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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.211753 | 0.412451 | 0.326059 | 5.644916 | -0.518098 | -0.455106 | -0.410759 | 0.000143 | -0.162791 | 0.464102 | 0.614014 | -0.000139 | -0.005289 | 0 | 21,501 |
-0.317684 | -0.339933 | 0.079694 | -0.60681 | -0.503693 | -0.738112 | -0.410759 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000208 | -0.004802 | 0 | 21,502 |
0.105902 | -0.465358 | 0.202787 | 5.648389 | -1.006664 | -0.869599 | -0.40538 | 0.000492 | -0.162791 | 0.464102 | 0.614014 | 0.000069 | -0.004452 | 0 | 21,503 |
-1.907364 | -0.841824 | -1.645886 | -0.599855 | -0.061291 | -0.049722 | -0.40538 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.00125 | -0.002366 | 0 | 21,504 |
0.212047 | 0.16283 | -0.167698 | -0.600725 | 0.269446 | 0.346667 | -0.357484 | 0.004381 | -0.162791 | 0.464102 | 0.614014 | 0.000139 | -0.002644 | 0 | 21,505 |
0.635965 | 0.162725 | 0.079078 | -0.602465 | -0.790932 | -0.604425 | -0.40833 | -0.004651 | -0.162791 | 0.464102 | 0.614014 | 0.000417 | -0.002922 | 0 | 21,506 |
-0.848012 | -0.590844 | -0.66053 | 5.6623 | -0.76761 | -0.646554 | -0.409544 | -0.000111 | -0.162791 | 0.464102 | 0.614014 | -0.000556 | -0.001948 | 0 | 21,507 |
-0.424183 | -0.339584 | 0.079009 | 5.664041 | -0.723192 | -0.788145 | -0.409544 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000278 | -0.001252 | 0 | 21,508 |
-0.424301 | -0.08822 | -0.167904 | 5.669267 | -0.097658 | -0.18341 | -0.40885 | 0.000064 | -0.162791 | 0.464102 | 0.614014 | -0.000278 | -0.001253 | 0 | 21,509 |
-0.424419 | -0.590844 | -0.661902 | 5.672754 | -0.004848 | -0.12497 | -0.40885 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000278 | -0.001532 | 0 | 21,510 |
0 | -0.465105 | 0.078598 | 5.672754 | -1.003728 | -1.268925 | -0.41423 | -0.000492 | -0.162791 | 0.464102 | 0.614014 | 0 | -0.001671 | 0 | 21,511 |
-0.424537 | -0.339375 | 0.078598 | -0.592885 | -0.955631 | -1.268925 | -0.41423 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000278 | -0.001532 | 0 | 21,512 |
0.636761 | 0.163669 | -0.168522 | 5.672754 | -0.543294 | -0.329316 | -0.41423 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000417 | -0.001949 | 0 | 21,513 |
0 | -0.590844 | -0.168213 | 5.67101 | -0.416709 | -0.389742 | -0.398438 | 0.001445 | -0.162791 | 0.464102 | 0.614014 | 0 | -0.002368 | 0 | 21,514 |
-1.273788 | -0.590844 | -0.909056 | -0.590267 | -0.007634 | 0.028415 | -0.396529 | 0.000175 | -0.162791 | 0.464102 | 0.614014 | -0.000835 | -0.001393 | 0 | 21,515 |
