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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 | -0.337329 | 0.323468 | -0.543657 | -1.190884 | -1.062593 | -0.297093 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.001121 | 1 | 20,701 |
0.106979 | -0.08385 | 0.323468 | -0.544543 | 0.318688 | 0.24692 | -0.297093 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00007 | 0.000981 | 1 | 20,702 |
0.213935 | -0.210612 | 0.447908 | -0.544543 | -0.048592 | -0.12497 | -0.308373 | -0.001032 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.000771 | 1 | 20,703 |
0.106956 | -0.083957 | 0.447925 | -0.545428 | 0.120694 | -0.113778 | -0.308373 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00007 | 0.000561 | 1 | 20,704 |
0.320824 | 0.16938 | 0.696699 | -0.546313 | 0.002755 | -0.159519 | -0.299349 | 0.000825 | -0.046512 | -0.535898 | -0.385986 | 0.00021 | -0.00007 | 0 | 20,705 |
0 | -0.464144 | 0.199212 | -0.546313 | -0.219808 | -0.50789 | -0.299349 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.00007 | 0 | 20,706 |
-0.213875 | -0.590844 | 0.32359 | -0.545428 | -1.294085 | -1.138866 | -0.295358 | 0.000365 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.00007 | 1 | 20,707 |
-0.213905 | -0.464126 | 0.323556 | -0.544543 | -0.532808 | -0.389742 | -0.295358 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.001051 | 1 | 20,708 |
0.106956 | -0.464109 | 0.447925 | -0.544543 | -1.740613 | -1.138866 | -0.282516 | 0.001175 | -0.046512 | -0.535898 | -0.385986 | 0.00007 | 0.000911 | 1 | 20,709 |
-0.21392 | -0.590844 | 0.07472 | -0.544543 | -0.169574 | -0.070509 | -0.282516 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.001961 | 1 | 20,710 |
0.855502 | 0.42286 | 0.572321 | -0.547199 | 0.274112 | 0.267889 | -0.287202 | -0.000429 | -0.046512 | -0.535898 | -0.385986 | 0.000561 | 0.004893 | 1 | 20,711 |
-0.427691 | -0.717526 | -0.04944 | 5.769398 | -0.052303 | -0.564403 | -0.287202 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | 0.003638 | 1 | 20,712 |
-0.106941 | -0.337436 | 0.323573 | -0.545428 | -1.740613 | -1.617295 | -0.287202 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | 0.003569 | 1 | 20,713 |
0.320802 | -0.210718 | 0.572321 | -0.547199 | -0.749094 | -0.714222 | -0.290672 | -0.000317 | -0.046512 | -0.535898 | -0.385986 | 0.00021 | 0.004057 | 1 | 20,714 |
0 | -0.337471 | 0.447969 | -0.546313 | -0.090545 | -0.455106 | -0.29154 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.004336 | 1 | 20,715 |
-0.106926 | -0.590844 | 0.323608 | -0.546313 | -0.939421 | -0.960292 | -0.29154 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | 0.003987 | 1 | 20,716 |
0.962069 | 0.549133 | 0.572321 | -0.549852 | 0.2543 | -0.01952 | -0.290325 | 0.000111 | -0.046512 | -0.535898 | -0.385986 | 0.000631 | 0.002938 | 1 | 20,717 |
0.106859 | -0.464224 | 0.199447 | -0.550737 | 0.37359 | -0.0097 | -0.290325 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00007 | 0.003775 | 1 | 20,718 |
-0.3206 | -0.464233 | 0.199473 | -0.549852 | -0.20389 | -0.584164 | -0.290325 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | 0.004474 | 1 | 20,719 |
