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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2.789572 | 2.968596 | 0.822085 | -0.531229 | 1.198988 | 1.18524 | 0.155488 | 0.000206 | -0.046512 | -0.785587 | -0 | 0.001829 | -0.008609 | 0 | 17,101 |
2.035312 | 2.454964 | -0.175811 | -0.539224 | 1.187728 | 1.342035 | 0.155488 | 0 | -0.046512 | -0.785587 | -0 | 0.001334 | -0.013067 | 0 | 17,102 |
-1.820941 | -0.464002 | -3.416037 | -0.532118 | 1.568922 | 1.683163 | 0.153579 | -0.000175 | -0.046512 | -0.785587 | -0 | -0.001194 | -0.012157 | 0 | 17,103 |
-0.214371 | -0.336866 | -0.425118 | -0.531229 | 0.442214 | 0.435348 | 0.153579 | 0 | -0.046512 | -0.785587 | -0 | -0.000141 | -0.010738 | 0 | 17,104 |
0.857305 | 0.424996 | 0.073601 | -0.533896 | 0.380806 | 0.424077 | 0.153579 | 0 | -0.046512 | -0.785587 | -0 | 0.000562 | -0.011726 | 0 | 17,105 |
1.070954 | 1.69271 | 0.323119 | -0.539224 | 0.840179 | 0.859663 | 0.151844 | -0.000159 | -0.046512 | -0.785587 | -0 | 0.000702 | -0.012286 | 0 | 17,106 |
2.994677 | 2.957617 | 0.572321 | -0.550737 | 1.175649 | 1.28798 | 0.151844 | 0 | -0.046512 | -0.785587 | -0 | 0.001963 | -0.014959 | 0 | 17,107 |
-1.924474 | -0.084489 | -1.665784 | -0.544543 | 0.993211 | 1.006666 | 0.176312 | 0.002238 | -0.046512 | -0.785587 | -0 | -0.001261 | -0.012987 | 0 | 17,108 |
1.069452 | 0.676374 | 0.074581 | 5.769398 | 0.671955 | 0.829461 | 0.176312 | 0 | -0.046512 | -0.785587 | -0 | 0.000701 | -0.01312 | 0 | 17,109 |
-0.641581 | -0.084205 | -0.422601 | -0.544543 | 0.563486 | 0.601515 | 0.173015 | -0.000302 | -0.046512 | -0.785587 | -0 | -0.000421 | -0.013694 | 0 | 17,110 |
-0.427871 | -0.083992 | -0.42302 | -0.542771 | 0.91557 | 0.86295 | 0.173015 | 0 | -0.046512 | -0.785587 | -0 | -0.00028 | -0.014125 | 0 | 17,111 |
-0.427991 | -0.337329 | -0.423299 | -0.541884 | 1.287698 | 1.206871 | 0.170065 | -0.00027 | -0.046512 | -0.785587 | -0 | -0.000281 | -0.01541 | 0 | 17,112 |
2.138755 | 2.196646 | 0.323399 | -0.549852 | 1.326554 | 1.392668 | 0.170065 | 0 | -0.046512 | -0.785587 | -0 | 0.001402 | -0.01781 | 0 | 17,113 |
-1.710764 | -0.84411 | -1.417245 | -0.543657 | 0.787173 | 0.798074 | 0.168156 | -0.000175 | -0.046512 | -0.785587 | -0 | -0.001121 | -0.016831 | 0 | 17,114 |
-1.070202 | -0.337329 | -2.914797 | 5.785354 | 1.176156 | 1.411066 | 0.168156 | 0 | -0.046512 | -0.785587 | -0 | -0.000702 | -0.015844 | 0 | 17,115 |
-2.357091 | -0.337151 | -2.418317 | -0.528559 | -0.065828 | 0.019055 | 0.166594 | -0.000143 | -0.046512 | -0.785587 | -0 | -0.001545 | -0.01487 | 0 | 17,116 |
