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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 | 0.04866 | 0.070036 | -0.485538 | 0.046704 | 0.195744 | -0.683384 | -0.00073 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.001913 | 0 | 2,401 |
0 | -0.207114 | 0.195621 | -0.485538 | -0.157347 | 0.028415 | -0.683384 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.001771 | 0 | 2,402 |
-0.755903 | 2.987469 | -0.55802 | -0.481927 | 0.338041 | 0.601515 | -0.689111 | -0.000524 | 0.023256 | -0.535898 | -0.385986 | -0.000495 | -0.001133 | 0 | 2,403 |
-1.945471 | -0.334888 | -2.445019 | -0.473786 | 0.240772 | 0.334064 | -0.689111 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001275 | 0.000425 | 1 | 2,404 |
0.540658 | 0.690204 | 0.320751 | -0.476502 | 0.19541 | -0.113778 | -0.632364 | 0.005191 | 0.023256 | -0.535898 | -0.385986 | 0.000354 | 0.000071 | 1 | 2,405 |
0.540466 | 0.561732 | 0.698048 | -0.479215 | -0.37521 | -0.358959 | -0.632364 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000354 | 0 | 0 | 2,406 |
0.324188 | 0.177349 | 0.32093 | -0.480119 | 0.492205 | -0.029461 | -0.687375 | -0.005032 | 0.023256 | -0.535898 | -0.385986 | 0.000213 | -0.000213 | 0 | 2,407 |
-0.216117 | 0.049204 | -0.056091 | -0.479215 | -0.240966 | -0.545119 | -0.687375 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000142 | -0.000496 | 0 | 2,408 |
-0.10807 | -0.206734 | 0.446639 | -0.479215 | -0.652588 | -0.438258 | -0.687375 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000071 | -0.000921 | 0 | 2,409 |
-1.081124 | 0.177349 | -0.684993 | 5.910851 | 0.650927 | 0.596955 | -0.635488 | 0.004746 | 0.023256 | -0.535898 | -0.385986 | -0.000709 | -0.000425 | 0 | 2,410 |
1.513359 | 1.202369 | 0.823855 | 5.901805 | 0.387157 | 0.596955 | -0.635488 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000992 | -0.001701 | 0 | 2,411 |
-0.864592 | -0.334816 | -0.684636 | -0.477407 | 0.503993 | 0.559509 | -0.684078 | -0.004445 | 0.023256 | -0.535898 | -0.385986 | -0.000567 | -0.00078 | 0 | 2,412 |
0.216194 | 0.177567 | 0.572321 | -0.478311 | 0.211371 | 0.188159 | -0.684078 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000142 | -0.000496 | 0 | 2,413 |
0.324234 | -0.078606 | 0.446612 | -0.479215 | -0.290543 | -0.300732 | -0.682863 | 0.000111 | 0.023256 | -0.535898 | -0.385986 | 0.000213 | -0.000496 | 0 | 2,414 |
-0.756652 | -0.590844 | -1.062245 | 5.909041 | 0.44803 | 0.451963 | -0.682863 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000496 | 0 | 0 | 2,415 |
-0.216255 | 0.049612 | -0.433886 | -0.474691 | 0.219468 | 0.478911 | -0.689805 | -0.000635 | 0.023256 | -0.535898 | -0.385986 | -0.000142 | 0.000354 | 1 | 2,416 |
0.216255 | 0.177785 | 0.572321 | -0.477407 | -0.049333 | 0.019055 | -0.689805 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000142 | -0.000567 | 0 | 2,417 |
0.864715 | 1.713736 | 1.075211 | -0.480119 | 0.979036 | 0.875963 | -0.679566 | 0.000937 | 0.023256 | -0.535898 | -0.385986 | 0.000567 | -0.001418 | 0 | 2,418 |
0.216102 | -0.334779 | 0.572321 | -0.480119 | -0.58369 | -0.455106 | -0.679566 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000142 | -0.002127 | 0 | 2,419 |