0 | -0.084347 | 0.572321 | -0.549852 | -0.223607 | -0.526288 | -0.292755 | -0.000222 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.003357 | 1 | 20,720 |
0 | -0.084347 | 0.448021 | -0.549852 | -0.087407 | -0.374202 | -0.290846 | 0.000175 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.002659 | 1 | 20,721 |
0.213741 | -0.210958 | 0.323712 | -0.550737 | 0.650386 | -0.159519 | -0.290846 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.002658 | 1 | 20,722 |
0.427391 | 0.421866 | 0.696595 | -0.552504 | 0.725913 | 0.412644 | -0.301258 | -0.000952 | -0.046512 | -0.535898 | -0.385986 | 0.00028 | 0.002937 | 1 | 20,723 |
0.106829 | -0.08456 | 0.572321 | -0.552504 | -0.34848 | -0.545119 | -0.301258 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00007 | 0.003983 | 1 | 20,724 |
-0.106829 | -0.211144 | -0.173244 | -0.55162 | 0.351482 | 0.274758 | -0.288416 | 0.001175 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | 0.004193 | 1 | 20,725 |
0 | -0.211118 | 0.323817 | -0.552504 | 0.247086 | -0.070509 | -0.288416 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.00489 | 1 | 20,726 |
0.213651 | -0.211118 | 0.323817 | -0.552504 | -0.711556 | -1.099821 | -0.288416 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.004611 | 1 | 20,727 |
-0.320487 | -0.211171 | 0.075348 | -0.55162 | 0.46236 | 0.340391 | -0.288416 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | 0.004821 | 1 | 20,728 |
-0.106844 | -0.337666 | 0.199526 | -0.550737 | 0.694907 | 0.07364 | -0.289111 | -0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | 0.003775 | 1 | 20,729 |
-0.213711 | -0.590844 | -2.287981 | -0.550737 | -0.498014 | -1.138866 | -0.288416 | 0.000063 | -0.046512 | -0.785587 | -0 | -0.00014 | 0.004334 | 1 | 20,730 |
-0.641312 | -0.464224 | -0.546535 | -0.548083 | 0.150219 | -0.01952 | -0.288416 | 0 | -0.046512 | -0.785587 | -0 | -0.00042 | 0.003777 | 1 | 20,731 |
0.855022 | 0.422291 | 0.323643 | -0.550737 | 0.326925 | 0.218079 | -0.284425 | 0.000365 | -0.046512 | -0.785587 | -0 | 0.00056 | 0.003077 | 1 | 20,732 |
-0.427451 | -0.590844 | 0.075208 | -0.548968 | -0.490979 | -0.960292 | -0.284425 | 0 | -0.046512 | -0.785587 | -0 | -0.00028 | 0.002798 | 1 | 20,733 |
0.213741 | -0.337578 | 0.323712 | -0.549852 | -0.626581 | -0.646554 | -0.284425 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.003775 | 1 | 20,734 |
0.320555 | -0.211011 | 0.572321 | -0.55162 | -0.908094 | -1.223183 | -0.284425 | 0 | -0.023256 | -0.785587 | -0 | 0.00021 | 0.003844 | 1 | 20,735 |
-0.320555 | -0.464251 | 0.075243 | 5.76055 | 0.147992 | -0.01952 | -0.286681 | -0.000206 | -0.023256 | -0.785587 | -0 | -0.00021 | 0.004055 | 1 | 20,736 |
-0.320622 | -0.590844 | 0.199447 | -0.548968 | -0.362298 | -0.625212 | -0.286681 | 0 | -0.023256 | -0.785587 | -0 | -0.00021 | 0.006077 | 1 | 20,737 |
-0.427601 | -0.717499 | -0.049309 | -0.547199 | -0.11373 | -0.545119 | -0.281475 | 0.000476 | -0.023256 | -0.785587 | -0 | -0.00028 | 0.006496 | 1 | 20,738 |
0.213815 | -0.08417 | 0.572321 | -0.548083 | -0.187424 | -0.329316 | -0.281475 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.006217 | 1 | 20,739 |