0 | -0.590844 | -0.910294 | 5.681478 | 0.491185 | 0.592369 | -0.396529 | 0 | -0.162791 | 0.464102 | 0.614014 | 0 | -0.001672 | 0 | 21,516 |
-0.424832 | -0.08759 | 0.078254 | 5.684971 | -1.033659 | -0.841516 | -0.396529 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000278 | -0.001254 | 0 | 21,517 |
0.637204 | 0.164194 | 0.325236 | -0.590267 | 0.113112 | 0.31478 | -0.415792 | -0.001762 | -0.162791 | 0.464102 | 0.614014 | 0.000418 | -0.001254 | 0 | 21,518 |
-0.849665 | -0.339235 | -0.415813 | -0.587647 | -0.139402 | -0.070509 | -0.412321 | 0.000317 | -0.162791 | 0.464102 | 0.614014 | -0.000557 | -0.001254 | 0 | 21,519 |
1.380465 | 1.044901 | 0.325201 | -0.592013 | -0.039766 | 0.253971 | -0.412321 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000905 | -0.002159 | 0 | 21,520 |
0.954976 | 0.792093 | 0.448877 | -0.596372 | -0.58369 | -0.526288 | -0.414403 | -0.00019 | -0.162791 | 0.464102 | 0.614014 | 0.000626 | -0.002925 | 0 | 21,521 |
0 | -0.465157 | -0.908643 | -0.596372 | 0.287012 | 0.281569 | -0.414403 | 0 | -0.162791 | 0.464102 | 0.614014 | 0 | -0.002925 | 0 | 21,522 |
-0.42436 | -0.339479 | -0.414851 | -0.594629 | -0.207603 | -0.01952 | -0.414403 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000278 | -0.002786 | 0 | 21,523 |
0.212195 | -0.33941 | 0.572321 | -0.596372 | -0.96112 | -1.027019 | -0.41423 | 0.000016 | -0.162791 | 0.464102 | 0.614014 | 0.000139 | -0.002925 | 0 | 21,524 |
0 | -0.590844 | 0.325545 | -0.595501 | -1.187059 | -1.268925 | -0.41423 | 0 | -0.162791 | 0.464102 | 0.614014 | 0 | -0.003204 | 0 | 21,525 |
-0.848956 | -0.842278 | -0.414989 | -0.593757 | -0.150456 | -0.220638 | -0.366508 | 0.004365 | -0.162791 | 0.464102 | 0.614014 | -0.000556 | -0.00195 | 0 | 21,526 |
-0.212313 | 0.163669 | 0.07846 | -0.59114 | -0.391998 | -0.233443 | -0.366508 | 0 | -0.162791 | 0.464102 | 0.614014 | -0.000139 | -0.001532 | 0 | 21,527 |
0.424596 | 0.163774 | 0.078391 | -0.593757 | -0.132685 | -0.039527 | -0.359566 | 0.000635 | -0.162791 | 0.464102 | 0.614014 | 0.000278 | -0.001253 | 0 | 21,528 |
0.212254 | -0.33934 | 0.078529 | -0.593757 | -1.609807 | -1.872143 | -0.359566 | 0 | -0.162791 | 0.464102 | 0.614014 | 0.000139 | -0.00195 | 0 | 21,529 |
-0.63685 | -0.842348 | -0.662245 | -0.592013 | -0.342803 | -0.438258 | -0.360781 | -0.000111 | -0.162791 | 0.249689 | 0 | -0.000417 | -0.000835 | 0 | 21,530 |
-0.212342 | -0.33927 | -0.415676 | -0.590267 | 0.256212 | 0.462852 | -0.360781 | 0 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.000975 | 0 | 21,531 |
-0.212372 | -0.339235 | 0.325339 | -0.589394 | -0.952903 | -0.762738 | -0.360434 | 0.000032 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.000557 | 0 | 21,532 |