2.142961 | 2.709477 | -0.176021 | -0.538336 | 1.188227 | 1.433886 | 0.166594 | 0 | -0.046512 | -0.785587 | -0 | 0.001405 | -0.015419 | 0 | 17,117 |
-5.148171 | -0.337116 | -8.165731 | -0.516071 | 1.477343 | 1.684339 | 0.159653 | -0.000635 | -0.046512 | -0.785587 | -0 | -0.003375 | -0.011759 | 0 | 17,118 |
-1.074726 | 0.427284 | -0.927633 | 5.837046 | 0.80839 | 0.641426 | 0.159653 | 0 | -0.046512 | -0.785587 | -0 | -0.000704 | -0.011482 | 0 | 17,119 |
-6.032497 | 0.173344 | -8.955602 | -0.487342 | 2.190923 | 2.6404 | 0.159653 | 0 | -0.046512 | -0.785587 | -0 | -0.003954 | -0.007243 | 0 | 17,120 |
3.234661 | 4.772836 | -0.180999 | 5.862151 | 1.710438 | 1.966595 | 0.178568 | 0.00173 | -0.046512 | -0.785587 | -0 | 0.00212 | -0.008579 | 0 | 17,121 |
-5.611112 | 0.940013 | -6.959297 | -0.475597 | 1.630114 | 1.76795 | 0.178568 | 0 | -0.046512 | -0.785587 | -0 | -0.003678 | -0.005115 | 0 | 17,122 |
1.080664 | 2.480842 | -0.93699 | -0.481927 | 1.464485 | 1.662902 | 0.146985 | -0.002889 | -0.046512 | -0.785587 | -0 | 0.000708 | -0.004116 | 0 | 17,123 |
-3.677385 | -0.334852 | -5.21625 | -0.464716 | 1.322148 | 1.402756 | 0.146985 | 0 | -0.046512 | -0.785587 | -0 | -0.00241 | -0.00071 | 0 | 17,124 |
-0.649872 | 0.948268 | -4.219737 | -0.46199 | 1.775023 | 1.949905 | 0.135879 | -0.001016 | -0.046512 | -0.785587 | -0 | -0.000426 | -0.000995 | 0 | 17,125 |
-2.16824 | 0.948923 | -2.706454 | -0.45471 | 1.5829 | 1.827105 | 0.135879 | 0 | -0.046512 | -0.785587 | -0 | -0.001421 | 0 | 0 | 17,126 |
-2.388629 | -0.076712 | -4.98784 | -0.443758 | 1.679009 | 1.806188 | 0.126161 | -0.000889 | -0.046512 | -0.785587 | -0 | -0.001566 | 0.00185 | 1 | 17,127 |
1.954611 | 2.496581 | -1.197702 | -0.451063 | 1.111744 | 1.411066 | 0.126161 | 0 | -0.046512 | -0.785587 | -0 | 0.001281 | 0.000284 | 1 | 17,128 |
5.632626 | 6.083383 | 0.319892 | -0.475597 | 1.181967 | 1.254507 | 0.073579 | -0.00481 | -0.046512 | -0.785587 | -0 | 0.003692 | -0.003834 | 0 | 17,129 |
-1.514432 | 0.689841 | -1.944269 | 5.923538 | 2.283438 | 2.285827 | 0.073579 | 0 | -0.046512 | -0.785587 | -0 | -0.000993 | -0.003411 | 0 | 17,130 |
1.298176 | 2.484325 | 0.320573 | -0.473786 | 1.318955 | 1.248452 | 0.083471 | 0.000905 | -0.046512 | -0.785587 | -0 | 0.000851 | -0.003408 | 0 | 17,131 |
0.864838 | 2.481712 | 0.320787 | -0.478311 | 1.381609 | 1.598846 | 0.083471 | 0 | -0.046512 | -0.785587 | -0 | 0.000567 | -0.003122 | 0 | 17,132 |
1.296338 | 2.22427 | -0.18196 | -0.48283 | 1.527209 | 1.649513 | 0.080174 | -0.000302 | -0.046512 | -0.785587 | -0 | 0.00085 | -0.004469 | 0 | 17,133 |