-0.320734 | -0.46418 | -0.546927 | -0.547199 | 0.19749 | 0.082386 | -0.281475 | 0 | -0.023256 | -0.785587 | -0 | -0.00021 | 0.006845 | 1 | 20,740 |
0.427631 | 0.422433 | 0.447969 | -0.548968 | 0.351066 | 0.232629 | -0.281996 | -0.000048 | -0.023256 | -0.785587 | -0 | 0.00028 | 0.007261 | 1 | 20,741 |
-0.2138 | -0.084276 | 0.323678 | -0.548083 | -0.406719 | -0.50789 | -0.281996 | 0 | -0.023256 | -0.785587 | -0 | -0.00014 | 0.005869 | 1 | 20,742 |
0.427571 | -0.084205 | 0.572321 | 5.764088 | -0.238042 | -0.50789 | -0.286508 | -0.000413 | -0.023256 | -0.785587 | -0 | 0.00028 | 0.005589 | 1 | 20,743 |
-0.427571 | -0.844145 | -0.297962 | -0.547199 | -0.381159 | -0.472317 | -0.286508 | 0 | -0.023256 | -0.785587 | -0 | -0.00028 | 0.006287 | 1 | 20,744 |
0.106904 | -0.464171 | 0.323643 | -0.548083 | -0.611433 | -0.898703 | -0.29102 | -0.000413 | -0.023256 | -0.785587 | -0 | 0.00007 | 0.006217 | 1 | 20,745 |
-0.106904 | -0.590844 | 0.32366 | -0.548083 | -0.174881 | -0.66848 | -0.29102 | 0 | -0.023256 | -0.785587 | -0 | -0.00007 | 0.006357 | 1 | 20,746 |
0 | -0.337507 | 0.572321 | -0.547199 | 0 | -0.438258 | -0.28859 | 0.000222 | -0.023256 | -0.785587 | -0 | 0 | 0.006566 | 1 | 20,747 |
0 | -0.590844 | 0.199291 | -0.547199 | -0.169574 | -0.18341 | -0.28859 | 0 | -0.023256 | -0.785587 | -0 | 0 | 0.006983 | 1 | 20,748 |
0 | -0.337507 | -0.173818 | -0.548083 | 0.430804 | 0.253971 | -0.288937 | -0.000032 | -0.023256 | -0.785587 | -0 | 0 | 0.006635 | 1 | 20,749 |
0.748171 | 0.422291 | 0.447986 | -0.550737 | 0.957651 | 0.504981 | -0.288937 | 0 | -0.023256 | -0.785587 | -0 | 0.00049 | 0.005797 | 1 | 20,750 |
-0.106859 | -0.464233 | 0.199473 | -0.549852 | -0.421758 | -0.646554 | -0.285293 | 0.000333 | -0.023256 | -0.785587 | -0 | -0.00007 | 0.005867 | 1 | 20,751 |
-0.106867 | -0.337613 | -0.049179 | -0.549852 | 0.276433 | 0.195744 | -0.285293 | 0 | -0.023256 | -0.785587 | -0 | -0.00007 | 0.005937 | 1 | 20,752 |
-0.106874 | -0.464215 | 0.199421 | -0.548968 | -0.126861 | -0.18341 | -0.283037 | 0.000206 | -0.023256 | -0.785587 | -0 | -0.00007 | 0.006703 | 1 | 20,753 |
-0.213771 | -0.590844 | 0.075069 | -0.548968 | -0.054539 | -0.300732 | -0.283037 | 0 | -0.023256 | -0.785587 | -0 | -0.00014 | 0.006913 | 1 | 20,754 |
-0.641491 | -0.590844 | -1.417803 | -0.546313 | 1.253947 | 1.316394 | -0.288069 | -0.00046 | -0.023256 | -0.785587 | -0 | -0.00042 | 0.006846 | 1 | 20,755 |
0 | -0.337436 | 0.323573 | -0.545428 | -0.253778 | -0.421757 | -0.288069 | 0 | -0.023256 | -0.785587 | -0 | 0 | 0.006776 | 1 | 20,756 |
0 | -0.590844 | 0.07479 | -0.546313 | 0.040872 | -0.147837 | -0.286855 | 0.000111 | -0.023256 | -0.785587 | -0 | 0 | 0.006428 | 1 | 20,757 |
1.282713 | 0.929072 | 0.696682 | -0.550737 | 0.304145 | 0.412644 | -0.286855 | 0 | -0.023256 | -0.785587 | -0 | 0.000841 | 0.005727 | 1 | 20,758 |
-0.106852 | -0.464242 | -0.1734 | -0.550737 | 0.713676 | 0.377333 | -0.287722 | -0.000079 | -0.023256 | -0.785587 | -0 | -0.00007 | 0.006075 | 1 | 20,759 |
