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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.721381 | 0.173452 | -2.180892 | 5.853174 | 0.108995 | 0.359075 | -0.032278 | -0.000175 | -0.023256 | -0.785587 | -0 | -0.001128 | 0.007662 | 1 | 18,701 |
3.440821 | 3.740777 | 0.822684 | -0.518751 | -0.526887 | -0.208035 | -0.032278 | 0 | -0.023256 | -0.785587 | -0 | 0.002255 | 0.005686 | 1 | 18,702 |
-0.429678 | 0.426998 | -0.177286 | -0.516071 | -0.134358 | -0.159519 | -0.043037 | -0.000984 | -0.023256 | -0.785587 | -0 | -0.000282 | 0.004917 | 1 | 18,703 |
1.717988 | 2.461822 | 0.072477 | -0.522321 | 0.06454 | 0.340391 | -0.043037 | 0 | -0.023256 | -0.785587 | -0 | 0.001126 | 0.002529 | 1 | 18,704 |
2.57336 | 2.71226 | 0.07304 | -0.534784 | -0.5123 | -0.374202 | -0.048069 | -0.00046 | -0.023256 | -0.785587 | -0 | 0.001687 | 0.001824 | 1 | 18,705 |
0.856823 | 0.424425 | -0.424698 | -0.536561 | 0.161248 | 0.573758 | -0.048069 | 0 | -0.023256 | -0.785587 | -0 | 0.000562 | 0.000561 | 1 | 18,706 |
-0.428351 | -0.083423 | -0.67334 | -0.535673 | -0.046375 | 0.371293 | -0.050152 | -0.00019 | -0.023256 | -0.785587 | -0 | -0.000281 | 0.001263 | 1 | 18,707 |
1.284693 | 0.931419 | -0.922997 | -0.541884 | 0.108995 | 0.473594 | -0.050152 | 0 | -0.023256 | -0.785587 | -0 | 0.000842 | 0.000281 | 1 | 18,708 |
0.21401 | 1.943415 | -1.918477 | 18.403477 | 0.73123 | 0.839656 | -0.050152 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.000281 | 0 | 18,709 |
1.711004 | 2.196255 | -3.289366 | -0.549852 | 0.256212 | 0.662768 | -0.050152 | 0 | -0.023256 | -1 | 0.614014 | 0.001122 | -0.001823 | 0 | 18,710 |
-0.855262 | -0.337578 | -0.919853 | -0.545428 | -0.090545 | 0.195744 | -0.089544 | -0.003604 | -0.023256 | -1 | 0.614014 | -0.000561 | -0.000842 | 0 | 18,711 |
-0.641761 | 0.169274 | -0.671768 | 5.776485 | -0.266831 | 0.108065 | -0.089544 | 0 | -0.023256 | -1 | 0.614014 | -0.000421 | -0.000281 | 0 | 18,712 |
0 | 0.423002 | -0.174342 | -0.542771 | -0.39443 | -0.060048 | -0.089544 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.000842 | 0 | 18,713 |
1.497023 | 1.183013 | -2.914797 | 5.762319 | -0.085843 | 0.037667 | -0.033145 | 0.005159 | -0.023256 | -1 | 0.614014 | 0.000981 | -0.001964 | 0 | 18,714 |
1.068404 | 0.928221 | 0.572321 | 5.753481 | 0.089858 | 0.395183 | -0.033145 | 0 | -0.023256 | -1 | 0.614014 | 0.0007 | -0.003226 | 0 | 18,715 |
-1.495975 | -0.590844 | -1.41613 | -0.548083 | 0.157958 | -0.049722 | -0.056052 | -0.002095 | -0.023256 | -1 | 0.614014 | -0.000981 | -0.001964 | 0 | 18,716 |
0.641312 | 1.434859 | 0.696647 | 5.76055 | 0.132769 | 0.253971 | -0.059696 | -0.000333 | -0.023256 | -1 | 0.614014 | 0.00042 | -0.002384 | 0 | 18,717 |
1.068254 | 0.928008 | 0.572321 | -0.555153 | 0.444036 | 0.540108 | -0.059696 | 0 | -0.023256 | -1 | 0.614014 | 0.0007 | -0.003225 | 0 | 18,718 |
2.347529 | 2.443461 | 0.323921 | -0.564849 | 0.287925 | 0.623933 | -0.059696 | 0 | -0.023256 | -1 | 0.614014 | 0.001539 | -0.005537 | 0 | 18,719 |
-0.213263 | -0.085551 | -2.903087 | -0.563969 | 0.051847 | 0.395183 | -0.078959 | -0.001762 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.004765 | 0 | 18,720 |
