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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2.227115 | 2.048115 | 0.572321 | -0.28928 | 0.818654 | 0.679441 | 0.217267 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.00146 | 0.019359 | 1 | 16,701 |
0 | 0.200093 | -1.240329 | -0.290239 | 0.686485 | 0.64574 | 0.212234 | -0.00046 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.019431 | 1 | 16,702 |
1.33471 | 1.78093 | 0.572321 | -0.29407 | 0.523747 | 0.435348 | 0.212234 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000875 | 0.018627 | 1 | 16,703 |
-0.667209 | -0.063975 | -0.721107 | -0.293113 | 0.394234 | 0.377333 | 0.217961 | 0.000524 | -0.069767 | -1.164525 | 1.414214 | -0.000437 | 0.018779 | 1 | 16,704 |
-0.222468 | 1.779893 | -1.628031 | -0.291197 | 0.643591 | 0.746663 | 0.217961 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000146 | 0.018209 | 1 | 16,705 |
2.889555 | 3.359234 | 0.572321 | -0.30363 | 0.864444 | 0.86295 | 0.21397 | -0.000365 | -0.069767 | -1.164525 | 1.414214 | 0.001894 | 0.015885 | 1 | 16,706 |
-0.222079 | 0.46136 | -0.719412 | 6.262476 | 0.998965 | 1.196129 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000146 | 0.01646 | 1 | 16,707 |
0.888123 | 0.724507 | -1.10736 | 6.247201 | 0.638382 | 0.573758 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000582 | 0.01688 | 1 | 16,708 |
0.443868 | 0.198022 | -1.235579 | -0.309353 | 0.919619 | 1.123739 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000291 | 0.015444 | 1 | 16,709 |
0.443739 | 0.460595 | 0.056116 | -0.310305 | 0.424842 | 0.520224 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000291 | 0.015153 | 1 | 16,710 |
-1.55365 | 2.035845 | -2.784719 | -0.304584 | 1.251562 | 1.180843 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.001018 | 0.017316 | 1 | 16,711 |
-2.444652 | -0.327735 | -2.270734 | 6.273956 | 0.58313 | 0.446463 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.001602 | 0.018919 | 1 | 16,712 |
-1.44641 | -0.327313 | -1.10981 | -0.287362 | 0.656043 | 0.723577 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000948 | 0.020439 | 1 | 16,713 |
0.445195 | 1.386571 | 0.572321 | -0.28928 | 0.96834 | 0.872729 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000292 | 0.020004 | 1 | 16,714 |
-1.781562 | 0.068343 | -1.629155 | -0.281601 | 0.881907 | 0.90137 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.001168 | 0.021887 | 1 | 16,715 |
-0.557165 | -0.194841 | -1.24258 | -0.279678 | 1.032052 | 0.992844 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000365 | 0.022538 | 1 | 16,716 |
1.782212 | 1.784739 | 0.572321 | -0.287362 | 0.906839 | 0.78009 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.001168 | 0.021227 | 1 | 16,717 |
-0.779462 | 1.254945 | -0.722807 | -0.283522 | 0.802549 | 0.723577 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000511 | 0.022095 | 1 | 16,718 |
-1.225673 | 0.06892 | -1.631085 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000803 | 0.023041 | 1 | 16,719 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.025395 | 1 | 16,720 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.027814 | 1 | 16,721 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.028382 | 1 | 16,722 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.027387 | 1 | 16,723 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.027814 | 1 | 16,724 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.030794 | 1 | 16,725 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.030369 | 1 | 16,726 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.031219 | 1 | 16,727 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.031502 | 1 | 16,728 |
0 | 1.521248 | -0.205664 | 6.302745 | 1.116321 | 1.356325 | 0.21397 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.031785 | 1 | 16,729 |
