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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 | -0.086537 | 0.324788 | -0.577145 | -0.228386 | -0.113778 | -0.355228 | 0 | -0.162791 | 0 | -0.385986 | 0 | -0.001117 | 0 | 21,601 |
0 | 1.173614 | 0.07722 | 5.709479 | -0.290543 | -0.171376 | -0.359566 | -0.000397 | -0.162791 | 0 | -0.385986 | 0 | -0.001536 | 0 | 21,602 |
0.425603 | -0.086537 | 0.07722 | 5.705972 | -0.532808 | -0.233443 | -0.359566 | 0 | -0.162791 | 0 | -0.385986 | 0.000279 | -0.001745 | 0 | 21,603 |
-0.212787 | 0.921232 | 0.077358 | -0.578022 | -0.079623 | -0.01952 | -0.361128 | -0.000143 | -0.162791 | 0 | -0.385986 | -0.000139 | -0.001536 | 0 | 21,604 |
0 | -0.086608 | 0.572321 | 5.705972 | -0.936756 | -1.062593 | -0.361128 | 0 | -0.162791 | 0 | -0.385986 | 0 | -0.001605 | 0 | 21,605 |
0.638271 | 0.669483 | 0.324822 | -0.579774 | -0.983518 | -1.062593 | -0.361822 | -0.000063 | -0.162791 | 0 | -0.385986 | 0.000418 | -0.001954 | 0 | 21,606 |
-0.638271 | -0.086819 | -0.417467 | -0.578022 | 0.163433 | -0.049722 | -0.361822 | 0 | -0.162791 | 0 | -0.385986 | -0.000418 | -0.001815 | 0 | 21,607 |
-0.425662 | -0.086608 | -0.170279 | -0.575392 | -0.433256 | -0.358959 | -0.361822 | 0 | -0.162791 | 0 | -0.385986 | -0.000279 | -0.002095 | 0 | 21,608 |
-0.425781 | -0.590844 | -0.542007 | 5.711233 | -0.657908 | -0.50789 | -0.364078 | -0.000206 | -0.162791 | 0 | -0.385986 | -0.000279 | -0.002375 | 0 | 21,609 |
0.425781 | 0.922287 | 0.819924 | -0.575392 | 0.320865 | 0.288322 | -0.364078 | 0 | -0.162791 | 0 | -0.385986 | 0.000279 | -0.002655 | 0 | 21,610 |
0 | 0.165669 | 0.077151 | -0.578022 | -1.046002 | -0.841516 | -0.36026 | 0.000349 | -0.162791 | 0 | -0.385986 | 0 | -0.002375 | 0 | 21,611 |
0 | 0.417769 | 0.572321 | -0.576269 | -0.433256 | -0.300732 | -0.36026 | 0 | -0.162791 | 0 | -0.385986 | 0 | -0.002095 | 0 | 21,612 |
-1.064675 | -0.590844 | -0.665864 | -0.572759 | -0.500848 | -0.714222 | -0.362863 | -0.000238 | -0.162791 | 0 | -0.385986 | -0.000698 | -0.000419 | 0 | 21,613 |
0.212995 | 0.418473 | 0.820027 | -0.572759 | -0.428122 | -0.136322 | -0.360434 | 0.000222 | -0.162791 | 0 | -0.385986 | 0.00014 | -0.000698 | 0 | 21,614 |
-0.426019 | -0.338497 | -0.418711 | -0.570125 | -0.200197 | -0.259683 | -0.360434 | 0 | -0.162791 | 0 | -0.385986 | -0.000279 | -0.000559 | 0 | 21,615 |
-0.213054 | -0.843296 | -0.666902 | -0.570125 | 0.206775 | 0.064797 | -0.360434 | 0 | -0.162791 | 0 | -0.385986 | -0.00014 | -0.000279 | 0 | 21,616 |
-0.106538 | -0.464613 | 0.324511 | -0.569246 | -1.426032 | -1.223183 | -0.36026 | 0.000016 | -0.162791 | 0 | -0.385986 | -0.00007 | 0.00007 | 1 | 21,617 |
-0.106546 | -0.212152 | 0.448412 | -0.569246 | -0.64033 | -0.691024 | -0.36026 | 0 | -0.162791 | 0 | -0.385986 | -0.00007 | 0 | 0 | 21,618 |
-0.63943 | -0.212125 | -0.171317 | -0.566608 | 0.044766 | 0.253971 | -0.364599 | -0.000397 | -0.162791 | 0 | -0.385986 | -0.000419 | 0.000698 | 1 | 21,619 |
-0.213203 | -0.085692 | 0.076389 | -0.564849 | -0.315094 | -0.195628 | -0.347072 | 0.001603 | -0.162791 | 0 | -0.385986 | -0.00014 | 0.000978 | 1 | 21,620 |
