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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 | 0.164299 | 0.325201 | -0.587647 | 0.561951 | 0.32126 | -0.283904 | -0.000492 | -0.023256 | -1 | 0.614014 | 0 | -0.001533 | 0 | 20,801 |
0 | 0.290126 | 0.078047 | -0.587647 | 0.732913 | 0.666969 | -0.283904 | 0 | -0.023256 | -1 | 0.614014 | 0 | -0.001812 | 0 | 20,802 |
1.062007 | 1.170666 | 0.572321 | -0.592013 | 0.890956 | 0.776444 | -0.28026 | 0.000333 | -0.023256 | -1 | 0.614014 | 0.000696 | -0.001881 | 0 | 20,803 |
0.10616 | 0.666677 | -5.487813 | -0.592013 | 0.735789 | 0.478911 | -0.28026 | 0 | -0.023256 | -1 | 0.614014 | 0.00007 | -0.00195 | 0 | 20,804 |
-0.743276 | -0.087765 | -0.292086 | -0.589394 | 0.312115 | 0.1805 | -0.282516 | -0.000206 | -0.023256 | -1 | 0.614014 | -0.000487 | -0.001742 | 0 | 20,805 |
-0.106212 | 0.164089 | -0.416089 | -0.588521 | 0.353974 | 0.203258 | -0.282516 | 0 | -0.023256 | -1 | 0.614014 | -0.00007 | -0.001045 | 0 | 20,806 |
-0.53117 | -0.464991 | -0.539756 | -0.585899 | 0.605415 | 0.727471 | -0.283731 | -0.000111 | -0.023256 | -1 | 0.614014 | -0.000348 | -0.000557 | 0 | 20,807 |
0.21249 | -0.08731 | -0.169244 | -0.588521 | 0.40433 | 0.334064 | -0.283731 | 0 | -0.023256 | -1 | 0.614014 | 0.000139 | -0.001254 | 0 | 20,808 |
0.424892 | 0.164299 | 0.325201 | -0.588521 | -0.153032 | -0.329316 | -0.283731 | 0 | -0.023256 | -1 | 0.614014 | 0.000279 | -0.000139 | 0 | 20,809 |
-0.106212 | -0.339164 | -1.652376 | -0.588521 | 0.667747 | 0.675305 | -0.289631 | -0.00054 | -0.023256 | -1 | 0.614014 | -0.00007 | 0.001252 | 1 | 20,810 |
-1.381427 | -0.464991 | -1.034236 | -0.583276 | 0.982733 | 1.030959 | -0.295184 | -0.000508 | -0.023256 | -1 | 0.614014 | -0.000906 | 0.001323 | 1 | 20,811 |
-0.425306 | -0.087029 | 0.077703 | -0.582401 | 0.413902 | 0.401046 | -0.295184 | 0 | -0.023256 | -1 | 0.614014 | -0.000279 | 0.000975 | 1 | 20,812 |
0.425306 | 0.9206 | 0.572321 | -0.582401 | 0.708223 | 0.666969 | -0.297787 | -0.000238 | -0.023256 | -1 | 0.614014 | 0.000279 | 0.000697 | 1 | 20,813 |
-0.850731 | -0.716819 | -0.664483 | -0.578898 | 1.243666 | 1.345631 | -0.297787 | 0 | -0.023256 | -1 | 0.614014 | -0.000558 | 0.000558 | 1 | 20,814 |
-0.425543 | -0.590844 | -0.417605 | -0.578022 | 1.07766 | 1.082441 | -0.297787 | 0 | -0.023256 | -1 | 0.614014 | -0.000279 | 0.000418 | 1 | 20,815 |
-0.851443 | -0.590844 | -0.417881 | -0.575392 | 0.98641 | 1.067341 | -0.297787 | 0 | -0.023256 | -1 | 0.614014 | -0.000558 | 0.000767 | 1 | 20,816 |
0 | 0.16588 | -0.046836 | -0.573637 | 0.672741 | 0.510094 | -0.297787 | 0 | -0.023256 | -1 | 0.614014 | 0 | 0.000837 | 1 | 20,817 |
0 | 0.670186 | 0.077012 | -0.573637 | 1.121418 | 1.062244 | -0.296052 | 0.000159 | -0.023256 | -1 | 0.614014 | 0 | 0.000976 | 1 | 20,818 |
-1.064973 | -0.338567 | -1.409744 | -0.569246 | 1.066016 | 0.973084 | -0.296052 | 0 | -0.023256 | -1 | 0.614014 | -0.000698 | 0.002023 | 1 | 20,819 |
