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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.422129 | -0.090654 | 0.572321 | -0.628443 | -1.43688 | -1.424301 | -0.413883 | -0.000079 | -0.023256 | 0 | -0.385986 | 0.000277 | -0.003603 | 0 | 21,101 |
-1.689216 | -1.091034 | -1.392186 | -0.623265 | -0.629993 | -0.455106 | -0.413883 | 0 | -0.023256 | 0 | -0.385986 | -0.001107 | -0.002635 | 0 | 21,102 |
0.211254 | -0.215377 | 0.572321 | -0.623265 | -1.67598 | -1.317441 | -0.416833 | -0.00027 | -0.023256 | 0 | -0.385986 | 0.000138 | -0.002426 | 0 | 21,103 |
0.633588 | 0.159909 | 0.080922 | -0.624992 | -1.602829 | -1.099821 | -0.416833 | 0 | -0.023256 | 0 | -0.385986 | 0.000415 | -0.002911 | 0 | 21,104 |
0.844374 | 0.784726 | -0.164522 | -0.629306 | -0.468936 | -0.12497 | -0.413362 | 0.000317 | -0.023256 | 0 | -0.385986 | 0.000553 | -0.003187 | 0 | 21,105 |
-0.422129 | -0.340801 | -3.481861 | 5.60684 | -0.729084 | -0.66848 | -0.413362 | 0 | -0.023256 | 0 | -0.385986 | -0.000277 | -0.002632 | 0 | 21,106 |
-0.422246 | -0.715913 | -2.867948 | -0.626718 | -2.205131 | -1.693569 | -0.412842 | 0.000048 | -0.023256 | 0 | -0.385986 | -0.000277 | -0.002633 | 0 | 21,107 |
-0.633588 | -0.590844 | -0.655921 | -0.624129 | -0.672298 | -0.147837 | -0.412842 | 0 | -0.023256 | 0 | -0.385986 | -0.000415 | -0.002218 | 0 | 21,108 |
-0.845193 | -0.340558 | -0.410613 | -0.620672 | -0.892945 | -0.545119 | -0.420304 | -0.000683 | -0.023256 | 0 | -0.385986 | -0.000554 | -0.002219 | 0 | 21,109 |
-1.691792 | -0.590844 | -1.395182 | -0.614615 | -1.146315 | -0.691024 | -0.420304 | 0 | -0.023256 | 0 | -0.385986 | -0.001109 | -0.000694 | 0 | 21,110 |
-0.211606 | 0.161158 | 0.080104 | -0.612882 | -0.926196 | -0.584164 | -0.411627 | 0.000794 | -0.023256 | 0 | -0.385986 | -0.000139 | -0.000139 | 0 | 21,111 |
0.423183 | 0.161262 | 0.080036 | 5.631043 | 0.056952 | 0 | -0.411627 | 0 | -0.023256 | 0 | -0.385986 | 0.000277 | 0 | 0 | 21,112 |
0 | -0.214856 | 0.326264 | -0.613749 | -0.700111 | -0.374202 | -0.409544 | 0.00019 | -0.023256 | 0 | -0.385986 | 0 | -0.000416 | 0 | 21,113 |
-0.423183 | 2.414871 | 0.080173 | 5.632776 | -1.307567 | -0.898703 | -0.409544 | 0 | -0.023256 | 0 | -0.385986 | -0.000277 | -0.000416 | 0 | 21,114 |
-0.4233 | -0.340107 | -0.166158 | -0.611148 | -0.810614 | -0.358959 | -0.412495 | -0.00027 | -0.023256 | 0 | -0.385986 | -0.000277 | -0.000139 | 0 | 21,115 |
-0.63517 | -0.089266 | -0.412659 | -0.608546 | 0 | 0.267889 | -0.412495 | 0 | -0.023256 | 0 | -0.385986 | -0.000416 | 0.00111 | 1 | 21,116 |
0.10588 | 2.417789 | -0.16667 | -0.608546 | -0.833158 | -0.374202 | -0.41961 | -0.000651 | -0.023256 | 0 | -0.385986 | 0.000069 | 0.001318 | 1 | 21,117 |
0.105873 | 0.287131 | 0.449186 | 5.63971 | -0.824053 | -0.788145 | -0.41961 | 0 | -0.023256 | 0 | -0.385986 | 0.000069 | 0.00111 | 1 | 21,118 |
1.058324 | 0.663188 | 0.572321 | -0.612882 | -0.830871 | -1.062593 | -0.412147 | 0.000683 | -0.023256 | 0 | -0.385986 | 0.000694 | 0.000139 | 1 | 21,119 |
-0.423241 | -0.590844 | -0.412249 | -0.610281 | -0.50655 | -0.472317 | -0.412147 | 0 | -0.023256 | 0 | -0.385986 | -0.000277 | 0.000693 | 1 | 21,120 |
0 | -0.590844 | 0.079968 | -0.611148 | -1.12506 | -0.928905 | -0.412147 | 0 | -0.023256 | 0 | -0.385986 | 0 | 0.000832 | 1 | 21,121 |
