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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.214945 | 0.173129 | 0.322311 | -0.513389 | -0.262788 | -0.273134 | -0.27731 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000141 | 0.0019 | 1 | 20,401 |
-1.505253 | -0.463511 | -1.178242 | -0.508018 | -0.905546 | -0.714222 | -0.269327 | 0.00073 | -0.046512 | 0.628626 | 1.414214 | -0.000987 | 0.002746 | 1 | 20,402 |
0 | -0.081062 | -0.178449 | 5.844209 | -0.108869 | 0.009584 | -0.269327 | 0 | -0.046512 | 0.628626 | 1.414214 | 0 | 0.002395 | 1 | 20,403 |
-0.430345 | -0.590844 | 0.071843 | -0.507121 | -0.913218 | -1.099821 | -0.263948 | 0.000492 | -0.046512 | 0.628626 | 1.414214 | -0.000282 | 0.002184 | 1 | 20,404 |
0 | 0.173991 | 0.322029 | -0.506225 | -0.059785 | -0.358959 | -0.263948 | 0 | -0.046512 | 0.628626 | 1.414214 | 0 | 0.001832 | 1 | 20,405 |
0.32277 | 0.173991 | 0.322029 | -0.508018 | -0.272939 | -0.159519 | -0.263601 | 0.000032 | -0.046512 | 0.628626 | 1.414214 | 0.000212 | 0.002043 | 1 | 20,406 |
-0.107582 | -0.208467 | 0.196949 | -0.508018 | -0.098452 | -0.526288 | -0.263601 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000071 | 0.001832 | 1 | 20,407 |
0.215157 | -0.335899 | 0.071772 | 5.846001 | -0.068109 | -0.314896 | -0.263601 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000141 | 0.001902 | 1 | 20,408 |
1.290307 | 0.938071 | -0.428777 | 5.833467 | -0.713482 | -0.714222 | -0.263601 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000846 | 0.001408 | 1 | 20,409 |
0.644745 | 0.682265 | -1.178489 | 5.828103 | 0.261914 | 0.1805 | -0.294317 | -0.00281 | -0.046512 | 0.628626 | 1.414214 | 0.000423 | 0.000422 | 1 | 20,410 |
0 | -0.590844 | 0.322417 | -0.516965 | -0.202041 | -0.329316 | -0.294317 | 0 | -0.046512 | 0.628626 | 1.414214 | 0 | 0.000141 | 1 | 20,411 |
0 | -0.081708 | -0.177497 | -0.516965 | -0.819544 | -0.714222 | -0.294837 | -0.000048 | -0.046512 | 0.628626 | 1.414214 | 0 | 0.000141 | 1 | 20,412 |
-0.214885 | -0.081708 | 0.322417 | -0.516071 | -0.24981 | -0.286814 | -0.294837 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000141 | 0.000845 | 1 | 20,413 |
-0.322384 | -0.081636 | 0.197399 | -0.514283 | -0.084283 | -0.246456 | -0.295358 | -0.000048 | -0.046512 | 0.628626 | 1.414214 | -0.000211 | 0.001619 | 1 | 20,414 |
-0.537458 | -0.463502 | -0.302806 | -0.512494 | -0.571008 | -0.604425 | -0.295358 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000352 | 0.00169 | 1 | 20,415 |
0.429981 | -0.081349 | 0.572321 | -0.514283 | -0.983518 | -0.691024 | -0.295358 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000282 | 0.001408 | 1 | 20,416 |
0.644745 | 0.173129 | 0.822296 | -0.516071 | -0.555475 | -0.358959 | -0.287722 | 0.000698 | -0.046512 | 0.628626 | 1.414214 | 0.000423 | 0.001126 | 1 | 20,417 |
-0.214885 | -0.590844 | 0.322417 | -0.516071 | -0.104042 | -0.526288 | -0.287722 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000141 | 0.001408 | 1 | 20,418 |
0.214885 | -0.081636 | 0.072407 | -0.516071 | -0.104844 | -0.300732 | -0.287722 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000141 | 0.001196 | 1 | 20,419 |
-0.644745 | -0.845465 | -0.927633 | 5.837046 | -0.417968 | -0.208035 | -0.29692 | -0.000841 | -0.046512 | 0.628626 | 1.414214 | -0.000423 | 0.002111 | 1 | 20,420 |