-0.432235 | -0.334816 | -0.181747 | -0.479215 | 0.330364 | -0.195628 | -0.679566 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000283 | -0.004971 | 0 | 2,420 |
-0.108078 | 1.840649 | 0.32093 | -0.478311 | -0.8084 | -0.66848 | -0.685293 | -0.000524 | 0.023256 | -0.535898 | -0.385986 | -0.000071 | -0.005043 | 0 | 2,421 |
-0.32428 | -0.206679 | -0.182014 | -0.475597 | -0.550882 | -0.455106 | -0.685293 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000213 | -0.001844 | 0 | 2,422 |
0 | -0.078534 | -0.93699 | -0.477407 | 0.342269 | 0.037667 | -0.683904 | 0.000127 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.003123 | 0 | 2,423 |
-0.43248 | -0.334671 | -0.433744 | -0.474691 | 0.018389 | -0.01952 | -0.683904 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000283 | -0.002839 | 0 | 2,424 |
0.864838 | 0.690023 | 0.572321 | -0.479215 | -0.098452 | -0.049722 | -0.687896 | -0.000365 | 0.023256 | -0.535898 | -0.385986 | 0.000567 | -0.000709 | 0 | 2,425 |
0.648307 | 0.433341 | 0.32093 | -0.481927 | -0.278071 | -0.060048 | -0.681128 | 0.000619 | 0.023256 | -0.535898 | -0.385986 | 0.000425 | -0.000425 | 0 | 2,426 |
1.079899 | 0.688753 | 0.572321 | 5.892771 | -0.455507 | -0.070509 | -0.681128 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000708 | -0.0017 | 0 | 2,427 |
-0.971875 | -0.846691 | -0.683569 | -0.481927 | -0.080397 | -0.060048 | -0.68564 | -0.000413 | 0.023256 | -0.535898 | -0.385986 | -0.000637 | -0.000637 | 0 | 2,428 |
-0.324096 | 0.560753 | -0.43296 | -0.481023 | 0.298331 | 0.540108 | -0.68564 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000212 | -0.000708 | 0 | 2,429 |
-0.324165 | -0.078824 | 0.195327 | -0.479215 | -0.229345 | -0.060048 | -0.684599 | 0.000095 | 0.023256 | -0.535898 | -0.385986 | -0.000212 | 0.002476 | 1 | 2,430 |
0.324165 | 1.073045 | -0.307643 | -0.478311 | -0.365795 | -0.171376 | -0.684599 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000212 | 0.003252 | 1 | 2,431 |
0 | -0.334816 | -0.181747 | -0.480119 | 0.004814 | 0.203258 | -0.68564 | -0.000095 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.003676 | 1 | 2,432 |
-0.216102 | -0.334816 | -0.056046 | -0.480119 | -0.117807 | -0.029461 | -0.68564 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000142 | 0.002971 | 1 | 2,433 |
0 | 0.177241 | 0.572321 | 5.901805 | 0.223981 | 0.451963 | -0.686334 | -0.000063 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.004664 | 1 | 2,434 |
0.108055 | -0.334779 | 0.320965 | -0.480119 | -0.359976 | -0.714222 | -0.686334 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000071 | 0.002052 | 1 | 2,435 |
0 | 0.049204 | 0.195301 | -0.481023 | 0.068303 | 0.225387 | -0.686681 | -0.000032 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.000779 | 1 | 2,436 |
0.54016 | 0.561079 | 0.697977 | -0.481927 | -0.108869 | -0.091851 | -0.686681 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000354 | -0.000283 | 0 | 2,437 |
0.21601 | -0.334888 | -0.935707 | -0.481927 | 0.894009 | 0.739041 | -0.684078 | 0.000238 | 0.023256 | -0.535898 | -0.385986 | 0.000142 | 0.000849 | 1 | 2,438 |