-0.211665 | -0.590844 | 0.079968 | -0.611148 | -0.900478 | -1.099821 | -0.41475 | -0.000238 | -0.023256 | 0 | -0.385986 | -0.000139 | 0.001387 | 1 | 21,122 |
0.211665 | -0.089266 | 0.818481 | -0.611148 | -1.707545 | -1.369089 | -0.41475 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.000693 | 1 | 21,123 |
0.634818 | 0.161366 | 0.079968 | -0.614615 | -0.503693 | -0.389742 | -0.414924 | -0.000016 | -0.023256 | 0 | -0.385986 | 0.000416 | 0.000416 | 1 | 21,124 |
0.211547 | 0.035759 | 0.572321 | -0.614615 | -1.111242 | -0.814386 | -0.414924 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.000832 | 1 | 21,125 |
0.211518 | -0.340211 | 0.572321 | -0.615481 | -2.070329 | -2.426846 | -0.413362 | 0.000143 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.000416 | 1 | 21,126 |
0.211489 | 0.160845 | 0.572321 | -0.617212 | -0.735027 | -0.472317 | -0.413362 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | 0 | 0 | 21,127 |
0.422889 | -0.089753 | 0.326366 | -0.617212 | -0.849386 | -0.691024 | -0.412842 | 0.000048 | -0.023256 | 0 | -0.385986 | 0.000277 | 0 | 0 | 21,128 |
0.422772 | -0.089891 | -0.41143 | -0.620672 | -0.903008 | -0.50789 | -0.412842 | 0 | -0.023256 | 0 | -0.385986 | 0.000277 | 0 | 0 | 21,129 |
-0.211371 | 0.410645 | -0.165237 | -0.618943 | 0.010276 | 0.099597 | -0.412842 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.000554 | 1 | 21,130 |
-0.105697 | -0.340385 | -0.411294 | 5.624119 | -1.074604 | -0.898703 | -0.412842 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000069 | 0.000485 | 1 | 21,131 |
-0.317134 | -0.465601 | -0.042417 | 5.625849 | -0.895447 | -0.691024 | -0.406594 | 0.000571 | -0.023256 | -0.267949 | -0.517638 | -0.000208 | 0.001108 | 1 | 21,132 |
-0.634466 | -0.089822 | -0.165543 | -0.615481 | -0.983518 | -0.99296 | -0.406594 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000416 | 0.000832 | 1 | 21,133 |
-0.10577 | -0.340211 | 0.449314 | -0.614615 | -1.487913 | -1.223183 | -0.407983 | -0.000127 | -0.023256 | -0.267949 | -0.517638 | -0.000069 | 0.001039 | 1 | 21,134 |
0.740236 | 0.286279 | 0.203248 | 5.629311 | -0.997893 | -0.526288 | -0.407983 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000485 | 0.000831 | 1 | 21,135 |
-0.634466 | -1.092004 | -0.411567 | -0.614615 | -0.626581 | -0.898703 | -0.407983 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000416 | 0.001247 | 1 | 21,136 |
-0.423124 | -0.340211 | 0.080241 | -0.614615 | -1.860457 | -1.483608 | -0.407983 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000277 | 0.001663 | 1 | 21,137 |
0 | 0.411756 | 0.572321 | -0.614615 | -0.715413 | -0.762738 | -0.412668 | -0.000429 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.002217 | 1 | 21,138 |
0 | -0.340142 | -0.166055 | -0.612015 | -1.307567 | -0.99296 | -0.412668 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.002355 | 1 | 21,139 |
-0.423241 | -0.841581 | -0.166055 | -0.612015 | -1.194731 | -0.646554 | -0.412668 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000277 | 0.002909 | 1 | 21,140 |
-0.211665 | -0.340072 | -0.16626 | 5.63971 | -1.194731 | -0.762738 | -0.413189 | -0.000048 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.002633 | 1 | 21,141 |