0.639073 | 3.066272 | 0.324511 | -0.571881 | 1.051749 | 0.90137 | -0.289284 | 0.000619 | -0.023256 | -1 | 0.614014 | 0.000419 | 0.002649 | 1 | 20,820 |
-2.344577 | -0.843226 | -2.154351 | 5.735844 | 0.897618 | 0.978779 | -0.289284 | 0 | -0.023256 | -1 | 0.614014 | -0.001537 | 0.003907 | 1 | 20,821 |
1.705504 | 1.430047 | 0.572321 | 5.721769 | 0.740318 | 0.525242 | -0.280434 | 0.00081 | -0.023256 | -1 | 0.614014 | 0.001118 | 0.003207 | 1 | 20,822 |
0 | 0.166408 | 0.076667 | -0.569246 | 0.66192 | 0.525242 | -0.280434 | 0 | -0.023256 | -1 | 0.614014 | 0 | 0.00265 | 1 | 20,823 |
-1.492212 | -0.338391 | -1.163076 | -0.563088 | 0.560413 | 0.389277 | -0.299696 | -0.001762 | -0.023256 | -1 | 0.614014 | -0.000978 | 0.004185 | 1 | 20,824 |
0.319883 | 0.419743 | -0.17194 | -0.564849 | 0.817804 | 0.615041 | -0.299696 | 0 | -0.023256 | -1 | 0.614014 | 0.00021 | 0.003349 | 1 | 20,825 |
-0.853169 | -0.211887 | -0.419889 | -0.561327 | 0.791601 | 0.515175 | -0.293622 | 0.000556 | -0.023256 | -1 | 0.614014 | -0.000559 | 0.003839 | 1 | 20,826 |
-0.426764 | -0.464445 | -0.296318 | -0.559564 | 0.542954 | 0.510094 | -0.293622 | 0 | -0.023256 | -1 | 0.614014 | -0.00028 | 0.004675 | 1 | 20,827 |
-1.174216 | -0.211569 | -1.53856 | -0.555153 | 1.004184 | 1.057114 | -0.290672 | 0.00027 | -0.023256 | -1 | 0.614014 | -0.00077 | 0.005167 | 1 | 20,828 |
0.640593 | 0.294688 | 0.323921 | -0.557801 | 0.704981 | 0.520224 | -0.290672 | 0 | -0.023256 | -1 | 0.614014 | 0.00042 | 0.004886 | 1 | 20,829 |
-1.495137 | -0.464366 | -1.66359 | -0.55162 | 0.838944 | 0.658545 | -0.292928 | -0.000206 | -0.023256 | -1 | 0.614014 | -0.00098 | 0.005866 | 1 | 20,830 |
2.348843 | 2.192354 | 0.075208 | -0.559564 | 0.663248 | 0.687648 | -0.292928 | 0 | -0.023256 | -1 | 0.614014 | 0.00154 | 0.004326 | 1 | 20,831 |
-1.387516 | -0.338038 | -1.041317 | -0.555153 | 0.666956 | 0.545002 | -0.292581 | 0.000032 | -0.023256 | -1 | 0.614014 | -0.00091 | 0.005236 | 1 | 20,832 |
-0.427182 | 0.041679 | -0.545674 | 5.755248 | 1.126341 | 1.13081 | -0.292581 | 0 | -0.023256 | -1 | 0.614014 | -0.00028 | 0.005516 | 1 | 20,833 |
1.814698 | 1.559433 | 0.448099 | -0.559564 | 0.963705 | 0.559509 | -0.292581 | 0 | -0.023256 | -1 | 0.614014 | 0.00119 | 0.004326 | 1 | 20,834 |
0.533324 | 0.420167 | -0.296379 | -0.563088 | 1.039967 | 0.869483 | -0.297961 | -0.000492 | -0.023256 | -1 | 0.614014 | 0.00035 | 0.003977 | 1 | 20,835 |
0.319905 | 0.040883 | 0.200203 | -0.563969 | 0.207287 | 0.064797 | -0.295878 | 0.00019 | -0.023256 | -1 | 0.614014 | 0.00021 | 0.003767 | 1 | 20,836 |
0.852752 | 0.924612 | 0.076251 | -0.568367 | 0.883069 | 0.981612 | -0.295878 | 0 | -0.023256 | -1 | 0.614014 | 0.000559 | 0.003208 | 1 | 20,837 |
0.426197 | 0.16662 | -0.419404 | -0.570125 | 1.072525 | 0.826034 | -0.297787 | -0.000175 | -0.023256 | -1 | 0.614014 | 0.000279 | 0.002929 | 1 | 20,838 |
-0.852514 | -0.085974 | -0.419126 | 5.728802 | 0.470118 | 0.099597 | -0.297787 | 0 | -0.023256 | -1 | 0.614014 | -0.000559 | 0.003487 | 1 | 20,839 |