-0.429981 | -1.100338 | -0.678081 | 5.835256 | -0.338295 | -0.273134 | -0.29692 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000282 | 0.003658 | 1 | 20,421 |
0.429981 | -0.081349 | 0.822366 | 5.833467 | -1.683738 | -1.979004 | -0.298134 | -0.000111 | -0.046512 | 0.628626 | 1.414214 | 0.000282 | 0.003657 | 1 | 20,422 |
-0.429981 | -0.33615 | 0.072266 | -0.512494 | -0.580497 | -0.814386 | -0.298134 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000282 | 0.00436 | 1 | 20,423 |
0.644926 | 0.300677 | 0.322241 | -0.512494 | -0.858833 | -0.869599 | -0.298134 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000423 | 0.003656 | 1 | 20,424 |
-1.290126 | -0.845537 | -0.928056 | 5.842417 | 0.267571 | 0.218079 | -0.295184 | 0.00027 | -0.046512 | 0.628626 | 1.414214 | -0.000846 | 0.004502 | 1 | 20,425 |
0 | 0.046271 | 0.572321 | -0.509809 | -0.692585 | -0.898703 | -0.295184 | 0 | -0.046512 | 0.628626 | 1.414214 | 0 | 0.004502 | 1 | 20,426 |
0 | -0.335971 | 0.322135 | 5.840626 | -0.713482 | -0.564403 | -0.282863 | 0.001127 | -0.046512 | 0.628626 | 1.414214 | 0 | 0.004502 | 1 | 20,427 |
0.537685 | 1.447135 | 0.822472 | 5.837046 | 0.121274 | -0.246456 | -0.282863 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000352 | 0.004571 | 1 | 20,428 |
-0.322588 | -0.590844 | -0.05299 | 5.840626 | -0.214148 | -0.50789 | -0.280781 | 0.00019 | -0.046512 | 0.628626 | 1.414214 | -0.000211 | 0.004642 | 1 | 20,429 |
1.504828 | 1.955911 | 0.572321 | -0.516965 | 0.141267 | -0.273134 | -0.280781 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000986 | 0.003515 | 1 | 20,430 |
0.429678 | -0.081708 | 0.072477 | -0.516965 | -0.251791 | -0.455106 | -0.27731 | 0.000317 | -0.046512 | 0.464102 | 0.614014 | 0.000282 | 0.002812 | 1 | 20,431 |
-0.644563 | -1.09998 | -0.302251 | -0.516071 | -0.753167 | -0.526288 | -0.27731 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000423 | 0.003375 | 1 | 20,432 |
0 | 0.427428 | -0.302621 | -0.516071 | 0.169947 | 0.046813 | -0.28564 | -0.000762 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.003656 | 1 | 20,433 |
0.214885 | 0.172914 | 0.322382 | -0.516965 | -0.189234 | -0.147837 | -0.28564 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000141 | 0.003515 | 1 | 20,434 |
0.429678 | -0.081708 | 0.322417 | -0.517858 | -0.261781 | -0.389742 | -0.302993 | -0.001587 | -0.046512 | 0.464102 | 0.614014 | 0.000282 | 0.003093 | 1 | 20,435 |
0 | -0.081851 | 0.322487 | 5.82453 | -0.252784 | -0.259683 | -0.302993 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.003514 | 1 | 20,436 |
1.28831 | 0.935704 | 0.322487 | -0.523213 | -0.321644 | -1.027019 | -0.284946 | 0.001651 | -0.046512 | 0.464102 | 0.614014 | 0.000844 | 0.002389 | 1 | 20,437 |
0.643747 | 0.426139 | 0.572321 | 5.808474 | 0.033678 | -0.286814 | -0.284946 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000422 | 0.001967 | 1 | 20,438 |
-0.429135 | -0.590844 | 0.073251 | -0.524996 | -0.281168 | -0.472317 | -0.284946 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000281 | 0.002248 | 1 | 20,439 |
0.214582 | -0.082352 | 0.322733 | 5.810256 | -0.68329 | -0.99296 | -0.266551 | 0.001683 | -0.046512 | 0.464102 | 0.614014 | 0.000141 | 0.001827 | 1 | 20,440 |