20.593726 | 29.275962 | 10.397386 | 19.117414 | 2.233609 | 2.150929 | 0.174577 | -0.003604 | -0.069767 | 0.628626 | 1.414214 | 0.013499 | 0.019559 | 1 | 16,730 |
6.584272 | 10.840383 | 1.083838 | 12.543044 | 1.328797 | 1.67607 | 0.12026 | -0.004969 | -0.069767 | 0.628626 | 1.414214 | 0.004316 | 0.01489 | 1 | 16,731 |
-0.547605 | 2.77953 | -1.721403 | 6.077769 | 1.10461 | 1.349212 | 0.12026 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000359 | 0.015178 | 1 | 16,732 |
1.861056 | 2.651179 | -0.319651 | 6.061067 | 0.768033 | 0.711779 | 0.170759 | 0.004619 | -0.069767 | 0.628626 | 1.414214 | 0.00122 | 0.014383 | 1 | 16,733 |
2.623515 | 3.552852 | -0.700507 | 6.038864 | 1.175014 | 1.020253 | 0.170759 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.00172 | 0.011956 | 1 | 16,734 |
4.79809 | 6.126307 | 0.318266 | 5.998356 | 1.201805 | 1.446639 | 0.166594 | -0.000381 | -0.069767 | 0.628626 | 1.414214 | 0.003145 | 0.00782 | 1 | 16,735 |
-0.435567 | 0.440941 | -0.947766 | -0.427259 | 0.838944 | 1.049357 | 0.166594 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000286 | 0.009238 | 1 | 16,736 |
-0.21783 | 0.183271 | -1.962606 | -0.42634 | 0.966112 | 1.260517 | 0.166594 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000143 | 0.009097 | 1 | 16,737 |
-1.525682 | -0.074657 | -3.231973 | 6.018578 | 1.092125 | 1.258519 | 0.166594 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.001 | 0.009814 | 1 | 16,738 |
-1.090708 | 0.442415 | -1.203777 | 6.025947 | 0.86504 | 0.875963 | 0.164338 | -0.000206 | -0.069767 | 0.628626 | 1.414214 | -0.000715 | 0.010529 | 1 | 16,739 |
2.398529 | 2.767489 | -1.459104 | -0.427259 | 1.3444 | 1.613102 | 0.164338 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.001572 | 0.009099 | 1 | 16,740 |
-2.835031 | 0.183492 | -3.994465 | -0.413446 | 1.208374 | 1.570904 | 0.159479 | -0.000444 | -0.069767 | 0.628626 | 1.414214 | -0.001858 | 0.010603 | 1 | 16,741 |
0.436502 | 0.701931 | -0.951465 | 6.025947 | 1.063783 | 1.366879 | 0.159479 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000286 | 0.010812 | 1 | 16,742 |
-1.091488 | -0.332289 | -2.729926 | 6.037017 | 1.008396 | 1.397728 | 0.158438 | -0.000095 | -0.069767 | 0.628626 | 1.414214 | -0.000715 | 0.009828 | 1 | 16,743 |
-1.529397 | -0.590844 | -2.477872 | -0.406979 | 0.50466 | 0.723577 | 0.158438 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.001003 | 0.007708 | 1 | 16,744 |
2.40265 | 2.514703 | 0.699426 | -0.416213 | 0.614018 | 0.78009 | 0.127375 | -0.002842 | -0.069767 | 0.628626 | 1.414214 | 0.001575 | 0.006275 | 1 | 16,745 |
0.436439 | 0.701746 | -0.443246 | -0.418057 | 0.274112 | 0.549867 | 0.127375 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000286 | 0.005989 | 1 | 16,746 |
3.813527 | 4.314686 | 0.572321 | -0.434602 | 1.392746 | 1.497199 | 0.127375 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.0025 | 0.005478 | 1 | 16,747 |
0.544012 | 0.827 | 0.192611 | -0.436436 | 0.814396 | 1.051951 | 0.127375 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000357 | 0.005972 | 1 | 16,748 |
1.739537 | 2.5001 | 0.572321 | 5.978197 | 0.849581 | 1.08493 | 0.130325 | 0.00027 | -0.069767 | 0.628626 | 1.414214 | 0.00114 | 0.002134 | 1 | 16,749 |
-2.174731 | 0.438884 | -1.956825 | 5.991018 | 0.522122 | 0.654299 | 0.130325 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.001426 | 0.00427 | 1 | 16,750 |
-4.57705 | -0.075172 | -5.512379 | 6.03148 | 0.481594 | 0.754213 | 0.127028 | -0.000302 | -0.069767 | 0.628626 | 1.414214 | -0.003 | 0.008406 | 1 | 16,751 |
0.109137 | 0.184932 | -1.71385 | -0.416213 | 0.46023 | 0.731346 | 0.127028 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000072 | 0.00876 | 1 | 16,752 |
0.109129 | 0.314131 | 0.191524 | -0.417135 | 0.062651 | 0.108065 | 0.127028 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000072 | 0.008689 | 1 | 16,753 |
