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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.21389 | 0.16938 | 0.323538 | -0.546313 | -0.972229 | -0.66848 | -0.585857 | -0.000111 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | 0.001401 | 1 | 2,901 |
0.855262 | 0.422575 | 0.323573 | -0.548968 | -0.138558 | -0.081109 | -0.585857 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000561 | 0.00028 | 1 | 2,902 |
-0.427571 | -0.590844 | -0.422322 | 5.765857 | -0.944782 | -0.869599 | -0.582907 | 0.00027 | 0.023256 | -0.535898 | -0.385986 | -0.00028 | 0.000701 | 1 | 2,903 |
-1.069452 | -0.590844 | -1.169159 | 5.774712 | -1.012572 | -0.691024 | -0.582907 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000701 | 0.001682 | 1 | 2,904 |
1.069452 | 0.676374 | -0.174342 | -0.546313 | -0.778114 | -0.421757 | -0.584816 | -0.000175 | 0.023256 | -0.535898 | -0.385986 | 0.000701 | 0.001121 | 1 | 2,905 |
0.2138 | -0.337507 | 0.07493 | 5.764088 | -0.817301 | -0.625212 | -0.584816 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | 0.00056 | 1 | 2,906 |
0.641222 | 0.42215 | 0.323678 | -0.550737 | 0.001379 | 0.210703 | -0.583254 | 0.000143 | 0.023256 | -0.535898 | -0.385986 | 0.00042 | 0.00035 | 1 | 2,907 |
3.628508 | 3.708658 | -0.297718 | 5.732322 | 1.626609 | 1.350996 | -0.583254 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.002378 | -0.002028 | 0 | 2,908 |
-2.133371 | -0.843473 | -2.15702 | 5.74642 | 0.738415 | 0.719663 | -0.585857 | -0.000238 | 0.023256 | -0.535898 | -0.385986 | -0.001398 | -0.00098 | 0 | 2,909 |
0.640325 | 1.684407 | -0.17267 | -0.559564 | 0.416179 | 0.573758 | -0.585857 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00042 | -0.00196 | 0 | 2,910 |
0.426734 | 0.420308 | -0.172357 | 5.74113 | 1.209342 | 0.754213 | -0.585336 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | -0.001539 | 0 | 2,911 |
-0.640145 | -0.338074 | -0.668635 | 5.742893 | 0.116622 | 0.019055 | -0.585336 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00042 | -0.00182 | 0 | 2,912 |
0.213412 | -0.085126 | 0.075834 | -0.560446 | -0.383553 | -0.438258 | -0.583601 | 0.000159 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | -0.00182 | 0 | 2,913 |
0.853348 | 0.420308 | -0.172357 | -0.562208 | -0.322742 | -0.159519 | -0.583601 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000559 | -0.002309 | 0 | 2,914 |
-1.280201 | -0.590844 | -0.916514 | -0.557801 | -0.456838 | -0.314896 | -0.582907 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | -0.000839 | -0.0007 | 0 | 2,915 |
-0.854065 | -0.843791 | -0.917765 | -0.555153 | -0.155618 | -0.286814 | -0.582907 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00056 | -0.00028 | 0 | 2,916 |
0.427092 | 0.421157 | 0.448126 | -0.556036 | -0.311842 | -0.300732 | -0.583948 | -0.000095 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | -0.00084 | 0 | 2,917 |
0 | -0.084914 | 0.075626 | -0.556918 | -0.319454 | -0.159519 | -0.583948 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.00056 | 0 | 2,918 |
-0.213531 | -0.084914 | -0.421208 | -0.557801 | -0.376396 | -0.405589 | -0.583948 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00014 | -0.00056 | 0 | 2,919 |
0.640504 | 0.673892 | 0.572321 | -0.557801 | -0.190141 | -0.113778 | -0.585857 | -0.000175 | 0.023256 | -0.535898 | -0.385986 | 0.00042 | -0.00105 | 0 | 2,920 |
0.426853 | 0.926096 | 0.075765 | 5.735844 | 0.082543 | 0.188159 | -0.585857 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | -0.00154 | 0 | 2,921 |
0.640056 | 0.673008 | 0.820478 | 5.735844 | -0.356507 | -0.102739 | -0.588633 | -0.000254 | 0.023256 | -0.535898 | -0.385986 | 0.00042 | -0.001819 | 0 | 2,922 |