0.643566 | 0.171732 | 0.572321 | -0.528559 | -0.309683 | -0.66848 | -0.279393 | -0.001175 | -0.046512 | 0.464102 | 0.614014 | 0.000422 | 0.002387 | 1 | 20,441 |
0.214462 | 0.425424 | 0.322874 | 5.803131 | -0.049333 | -0.233443 | -0.279393 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000141 | 0.002247 | 1 | 20,442 |
-1.179913 | -0.590844 | -1.423961 | -0.524105 | -0.401777 | -0.147837 | -0.276442 | 0.00027 | -0.046512 | 0.464102 | 0.614014 | -0.000773 | 0.00302 | 1 | 20,443 |
0.536437 | 0.044793 | 0.697111 | -0.525887 | -1.183255 | -0.869599 | -0.276442 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000352 | 0.002809 | 1 | 20,444 |
-0.643747 | -0.717953 | -0.42596 | -0.524105 | -0.470294 | -0.714222 | -0.275922 | 0.000048 | -0.046512 | 0.464102 | 0.614014 | -0.000422 | 0.00316 | 1 | 20,445 |
0.536475 | 0.299047 | 0.447514 | -0.525887 | -0.18652 | -0.18341 | -0.275922 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000352 | 0.002458 | 1 | 20,446 |
-0.536475 | -0.463734 | -0.301206 | -0.524105 | 0.005499 | 0.009584 | -0.275922 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000352 | 0.001968 | 1 | 20,447 |
0.214613 | -0.336544 | 0.322698 | -0.524105 | -0.002074 | -0.039527 | -0.274707 | 0.000111 | -0.046512 | 0.464102 | 0.614014 | 0.000141 | 0.002248 | 1 | 20,448 |
-0.643928 | -0.845143 | -0.426241 | -0.521429 | -0.38716 | -0.159519 | -0.274707 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000422 | 0.002811 | 1 | 20,449 |
0.429316 | 0.680653 | 0.572321 | -0.524996 | 0.468714 | 0.418381 | -0.275748 | -0.000095 | -0.046512 | 0.464102 | 0.614014 | 0.000281 | 0.001406 | 1 | 20,450 |
0.751012 | 0.299047 | 0.697119 | -0.526778 | -0.135196 | 0 | -0.275748 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000492 | 0.000773 | 1 | 20,451 |
-0.214537 | -0.209596 | 0.198058 | -0.525887 | 0.202148 | 0.164961 | -0.279046 | -0.000302 | -0.046512 | 0.464102 | 0.614014 | -0.000141 | 0.000773 | 1 | 20,452 |
-0.536475 | -0.590844 | -0.301206 | -0.523213 | -0.437131 | -0.314896 | -0.279046 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000352 | 0.001827 | 1 | 20,453 |
-0.751382 | -0.845179 | -0.676145 | -0.519644 | 0.338465 | 0.346667 | -0.279046 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000493 | 0.002601 | 1 | 20,454 |
-0.536928 | -0.71807 | -0.301944 | -0.518751 | -0.499429 | -0.472317 | -0.274707 | 0.000397 | -0.046512 | 0.464102 | 0.614014 | -0.000352 | 0.003163 | 1 | 20,455 |
0.644291 | 0.299799 | -0.177286 | -0.520537 | 0.5926 | 0.389277 | -0.290499 | -0.001445 | -0.046512 | 0.464102 | 0.614014 | 0.000422 | 0.0026 | 1 | 20,456 |
-0.429497 | -0.845286 | -0.426803 | -0.520537 | -0.39932 | -0.147837 | -0.290499 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000282 | 0.002671 | 1 | 20,457 |
0.322134 | -0.081923 | 0.322522 | -0.521429 | -0.426845 | -0.691024 | -0.290846 | -0.000032 | -0.046512 | 0.464102 | 0.614014 | 0.000211 | 0.002741 | 1 | 20,458 |
0.536739 | 0.045151 | 0.197689 | -0.522321 | -0.260776 | -0.472317 | -0.290846 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000352 | 0.00253 | 1 | 20,459 |