-1.912678 | -0.3392 | -1.652066 | -0.581525 | 0.172644 | 0.172768 | -0.360434 | 0 | -0.162791 | 0.249689 | 0 | -0.001254 | 0.000488 | 1 | 21,533 |
0.425247 | -0.086959 | 0.324995 | -0.582401 | -0.037577 | 0.149113 | -0.358872 | 0.000143 | -0.162791 | 0.249689 | 0 | 0.000279 | -0.00007 | 0 | 21,534 |
-0.850612 | -0.842769 | -1.159205 | 5.700715 | 0.35065 | 0.401046 | -0.358872 | 0 | -0.162791 | 0.249689 | 0 | -0.000558 | 0.005562 | 1 | 21,535 |
-0.425484 | -0.842909 | -0.912568 | -0.578898 | 0.605126 | 0.757961 | -0.361996 | -0.000286 | -0.162791 | 0.249689 | 0 | -0.000279 | 0.003481 | 1 | 21,536 |
0 | -0.590844 | -0.170175 | -0.578022 | -0.11699 | -0.081109 | -0.361996 | 0 | -0.162791 | 0.249689 | 0 | 0 | 0.002229 | 1 | 21,537 |
-0.212787 | -0.590844 | -0.665346 | -0.577145 | -0.038306 | -0.136322 | -0.364078 | -0.00019 | -0.162791 | 0.249689 | 0 | -0.000139 | 0.001394 | 1 | 21,538 |
0.212787 | 0.669483 | 0.324822 | -0.578898 | -0.044165 | -0.159519 | -0.364078 | 0 | -0.162791 | 0.249689 | 0 | 0.000139 | 0.001951 | 1 | 21,539 |
-1.49013 | -0.590844 | -1.160654 | -0.573637 | 0.042173 | 0.195744 | -0.364078 | 0 | -0.162791 | 0.249689 | 0 | -0.000977 | 0.002092 | 1 | 21,540 |
1.064527 | 1.174845 | 1.06763 | -0.577145 | 0.154652 | 0.340391 | -0.361649 | 0.000222 | -0.162791 | 0.249689 | 0 | 0.000698 | 0.001533 | 1 | 21,541 |
0 | -0.338673 | 0.572321 | -0.576269 | -1.091019 | -0.788145 | -0.362863 | -0.000111 | -0.162791 | 0.249689 | 0 | 0 | 0.001533 | 1 | 21,542 |
0.851087 | 0.669659 | 0.572321 | -0.581525 | -0.851736 | -0.691024 | -0.362863 | 0 | -0.162791 | 0.249689 | 0 | 0.000558 | 0.000558 | 1 | 21,543 |
-0.851087 | -0.212812 | -0.417467 | 5.705972 | -0.080397 | -0.300732 | -0.362863 | 0 | -0.162791 | 0.249689 | 0 | -0.000558 | 0.000558 | 1 | 21,544 |
-0.212846 | 0.165563 | 0.324788 | 5.709479 | -0.316182 | -0.246456 | -0.364425 | -0.000143 | -0.162791 | 0.249689 | 0 | -0.00014 | -0.00014 | 0 | 21,545 |
0 | -0.590844 | 0.324753 | 5.709479 | -0.868409 | -0.928905 | -0.36321 | 0.000111 | -0.162791 | 0.249689 | 0 | 0 | -0.000419 | 0 | 21,546 |
0.212846 | -0.338638 | 0.077151 | -0.575392 | -0.3327 | -0.646554 | -0.36321 | 0 | -0.162791 | 0.249689 | 0 | 0.00014 | 0.000279 | 1 | 21,547 |
-1.064527 | -0.590844 | -0.665691 | -0.572759 | -0.270897 | -0.526288 | -0.36321 | 0 | -0.162791 | 0.249689 | 0 | -0.000698 | 0.000698 | 1 | 21,548 |
1.277343 | 0.922709 | 0.324615 | -0.576269 | 0.101284 | 0.028415 | -0.365987 | -0.000254 | -0.162791 | 0.249689 | 0 | 0.000837 | -0.000279 | 0 | 21,549 |