1.492212 | 1.682182 | 0.572321 | -0.569246 | 0.481594 | 0.819135 | -0.078959 | 0 | -0.023256 | -1 | 0.614014 | 0.000978 | -0.005883 | 0 | 18,721 |
-1.705504 | 0.923343 | -2.155494 | -0.562208 | 0.895911 | 1.109405 | -0.073058 | 0.00054 | -0.023256 | -1 | 0.614014 | -0.001118 | -0.004625 | 0 | 18,722 |
0.639788 | 1.177559 | 0.572321 | -0.566608 | 0.226974 | 0.628342 | -0.073058 | 0 | -0.023256 | -1 | 0.614014 | 0.000419 | -0.005466 | 0 | 18,723 |
1.065717 | 1.4292 | 1.563907 | -0.570125 | -0.196523 | 0.046813 | -0.073058 | 0 | -0.023256 | -1 | 0.614014 | 0.000699 | -0.005743 | 0 | 18,724 |
0 | 0.671067 | 0.572321 | -0.570125 | -0.115358 | 0.203258 | -0.073058 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.00476 | 0 | 18,725 |
-1.278949 | 0.166408 | -1.411128 | -0.564849 | 0.040872 | 0.371293 | -0.073058 | 0 | -0.023256 | -1 | 0.614014 | -0.000838 | -0.004623 | 0 | 18,726 |
-0.213263 | -0.590844 | -1.661088 | -0.563969 | -0.022444 | 0.124738 | -0.073058 | 0 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.004484 | 0 | 18,727 |
0 | 0.167149 | 0.076181 | -0.563969 | 0.323036 | 0.836272 | -0.092842 | -0.00181 | -0.023256 | -1 | 0.614014 | 0 | -0.003852 | 0 | 18,728 |
0.852871 | 1.429765 | 0.324269 | 5.725284 | 0.047349 | 0.295019 | -0.092842 | 0 | -0.023256 | -1 | 0.614014 | 0.000559 | -0.00385 | 0 | 18,729 |
-2.133073 | -0.338285 | -2.901629 | -0.558683 | 0.233907 | 0.468241 | -0.086941 | 0.00054 | -0.023256 | -1 | 0.614014 | -0.001398 | -0.003504 | 0 | 18,730 |
0.426853 | 0.167785 | 0.32406 | -0.559564 | -0.771793 | -0.286814 | -0.086941 | 0 | -0.023256 | -1 | 0.614014 | 0.00028 | -0.004346 | 0 | 18,731 |
-0.640325 | -0.717278 | -0.172357 | -0.557801 | -0.672298 | -0.286814 | -0.084512 | 0.000222 | -0.023256 | -1 | 0.614014 | -0.00042 | -0.003715 | 0 | 18,732 |
-0.427032 | -0.590844 | -0.296865 | -0.556036 | -0.303244 | 0.046813 | -0.084512 | 0 | -0.023256 | -1 | 0.614014 | -0.00028 | -0.003787 | 0 | 18,733 |
-0.213561 | -0.084843 | -0.669852 | -0.554271 | -0.123555 | 0.334064 | -0.081215 | 0.000302 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.003225 | 0 | 18,734 |
-2.137256 | -0.33779 | -1.913243 | -0.546313 | 0.055042 | 0.671148 | -0.081215 | 0 | -0.023256 | -1 | 0.614014 | -0.001401 | -0.001122 | 0 | 18,735 |
1.069002 | 0.675842 | 0.572321 | -0.549852 | -1.128557 | -0.472317 | -0.076529 | 0.000429 | -0.023256 | -1 | 0.614014 | 0.000701 | -0.001542 | 0 | 18,736 |
-0.213741 | 3.582932 | -0.422183 | -0.548968 | -0.169574 | 0.132946 | -0.076529 | 0 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.001262 | 0 | 18,737 |
0 | -0.337578 | -0.173609 | -0.548968 | 0.327787 | 0.14107 | -0.076529 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.001823 | 0 | 18,738 |
-0.213771 | -0.084347 | -0.422322 | -0.549852 | 0.053766 | 0.1805 | -0.075662 | 0.000079 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.001823 | 0 | 18,739 |
-0.641491 | 0.42215 | -1.417803 | 5.769398 | 0.736745 | 0.78009 | -0.07167 | 0.000365 | -0.023256 | -1 | 0.614014 | -0.00042 | -0.000561 | 0 | 18,740 |