-1.279843 | -0.590844 | -1.660776 | -0.559564 | 0.70548 | 0.757961 | -0.359566 | -0.001143 | -0.162791 | 0 | -0.385986 | -0.000839 | 0.002096 | 1 | 21,621 |
-0.426853 | -0.338003 | -0.172357 | 5.744656 | -0.06887 | 0.091037 | -0.359566 | 0 | -0.162791 | 0 | -0.385986 | -0.00028 | 0.002097 | 1 | 21,622 |
0 | -0.085056 | 0.32406 | -0.557801 | -0.815065 | -0.526288 | -0.359393 | 0.000016 | -0.162791 | 0 | -0.385986 | 0 | 0.001398 | 1 | 21,623 |
0.426853 | 0.167785 | 0.32406 | -0.559564 | -0.842385 | -0.545119 | -0.359393 | 0 | -0.162791 | 0 | -0.385986 | 0.00028 | 0.001398 | 1 | 21,624 |
0 | -0.590844 | -0.172357 | 5.74113 | -0.324943 | -0.029461 | -0.360781 | -0.000127 | -0.162791 | 0 | -0.385986 | 0 | 0.001258 | 1 | 21,625 |
-0.213412 | -0.338003 | 0.32413 | -0.559564 | -0.550882 | -0.625212 | -0.360781 | 0 | -0.162791 | 0 | -0.385986 | -0.00014 | 0.000979 | 1 | 21,626 |
0.74681 | 0.673184 | 0.820512 | -0.562208 | -0.60977 | -0.273134 | -0.35974 | 0.000095 | -0.162791 | 0 | -0.385986 | 0.00049 | 0.00035 | 1 | 21,627 |
1.172821 | 0.798858 | 0.448273 | -0.566608 | -0.281168 | 0.091037 | -0.35974 | 0 | -0.162791 | 0 | -0.385986 | 0.000769 | -0.000699 | 0 | 21,628 |
-1.066164 | -0.338285 | -0.667595 | -0.563088 | 0.092279 | -0.01952 | -0.35974 | 0 | -0.162791 | 0 | -0.385986 | -0.000699 | 0.00014 | 1 | 21,629 |
0 | -0.338109 | -0.172045 | -0.563088 | -0.456838 | -0.374202 | -0.360781 | -0.000095 | -0.162791 | 0 | -0.385986 | 0 | -0.00014 | 0 | 21,630 |
1.279307 | 0.925036 | 0.820374 | -0.566608 | -0.647308 | -0.691024 | -0.360781 | 0 | -0.162791 | 0 | -0.385986 | 0.000839 | -0.001258 | 0 | 21,631 |
-0.639519 | -0.843402 | -0.419404 | -0.565729 | -0.414198 | -0.438258 | -0.360607 | 0.000016 | -0.162791 | 0 | -0.385986 | -0.000419 | -0.000839 | 0 | 21,632 |
-0.213233 | 0.166937 | 0.07632 | -0.564849 | -0.76761 | -0.455106 | -0.360607 | 0 | -0.162791 | 0 | -0.385986 | -0.00014 | -0.000419 | 0 | 21,633 |
0.213233 | -0.085551 | 0.572321 | -0.564849 | -1.018532 | -0.898703 | -0.361475 | -0.000079 | -0.162791 | 0 | -0.385986 | 0.00014 | -0.000419 | 0 | 21,634 |
-0.85311 | -0.590844 | -0.41982 | 5.735844 | -0.143632 | 0.055855 | -0.361475 | 0 | -0.162791 | 0 | -0.385986 | -0.000559 | -0.00028 | 0 | 21,635 |
0.426614 | 0.167361 | 0.572321 | -0.563969 | -0.414198 | -0.233443 | -0.365293 | -0.000349 | -0.162791 | 0 | -0.385986 | 0.00028 | -0.000559 | 0 | 21,636 |
0.852871 | 0.672301 | 0.820339 | 5.727043 | -0.431969 | -0.273134 | -0.365293 | 0 | -0.162791 | 0 | -0.385986 | 0.000559 | -0.001258 | 0 | 21,637 |
0.426257 | -0.085762 | 0.324407 | -0.568367 | -0.735027 | -0.50789 | -0.360607 | 0.000429 | -0.162791 | 0 | -0.385986 | 0.000279 | -0.001818 | 0 | 21,638 |
0.532654 | 0.04031 | 0.076597 | -0.571003 | -0.068109 | -0.060048 | -0.363037 | -0.000222 | -0.162791 | 0 | -0.385986 | 0.000349 | -0.001188 | 0 | 21,639 |
-0.31957 | 0.040089 | 0.200671 | -0.570125 | -0.077305 | -0.195628 | -0.363037 | 0 | -0.162791 | 0 | -0.385986 | -0.000209 | -0.001677 | 0 | 21,640 |
0 | 0.166408 | 0.572321 | -0.570125 | -0.167814 | -0.195628 | -0.363037 | 0 | -0.162791 | 0 | -0.385986 | 0 | -0.001118 | 0 | 21,641 |
0.213054 | -0.085974 | 0.696213 | -0.571881 | -1.784293 | -1.179915 | -0.359913 | 0.000286 | -0.162791 | 0 | -0.385986 | 0.00014 | -0.001537 | 0 | 21,642 |