0.10659 | -0.33825 | 0.324373 | -0.566608 | 0.435243 | 0.334064 | -0.295358 | 0.000222 | -0.023256 | -1 | 0.614014 | 0.00007 | 0.003 | 1 | 20,840 |
-0.10659 | -0.211993 | 0.44836 | -0.565729 | 0.662451 | 0.365207 | -0.295358 | 0 | -0.023256 | -1 | 0.614014 | -0.00007 | 0.002512 | 1 | 20,841 |
0.426316 | 0.29308 | 0.324373 | -0.568367 | 0.868407 | 0.583117 | -0.295358 | 0 | -0.023256 | -1 | 0.614014 | 0.000279 | 0.001257 | 1 | 20,842 |
-0.106568 | 0.16662 | 0.324442 | -0.567488 | 0.273647 | 0.371293 | -0.295878 | -0.000048 | -0.023256 | -1 | 0.614014 | -0.00007 | 0.002303 | 1 | 20,843 |
-0.106575 | -0.717127 | -0.171472 | -0.565729 | 0.630634 | 0.371293 | -0.295878 | 0 | -0.023256 | -1 | 0.614014 | -0.00007 | 0.001396 | 1 | 20,844 |
-0.746236 | -0.085762 | -0.419542 | -0.563969 | 1.105874 | 1.033614 | -0.296746 | -0.000079 | -0.023256 | -1 | 0.614014 | -0.000489 | 0.001048 | 1 | 20,845 |
-0.426585 | -0.085515 | -0.047832 | -0.562208 | 0.669065 | 0.540108 | -0.296746 | 0 | -0.023256 | -1 | 0.614014 | -0.00028 | 0.002025 | 1 | 20,846 |
0.31995 | 0.040971 | 0.448273 | -0.563088 | 0.675616 | 0.281569 | -0.295878 | 0.000079 | -0.023256 | -1 | 0.614014 | 0.00021 | 0.001397 | 1 | 20,847 |
0.852871 | 0.672301 | 0.324269 | -0.567488 | 0.645228 | 0.274758 | -0.295878 | 0 | -0.023256 | -1 | 0.614014 | 0.000559 | 0.001396 | 1 | 20,848 |
-0.213173 | 0.040486 | 0.076459 | -0.565729 | 0.69971 | 0.596955 | -0.295878 | 0 | -0.023256 | -1 | 0.614014 | -0.00014 | 0.002233 | 1 | 20,849 |
1.811023 | 1.933506 | 0.324373 | -0.573637 | 1.269089 | 1.046755 | -0.295878 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.001187 | 0.000279 | 1 | 20,850 |
0.957907 | 0.544202 | 0.448498 | -0.577145 | 0.851203 | 0.711779 | -0.302473 | -0.000603 | -0.023256 | -1.164525 | 1.414214 | 0.000628 | -0.001396 | 0 | 20,851 |
-0.425662 | -0.086608 | 0.077289 | -0.575392 | 0.940233 | 0.853049 | -0.308026 | -0.000508 | -0.023256 | -1.164525 | 1.414214 | -0.000279 | -0.000558 | 0 | 20,852 |
0.957573 | 0.669835 | 0.448541 | -0.579774 | 0.815036 | 0.683555 | -0.307505 | 0.000048 | -0.023256 | -1.164525 | 1.414214 | 0.000628 | 0.000209 | 1 | 20,853 |
0 | 0.03921 | 0.201189 | -0.579774 | 0.817166 | 0.623933 | -0.307505 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.000349 | 0 | 20,854 |
-0.425514 | -0.464816 | -1.036478 | -0.578022 | 1.168761 | 1.003921 | -0.306464 | 0.000095 | -0.023256 | -1.164525 | 1.414214 | -0.000279 | 0.000349 | 1 | 20,855 |
0.957239 | 0.795371 | -0.046448 | -0.582401 | 0.752098 | 0.754213 | -0.306464 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000627 | 0.000139 | 1 | 20,856 |
0.212638 | 0.920389 | 0.324995 | -0.583276 | 1.297032 | 1.206871 | -0.29744 | 0.000825 | -0.023256 | -1.164525 | 1.414214 | 0.000139 | 0.000975 | 1 | 20,857 |
-0.850731 | -0.338919 | -0.911947 | -0.579774 | 1.186979 | 1.359859 | -0.29744 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000558 | 0.000279 | 1 | 20,858 |