2.137256 | 3.459429 | 0.323573 | -0.555153 | 0.055042 | 0.473594 | -0.07167 | 0 | -0.023256 | -1 | 0.614014 | 0.001401 | -0.001822 | 0 | 18,741 |
-0.640863 | -0.590844 | -1.167208 | -0.552504 | -0.045638 | 0.172768 | -0.076529 | -0.000444 | -0.023256 | -1 | 0.614014 | -0.00042 | -0.001472 | 0 | 18,742 |
0.427272 | 0.801096 | 0.572321 | -0.553387 | -0.095278 | 0.334064 | -0.076529 | 0 | -0.023256 | -1 | 0.614014 | 0.00028 | -0.001682 | 0 | 18,743 |
-1.175285 | -0.717401 | -1.913591 | -0.548968 | -0.06887 | 0.31478 | -0.085206 | -0.000794 | -0.023256 | -1 | 0.614014 | -0.00077 | -0.001051 | 0 | 18,744 |
-0.320689 | -0.464197 | -0.298022 | 5.767627 | -0.339419 | 0.1805 | -0.085206 | 0 | -0.023256 | -1 | 0.614014 | -0.00021 | -0.00028 | 0 | 18,745 |
-0.855502 | -0.590844 | -0.920272 | -0.543657 | -0.047852 | 0.377333 | -0.085206 | 0 | -0.023256 | -1 | 0.614014 | -0.000561 | 0.000841 | 1 | 18,746 |
-0.427931 | -0.083921 | 0.074651 | -0.540998 | -0.259772 | 0.232629 | -0.086594 | -0.000127 | -0.023256 | -1 | 0.614014 | -0.000281 | 0.001192 | 1 | 18,747 |
0 | 0.1697 | -1.170626 | 5.774712 | 0.097696 | 0.218079 | -0.086421 | 0.000016 | -0.023256 | -1 | 0.614014 | 0 | 0.001262 | 1 | 18,748 |
0.641851 | 0.676552 | 0.074511 | -0.545428 | -0.715413 | -0.159519 | -0.086421 | 0 | -0.023256 | -1 | 0.614014 | 0.000421 | 0.000421 | 1 | 18,749 |
2.030749 | 1.941995 | 0.323538 | -0.553387 | -0.426845 | 0.064797 | -0.086421 | 0 | -0.023256 | -1 | 0.614014 | 0.001331 | -0.000911 | 0 | 18,750 |
-0.213636 | -0.464286 | -0.545987 | -0.552504 | 0.267571 | 0.239807 | -0.09423 | -0.000714 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.000771 | 0 | 18,751 |
0.427242 | 0.294998 | 0.572321 | -0.555153 | 0.119533 | 0.451963 | -0.09423 | 0 | -0.023256 | -1 | 0.614014 | 0.00028 | -0.001051 | 0 | 18,752 |
-1.602774 | -0.464304 | -1.540334 | -0.548083 | -0.014647 | 0.340391 | -0.095965 | -0.000159 | -0.023256 | -1 | 0.614014 | -0.001051 | 0 | 0 | 18,753 |
-1.925554 | 1.687913 | -1.667039 | -0.540111 | 0.094089 | 0.424077 | -0.095965 | 0 | -0.023256 | -1 | 0.614014 | -0.001262 | 0.001262 | 1 | 18,754 |
1.497863 | 1.310717 | -0.050225 | -0.546313 | 0.632856 | 0.253971 | -0.089891 | 0.000556 | -0.023256 | -1 | 0.614014 | 0.000982 | 0.00028 | 1 | 18,755 |
-1.069752 | -0.337436 | -0.671768 | -0.541884 | -0.470294 | -0.18341 | -0.089891 | 0 | -0.023256 | -1 | 0.614014 | -0.000701 | 0.000982 | 1 | 18,756 |
0.641941 | 0.550012 | 0.323399 | 5.771169 | 0.156857 | 0.253971 | -0.092495 | -0.000238 | -0.023256 | -1 | 0.614014 | 0.000421 | 0.000561 | 1 | 18,757 |
-0.21395 | -0.083921 | -0.42316 | -0.542771 | -0.310762 | 0.009584 | -0.092495 | 0 | -0.023256 | -1 | 0.614014 | -0.00014 | 0.000701 | 1 | 18,758 |
-0.642031 | -0.590844 | -0.672292 | -0.540111 | -0.007634 | 0.596955 | -0.092147 | 0.000032 | -0.023256 | -1 | 0.614014 | -0.000421 | 0.001122 | 1 | 18,759 |
-0.642302 | -0.844501 | -1.420317 | -0.538336 | 0.273181 | 0.401046 | -0.092147 | 0 | -0.023256 | -1 | 0.614014 | -0.000421 | -0.010442 | 0 | 18,760 |