-0.639251 | -0.338426 | -0.171109 | -0.567488 | -0.326046 | -0.081109 | -0.359913 | 0 | -0.162791 | 0 | -0.385986 | -0.000419 | -0.000839 | 0 | 21,643 |
0.213114 | -0.338321 | 0.448386 | -0.567488 | -1.369218 | -1.547663 | -0.359566 | 0.000032 | -0.162791 | 0 | -0.385986 | 0.00014 | -0.000559 | 0 | 21,644 |
-0.213114 | -0.590844 | 0.076597 | -0.568367 | -0.795258 | -0.455106 | -0.359566 | 0 | -0.162791 | 0 | -0.385986 | -0.00014 | -0.000279 | 0 | 21,645 |
-0.426316 | -0.338321 | -0.419404 | -0.565729 | -0.741021 | -0.50789 | -0.360954 | -0.000127 | -0.162791 | 0 | -0.385986 | -0.000279 | -0.00014 | 0 | 21,646 |
0.213173 | -0.085692 | 0.324373 | -0.566608 | -0.270897 | -0.344 | -0.360954 | 0 | -0.162791 | 0 | -0.385986 | 0.00014 | 0 | 0 | 21,647 |
-0.426376 | -0.843437 | -0.171524 | -0.564849 | -0.321644 | -0.147837 | -0.358698 | 0.000206 | -0.162791 | 0 | -0.385986 | -0.000279 | 0.000978 | 1 | 21,648 |
0.213203 | 0.040662 | 0.448334 | 5.728802 | -0.417968 | -0.220638 | -0.358698 | 0 | -0.162791 | 0 | -0.385986 | 0.00014 | 0.000978 | 1 | 21,649 |
0.213173 | -0.085692 | 0.076389 | -0.567488 | 0.581638 | 0.739041 | -0.360087 | -0.000127 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | 0.000419 | 1 | 21,650 |
0.639341 | 0.166726 | 0.324407 | -0.570125 | 0.029721 | 0.082386 | -0.360087 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.000419 | 0 | 0 | 21,651 |
-0.639341 | -0.590844 | -1.163076 | -0.566608 | 0.038918 | 0.31478 | -0.370325 | -0.000937 | -0.162791 | -0.267949 | -0.517638 | -0.000419 | 0 | 0 | 21,652 |
0.106575 | -0.338285 | 0.324407 | -0.567488 | -1.389343 | -1.099821 | -0.370325 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00007 | -0.00007 | 0 | 21,653 |
0.106568 | 0.040442 | -0.295468 | 5.723526 | -0.033944 | 0.295019 | -0.362343 | 0.00073 | -0.162791 | -0.267949 | -0.517638 | 0.00007 | 0.00014 | 1 | 21,654 |
-0.106568 | -0.085833 | 0.076528 | -0.567488 | -0.815065 | -0.714222 | -0.362343 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00007 | 0.00021 | 1 | 21,655 |
0.106568 | -0.212046 | 0.200463 | -0.567488 | -0.824053 | -0.738112 | -0.362863 | -0.000048 | -0.162791 | -0.267949 | -0.517638 | 0.00007 | 0.000838 | 1 | 21,656 |
-0.426316 | -0.338321 | -0.17142 | -0.565729 | -0.356507 | 0.064797 | -0.362863 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.000279 | 0.000978 | 1 | 21,657 |
-0.85299 | -0.843473 | -0.419681 | -0.562208 | -0.502269 | -0.421757 | -0.362863 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.000559 | 0.002514 | 1 | 21,658 |
-0.853468 | -0.843614 | -0.916723 | -0.559564 | 0.321734 | 0.346667 | -0.365293 | -0.000222 | -0.162791 | -0.267949 | -0.517638 | -0.000559 | 0.003352 | 1 | 21,659 |
0 | -0.337967 | 0.075834 | -0.559564 | -0.604804 | -0.489906 | -0.365293 | 0 | -0.162791 | -0.267949 | -0.517638 | 0 | 0.002934 | 1 | 21,660 |
0.426794 | 0.167679 | 0.572321 | -0.561327 | -0.688852 | -0.259683 | -0.360607 | 0.000429 | -0.162791 | -0.267949 | -0.517638 | 0.00028 | 0.002514 | 1 | 21,661 |
0.426674 | -0.085268 | 0.572321 | -0.563088 | -1.111242 | -0.928905 | -0.360607 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00028 | 0.002514 | 1 | 21,662 |