1.388487 | 4.340421 | -1.292701 | 5.748185 | 2.209609 | 2.177382 | -0.287722 | 0 | -0.023256 | -0.785587 | -0 | 0.00091 | 0.005095 | 1 | 20,760 |
5.328589 | 6.479318 | 0.820617 | -0.578898 | 1.456908 | 1.26846 | -0.294664 | -0.000635 | -0.023256 | -0.785587 | -0 | 0.003493 | 0.000697 | 1 | 20,761 |
-2.342286 | -0.590844 | -3.391256 | 5.725284 | 1.141838 | 1.133154 | -0.294664 | 0 | -0.023256 | -0.785587 | -0 | -0.001535 | 0.001954 | 1 | 20,762 |
-0.213114 | 0.418896 | -0.915266 | -0.567488 | 0.778907 | 0.742861 | -0.30282 | -0.000746 | -0.023256 | -0.785587 | -0 | -0.00014 | 0.002372 | 1 | 20,763 |
1.06527 | 0.923766 | -0.17142 | 5.718255 | 1.313148 | 1.379017 | -0.30282 | 0 | -0.023256 | -0.785587 | -0 | 0.000698 | 0.001116 | 1 | 20,764 |
0.4259 | -0.086185 | -0.914435 | -0.572759 | 0.957998 | 1.140143 | -0.292755 | 0.000921 | -0.023256 | -0.785587 | -0 | 0.000279 | 0.000558 | 1 | 20,765 |
-0.638894 | 0.670186 | -4.138703 | -0.571003 | 1.096264 | 1.246424 | -0.292755 | 0 | -0.023256 | -0.785587 | -0 | -0.000419 | 0.000419 | 1 | 20,766 |
-0.639162 | -0.338462 | -1.410574 | -0.568367 | 1.006455 | 1.167505 | -0.29987 | -0.000651 | -0.023256 | -0.785587 | -0 | -0.000419 | 0.000838 | 1 | 20,767 |
1.384513 | 1.175831 | -0.915266 | -0.574515 | 0.985242 | 1.223763 | -0.29987 | 0 | -0.023256 | -0.785587 | -0 | 0.000908 | -0.00007 | 0 | 20,768 |
0.744987 | 1.30024 | 0.696118 | -0.577145 | 0.945557 | 0.86295 | -0.277484 | 0.002048 | -0.023256 | -0.785587 | -0 | 0.000488 | -0.001256 | 0 | 20,769 |
-1.703362 | -0.086608 | -1.656412 | -0.570125 | 1.02641 | 1.13081 | -0.277484 | 0 | -0.023256 | -0.785587 | -0 | -0.001117 | 0.000279 | 1 | 20,770 |
-1.065568 | -0.843296 | -1.410851 | -0.565729 | 0.420336 | 0.418381 | -0.287028 | -0.000873 | -0.023256 | -0.785587 | -0 | -0.000698 | -0.000559 | 0 | 20,771 |
0.213173 | -0.33825 | -0.667768 | 5.728802 | 0.509978 | 0.540108 | -0.287028 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.000419 | 1 | 20,772 |
0.852395 | 0.419178 | -0.667595 | -0.570125 | 0.661387 | 0.6195 | -0.286855 | 0.000016 | -0.023256 | -0.785587 | -0 | 0.000559 | -0.00014 | 0 | 20,773 |
1.703362 | 1.427508 | -0.171109 | -0.577145 | 0.816741 | 0.601515 | -0.286855 | 0 | -0.023256 | -0.785587 | -0 | 0.001117 | -0.002234 | 0 | 20,774 |
0.212787 | -0.086608 | -0.665518 | -0.578898 | 0.889616 | 0.540108 | -0.289631 | -0.000254 | -0.023256 | -0.785587 | -0 | 0.000139 | -0.002164 | 0 | 20,775 |
1.063488 | 1.424976 | -4.011365 | 5.697213 | 1.219307 | 1.082441 | -0.289631 | 0 | -0.023256 | -0.785587 | -0 | 0.000697 | -0.00342 | 0 | 20,776 |
-0.212638 | -0.087029 | -0.169658 | -0.581525 | 0.721044 | 0.515175 | -0.290499 | -0.000079 | -0.023256 | -0.785587 | -0 | -0.000139 | -0.003561 | 0 | 20,777 |
0 | -0.464859 | -1.654858 | -0.581525 | 1.043815 | 1.198289 | -0.290499 | 0 | -0.023256 | -0.785587 | -0 | 0 | -0.004331 | 0 | 20,778 |
-1.702174 | -0.842839 | -1.902495 | 5.712988 | 1.242399 | 1.258519 | -0.290499 | 0 | -0.023256 | -0.785587 | -0 | -0.001116 | -0.002795 | 0 | 20,779 |
0.638538 | 0.165774 | -0.913812 | -0.576269 | 0.45092 | 0.281569 | -0.297267 | -0.000619 | -0.023256 | -0.785587 | -0 | 0.000419 | -0.004193 | 0 | 20,780 |