0.642302 | 0.170234 | -0.424138 | 5.780031 | -0.193781 | 0.26096 | -0.083297 | 0.00081 | -0.023256 | -1 | 0.614014 | 0.000421 | -0.006475 | 0 | 18,761 |
0.21404 | -0.337222 | 0.074371 | -0.541884 | -1.077856 | -0.960292 | -0.083297 | 0 | -0.023256 | -1 | 0.614014 | 0.00014 | -0.005486 | 0 | 18,762 |
-0.856342 | -0.464046 | -0.672641 | -0.537449 | -0.266831 | 0.037667 | -0.083297 | 0 | -0.023256 | -1 | 0.614014 | -0.000561 | -0.007043 | 0 | 18,763 |
-0.214161 | 0.423855 | 0.074162 | -0.536561 | -0.036849 | 0.195744 | -0.083297 | 0 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.007681 | 0 | 18,764 |
-0.856943 | -0.590844 | -0.673515 | -0.533896 | 0.263805 | 0.530228 | -0.096659 | -0.001222 | -0.023256 | -1 | 0.614014 | -0.000562 | -0.009172 | 0 | 18,765 |
0.428532 | 0.170768 | 0.323084 | -0.535673 | -0.049333 | 0.26096 | -0.096659 | 0 | -0.023256 | -1 | 0.614014 | 0.000281 | -0.009879 | 0 | 18,766 |
0 | -0.210105 | 0.323154 | -0.534784 | -0.24981 | -0.039527 | -0.096659 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.010021 | 0 | 18,767 |
-0.214251 | -0.590844 | -0.175286 | -0.533896 | -0.187424 | -0.259683 | -0.093189 | 0.000317 | -0.023256 | -1 | 0.614014 | -0.00014 | -0.011158 | 0 | 18,768 |
-1.178918 | -0.336973 | -0.798725 | -0.529449 | 0.332933 | 0.628342 | -0.093189 | 0 | -0.023256 | -1 | 0.614014 | -0.000773 | -0.012091 | 0 | 18,769 |
0.964637 | 1.059954 | -0.175969 | -0.533007 | 0.377608 | 0.935038 | -0.090065 | 0.000286 | -0.023256 | -1.164525 | 1.414214 | 0.000632 | -0.013007 | 0 | 18,770 |
-0.214311 | -0.336937 | 0.073812 | -0.532118 | 0.002067 | 0.468241 | -0.095792 | -0.000524 | -0.023256 | -1.164525 | 1.414214 | -0.00014 | -0.012298 | 0 | 18,771 |
0.214311 | 1.693352 | 0.572321 | -0.533007 | 0.225978 | 0.650031 | -0.095792 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00014 | -0.012865 | 0 | 18,772 |
-0.643024 | -0.336937 | -0.424838 | -0.531229 | -0.563198 | -0.329316 | -0.095792 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000421 | -0.01159 | 0 | 18,773 |
0.643024 | 2.201343 | 0.572321 | -0.533896 | -0.060537 | 0.457426 | -0.100477 | -0.000429 | -0.023256 | -1.164525 | 1.414214 | 0.000421 | -0.012367 | 0 | 18,774 |
1.499335 | 1.439409 | 0.821523 | -0.539224 | 0.068303 | 0.267889 | -0.10308 | -0.000238 | -0.023256 | -1.164525 | 1.414214 | 0.000983 | -0.014275 | 0 | 18,775 |
-1.070803 | -0.590844 | -0.672991 | -0.534784 | -0.333816 | 0.07364 | -0.10308 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000702 | -0.012435 | 0 | 18,776 |
0 | -0.590844 | -0.923208 | -0.534784 | 0.042173 | 0.473594 | -0.10308 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.011298 | 0 | 18,777 |
0.963757 | 0.677975 | 0.073952 | -0.539224 | -0.003459 | 0.232629 | -0.099262 | 0.000349 | -0.023256 | -1.164525 | 1.414214 | 0.000632 | -0.010794 | 0 | 18,778 |
0.856162 | 0.423642 | 0.447821 | -0.542771 | 0.862653 | 0.07364 | -0.099436 | -0.000016 | -0.023256 | -1.164525 | 1.414214 | 0.000561 | -0.012988 | 0 | 18,779 |
-1.605698 | -0.464073 | -1.668768 | -0.536561 | 0.544846 | 0.641426 | -0.099436 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.001053 | -0.011936 | 0 | 18,780 |
