.401046 | 0.209631 | 0 | -0.069767 | -1 | 0.614014 | -0.001903 | 0.024178 | 1 | 16,689 |
0 | 13.657526 | -1.508847 | -0.259423 | 1.455637 | 1.396045 | 0.213102 | 0.000317 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.02575 | 1 | 16,690 |
1.340771 | 2.320725 | -0.988326 | 6.329728 | 0.986577 | 0.949886 | 0.213102 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000879 | 0.023013 | 1 | 16,691 |
0.669944 | 0.996471 | -0.207145 | -0.268119 | 0.908333 | 0.907598 | 0.208764 | -0.000397 | -0.069767 | -1.164525 | 1.414214 | 0.000439 | 0.02286 | 1 | 16,692 |
1.115919 | 1.524337 | 0.052943 | -0.273904 | 0.711451 | 0.671148 | 0.208764 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000731 | 0.021413 | 1 | 16,693 |
0.892148 | 13.366162 | 0.053323 | -0.274867 | 0.578945 | 0.671148 | 0.211887 | 0.000286 | -0.069767 | -1.164525 | 1.414214 | 0.000585 | 0.019826 | 1 | 16,694 |
1.114452 | 10.07789 | -0.7247 | -0.282562 | 1.14926 | 0.839656 | 0.211887 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000731 | 0.02067 | 1 | 16,695 |
-0.445683 | 2.574521 | -0.723753 | -0.28064 | 1.031271 | 0.995628 | 0.218829 | 0.000635 | -0.069767 | -1.164525 | 1.414214 | -0.000292 | 0.021248 | 1 | 16,696 |
0 | 0.992994 | -0.724132 | -0.279678 | 0.782494 | 0.727471 | 0.218829 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.023748 | 1 | 16,697 |
1.336659 | 0.992994 | 0.053854 | -0.285443 | 0.821619 | 0.654299 | 0.219523 | 0.000063 | -0.069767 | -1.164525 | 1.414214 | 0.000876 | 0.023228 | 1 | 16,698 |
-1.113801 | 0.200555 | -0.722996 | -0.279678 | 1.09953 | 1.10457 | 0.219523 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.00073 | 0.025099 | 1 | 16,699 |
-0.222858 | 1.256562 | -0.464614 | 6.300821 | 0.89667 | 0.853049 | 0.217267 | -0.000206 | -0.069767 | -1.164525 | 1.414214 | -0.000146 | 0.023819 | 1 | 16,700 |
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