0 | -0.340037 | 0.079899 | -0.610281 | -2.415976 | -2.102366 | -0.415618 | -0.000222 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.00284 | 1 | 21,142 |
-0.423418 | -0.590844 | 0.079899 | -0.608546 | -0.992108 | -0.788145 | -0.415618 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.00291 | 1 | 21,143 |
-0.847188 | -0.716295 | -0.412933 | 5.648389 | -1.29855 | -0.898703 | -0.419262 | -0.000333 | -0.023256 | -0.267949 | -0.517638 | -0.000555 | 0.003466 | 1 | 21,144 |
0.635435 | 0.162098 | 0.818686 | 5.644916 | -1.59592 | -1.062593 | -0.419262 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000417 | 0.003326 | 1 | 21,145 |
0.211753 | 0.161784 | 0.326025 | -0.609414 | -1.757756 | -1.547663 | -0.414403 | 0.000444 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.003325 | 1 | 21,146 |
0.211723 | -0.089127 | 0.818549 | -0.610281 | -1.536655 | -1.369089 | -0.414403 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.003602 | 1 | 21,147 |
0.423359 | -0.089196 | 0.572321 | 5.641445 | -2.14197 | -2.102366 | -0.412147 | 0.000206 | -0.023256 | -0.267949 | -0.517638 | 0.000278 | 0.002978 | 1 | 21,148 |
-0.211665 | -0.84165 | 0.079968 | -0.610281 | -2.415976 | -2.102366 | -0.412147 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.001456 | 1 | 21,149 |
-1.058764 | -0.841685 | -0.65899 | -0.605941 | -0.875679 | -0.646554 | -0.417006 | -0.000444 | -0.023256 | -0.267949 | -0.517638 | -0.000694 | 0.004433 | 1 | 21,150 |
0.211812 | -0.339863 | -0.166876 | -0.607678 | -0.499429 | -0.195628 | -0.417006 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.004156 | 1 | 21,151 |
-0.211812 | -0.339898 | 0.325991 | -0.60681 | -1.946017 | -1.317441 | -0.416833 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.004433 | 1 | 21,152 |
0.529474 | 0.161993 | 0.572321 | 5.644916 | -1.374195 | -0.869599 | -0.416833 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000347 | 0.004501 | 1 | 21,153 |
-0.10588 | -0.716304 | 0.449186 | -0.608546 | -2.755868 | -2.248272 | -0.414403 | 0.000222 | -0.023256 | -0.267949 | -0.517638 | -0.000069 | 0.004294 | 1 | 21,154 |
0.423476 | 0.161784 | 0.326025 | -0.610281 | -1.707545 | -1.223183 | -0.414403 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000278 | 0.004155 | 1 | 21,155 |
0.423359 | -0.089196 | 0.572321 | -0.611148 | -2.755868 | -1.979004 | -0.414403 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000278 | 0.004222 | 1 | 21,156 |
-0.423359 | -0.590844 | 0.079968 | -0.610281 | -0.856459 | -0.99296 | -0.409718 | 0.000429 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.004431 | 1 | 21,157 |
0 | -0.340003 | -0.043313 | -0.610281 | -0.688852 | -0.564403 | -0.409718 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.003394 | 1 | 21,158 |
-0.84707 | -0.340003 | -0.412796 | -0.60681 | -0.269878 | 0.046813 | -0.413536 | -0.000349 | -0.023256 | -0.267949 | -0.517638 | -0.000555 | 0.004019 | 1 | 21,159 |
0.635347 | 0.66371 | 1.064948 | 5.641445 | -1.32596 | -0.928905 | -0.413536 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000416 | 0.003187 | 1 | 21,160 |
0.635082 | 0.16168 | 0.572321 | -0.611148 | -1.303044 | -1.099821 | -0.409371 | 0.000381 | -0.023256 | -0.267949 | -0.517638 | 0.000416 | 0.002632 | 1 | 21,161 |