-1.490338 | -0.338708 | -1.408637 | -0.571003 | 0.289291 | 0.295019 | -0.297267 | 0 | -0.023256 | -0.785587 | -0 | -0.000977 | -0.001677 | 0 | 20,781 |
-0.213024 | 0.166197 | -1.410574 | -0.570125 | 1.031583 | 1.149368 | -0.299176 | -0.000175 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.002447 | 0 | 20,782 |
-0.852395 | -0.338426 | -0.666902 | -0.566608 | 0.775301 | 0.504981 | -0.299176 | 0 | -0.023256 | -0.785587 | -0 | -0.000559 | -0.002168 | 0 | 20,783 |
1.704313 | 1.680912 | -0.171524 | -0.573637 | 1.171064 | 0.815663 | -0.308547 | -0.000857 | -0.023256 | -0.785587 | -0 | 0.001117 | -0.002096 | 0 | 20,784 |
0.425781 | -0.086326 | -0.66621 | -0.575392 | 0.811828 | 0.798074 | -0.308547 | 0 | -0.023256 | -0.785587 | -0 | 0.000279 | -0.002025 | 0 | 20,785 |
0 | -0.590844 | -1.16138 | -0.575392 | 1.072083 | 1.106991 | -0.301952 | 0.000603 | -0.023256 | -0.785587 | -0 | 0 | -0.001816 | 0 | 20,786 |
2.764684 | 2.936842 | 0.324753 | -0.586773 | 1.122926 | 1.097261 | -0.301952 | 0 | -0.023256 | -0.785587 | -0 | 0.001812 | -0.003069 | 0 | 20,787 |
0.212461 | -0.08738 | 0.078047 | -0.587647 | 0.971924 | 0.628342 | -0.291887 | 0.000921 | -0.023256 | -0.785587 | -0 | 0.000139 | -0.002929 | 0 | 20,788 |
-0.212461 | 0.164194 | 0.078116 | -0.586773 | 0.493562 | 0.281569 | -0.291887 | 0 | -0.023256 | -0.785587 | -0 | -0.000139 | -0.003348 | 0 | 20,789 |
0.637293 | 2.427838 | 0.325201 | -0.589394 | 1.540544 | 1.250476 | -0.291887 | 0 | -0.023256 | -1 | 0.614014 | 0.000418 | -0.003696 | 0 | 20,790 |
1.061564 | 1.924024 | 0.325305 | -0.593757 | 0.847141 | 0.569036 | -0.291887 | 0 | -0.023256 | -1 | 0.614014 | 0.000696 | -0.004462 | 0 | 20,791 |
-2.336416 | -0.08794 | -2.392083 | -0.584151 | 1.354087 | 1.147072 | -0.300043 | -0.000746 | -0.023256 | -1 | 0.614014 | -0.001532 | -0.002651 | 0 | 20,792 |
0 | 0.919758 | 0.572321 | 5.691964 | 0.518861 | 0.281569 | -0.300043 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.002721 | 0 | 20,793 |
0.637559 | 0.416364 | 0.572321 | -0.586773 | 0.854638 | 0.679441 | -0.310455 | -0.000952 | -0.023256 | -1 | 0.614014 | 0.000418 | -0.003208 | 0 | 20,794 |
0 | 0.415944 | 0.078047 | -0.587647 | 0.834393 | 0.650031 | -0.310455 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.003698 | 0 | 20,795 |
0.106234 | 0.415944 | 0.078047 | -0.587647 | 0.832107 | 0.907598 | -0.310455 | 0 | -0.023256 | -1 | 0.614014 | 0.00007 | -0.004047 | 0 | 20,796 |
0.318658 | 0.541674 | 0.325219 | -0.589394 | 0.731711 | 0.499834 | -0.286508 | 0.002191 | -0.023256 | -1 | 0.614014 | 0.000209 | -0.004046 | 0 | 20,797 |
0.637116 | 0.667202 | 0.32527 | -0.59114 | 0.636177 | 0.401046 | -0.286508 | 0 | -0.023256 | -1 | 0.614014 | 0.000418 | -0.003905 | 0 | 20,798 |
-0.530911 | -0.33927 | -0.415676 | -0.589394 | 0.237348 | 0.07364 | -0.278525 | 0.00073 | -0.023256 | -1 | 0.614014 | -0.000348 | -0.003696 | 0 | 20,799 |
-0.531096 | -0.213364 | -0.292447 | -0.587647 | 0.504994 | 0.494654 | -0.278525 | 0 | -0.023256 | -1 | 0.614014 | -0.000348 | -0.002161 | 0 | 20,800 |
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