-0.857064 | -0.337044 | -0.67369 | 5.796015 | -0.065828 | 0.281569 | -0.094577 | 0.000444 | -0.023256 | -1.164525 | 1.414214 | -0.000562 | -0.010735 | 0 | 18,781 |
0.321455 | 0.043944 | 0.572321 | -0.533896 | -0.038306 | 0.157076 | -0.094577 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000211 | -0.009952 | 0 | 18,782 |
-0.535796 | -0.336955 | -0.050794 | -0.532118 | -0.07116 | 0.055855 | -0.095271 | -0.000063 | -0.023256 | -1.164525 | 1.414214 | -0.000351 | -0.009033 | 0 | 18,783 |
0.642933 | 0.551775 | 0.572321 | -0.534784 | 0.413902 | 0.530228 | -0.095271 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000421 | -0.009313 | 0 | 18,784 |
1.070954 | 0.931846 | 0.572321 | -0.538336 | 0.232921 | 0.687648 | -0.101692 | -0.000587 | -0.023256 | -1.164525 | 1.414214 | 0.000702 | -0.010866 | 0 | 18,785 |
0.428171 | 0.170127 | -2.168904 | -0.540111 | -0.121908 | 0.494654 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000281 | -0.011714 | 0 | 18,786 |
0.21404 | -0.083637 | 0.323364 | -0.540998 | -0.516644 | 0.07364 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00014 | -0.012707 | 0 | 18,787 |
-0.856342 | -0.083708 | -0.672641 | -0.538336 | 0.395016 | 0.91991 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000561 | -0.012572 | 0 | 18,788 |
-0.214161 | -0.590844 | -0.424138 | -0.536561 | 0.388736 | 0.815663 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.00014 | -0.011437 | 0 | 18,789 |
1.284513 | 1.691749 | 0.572321 | -0.542771 | 0.597871 | 1.064797 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000842 | -0.012421 | 0 | 18,790 |
0.21398 | 0.042965 | 0.323433 | -0.543657 | 0.088644 | 0.671148 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00014 | -0.011284 | 0 | 18,791 |
-0.106986 | -0.337329 | -0.921319 | -0.542771 | 0.329077 | 0.515175 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.00007 | -0.010646 | 0 | 18,792 |
0.106986 | -0.464073 | -0.04992 | -0.542771 | 0.133908 | -0.060048 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00007 | -0.009866 | 0 | 18,793 |
-0.21398 | -0.337329 | 0.074581 | -0.541884 | 0.118952 | 0.489441 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.00014 | -0.010505 | 0 | 18,794 |
0.855742 | 0.423144 | 0.447882 | -0.545428 | 0.922733 | 0.377333 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000561 | -0.011492 | 0 | 18,795 |
0.855262 | 0.422575 | 0.447951 | -0.548968 | 0.333787 | 0.596955 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000561 | -0.012265 | 0 | 18,796 |
0.106874 | -0.084347 | 0.448021 | -0.549852 | 0.647947 | 0.754213 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00007 | -0.013186 | 0 | 18,797 |
0.106867 | -0.210985 | -2.413075 | -0.550737 | 0.161248 | 0.225387 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00007 | -0.014251 | 0 | 18,798 |
-0.641312 | 0.168742 | -0.795266 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.00042 | -0.014399 | 0 | 18,799 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.014328 | 0 | 18,800 |
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