-0.648123 | -0.590844 | -0.181426 | -0.481023 | 0.058223 | 0.14107 | -0.684078 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000425 | 0.001557 | 1 | 2,439 |
0.324096 | -0.078824 | 0.195327 | -0.481927 | -0.341674 | -0.147837 | -0.684078 | 0 | 0.023256 | -0.785587 | -0 | 0.000212 | -0.001843 | 0 | 2,440 |
0.108017 | -0.206897 | 0.195407 | -0.48283 | 0.004129 | 0.124738 | -0.688937 | -0.000444 | 0.023256 | -0.785587 | -0 | 0.000071 | -0.000425 | 0 | 2,441 |
0.324004 | 0.432761 | -0.307206 | -0.483733 | -0.032496 | 0.24692 | -0.688937 | 0 | 0.023256 | -0.785587 | -0 | 0.000212 | -0.001771 | 0 | 2,442 |
0.647802 | 0.816165 | -0.55834 | -0.48644 | 0.330364 | 0.418381 | -0.686508 | 0.000222 | 0.023256 | -0.785587 | -0 | 0.000425 | -0.003899 | 0 | 2,443 |
0.323798 | 0.04857 | -0.055468 | -0.488244 | 0.459162 | 0.525242 | -0.686508 | 0 | 0.023256 | -0.785587 | -0 | 0.000212 | -0.00468 | 0 | 2,444 |
0.107917 | 0.304082 | 0.572321 | -0.488244 | 0.685971 | -0.0097 | -0.685466 | 0.000095 | 0.023256 | -0.785587 | -0 | 0.000071 | -0.006031 | 0 | 2,445 |
-0.539663 | -0.207277 | -0.055291 | 5.889161 | -0.056034 | -0.070509 | -0.685466 | 0 | 0.023256 | -0.785587 | -0 | -0.000354 | -0.004397 | 0 | 2,446 |
-0.431868 | -0.079259 | -0.181106 | -0.484636 | -0.012535 | 0.157076 | -0.684425 | 0.000095 | 0.023256 | -0.785587 | -0 | -0.000283 | -0.005252 | 0 | 2,447 |
-0.648031 | 0.943912 | -0.432604 | -0.481927 | 0.358106 | 0.457426 | -0.684425 | 0 | 0.023256 | -0.785587 | -0 | -0.000425 | -0.005325 | 0 | 2,448 |
0.432051 | 0.049068 | 0.572321 | -0.48283 | -0.32715 | -0.374202 | -0.689284 | -0.000444 | 0.023256 | -0.785587 | -0 | 0.000283 | -0.005964 | 0 | 2,449 |
-0.648123 | -0.590844 | -0.432746 | -0.480119 | 0.483661 | 0.610558 | -0.689284 | 0 | 0.023256 | -0.785587 | -0 | -0.000425 | -0.006822 | 0 | 2,450 |
-1.729675 | -0.590844 | -1.439239 | 5.912662 | 0.701974 | 0.703816 | -0.689111 | 0.000016 | 0.023256 | -0.785587 | -0 | -0.001134 | -0.006116 | 0 | 2,451 |
0.216317 | 2.354628 | 0.320716 | -0.474691 | 0.397356 | 0.377333 | -0.689111 | 0 | 0.023256 | -0.785587 | -0 | 0.000142 | -0.006258 | 0 | 2,452 |
0.216286 | 1.202369 | 0.572321 | -0.475597 | 0.206775 | 0.108065 | -0.688069 | 0.000095 | 0.023256 | -0.785587 | -0 | 0.000142 | -0.007256 | 0 | 2,453 |
0.43248 | 0.049703 | 0.320787 | 5.907231 | 0.247569 | 0.26096 | -0.688069 | 0 | 0.023256 | -0.785587 | -0 | 0.000283 | -0.006826 | 0 | 2,454 |
0 | -0.334671 | 0.320858 | 5.907231 | 0.053766 | 0.046813 | -0.691367 | -0.000302 | 0.023256 | -0.785587 | -0 | 0 | -0.006826 | 0 | 2,455 |
0.432357 | 0.433631 | 0.320858 | -0.478311 | 0.529243 | 0.808674 | -0.691367 | 0 | 0.023256 | -0.785587 | -0 | 0.000283 | -0.005185 | 0 | 2,456 |
0 | -0.334743 | 0.32093 | -0.478311 | -0.323841 | -0.039527 | -0.695358 | -0.000365 | 0.023256 | -0.785587 | -0 | 0 | -0.005541 | 0 | 2,457 |
-0.648582 | -0.590844 | -0.18196 | -0.475597 | 0.252863 | 0.232629 | -0.695358 | 0 | 0.023256 | -0.785587 | -0 | -0.000425 | -0.004831 | 0 | 2,458 |
-0.757028 | 0.049612 | -0.685528 | -0.47288 | 0.42671 | 0.395183 | -0.695531 | -0.000016 | 0.023256 | -0.785587 | -0 | -0.000496 | -0.003054 | 0 | 2,459 |