0.634818 | 0.161366 | 0.572321 | -0.612015 | -1.793369 | -1.268925 | -0.409371 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000416 | 0.00194 | 1 | 21,162 |
-0.634818 | -1.092283 | -0.658306 | -0.611148 | -0.694459 | -0.472317 | -0.408503 | 0.000079 | -0.023256 | -0.267949 | -0.517638 | -0.000416 | 0.002356 | 1 | 21,163 |
-0.423359 | 0.161366 | 0.079968 | -0.610281 | -1.118117 | -1.369089 | -0.408503 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.00291 | 1 | 21,164 |
0 | -0.089196 | 0.326093 | 5.63971 | -1.118117 | -0.691024 | -0.414577 | -0.000556 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.002772 | 1 | 21,165 |
1.269724 | 1.164314 | 0.818515 | -0.614615 | -1.198599 | -0.841516 | -0.414577 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000832 | 0.001386 | 1 | 21,166 |
0.423007 | -0.089614 | 0.326298 | -0.616347 | -1.321316 | -1.138866 | -0.410759 | 0.000349 | -0.023256 | -0.267949 | -0.517638 | 0.000277 | 0.001108 | 1 | 21,167 |
-0.211489 | -0.590844 | 0.326366 | -0.616347 | -0.992108 | -1.483608 | -0.410759 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.001385 | 1 | 21,168 |
-0.423065 | -0.089683 | -0.165748 | -0.613749 | -0.709635 | -0.389742 | -0.409718 | 0.000095 | -0.023256 | -0.267949 | -0.517638 | -0.000277 | 0.002078 | 1 | 21,169 |
0.423065 | -0.089544 | 0.572321 | -0.615481 | -1.524145 | -0.99296 | -0.409718 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000277 | 0.001801 | 1 | 21,170 |
0.211489 | -0.089683 | 0.572321 | -0.616347 | -1.568954 | -1.547663 | -0.410239 | -0.000048 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.002077 | 1 | 21,171 |
0.63429 | 0.160741 | 0.572321 | -0.618943 | -1.582306 | -1.138866 | -0.410239 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000416 | 0.001661 | 1 | 21,172 |
-0.845779 | -0.716086 | -0.903306 | -0.616347 | -0.61477 | -0.545119 | -0.409371 | 0.000079 | -0.023256 | -0.267949 | -0.517638 | -0.000554 | 0.002285 | 1 | 21,173 |
0.211489 | -0.089683 | 0.326332 | 5.625849 | -0.477121 | -0.928905 | -0.409371 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.001939 | 1 | 21,174 |
0.845662 | 0.4112 | 0.818242 | -0.619808 | -1.757756 | -1.617295 | -0.409197 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | 0.000554 | 0.001799 | 1 | 21,175 |
-0.422772 | -0.841303 | -0.165237 | -0.618078 | -1.870593 | -1.268925 | -0.409197 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000277 | 0.002077 | 1 | 21,176 |
-0.422889 | -0.841372 | 0.080514 | -0.617212 | -1.190884 | -1.138866 | -0.409197 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000277 | 0.002354 | 1 | 21,177 |
0.422889 | -0.089753 | 0.572321 | -0.618078 | -1.850467 | -1.693569 | -0.409371 | -0.000016 | -0.023256 | -0.267949 | -0.517638 | 0.000277 | 0.002284 | 1 | 21,178 |
0.422772 | -0.089891 | 0.326434 | -0.620672 | -1.870593 | -1.223183 | -0.407115 | 0.000206 | -0.023256 | -0.267949 | -0.517638 | 0.000277 | 0.002905 | 1 | 21,179 |
0.633939 | 0.410645 | 0.818106 | -0.622401 | -0.908094 | -0.358959 | -0.407115 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000416 | 0.00249 | 1 | 21,180 |
-0.211284 | -0.841199 | -0.16493 | 5.617202 | -0.73106 | -0.455106 | -0.402082 | 0.00046 | -0.023256 | -0.267949 | -0.517638 | -0.000138 | 0.002352 | 1 | 21,181 |