-0.638538 | -0.590844 | -0.665518 | -0.575392 | -0.132685 | -0.220638 | -0.365987 | 0 | -0.162791 | 0.249689 | 0 | -0.000419 | 0.000279 | 1 | 21,550 |
0 | 0.165774 | 0.572321 | -0.576269 | 0.305924 | -0.01952 | -0.367375 | -0.000127 | -0.162791 | 0.249689 | 0 | 0 | 0.000279 | 1 | 21,551 |
0.425722 | 0.41791 | 0.819889 | -0.577145 | -0.642068 | -0.421757 | -0.367375 | 0 | -0.162791 | 0.249689 | 0 | 0.000279 | 0 | 0 | 21,552 |
0.63836 | 0.417629 | 0.572321 | -0.579774 | -0.64033 | -0.625212 | -0.368069 | -0.000063 | -0.162791 | 0.249689 | 0 | 0.000418 | -0.000139 | 0 | 21,553 |
1.275919 | 0.921021 | 0.819716 | -0.585025 | 0.601653 | 0.499834 | -0.368069 | 0 | -0.162791 | 0.249689 | 0 | 0.000836 | -0.001115 | 0 | 21,554 |
-0.212579 | -0.08717 | 0.077841 | -0.584151 | -0.243901 | -0.286814 | -0.369111 | -0.000095 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.000976 | 0 | 21,555 |
0.212579 | 0.668254 | 0.572321 | -0.584151 | 0.056316 | 0.195744 | -0.369111 | 0 | -0.162791 | 0.249689 | 0 | 0.000139 | -0.000697 | 0 | 21,556 |
0.637559 | 0.164615 | 0.325098 | -0.587647 | -0.20389 | -0.113778 | -0.372408 | -0.000302 | -0.162791 | 0.249689 | 0 | 0.000418 | -0.001533 | 0 | 21,557 |
0.637293 | 0.919127 | 0.572321 | -0.590267 | 0.001379 | -0.049722 | -0.372408 | 0 | -0.162791 | 0.249689 | 0 | 0.000418 | -0.00223 | 0 | 21,558 |
-0.424832 | -0.3392 | 0.078254 | -0.588521 | 0.524395 | 0.530228 | -0.369805 | 0.000238 | -0.162791 | 0.249689 | 0 | -0.000278 | -0.002231 | 0 | 21,559 |
-0.85002 | -0.339129 | -0.416226 | -0.585025 | 0.164523 | 0.281569 | -0.369805 | 0 | -0.162791 | 0.249689 | 0 | -0.000557 | -0.001394 | 0 | 21,560 |
-0.212579 | -0.08717 | -0.169451 | -0.583276 | -0.482631 | -0.50789 | -0.36616 | 0.000333 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.001255 | 0 | 21,561 |
-0.212609 | -0.087099 | 0.325064 | -0.584151 | -0.966652 | -0.898703 | -0.36616 | 0 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.001116 | 0 | 21,562 |
0 | 0.164825 | 0.572321 | -0.582401 | -0.702005 | -0.762738 | -0.371019 | -0.000444 | -0.162791 | 0.249689 | 0 | 0 | -0.001813 | 0 | 21,563 |
-0.638004 | -0.338919 | -0.169658 | -0.581525 | -1.210334 | -1.268925 | -0.371019 | 0 | -0.162791 | 0.249689 | 0 | -0.000418 | -0.001256 | 0 | 21,564 |
0.212698 | -0.086819 | -0.169968 | -0.581525 | 0.201115 | 0.14107 | -0.364425 | 0.000603 | -0.162791 | 0.249689 | 0 | 0.000139 | -0.001674 | 0 | 21,565 |
-0.425425 | -0.590844 | -0.169865 | -0.579774 | -0.544805 | -0.526288 | -0.366855 | -0.000222 | -0.162791 | 0.249689 | 0 | -0.000279 | -0.001535 | 0 | 21,566 |