2.125939 | 1.928229 | 0.696023 | 5.688467 | 1.058243 | 1.059683 | -0.300043 | -0.000238 | -0.023256 | -1.164525 | 1.414214 | 0.001394 | -0.001115 | 0 | 20,859 |
2.016901 | 1.799029 | -4.252058 | -0.596372 | 1.497833 | 1.178636 | -0.300043 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.001322 | -0.002576 | 0 | 20,860 |
-1.273522 | -0.213784 | -1.526223 | -0.59114 | 1.201071 | 1.033614 | -0.29987 | 0.000016 | -0.023256 | -1.164525 | 1.414214 | -0.000835 | -0.001951 | 0 | 20,861 |
-0.95584 | -0.716653 | -1.527977 | -0.586773 | 0.954865 | 0.703816 | -0.29987 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000627 | -0.002231 | 0 | 20,862 |
0 | -0.590844 | -0.416364 | -0.586773 | 1.092698 | 0.826034 | -0.310629 | -0.000984 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.001254 | 0 | 20,863 |
-1.062747 | -0.590844 | -3.75725 | -0.584151 | 0.859458 | 0.898238 | -0.310629 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000697 | 0 | 0 | 20,864 |
-0.638004 | 1.297737 | -0.664483 | -0.58065 | 1.159209 | 1.236203 | -0.303167 | 0.000683 | -0.023256 | -1.164525 | 1.414214 | -0.000418 | 0.000697 | 1 | 20,865 |
-0.319102 | 0.668956 | -0.169968 | -0.578898 | 0.941301 | 1.030959 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000209 | 0.000627 | 1 | 20,866 |
0.106375 | -0.212733 | -0.046361 | -0.578898 | 0.411235 | 0.606049 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.00007 | 0.000279 | 1 | 20,867 |
0.212727 | 0.165247 | 0.077427 | -0.58065 | 0.537884 | 0.515175 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000139 | 0.001254 | 1 | 20,868 |
0.531688 | 0.417066 | 0.077496 | -0.583276 | 0.858857 | 0.875963 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000349 | 0.000697 | 1 | 20,869 |
1.593954 | 2.555915 | 0.448671 | -0.589394 | 1.237424 | 1.13081 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.001045 | -0.000557 | 0 | 20,870 |
-0.424892 | -0.590844 | -1.157757 | -0.585899 | 0.594362 | 0.462852 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000279 | -0.000557 | 0 | 20,871 |
0.637293 | 1.42217 | -0.169141 | -0.590267 | 1.359952 | 1.438692 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000418 | -0.000696 | 0 | 20,872 |
-0.849783 | -0.590844 | -0.663105 | -0.586773 | 0.804068 | 1.022943 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000557 | -0.000557 | 0 | 20,873 |
0.849783 | 0.919337 | 0.572321 | -0.590267 | 0.848972 | 0.869483 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000557 | -0.001533 | 0 | 20,874 |
-0.956039 | -0.3392 | -0.663105 | -0.585899 | 0.492544 | 0.494654 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000627 | 0.00007 | 1 | 20,875 |
-0.106264 | 0.038595 | 0.44874 | -0.585899 | 0.713923 | 0.699805 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.00007 | 0.001253 | 1 | 20,876 |
0.849902 | 0.667903 | -0.169348 | -0.588521 | 1.014986 | 1.030959 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000557 | 0.001391 | 1 | 20,877 |