0.633763 | 0.160117 | 0.326571 | -0.623265 | -1.094349 | -0.738112 | -0.402082 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000415 | 0.00166 | 1 | 21,182 |
-1.056418 | -0.841129 | -0.656261 | -0.620672 | -0.675943 | -0.928905 | -0.402082 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000692 | 0.002352 | 1 | 21,183 |
0.211342 | -0.34042 | 0.572321 | -0.620672 | -1.969162 | -1.617295 | -0.401909 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.001246 | 1 | 21,184 |
0.422597 | 0.285368 | 0.572321 | -0.622401 | -0.372844 | -0.344 | -0.401909 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000277 | 0.001038 | 1 | 21,185 |
0 | -0.090238 | 0.326605 | -0.622401 | -0.840067 | -0.691024 | -0.398612 | 0.000302 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.000692 | 1 | 21,186 |
0.211254 | -0.090238 | 0.818003 | -0.624992 | -1.623977 | -1.223183 | -0.398612 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000138 | -0.001108 | 0 | 21,187 |
0.844725 | 0.41009 | 0.817969 | 5.60684 | -0.510858 | -0.489906 | -0.401562 | -0.00027 | -0.023256 | -0.267949 | -0.517638 | 0.000554 | -0.000969 | 0 | 21,188 |
0.211108 | 0.409536 | 0.572321 | -0.628443 | -0.316182 | -0.171376 | -0.401562 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000138 | -0.001593 | 0 | 21,189 |
0.422129 | -0.090654 | -2.253125 | -0.628443 | -0.741021 | -0.738112 | -0.411106 | -0.000873 | -0.023256 | -0.535898 | -0.385986 | 0.000277 | -0.001246 | 0 | 21,190 |
-0.633237 | -0.840921 | -0.164114 | -0.627581 | -1.135606 | -0.788145 | -0.411106 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000415 | -0.000969 | 0 | 21,191 |
0.316651 | -0.090585 | 0.572321 | -0.628443 | -0.895447 | -0.841516 | -0.411627 | -0.000048 | -0.023256 | -0.535898 | -0.385986 | 0.000208 | -0.001315 | 0 | 21,192 |
-0.316651 | -0.715904 | -0.041481 | -0.627581 | -0.773893 | -0.869599 | -0.411627 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000208 | -0.001385 | 0 | 21,193 |
0 | -0.340697 | 0.081194 | -0.627581 | -0.784493 | -0.545119 | -0.414056 | -0.000222 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.001662 | 0 | 21,194 |
0.422187 | -0.090585 | 0.817834 | -0.628443 | -1.542996 | -1.317441 | -0.414056 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000277 | -0.002077 | 0 | 21,195 |
0.21105 | 0.409259 | 0.326843 | -0.630168 | -0.561647 | -0.233443 | -0.413015 | 0.000095 | -0.023256 | -0.535898 | -0.385986 | 0.000138 | -0.002493 | 0 | 21,196 |
0.632974 | 0.159182 | 0.695031 | -0.631891 | -0.741021 | -0.604425 | -0.413015 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000415 | -0.003602 | 0 | 21,197 |
-0.52746 | -0.091 | -3.480177 | -0.630168 | 0.005499 | 0.239807 | -0.410759 | 0.000206 | -0.023256 | -0.535898 | -0.385986 | -0.000346 | -0.002978 | 0 | 21,198 |
-2.534351 | 1.283507 | -2.375052 | -0.635335 | -0.016764 | -0.081109 | -0.410759 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001661 | -0.001595 | 0 | 21,199 |
3.483648 | 4.036716 | 4.378423 | -0.634474 | -0.070396 | -0.208035 | -0.41475 | -0.000365 | -0.023256 | -0.535898 | -0.385986 | 0.002284 | -0.003601 | 0 | 21,200 |
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