-0.436564 | -0.073697 | -0.443246 | 6.027791 | 0.374396 | 0.540108 | 0.123731 | -0.000302 | -0.069767 | 0.628626 | 1.414214 | -0.000286 | 0.008975 | 1 | 16,754 |
-1.091957 | 0.960597 | -0.697592 | -0.409752 | 0.435243 | 0.573758 | 0.123731 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000716 | 0.011391 | 1 | 16,755 |
-0.65555 | -0.590844 | -1.715815 | -0.406979 | 1.239858 | 1.331146 | 0.126855 | 0.000286 | -0.069767 | 0.628626 | 1.414214 | -0.00043 | 0.011821 | 1 | 16,756 |
0.65555 | 0.444783 | 0.063883 | 6.040711 | 0.277822 | 0.406866 | 0.126855 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.00043 | 0.01224 | 1 | 16,757 |
1.528521 | 1.478928 | -0.698502 | -0.417135 | 0.921086 | 0.742861 | 0.127722 | 0.000079 | -0.069767 | 0.628626 | 1.414214 | 0.001002 | 0.010672 | 1 | 16,758 |
-1.747007 | 0.960153 | -1.459394 | -0.408828 | 0.72397 | 0.761692 | 0.127722 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.001145 | 0.011676 | 1 | 16,759 |
0 | 0.444486 | -0.44441 | 6.042559 | 0.757682 | 0.958664 | 0.128069 | 0.000032 | -0.069767 | 0.628626 | 1.414214 | 0 | 0.012525 | 1 | 16,760 |
1.747007 | 1.737816 | 0.318193 | 6.029635 | 0.148549 | 0.281569 | 0.128069 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.001145 | 0.012087 | 1 | 16,761 |
0 | 0.314066 | -0.1893 | -0.416213 | 0.534056 | 0.783719 | 0.125987 | -0.00019 | -0.069767 | 0.628626 | 1.414214 | 0 | 0.011804 | 1 | 16,762 |
0.872754 | 4.05816 | 0.572321 | -0.4199 | 1.641043 | 1.815219 | 0.125987 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000572 | 0.010808 | 1 | 16,763 |
-0.218142 | -0.3324 | -0.442665 | 6.024104 | 0.03302 | 0.24692 | 0.134837 | 0.00081 | -0.069767 | 0.628626 | 1.414214 | -0.000143 | 0.010243 | 1 | 16,764 |
1.090396 | 0.701192 | -0.44281 | -0.423582 | 0.675095 | 0.719663 | 0.134837 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000715 | 0.008183 | 1 | 16,765 |
0.43594 | -0.074288 | -0.695777 | 6.009378 | 0.140704 | 0.195744 | 0.117137 | -0.001619 | -0.069767 | 0.628626 | 1.414214 | 0.000286 | 0.006976 | 1 | 16,766 |
-0.217955 | -0.074436 | 0.065336 | -0.425421 | -0.343935 | -0.246456 | 0.117137 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000143 | 0.007686 | 1 | 16,767 |
0.544828 | 0.700084 | 0.44557 | -0.427259 | 0.472918 | 0.389277 | 0.124772 | 0.000698 | -0.069767 | 0.628626 | 1.414214 | 0.000357 | 0.008462 | 1 | 16,768 |
0.217877 | 0.054505 | -0.821939 | -0.428178 | 0.21188 | 0.267889 | 0.124772 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000143 | 0.008461 | 1 | 16,769 |
3.590482 | 4.693474 | 0.445634 | 5.974538 | 1.328594 | 1.272402 | 0.110542 | -0.001302 | -0.069767 | 0.628626 | 1.414214 | 0.002354 | 0.006249 | 1 | 16,770 |
3.690467 | 5.066217 | 0.825073 | -0.460172 | 1.426718 | 1.516271 | 0.110542 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.002419 | 0.004608 | 1 | 16,771 |
0.867049 | 1.719955 | 0.572321 | -0.46199 | 0.917782 | 0.992844 | 0.132928 | 0.002048 | -0.069767 | 0.628626 | 1.414214 | 0.000568 | 0.003191 | 1 | 16,772 |
-1.51766 | -0.334088 | -1.192671 | 5.945346 | 0.15133 | 0.383327 | 0.132928 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000995 | 0.00284 | 1 | 16,773 |
0.650611 | 0.693846 | 0.320036 | -0.459262 | 0.2902 | 0.359075 | 0.134664 | 0.000159 | -0.069767 | 0.628626 | 1.414214 | 0.000426 | 0.001988 | 1 | 16,774 |
4.546522 | 5.05257 | 0.824463 | -0.478311 | 1.038268 | 1.028296 | 0.134664 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.00298 | -0.000142 | 0 | 16,775 |
-0.648674 | 0.177458 | -5.850227 | 5.912662 | 0.952769 | 1.020253 | 0.140217 | 0.000508 | -0.069767 | 0.628626 | 1.414214 | -0.000425 | 0.000283 | 1 | 16,776 |
1.297073 | 1.458107 | -0.434029 | -0.480119 | 0.526662 | 0.606049 | 0.140217 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.00085 | -0.001559 | 0 | 16,777 |