-0.424892 | -0.465 | -0.416089 | -0.587647 | 0.885194 | 0.801623 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000279 | 0.002087 | 1 | 20,878 |
0.212461 | 0.667553 | 0.572321 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000139 | 0.002503 | 1 | 20,879 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.00292 | 1 | 20,880 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002365 | 1 | 20,881 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002781 | 1 | 20,882 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.001948 | 1 | 20,883 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.001948 | 1 | 20,884 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002781 | 1 | 20,885 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002156 | 1 | 20,886 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002503 | 1 | 20,887 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002503 | 1 | 20,888 |
0 | 0.415803 | 0.325236 | 5.684971 | 1.254061 | 1.365129 | -0.303167 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | 0.002226 | 1 | 20,889 |
-0.637471 | 34.065543 | -4.128192 | 5.691964 | 1.930582 | 1.902126 | -0.221779 | 0.007445 | -0.023256 | 0.628626 | 1.414214 | -0.000418 | 0.002921 | 1 | 20,890 |
-0.850375 | -1.094588 | -2.891456 | 11.972452 | -0.136875 | -0.12497 | -0.319826 | -0.008969 | -0.023256 | 0.628626 | 1.414214 | -0.000557 | 0.00334 | 1 | 20,891 |
-1.489298 | -0.590844 | -2.397873 | 5.705972 | -0.182918 | -0.344 | -0.319826 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000976 | 0.004108 | 1 | 20,892 |
1.489298 | 1.17386 | -0.170486 | -0.582401 | -0.100842 | -0.233443 | -0.319826 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000976 | 0.004034 | 1 | 20,893 |
-1.489298 | -0.338884 | -1.902495 | -0.575392 | -0.631705 | -0.646554 | -0.319826 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000976 | 0.005843 | 1 | 20,894 |
-1.2777 | 2.307403 | -0.913605 | 5.718255 | -0.167814 | -0.159519 | -0.319826 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000838 | 0.006264 | 1 | 20,895 |
1.064824 | 1.049239 | -0.418988 | -0.576269 | -0.321644 | -0.159519 | -0.322603 | -0.000254 | -0.023256 | 0.628626 | 1.414214 | 0.000698 | 0.00515 | 1 | 20,896 |
-0.638805 | 1.678061 | -0.542162 | -0.573637 | -0.76761 | -0.136322 | -0.322603 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000419 | 0.005569 | 1 | 20,897 |
0.851681 | 0.670538 | 0.324615 | 5.707725 | -0.842385 | -0.762738 | -0.329197 | -0.000603 | -0.023256 | 0.628626 | 1.414214 | 0.000558 | 0.004872 | 1 | 20,898 |
1.063933 | 1.929634 | 0.077151 | -0.579774 | 0.089251 | 0.091037 | -0.329197 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000697 | 0.003758 | 1 | 20,899 |
-1.170367 | -0.842909 | -1.407808 | -0.575392 | -0.017472 | -0.039527 | -0.330933 | -0.000159 | -0.023256 | 0.628626 | 1.414214 | -0.000767 | 0.005913 | 1 | 20,900 |
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