-1.080205 | -0.590844 | -1.689562 | -0.479215 | 1.216919 | 1.430665 | 0.080174 | 0 | -0.046512 | -0.785587 | -0 | -0.000708 | -0.002979 | 0 | 17,134 |
3.238323 | 4.395881 | -0.181853 | -0.491848 | 1.275274 | 1.51482 | 0.076876 | -0.000302 | -0.046512 | -0.785587 | -0 | 0.002123 | -0.003115 | 0 | 17,135 |
-0.431379 | -0.590844 | -2.188682 | -0.491848 | 1.044121 | 1.240307 | 0.076876 | 0 | -0.046512 | -0.785587 | -0 | -0.000283 | -0.002407 | 0 | 17,136 |
0 | 1.7082 | -0.682503 | -0.490047 | 0.897428 | 1.051951 | 0.073232 | -0.000333 | -0.046512 | -0.785587 | -0 | 0 | -0.002123 | 0 | 17,137 |
1.724786 | 2.218701 | 0.321427 | -0.498146 | 0.882295 | 1.030959 | 0.073232 | 0 | -0.046512 | -0.785587 | -0 | 0.001131 | -0.002829 | 0 | 17,138 |
1.722839 | 1.450587 | -0.430332 | -0.504431 | 1.067501 | 1.270434 | 0.073059 | -0.000016 | -0.046512 | -0.785587 | -0 | 0.001129 | -0.003604 | 0 | 17,139 |
0.86069 | 0.938718 | -1.431288 | -0.508913 | 1.49351 | 1.722208 | 0.073059 | 0 | -0.046512 | -0.785587 | -0 | 0.000564 | -0.001693 | 0 | 17,140 |
-1.721866 | -0.590844 | -2.432244 | -0.501739 | 1.101792 | 1.202591 | 0.057961 | -0.001381 | -0.046512 | -0.785587 | -0 | -0.001129 | -0.001413 | 0 | 17,141 |
-3.01795 | -0.590844 | -3.815995 | -0.489146 | 1.137828 | 1.379017 | 0.057961 | 0 | -0.046512 | -0.785587 | -0 | -0.001978 | 0.000424 | 1 | 17,142 |
-1.943268 | -0.846546 | -2.441602 | -0.481023 | 1.245849 | 1.438692 | 0.064208 | 0.000571 | -0.046512 | -0.785587 | -0 | -0.001274 | 0.001345 | 1 | 17,143 |
2.159034 | 2.223075 | -0.684458 | -0.490047 | 1.321429 | 1.45137 | 0.064208 | 0 | -0.046512 | -0.785587 | -0 | 0.001415 | 0.000283 | 1 | 17,144 |
-0.215766 | -0.07962 | -0.431609 | -0.488244 | 0.807096 | 0.97022 | 0.064208 | 0 | -0.046512 | -0.785587 | -0 | -0.000141 | 0.001131 | 1 | 17,145 |
-1.943268 | -0.846546 | -3.950485 | -0.480119 | 1.092841 | 1.242351 | 0.06577 | 0.000143 | -0.046512 | -0.785587 | -0 | -0.001274 | 0.002334 | 1 | 17,146 |
0.648031 | 0.177023 | -2.19377 | -0.48283 | 1.185104 | 1.34023 | 0.057614 | -0.000746 | -0.046512 | -0.785587 | -0 | 0.000425 | 0.002404 | 1 | 17,147 |
-2.377461 | -0.846763 | -2.444164 | -0.473786 | 0.534696 | 0.695773 | 0.057614 | 0 | -0.046512 | -0.785587 | -0 | -0.001558 | 0.003397 | 1 | 17,148 |
1.513359 | 1.714389 | -0.434172 | -0.480119 | 0.888081 | 0.922958 | 0.057614 | 0 | -0.046512 | -0.785587 | -0 | 0.000992 | 0.001981 | 1 | 17,149 |