1.49242 | 1.177559 | 0.820374 | -0.569246 | -0.484015 | -0.286814 | -0.363037 | -0.000222 | -0.162791 | -0.267949 | -0.517638 | 0.000978 | 0.002093 | 1 | 21,663 |
-0.213114 | -0.085903 | -0.171317 | -0.567488 | 0.132199 | 0.046813 | -0.363037 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | 0.001675 | 1 | 21,664 |
-0.213143 | -0.590844 | -0.17142 | 5.727043 | -1.41535 | -0.66848 | -0.364946 | -0.000175 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | 0.002094 | 1 | 21,665 |
0.213143 | 0.166726 | 0.572321 | -0.567488 | -0.173108 | -0.102739 | -0.364946 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | 0.001815 | 1 | 21,666 |
0.426197 | -0.085833 | 0.076528 | -0.569246 | 0.010956 | 0.055855 | -0.366681 | -0.000159 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | 0.001396 | 1 | 21,667 |
-0.213084 | -0.085974 | 0.076667 | -0.568367 | -0.57732 | -0.220638 | -0.366681 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | 0.001954 | 1 | 21,668 |
0.426138 | -0.085903 | 0.076597 | -0.569246 | -1.021531 | -0.66848 | -0.365466 | 0.000111 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | 0.000698 | 1 | 21,669 |
0.213024 | -0.338426 | 0.076736 | -0.571881 | -0.692585 | -0.526288 | -0.365466 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | 0.000279 | 1 | 21,670 |
0.425959 | 0.166197 | 0.32458 | 5.714743 | -0.598239 | -0.438258 | -0.364772 | 0.000063 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | 0.00014 | 1 | 21,671 |
-0.425959 | 0.165985 | -0.046923 | -0.571881 | -0.650824 | -0.344 | -0.364772 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.000279 | 0.000558 | 1 | 21,672 |
-1.065419 | -0.338462 | -0.914643 | -0.567488 | -0.204816 | 0.019055 | -0.361128 | 0.000333 | -0.162791 | -0.267949 | -0.517638 | -0.000698 | 0.001047 | 1 | 21,673 |
0.426257 | 0.166726 | 0.696265 | -0.569246 | -0.317271 | -0.049722 | -0.361128 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | 0.001396 | 1 | 21,674 |
-0.213114 | -0.212125 | 0.324477 | -0.568367 | -0.567874 | -0.259683 | -0.363384 | -0.000206 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | 0.001536 | 1 | 21,675 |
-0.639519 | -0.338321 | -0.17142 | -0.564849 | -0.546319 | -0.545119 | -0.363384 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.000419 | 0.002652 | 1 | 21,676 |
-0.213233 | -0.843508 | -0.916098 | -0.563969 | -0.540282 | -0.545119 | -0.359219 | 0.000381 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | 0.003349 | 1 | 21,677 |
-0.426555 | -0.717189 | 0.076251 | -0.563088 | -0.675943 | -0.50789 | -0.359219 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00028 | 0.003489 | 1 | 21,678 |
0.213292 | -0.338109 | 0.076112 | -0.563088 | -0.574157 | -0.545119 | -0.360607 | -0.000127 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | 0.002792 | 1 | 21,679 |
-0.426614 | -0.590844 | -0.17194 | -0.562208 | -0.70772 | -0.545119 | -0.360607 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00028 | 0.003141 | 1 | 21,680 |
-0.426734 | -0.338074 | 0.076043 | -0.560446 | -0.057532 | -0.070509 | -0.360607 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00028 | 0.00363 | 1 | 21,681 |