0.212727 | -0.338778 | -0.170072 | -0.58065 | 0.065797 | 0.157076 | -0.366855 | 0 | -0.162791 | 0.249689 | 0 | 0.000139 | -0.001744 | 0 | 21,567 |
0.638004 | 0.668956 | 0.077496 | 5.697213 | -0.575737 | -0.374202 | -0.36564 | 0.000111 | -0.162791 | 0.249689 | 0 | 0.000418 | -0.002232 | 0 | 21,568 |
-0.850731 | -0.842804 | -0.664483 | -0.578022 | -0.753167 | -0.625212 | -0.365293 | 0.000032 | -0.162791 | 0.249689 | 0 | -0.000558 | -0.002094 | 0 | 21,569 |
0 | -0.338778 | 0.324891 | 5.702467 | -1.246777 | -0.762738 | -0.365293 | 0 | -0.162791 | 0.249689 | 0 | 0 | -0.002234 | 0 | 21,570 |
-0.212757 | -0.338778 | -0.170072 | -0.578022 | -0.424297 | -0.545119 | -0.363905 | 0.000127 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.002933 | 0 | 21,571 |
0 | -0.086678 | 0.324857 | 5.704219 | 0.060757 | -0.049722 | -0.363905 | 0 | -0.162791 | 0.249689 | 0 | 0 | -0.003213 | 0 | 21,572 |
-0.212787 | -0.086678 | 0.077358 | -0.578022 | -0.241943 | -0.159519 | -0.363905 | 0 | -0.162791 | 0.249689 | 0 | -0.000139 | -0.003073 | 0 | 21,573 |
0 | -0.338708 | -0.170279 | 5.705972 | -0.288449 | -0.070509 | -0.36269 | 0.000111 | -0.162791 | 0.249689 | 0 | 0 | -0.002794 | 0 | 21,574 |
-0.425662 | -0.338708 | 0.077289 | -0.576269 | -1.153548 | -1.223183 | -0.36269 | 0 | -0.162791 | 0.249689 | 0 | -0.000279 | -0.002515 | 0 | 21,575 |
1.063933 | 1.677745 | 0.819854 | -0.58065 | 0.469065 | 0.412644 | -0.359045 | 0.000333 | -0.162791 | 0.249689 | 0 | 0.000697 | -0.003352 | 0 | 21,576 |
0.425366 | 0.417066 | 0.324926 | -0.582401 | -0.442332 | -0.405589 | -0.361649 | -0.000238 | -0.162791 | 0.249689 | 0 | 0.000279 | -0.003141 | 0 | 21,577 |
0.850375 | 0.668605 | 0.819613 | -0.585899 | -0.253778 | -0.18341 | -0.361649 | 0 | -0.162791 | 0.249689 | 0 | 0.000557 | -0.00293 | 0 | 21,578 |
-0.850375 | 0.416224 | -0.41664 | -0.582401 | 0.089858 | 0.116445 | -0.36269 | -0.000095 | -0.162791 | 0.249689 | 0 | -0.000557 | -0.003071 | 0 | 21,579 |
1.062895 | 0.920389 | 0.572321 | -0.585899 | 0.213404 | 0.352895 | -0.36269 | 0 | -0.162791 | 0.249689 | 0 | 0.000697 | -0.003768 | 0 | 21,580 |
-0.425069 | -0.590844 | -0.169244 | -0.584151 | -0.509419 | -0.389742 | -0.36269 | 0 | -0.162791 | 0.249689 | 0 | -0.000279 | -0.002651 | 0 | 21,581 |
0.425069 | -0.08717 | 0.325098 | -0.585025 | -1.226295 | -0.928905 | -0.363731 | -0.000095 | -0.162791 | 0.249689 | 0 | 0.000279 | -0.003349 | 0 | 21,582 |
-0.318791 | -0.842663 | -0.169244 | -0.585025 | -0.343935 | -0.329316 | -0.363731 | 0 | -0.162791 | 0.249689 | 0 | -0.000209 | -0.003279 | 0 | 21,583 |