-2.595249 | -0.078824 | -4.208862 | 5.921724 | 1.189224 | 1.477661 | 0.02846 | -0.002667 | -0.046512 | -1 | 0.614014 | -0.001701 | 0.003682 | 1 | 17,150 |
1.514432 | 1.716023 | 0.068789 | -0.474691 | 0.974812 | 1.140143 | 0.030022 | 0.000143 | -0.046512 | -1 | 0.614014 | 0.000993 | 0.00269 | 1 | 17,151 |
-4.764713 | 0.433777 | -5.725859 | -0.456531 | 0.703729 | 0.885585 | 0.030022 | 0 | -0.046512 | -1 | 0.614014 | -0.003123 | 0.003973 | 1 | 17,152 |
-0.433895 | 0.950674 | -1.194429 | -0.453798 | 1.481277 | 1.582999 | 0.034534 | 0.000413 | -0.046512 | -1 | 0.614014 | -0.000284 | 0.003833 | 1 | 17,153 |
1.951555 | 2.235072 | -0.437322 | -0.46199 | 0.815036 | 0.94398 | 0.034534 | 0 | -0.046512 | -1 | 0.614014 | 0.001279 | 0.002128 | 1 | 17,154 |
-0.650241 | -0.334088 | -1.823451 | -0.460172 | 0.98874 | 1.044144 | 0.042863 | 0.000762 | -0.046512 | -1 | 0.614014 | -0.000426 | 0.002555 | 1 | 17,155 |
0.216778 | -0.333979 | -1.95071 | -0.461081 | 1.058243 | 0.961569 | 0.042863 | 0 | -0.046512 | -1 | 0.614014 | 0.000142 | 0.003687 | 1 | 17,156 |
-1.084197 | -0.462425 | -1.193173 | -0.455621 | 0.528276 | 0.569036 | 0.042863 | 0 | -0.046512 | -1 | 0.614014 | -0.000711 | 0.003548 | 1 | 17,157 |
1.084197 | 1.464221 | 0.320036 | 5.939887 | 0.719822 | 0.776444 | 0.024816 | -0.001651 | -0.046512 | -1 | 0.614014 | 0.000711 | 0.002413 | 1 | 17,158 |
0.866803 | 1.206189 | -0.562438 | -0.463808 | 0.464131 | 0.383327 | 0.024816 | 0 | -0.046512 | -1 | 0.614014 | 0.000568 | 0 | 0 | 17,159 |
-1.517229 | -0.077515 | -1.444383 | 5.945346 | 0.683397 | 0.922958 | 0.027592 | 0.000254 | -0.046512 | -1 | 0.614014 | -0.000995 | 0.001846 | 1 | 17,160 |
-1.084659 | -0.077005 | -0.689105 | -0.453798 | 0.907586 | 0.958664 | 0.027592 | 0 | -0.046512 | -1 | 0.614014 | -0.000711 | 0.001563 | 1 | 17,161 |
-2.388969 | 0.694394 | -2.205977 | -0.442843 | 1.167734 | 1.276325 | 0.003471 | -0.002207 | -0.046512 | -1 | 0.614014 | -0.001566 | 0.003839 | 1 | 17,162 |
-1.522203 | -0.33332 | -1.450995 | 5.98552 | 0.9829 | 1.074927 | 0.003471 | 0 | -0.046512 | -1 | 0.614014 | -0.000998 | 0.005972 | 1 | 17,163 |
-0.217582 | 1.470373 | 0.066203 | -0.436436 | 0.954167 | 1.176422 | 0.084685 | 0.007429 | -0.046512 | -1 | 0.614014 | -0.000143 | 0.006398 | 1 | 17,164 |
0.435132 | 0.182498 | -0.440203 | -0.438268 | 0.886735 | 1.133154 | 0.017701 | -0.006128 | -0.046512 | -1 | 0.614014 | 0.000285 | 0.006113 | 1 | 17,165 |
-0.870388 | 1.470079 | -0.946249 | -0.433685 | 1.092984 | 1.270434 | 0.009024 | -0.000794 | -0.046512 | -1 | 0.614014 | -0.000571 | 0.007108 | 1 | 17,166 |