0.432113 | 0.944781 | -0.558901 | -0.481927 | 1.33397 | 1.254507 | 0.140217 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.000283 | -0.00241 | 0 | 16,778 |
0.43199 | -0.078969 | -0.432889 | -0.484636 | 0.60628 | 0.587757 | 0.105163 | -0.003207 | -0.069767 | 0.628626 | 1.414214 | 0.000283 | -0.003687 | 0 | 16,779 |
1.942444 | 1.710802 | 0.06993 | -0.491848 | 0.652276 | 0.757961 | 0.105163 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.001273 | -0.005387 | 0 | 16,780 |
-0.53932 | -0.079765 | -0.682325 | -0.490047 | 0.556399 | 0.596955 | 0.137961 | 0.003 | -0.069767 | 0.628626 | 1.414214 | -0.000354 | -0.005389 | 0 | 16,781 |
-0.107887 | -0.207385 | -0.808327 | -0.490047 | 0.263333 | 0.468241 | 0.137961 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000071 | -0.004963 | 0 | 16,782 |
0.647206 | 0.94261 | 0.572321 | -0.491848 | 0.155204 | 0.225387 | 0.148373 | 0.000952 | -0.069767 | 0.628626 | 1.414214 | 0.000424 | -0.004109 | 0 | 16,783 |
-1.07883 | -0.718636 | -15.048358 | -0.487342 | 0.92946 | 0.995628 | 0.148373 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000707 | -0.003543 | 0 | 16,784 |
-1.511645 | -0.079403 | -1.185676 | -0.481927 | 0.591129 | 0.739041 | 0.144035 | -0.000397 | -0.069767 | 0.628626 | 1.414214 | -0.000991 | -0.001843 | 0 | 16,785 |
1.727472 | 1.456077 | 0.572321 | -0.489146 | 0.264277 | 0.504981 | 0.144035 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.001132 | -0.003969 | 0 | 16,786 |
-0.431685 | 0.176154 | -0.934213 | -0.48644 | 0.335917 | 0.540108 | 0.140564 | -0.000317 | -0.069767 | 0.628626 | 1.414214 | -0.000283 | -0.004254 | 0 | 16,787 |
-0.431807 | -0.079331 | -0.93464 | -0.485538 | 0.499302 | 0.739041 | 0.140564 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000283 | -0.002693 | 0 | 16,788 |
0 | 0.176588 | -0.181213 | -0.485538 | 0.338465 | 0.383327 | 0.138655 | -0.000175 | -0.069767 | 0.628626 | 1.414214 | 0 | -0.002267 | 0 | 16,789 |
0.215919 | -0.079186 | -2.443736 | -0.485538 | 1.047183 | 1.299467 | 0.138655 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000142 | -0.000991 | 0 | 16,790 |
-0.539854 | 0.17648 | -0.181106 | -0.483733 | 0.238328 | 0.424077 | 0.139696 | 0.000095 | -0.069767 | 0.464102 | 0.614014 | -0.000354 | -0.002055 | 0 | 16,791 |
0.755742 | 0.816165 | 0.446728 | -0.487342 | 0.635072 | 0.815663 | 0.139696 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000495 | -0.002408 | 0 | 16,792 |
-2.592676 | -0.079331 | -2.442882 | -0.475597 | 0.530851 | 0.679441 | 0.147506 | 0.000714 | -0.069767 | 0.464102 | 0.614014 | -0.001699 | -0.000851 | 0 | 16,793 |
-4.764713 | -0.078461 | -7.240755 | -0.456531 | 1.24814 | 1.570904 | 0.147506 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.003123 | 0.003123 | 1 | 16,794 |
0.216901 | 0.693846 | -1.446965 | -0.457442 | 1.39995 | 0.916849 | 0.16243 | 0.001365 | -0.069767 | 0.464102 | 0.614014 | 0.000142 | 0.004256 | 1 | 16,795 |
0 | -0.076931 | -0.689284 | -0.457442 | 0.53053 | 0.615041 | 0.16243 | 0 | -0.069767 | 0.464102 | 0.614014 | 0 | 0.003123 | 1 | 16,796 |
3.033381 | 3.259942 | 0.572321 | 5.921724 | 0.243693 | 0.451963 | 0.16243 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.001988 | 0.000993 | 1 | 16,797 |
1.298176 | 1.716023 | -0.938704 | 5.910851 | 0.380008 | 0.530228 | 0.16243 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000851 | -0.000284 | 0 | 16,798 |
-4.114687 | -0.334598 | -5.222003 | 5.947166 | 0.710459 | 1.072406 | 0.16243 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.002697 | 0.003264 | 1 | 16,799 |
1.083889 | 1.206955 | 0.572321 | -0.46199 | 0.121853 | 0.424077 | 0.16243 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.00071 | 0.003262 | 1 | 16,800 |
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