-0.425158 | -0.213101 | -0.045758 | -0.583276 | -0.136875 | -0.081109 | -0.368243 | -0.000413 | -0.162791 | 0.249689 | 0 | -0.000279 | -0.002861 | 0 | 21,584 |
7.740545 | 9.833919 | 0.572321 | 5.631043 | 1.984686 | 1.88402 | -0.368243 | 0 | -0.162791 | 0.249689 | 0 | 0.005074 | -0.008494 | 0 | 21,585 |
-3.6003 | -0.590844 | -4.107961 | -0.599855 | 0.491525 | 0.451963 | -0.352798 | 0.001413 | -0.162791 | 0.249689 | 0 | -0.00236 | -0.005854 | 0 | 21,586 |
-1.909486 | -0.339619 | -2.636213 | -0.592885 | 0.830857 | 0.504981 | -0.352798 | 0 | -0.162791 | 0.249689 | 0 | -0.001252 | -0.004044 | 0 | 21,587 |
-1.48681 | -0.339305 | -1.403948 | -0.586773 | 0.827302 | 0.662768 | -0.359566 | -0.000619 | -0.162791 | 0.249689 | 0 | -0.000975 | -0.00279 | 0 | 21,588 |
1.062155 | 1.170911 | 0.077979 | 5.679732 | -0.08819 | -0.246456 | -0.359566 | 0 | -0.162791 | 0.249689 | 0 | 0.000696 | -0.003137 | 0 | 21,589 |
-1.274675 | -0.842488 | -1.404498 | 5.690215 | 0.45128 | 0.218079 | -0.36321 | -0.000333 | -0.162791 | 0 | -0.385986 | -0.000836 | -0.002511 | 0 | 21,590 |
0.21252 | -0.08724 | 0.07791 | -0.585899 | -0.456838 | -0.788145 | -0.36321 | 0 | -0.162791 | 0 | -0.385986 | 0.000139 | -0.00265 | 0 | 21,591 |
0 | 0.667728 | 0.077979 | -0.586773 | -0.490979 | -0.50789 | -0.367722 | -0.000413 | -0.162791 | 0 | -0.385986 | 0 | -0.00251 | 0 | 21,592 |
-0.637648 | -0.842663 | -0.416502 | 5.693713 | -0.923581 | -0.928905 | -0.367722 | 0 | -0.162791 | 0 | -0.385986 | -0.000418 | -0.002512 | 0 | 21,593 |
-0.850612 | -0.338954 | -0.91174 | -0.578898 | -0.136875 | -0.273134 | -0.319306 | 0.004429 | -0.162791 | 0 | -0.385986 | -0.000558 | -0.001814 | 0 | 21,594 |
-1.276809 | -0.338814 | -1.655479 | -0.574515 | 0.168866 | 0.116445 | -0.319306 | 0 | -0.162791 | 0 | -0.385986 | -0.000837 | -0.001117 | 0 | 21,595 |
-0.42584 | -0.590844 | -1.657346 | -0.572759 | 0.891338 | 0.573758 | -0.358698 | -0.003604 | -0.162791 | 0 | -0.385986 | -0.000279 | -0.001117 | 0 | 21,596 |
1.277165 | 0.922498 | 0.076943 | 5.705972 | -0.336052 | -0.039527 | -0.358698 | 0 | -0.162791 | 0 | -0.385986 | 0.000837 | -0.001815 | 0 | 21,597 |
-0.425603 | -0.842979 | 0.077358 | -0.576269 | -1.4591 | -1.268925 | -0.358698 | 0 | -0.162791 | 0 | -0.385986 | -0.000279 | -0.001815 | 0 | 21,598 |
-0.212846 | -0.086537 | 0.324788 | -0.576269 | -0.368137 | -0.869599 | -0.358698 | 0 | -0.162791 | 0 | -0.385986 | -0.00014 | -0.001536 | 0 | 21,599 |
0.212846 | 0.417769 | 0.200956 | 5.707725 | -0.372844 | -0.489906 | -0.355228 | 0.000317 | -0.162791 | 0 | -0.385986 | 0.00014 | -0.001536 | 0 | 21,600 |
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