1.305397 | 1.471254 | 0.572321 | 5.981857 | 0.935406 | 1.001166 | 0.009024 | 0 | -0.046512 | -1 | 0.614014 | 0.000856 | 0.004977 | 1 | 17,167 |
0.434884 | 0.439617 | -0.692702 | -0.441014 | 0.881714 | 0.910694 | 0.009024 | 0 | -0.046512 | -1 | 0.614014 | 0.000285 | 0.00455 | 1 | 17,168 |
-0.652373 | -0.333247 | -1.957907 | 5.987352 | 1.112856 | 1.111812 | 0.009024 | 0 | -0.046512 | -1 | 0.614014 | -0.000428 | 0.004694 | 1 | 17,169 |
0.434946 | 2.241916 | 0.192855 | -0.441014 | 1.499666 | 1.209002 | 0.009024 | 0 | -0.046512 | -1 | 0.614014 | 0.000285 | 0.004834 | 1 | 17,170 |
1.195463 | 1.726538 | 0.319425 | 5.970882 | 1.018019 | 1.009402 | 0.015965 | 0.000635 | -0.046512 | -1 | 0.614014 | 0.000784 | 0.003483 | 1 | 17,171 |
-0.325942 | -0.719573 | -1.323795 | -0.444672 | 0.766891 | 0.843025 | 0.015965 | 0 | -0.046512 | -1 | 0.614014 | -0.000214 | 0.003981 | 1 | 17,172 |
2.605591 | 2.496581 | 0.572321 | -0.453798 | 0.367926 | 0.334064 | 0.007289 | -0.000794 | -0.046512 | -1 | 0.614014 | 0.001708 | 0.001492 | 1 | 17,173 |
1.517876 | 1.464514 | -0.058549 | -0.46199 | 0.613163 | 0.687648 | 0.005553 | -0.000159 | -0.046512 | -1 | 0.614014 | 0.000995 | -0.000284 | 0 | 17,174 |
-1.084043 | -0.334052 | -0.688388 | -0.457442 | 0.42969 | 0.654299 | 0.005553 | 0 | -0.046512 | -1 | 0.614014 | -0.000711 | 0.001563 | 1 | 17,175 |
-0.650796 | 0.17997 | -0.941713 | -0.45471 | 0.614303 | 0.885585 | 0.005553 | 0 | -0.046512 | -1 | 0.614014 | -0.000427 | 0.001847 | 1 | 17,176 |
0.433895 | 0.694211 | -1.700185 | -0.456531 | 0.863449 | 0.964463 | 0.005553 | 0 | -0.046512 | -1 | 0.614014 | 0.000284 | 0.002131 | 1 | 17,177 |
-0.433895 | -0.333833 | -0.437035 | -0.45471 | 0.258118 | 0.359075 | 0.005553 | 0 | -0.046512 | -1 | 0.614014 | -0.000284 | 0.001705 | 1 | 17,178 |
-0.651073 | -0.33376 | -1.44754 | -0.451975 | 1.344997 | 1.147072 | 0.016833 | 0.001032 | -0.046512 | -1 | 0.614014 | -0.000427 | 0.002771 | 1 | 17,179 |
-0.86853 | 3.904773 | -0.437753 | -0.448326 | 1.066313 | 1.092352 | 0.016833 | 0 | -0.046512 | -1 | 0.614014 | -0.000569 | 0.003837 | 1 | 17,180 |
1.30261 | 2.237886 | 0.824894 | 5.954454 | 0.897428 | 1.08493 | 0.012842 | -0.000365 | -0.046512 | -1 | 0.614014 | 0.000854 | 0.002983 | 1 | 17,181 |
1.301499 | 1.208233 | 0.319928 | -0.458352 | 0.322168 | 0.473594 | 0.012842 | 0 | -0.046512 | -1 | 0.614014 | 0.000853 | 0.002413 | 1 | 17,182 |
-0.759073 | 0.693298 | -0.941282 | 5.950809 | 0.914277 | 1.118989 | -0.00295 | -0.001445 | -0.046512 | -1 | 0.614014 | -0.000498 | 0.003761 | 1 | 17,183 |