-0.324556 | -0.462671 | 0.194873 | -0.471974 | 0.592894 | 0.401046 | -0.695531 | 0 | 0.023256 | -0.785587 | -0 | -0.000213 | -0.002485 | 0 | 2,460 |
-0.432848 | -0.462644 | -1.190166 | -0.470161 | 1.139836 | 1.028296 | -0.696399 | -0.000079 | 0.023256 | -0.785587 | -0 | -0.000284 | -0.002131 | 0 | 2,461 |
0.541041 | 0.178439 | 0.320573 | -0.471974 | 0.483661 | 0.457426 | -0.696399 | 0 | 0.023256 | -0.785587 | -0 | 0.000355 | -0.003268 | 0 | 2,462 |
0.648996 | 0.690658 | 0.572321 | -0.474691 | 0.7377 | 0.790929 | -0.696399 | 0 | 0.023256 | -0.785587 | -0 | 0.000425 | -0.001774 | 0 | 2,463 |
0.324395 | 0.305921 | 0.069182 | -0.476502 | 0.525044 | 0.418381 | -0.695358 | 0.000095 | 0.023256 | -0.785587 | -0 | 0.000213 | -0.000993 | 0 | 2,464 |
0 | -0.078461 | 0.069289 | -0.476502 | -0.013238 | 0.055855 | -0.695358 | 0 | 0.023256 | -0.785587 | -0 | 0 | -0.003692 | 0 | 2,465 |
0.324326 | 0.433777 | 0.320823 | -0.477407 | 0.607432 | 0.715731 | -0.671063 | 0.002222 | 0.023256 | -0.785587 | -0 | 0.000213 | -0.003762 | 0 | 2,466 |
-1.189531 | -0.206625 | -0.811067 | 5.914474 | 0.589064 | 0.711779 | -0.671063 | 0 | 0.023256 | -0.785587 | -0 | -0.00078 | -0.001419 | 0 | 2,467 |
-0.432787 | 0.178112 | -0.182709 | 5.919911 | 0.38913 | 0.429732 | -0.671063 | 0 | 0.023256 | -0.785587 | -0 | -0.000284 | -0.001136 | 0 | 2,468 |
-0.865942 | -0.206216 | -1.694378 | 5.927168 | 0.885001 | 0.836272 | -0.673319 | -0.000206 | 0.023256 | -0.785587 | -0 | -0.000568 | -0.000142 | 0 | 2,469 |
-4.771487 | -0.334271 | -6.240355 | 5.967228 | 2.176511 | 2.520058 | -0.673319 | 0 | 0.023256 | -0.785587 | -0 | -0.003128 | 0.001281 | 1 | 2,470 |
-0.217241 | 5.57611 | -4.487415 | 5.970882 | 2.131644 | 2.505029 | -0.673319 | 0 | 0.023256 | -0.785587 | -0 | -0.000142 | 0.001139 | 1 | 2,471 |
4.555573 | 5.063804 | -0.438616 | 5.932616 | 1.180708 | 1.40609 | -0.673319 | 0 | 0.023256 | -0.785587 | -0 | 0.002986 | -0.002559 | 0 | 2,472 |
-1.950723 | 0.435522 | -2.200845 | 5.947166 | 1.677963 | 1.932859 | -0.033839 | 0.058498 | 0.023256 | -0.785587 | -0 | -0.001279 | -0.001565 | 0 | 2,473 |
0 | 1.463929 | -1.194178 | 5.945346 | 1.092698 | 1.305149 | -0.033839 | 0 | 0.023256 | -0.785587 | -0 | 0 | -0.001138 | 0 | 2,474 |
4.115271 | 4.797963 | -0.184534 | 5.910851 | 0.916677 | 1.038896 | -0.668286 | -0.058037 | 0.023256 | -0.785587 | -0 | 0.002698 | -0.003551 | 0 | 2,475 |
1.081124 | 6.316055 | -4.592001 | -0.479215 | 1.336592 | 1.51482 | -0.668286 | 0 | 0.023256 | -0.785587 | -0 | 0.000709 | -0.003548 | 0 | 2,476 |
-0.864838 | 0.433341 | -1.691486 | 5.909041 | 0.565016 | 0.94101 | -0.668286 | 0 | 0.023256 | -0.785587 | -0 | -0.000567 | -0.003835 | 0 | 2,477 |
0.648674 | 0.690023 | -0.182388 | -0.477407 | 0.303254 | 0.468241 | -0.668286 | 0 | 0.023256 | -0.785587 | -0 | 0.000425 | -0.004545 | 0 | 2,478 |
-0.432419 | 1.457236 | -0.182067 | 5.909041 | 0.641402 | 0.869483 | -0.667766 | 0.000048 | 0.023256 | -0.785587 | -0 | -0.000283 | -0.005258 | 0 | 2,479 |
4.534295 | 5.037395 | 0.320823 | -0.495449 | 1.085509 | 1.365129 | -0.667766 | 0 | 0.023256 | -0.785587 | -0 | 0.002972 | -0.007234 | 0 | 2,480 |