-0.858873 | -0.336509 | -0.426522 | -0.519644 | 0.485035 | 0.457426 | -0.290152 | 0.000064 | -0.046512 | 0.464102 | 0.614014 | -0.000563 | 0.003233 | 1 | 20,460 |
-0.429618 | -0.590844 | -0.177181 | -0.517858 | -0.900478 | -0.625212 | -0.290152 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000282 | 0.003093 | 1 | 20,461 |
0 | -0.336294 | 0.572321 | -0.517858 | -1.009612 | -0.960292 | -0.290499 | -0.000032 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.002602 | 1 | 20,462 |
0.859115 | 0.935919 | 0.322452 | -0.520537 | -0.381159 | -0.233443 | -0.290499 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000563 | 0.000985 | 1 | 20,463 |
0.858631 | 0.426568 | 0.322593 | -0.524996 | -0.442332 | -0.50789 | -0.291193 | -0.000064 | -0.046512 | 0.464102 | 0.614014 | 0.000563 | 0.000703 | 1 | 20,464 |
-0.429255 | -0.590844 | -0.30139 | -0.523213 | 0.08193 | -0.438258 | -0.291193 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000281 | 0.000774 | 1 | 20,465 |
0 | -0.082209 | 0.07297 | -0.523213 | -0.015352 | -0.091851 | -0.28564 | 0.000508 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000914 | 1 | 20,466 |
0.214643 | -0.336509 | 0.322663 | -0.524105 | -0.309683 | -0.374202 | -0.28564 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000141 | 0.001406 | 1 | 20,467 |
0.214613 | -0.336544 | 0.322698 | -0.524105 | 0.173182 | 0.009584 | -0.28564 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000141 | 0.000703 | 1 | 20,468 |
-0.107303 | -0.590844 | 0.322733 | -0.524105 | -2.274619 | -2.102366 | -0.286508 | -0.000079 | -0.046512 | 0.464102 | 0.614014 | -0.00007 | 0.001125 | 1 | 20,469 |
0.750959 | 0.934308 | 0.697111 | -0.526778 | 0.383989 | 0.288322 | -0.286508 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000492 | 0.000843 | 1 | 20,470 |
1.929342 | 1.949112 | 0.821769 | -0.534784 | 0.74835 | 0.587757 | -0.286508 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001265 | -0.000562 | 0 | 20,471 |
0.428412 | 0.804808 | 0.821453 | -0.536561 | 0.378009 | 0.301661 | -0.286508 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000281 | -0.000702 | 0 | 20,472 |
0.642392 | 0.297174 | 0.323224 | -0.540111 | -0.880569 | -0.898703 | -0.286508 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000421 | -0.001123 | 0 | 20,473 |
-0.428231 | -0.337187 | -0.423858 | -0.538336 | -0.271917 | -0.233443 | -0.279566 | 0.000635 | -0.046512 | 0.464102 | 0.614014 | -0.000281 | -0.000211 | 0 | 20,474 |
0 | 0.170234 | 0.572321 | -0.538336 | -0.60977 | -0.50789 | -0.279566 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.000281 | 0 | 20,475 |
0 | -0.083423 | 0.572321 | -0.538336 | -0.647308 | -0.714222 | -0.28564 | -0.000556 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.00014 | 0 | 20,476 |
0 | -0.590844 | -0.174971 | -0.537449 | -0.490979 | -0.526288 | -0.28564 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000281 | 1 | 20,477 |
0.642302 | 0.170234 | -2.792974 | -0.540111 | -0.242922 | -0.233443 | -0.28564 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000421 | 0.000421 | 1 | 20,478 |
-0.21407 | -0.590844 | 0.074371 | -0.539224 | -0.308606 | -0.438258 | -0.284078 | 0.000143 | -0.046512 | 0.464102 | 0.614014 | -0.00014 | 0.000701 | 1 | 20,479 |