1.192659 | 1.079193 | 0.193853 | -0.461081 | 0.73555 | 0.822592 | -0.00295 | 0 | -0.046512 | -1 | 0.614014 | 0.000782 | 0.003546 | 1 | 17,184 |
3.031658 | 3.257756 | 0.824391 | -0.473786 | 0.832939 | 0.91991 | -0.00295 | 0 | -0.046512 | -1 | 0.614014 | 0.001987 | 0.002125 | 1 | 17,185 |
0.648858 | 2.226663 | 0.069075 | -0.476502 | 1.041663 | 1.144769 | -0.00295 | 0 | -0.046512 | -1 | 0.614014 | 0.000425 | 0.002619 | 1 | 17,186 |
0.432419 | 0.433777 | 0.572321 | -0.478311 | 0.621107 | 0.654299 | 0.001041 | 0.000365 | -0.046512 | -1 | 0.614014 | 0.000283 | 0.002971 | 1 | 17,187 |
0.648398 | 0.177458 | 0.195167 | -0.480119 | 0.707227 | 0.815663 | 0.001041 | 0 | -0.046512 | -1 | 0.614014 | 0.000425 | 0.003182 | 1 | 17,188 |
0.540122 | 1.456367 | 0.572321 | -0.48283 | 0.751631 | 0.90449 | 0.001041 | 0 | -0.046512 | -1 | 0.614014 | 0.000354 | 0.002757 | 1 | 17,189 |
3.775506 | 4.138144 | -3.703457 | -0.498146 | 1.486083 | 1.361619 | 0.001041 | 0 | -0.046512 | -1 | 0.614014 | 0.002475 | 0.000282 | 1 | 17,190 |
-1.293407 | -0.590844 | -1.935376 | -0.492749 | 1.528203 | 1.347424 | 0.001041 | 0 | -0.046512 | -1 | 0.614014 | -0.000848 | 0.00113 | 1 | 17,191 |
-0.215674 | -0.590844 | -0.431183 | 5.876542 | 1.019451 | 1.036259 | 0.002777 | 0.000159 | -0.046512 | -1 | 0.614014 | -0.000141 | 0.001272 | 1 | 17,192 |
-0.53932 | 0.94196 | -0.054891 | -0.490047 | 0.699206 | 0.772781 | 0.002082 | -0.000063 | -0.046512 | -1 | 0.614014 | -0.000354 | 0.001625 | 1 | 17,193 |
0.53932 | 0.814773 | 0.446852 | -0.492749 | 0.714417 | 0.742861 | 0.002082 | 0 | -0.046512 | -1 | 0.614014 | 0.000354 | 0.001272 | 1 | 17,194 |
1.078068 | 0.686583 | -0.431325 | -0.496348 | 1.011297 | 0.992844 | 0.002082 | 0 | -0.046512 | -1 | 0.614014 | 0.000707 | 0.000565 | 1 | 17,195 |
-0.107772 | 0.175179 | -0.430616 | -0.496348 | 1.243781 | 1.174202 | -0.000347 | -0.000222 | -0.046512 | -1 | 0.614014 | -0.000071 | 0.000636 | 1 | 17,196 |
0.754248 | 1.06858 | 0.446976 | -0.499943 | 0.860058 | 0.859663 | -0.000347 | 0 | -0.046512 | -1 | 0.614014 | 0.000494 | 0.000141 | 1 | 17,197 |
-0.862028 | 0.174855 | -1.182447 | -0.495449 | 1.094126 | 1.121368 | 0 | 0.000032 | -0.046512 | -1 | 0.614014 | -0.000565 | 0.000706 | 1 | 17,198 |
-0.646841 | -0.590844 | -0.681616 | -0.493649 | 0.915201 | 0.695773 | 0 | 0 | -0.046512 | -1 | 0.614014 | -0.000424 | 0.00113 | 1 | 17,199 |
0 | 0.431025 | -0.431183 | -0.493649 | 1.355264 | 1.332971 | 0.008677 | 0.000794 | -0.046512 | -1 | 0.614014 | 0 | 0.009707 | 1 | 17,200 |
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