0 | -0.338003 | 0.32413 | -0.559564 | -0.42557 | -0.374202 | -0.358698 | 0.000175 | -0.162791 | -0.267949 | -0.517638 | 0 | 0.003212 | 1 | 21,682 |
0.426734 | -0.085197 | 0.572321 | -0.561327 | -0.96112 | -1.027019 | -0.360954 | -0.000206 | -0.162791 | -0.267949 | -0.517638 | 0.00028 | 0.003211 | 1 | 21,683 |
0.213322 | 0.167361 | 0.324199 | 5.735844 | -0.094487 | -0.147837 | -0.360954 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | 0.003211 | 1 | 21,684 |
-0.640056 | -0.338109 | -0.172045 | -0.559564 | -0.274987 | -0.233443 | -0.361475 | -0.000048 | -0.162791 | -0.267949 | -0.517638 | -0.00042 | 0.00377 | 1 | 21,685 |
0 | -0.338003 | 0.075904 | -0.559564 | 0.02241 | -0.286814 | -0.361475 | 0 | -0.162791 | -0.267949 | -0.517638 | 0 | 0.003421 | 1 | 21,686 |
-0.213412 | -0.717278 | 0.075904 | -0.558683 | -0.541786 | -0.405589 | -0.358525 | 0.00027 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | 0.003352 | 1 | 21,687 |
-0.426913 | -0.337967 | -0.172461 | -0.558683 | -0.279101 | -0.195628 | -0.358525 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00028 | 0.00405 | 1 | 21,688 |
1.493673 | 1.937036 | 0.820582 | -0.563969 | -0.004153 | 0.31478 | -0.361128 | -0.000238 | -0.162791 | -0.267949 | -0.517638 | 0.000979 | 0.003489 | 1 | 21,689 |
-1.06676 | -0.338144 | -0.668288 | 5.739367 | -0.502269 | -0.246456 | -0.361128 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.000699 | -0.005893 | 0 | 21,690 |
0.853468 | 0.673184 | 1.316791 | -0.563088 | -0.773893 | -0.788145 | -0.361128 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.000559 | -0.007861 | 0 | 21,691 |
-0.426674 | -0.085409 | 0.076112 | -0.561327 | -0.481249 | -0.564403 | -0.361128 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00028 | -0.007722 | 0 | 21,692 |
0.426674 | 0.672831 | 0.324165 | -0.563969 | 0.056952 | -0.0097 | -0.361128 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00028 | -0.007579 | 0 | 21,693 |
0.639788 | 0.167255 | 0.820374 | -0.563969 | -1.242632 | -1.062593 | -0.35974 | 0.000127 | -0.162791 | -0.267949 | -0.517638 | 0.000419 | -0.007998 | 0 | 21,694 |
0.213203 | 0.671948 | 0.200333 | -0.566608 | -0.578907 | -0.50789 | -0.35974 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | -0.009548 | 0 | 21,695 |
-0.213203 | -0.085692 | 0.324373 | -0.565729 | -0.966652 | -0.841516 | -0.361996 | -0.000206 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | -0.007857 | 0 | 21,696 |
0.426376 | -0.085621 | 0.572321 | -0.567488 | -0.649064 | -0.358959 | -0.361996 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | -0.00856 | 0 | 21,697 |
1.065419 | 0.671595 | 0.8202 | 5.718255 | -0.585291 | -0.344 | -0.363037 | -0.000095 | -0.162791 | -0.267949 | -0.517638 | 0.000698 | -0.008976 | 0 | 21,698 |
0.212995 | -0.338462 | 0.32458 | -0.571881 | -0.404244 | -0.762738 | -0.363037 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.00014 | -0.009257 | 0 | 21,699 |
-0.639073 | -0.71703 | -0.170901 | -0.570125 | -0.34848 | -0.545119 | -0.359045 | 0.000365 | -0.162791 | -0.267949 | -0.517638 | -0.000419 | -0.009402 | 0 | 21,700 |
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