1.508442 | 1.196543 | 0.572321 | -0.501739 | 0.502321 | 0.727471 | -0.667766 | 0 | 0.023256 | -0.785587 | -0 | 0.000989 | -0.008507 | 0 | 2,481 |
0.646019 | 1.449723 | -0.429908 | -0.503534 | 1.069574 | 1.18524 | -0.661518 | 0.000571 | 0.023256 | -0.785587 | -0 | 0.000423 | -0.008005 | 0 | 2,482 |
-1.292311 | -0.335755 | -9.974944 | -0.501739 | 0.910382 | 1.13081 | -0.661518 | 0 | 0.023256 | -0.785587 | -0 | -0.000847 | -0.008938 | 0 | 2,483 |
2.583529 | 3.234949 | 0.071065 | -0.508018 | 1.334071 | 1.448219 | -0.661518 | 0 | 0.023256 | -0.785587 | -0 | 0.001693 | -0.010062 | 0 | 2,484 |
-3.876936 | -0.335971 | -10.595253 | 5.874742 | 0.864444 | 1.08493 | -0.79115 | -0.011858 | 0.023256 | -0.785587 | -0 | -0.002541 | -0.006097 | 0 | 2,485 |
-1.942169 | -0.335322 | -2.188682 | -0.484636 | 0.937913 | 1.169744 | -0.615705 | 0.016049 | 0.023256 | -0.785587 | -0 | -0.001273 | -0.004824 | 0 | 2,486 |
-1.080052 | 0.176588 | -1.437814 | 5.903613 | 0.799937 | 0.826034 | -0.578395 | 0.003413 | 0.023256 | -0.785587 | -0 | -0.000708 | -0.003547 | 0 | 2,487 |
1.943543 | 1.712105 | 0.321001 | 5.88375 | 0.730989 | 0.798074 | -0.578395 | 0 | 0.023256 | -0.785587 | -0 | 0.001274 | -0.004111 | 0 | 2,488 |
0.431562 | 0.431748 | -0.934213 | 5.881947 | 0.796001 | 0.888767 | -0.578395 | 0 | 0.023256 | -0.785587 | -0 | 0.000283 | -0.00411 | 0 | 2,489 |
-4.862131 | 0.175937 | -5.082189 | -0.481023 | 1.017381 | 1.180843 | -0.636529 | -0.005318 | 0.023256 | -0.785587 | -0 | -0.003187 | -0.001065 | 0 | 2,490 |
2.270923 | 5.042577 | 1.704666 | -0.480119 | 0.790055 | 0.955749 | -0.661345 | -0.00227 | 0.023256 | -0.785587 | -0 | 0.001489 | -0.004046 | 0 | 2,491 |
-1.72992 | -0.078751 | -1.439524 | -0.47288 | 0.10604 | 0.395183 | -0.661345 | 0 | 0.023256 | -0.785587 | -0 | -0.001134 | -0.005546 | 0 | 2,492 |
-2.598564 | -0.334489 | -2.7018 | -0.46199 | 1.086087 | 1.365129 | -0.661345 | 0 | 0.023256 | -0.785587 | -0 | -0.001703 | -0.003558 | 0 | 2,493 |
-0.867173 | 0.692751 | -0.940637 | 5.945346 | 1.071346 | 1.417652 | -0.638438 | 0.002095 | 0.023256 | -0.785587 | -0 | -0.000568 | -0.002704 | 0 | 2,494 |
-1.952942 | 2.105184 | -2.204001 | -0.450151 | 1.12402 | 1.44347 | -0.638438 | 0 | 0.023256 | -0.785587 | -0 | -0.00128 | -0.001424 | 0 | 2,495 |
1.952942 | 1.98018 | -0.185396 | 5.947166 | 0.681848 | 1.028296 | -0.641909 | -0.000317 | 0.023256 | -0.785587 | -0 | 0.00128 | -0.00299 | 0 | 2,496 |
-1.735825 | -0.590844 | -1.698892 | -0.451063 | 0.578645 | 0.93803 | -0.641909 | 0 | 0.023256 | -0.785587 | -0 | -0.001138 | -0.001852 | 0 | 2,497 |
-0.760045 | -0.07642 | -0.943222 | -0.447413 | 1.407808 | 1.049357 | -0.643471 | -0.000143 | 0.023256 | -0.785587 | -0 | -0.000498 | -0.001068 | 0 | 2,498 |
-0.543121 | 0.052484 | -0.564781 | 5.970882 | 1.060195 | 1.009402 | -0.643471 | 0 | 0.023256 | -0.785587 | -0 | -0.000356 | -0.001425 | 0 | 2,499 |
-1.956839 | -0.07598 | -2.462654 | 5.98552 | 1.035943 | 1.338422 | -0.638959 | 0.000413 | 0.023256 | -1 | 0.614014 | -0.001283 | 0.000998 | 1 | 2,500 |
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