-0.214101 | -0.590844 | 0.074301 | -0.539224 | -0.406719 | -0.421757 | -0.284078 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00014 | 0.001262 | 1 | 20,480 |
-0.642482 | -0.337151 | -0.174866 | -0.535673 | 0.003442 | -0.060048 | -0.282343 | 0.000159 | -0.046512 | 0.464102 | 0.614014 | -0.000421 | 0.001403 | 1 | 20,481 |
0.214191 | -0.083281 | 0.323189 | -0.537449 | -0.799611 | -0.960292 | -0.282343 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.00014 | 0.001543 | 1 | 20,482 |
0.428291 | -0.083352 | 0.821383 | -0.538336 | -1.89132 | -1.872143 | -0.29154 | -0.000841 | -0.046512 | 0.464102 | 0.614014 | 0.000281 | 0.000982 | 1 | 20,483 |
0 | -0.337151 | 0.572321 | -0.539224 | -0.73106 | -0.869599 | -0.29154 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.001403 | 1 | 20,484 |
-0.214131 | 0.170127 | 0.323294 | -0.538336 | 0.292921 | -0.314896 | -0.29154 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00014 | 0.001192 | 1 | 20,485 |
0.642302 | 0.423855 | 0.323259 | -0.540111 | -0.002766 | -0.421757 | -0.285987 | 0.000508 | -0.046512 | 0.464102 | 0.614014 | 0.000421 | 0.000561 | 1 | 20,486 |
-0.428171 | -0.590844 | 0.074371 | -0.539224 | -0.447572 | -0.604425 | -0.288764 | -0.000254 | -0.046512 | 0.464102 | 0.614014 | -0.000281 | 0.00014 | 1 | 20,487 |
0 | -0.590844 | 0.074231 | 5.785354 | -1.32596 | -1.099821 | -0.288764 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000211 | 1 | 20,488 |
0 | -0.337151 | 0.074231 | -0.539224 | -1.426032 | -1.138866 | -0.289111 | -0.000032 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000421 | 1 | 20,489 |
-0.428291 | -0.337151 | 0.074231 | -0.537449 | -0.381159 | -0.50789 | -0.289111 | 0 | -0.046512 | 0.249689 | 0 | -0.000281 | 0.001122 | 1 | 20,490 |
1.498494 | 1.945193 | 1.070411 | -0.542771 | 0.69845 | 0.494654 | -0.290152 | -0.000095 | -0.046512 | 0.249689 | 0 | 0.000982 | 0.00028 | 1 | 20,491 |
0 | -0.337329 | 0.323468 | -0.543657 | -1.071368 | -0.928905 | -0.290152 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.00007 | 0 | 20,492 |
0 | -0.337329 | -0.049876 | -0.543657 | 0.065797 | -0.091851 | -0.291887 | -0.000159 | -0.046512 | 0.249689 | 0 | 0 | 0.00028 | 1 | 20,493 |
0.21395 | 0.169594 | 0.821139 | -0.544543 | -0.923581 | -0.788145 | -0.291887 | 0 | -0.046512 | 0.249689 | 0 | 0.00014 | 0.000421 | 1 | 20,494 |
-0.106971 | 0.042787 | 0.447917 | -0.543657 | -0.042696 | -0.171376 | -0.288069 | 0.000349 | -0.046512 | 0.249689 | 0 | -0.00007 | 0.00021 | 1 | 20,495 |
-0.53497 | -0.717606 | -6.033634 | 5.778258 | -0.205744 | -0.081109 | -0.288069 | 0 | -0.046512 | 0.249689 | 0 | -0.000351 | 0.000841 | 1 | 20,496 |
-1.284693 | -0.083708 | -0.921738 | -0.537449 | 0.556399 | 0.535183 | -0.296399 | -0.000762 | -0.046512 | 0.249689 | 0 | -0.000842 | 0.001403 | 1 | 20,497 |
0.642482 | 0.170448 | 0.572321 | -0.538336 | -1.12158 | -1.099821 | -0.296399 | 0 | -0.046512 | 0.249689 | 0 | 0.000421 | 0.000982 | 1 | 20,498 |
0.214101 | 0.170127 | 0.572321 | -0.539224 | -0.652588 | -0.625212 | -0.296399 | 0 | -0.046512 | 0.249689 | 0 | 0.00014 | 0.000561 | 1 | 20,499 |
-1.713646 | 0.423571 | -1.420597 | -0.533896 | 0.169407 | 0.046813 | -0.294664 | 0.000159 | -0.046512 | 0.249689 | 0 | -0.001123 | 0.001123 | 1 | 20,500 |
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