0.319927 | 0.419884 | 0.324234 | -0.563969 | -0.913218 | -0.788145 | -0.588633 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00021 | -0.002169 | 0 | 2,923 |
-0.853289 | -0.464498 | -1.288788 | 5.74113 | 1.058994 | 0.606049 | -0.589328 | -0.000063 | 0.023256 | -0.535898 | -0.385986 | -0.000559 | -0.00112 | 0 | 2,924 |
1.173149 | 0.799247 | 0.200047 | -0.563969 | -0.231269 | -0.171376 | -0.589328 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000769 | -0.001819 | 0 | 2,925 |
-0.85311 | -0.338215 | -0.41982 | -0.563969 | -0.201118 | -0.374202 | -0.585336 | 0.000365 | 0.023256 | -0.535898 | -0.385986 | -0.000559 | -0.001259 | 0 | 2,926 |
0.426614 | 0.420025 | 1.068461 | -0.563969 | -0.642068 | -0.314896 | -0.585336 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | -0.001679 | 0 | 2,927 |
-0.426614 | -0.590844 | -0.420097 | -0.560446 | -0.564753 | -0.314896 | -0.593319 | -0.00073 | 0.023256 | -0.535898 | -0.385986 | -0.00028 | -0.000979 | 0 | 2,928 |
0.639877 | 0.167361 | 0.076043 | 5.732322 | -0.3327 | -0.18341 | -0.590195 | 0.000286 | 0.023256 | -0.535898 | -0.385986 | 0.000419 | -0.001259 | 0 | 2,929 |
0.426436 | 0.167043 | -0.668115 | -0.566608 | -0.11373 | 0.037667 | -0.590195 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | -0.001678 | 0 | 2,930 |
0.426316 | 0.924189 | -0.171628 | -0.568367 | 0.476401 | 0.383327 | -0.59193 | -0.000159 | 0.023256 | -0.535898 | -0.385986 | 0.000279 | -0.002518 | 0 | 2,931 |
0.213114 | 0.16662 | 0.572321 | -0.569246 | -0.711556 | -0.646554 | -0.59193 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | -0.002167 | 0 | 2,932 |
-0.426257 | -0.338356 | -0.915266 | 5.727043 | 0.181734 | 0.295019 | -0.59193 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000279 | -0.002028 | 0 | 2,933 |
0 | -0.085762 | -0.419542 | -0.566608 | 0.338465 | 0.473594 | -0.585857 | 0.000556 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.001818 | 0 | 2,934 |
-0.852871 | -0.590844 | -5.014136 | -0.563088 | -0.230306 | -0.060048 | -0.585857 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000559 | -0.001119 | 0 | 2,935 |
-0.213292 | -0.08548 | -0.17194 | -0.563088 | -1.22227 | -1.179915 | -0.316356 | 0.024653 | 0.023256 | -0.535898 | -0.385986 | -0.00014 | -0.000839 | 0 | 2,936 |
0.213292 | 0.167255 | 0.324234 | -0.563088 | -0.58369 | -0.545119 | -0.590542 | -0.025082 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | -0.000419 | 0 | 2,937 |
-0.853348 | -0.338144 | -0.916514 | -0.560446 | 0.227471 | 0.352895 | -0.590022 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | -0.000559 | -0.00084 | 0 | 2,938 |
-0.213412 | -0.338003 | 0.075904 | -0.559564 | 0.468363 | 0.489441 | -0.590022 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00014 | -0.00049 | 0 | 2,939 |
-0.853945 | -0.085126 | -0.917556 | -0.555153 | 0.221979 | 0.203258 | -0.383167 | 0.018922 | 0.023256 | -0.535898 | -0.385986 | -0.00056 | -0.002242 | 0 | 2,940 |
-0.640773 | 1.811398 | -0.172878 | -0.552504 | 0.068303 | 0.108065 | -0.592972 | -0.019192 | 0.023256 | -0.535898 | -0.385986 | -0.00042 | -0.004632 | 0 | 2,941 |
-0.854783 | -0.084631 | -1.167696 | 5.762319 | -0.019598 | 0.301661 | -0.58551 | 0.000683 | 0.023256 | -0.535898 | -0.385986 | -0.00056 | -0.00365 | 0 | 2,942 |
-1.176109 | -0.590844 | -1.417524 | -0.544543 | 0.806016 | 0.418381 | -0.58551 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000771 | -0.001895 | 0 | 2,943 |
1.389849 | 1.562446 | 0.199107 | -0.550737 | 0.025077 | 0.07364 | -0.590022 | -0.000413 | 0.023256 | -0.535898 | -0.385986 | 0.000911 | -0.002244 | 0 | 2,944 |
-0.855142 | -0.084418 | -0.422183 | -0.547199 | -0.262788 | -0.136322 | -0.590022 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000561 | -0.001543 | 0 | 2,945 |
0.427631 | 0.169167 | 0.572321 | -0.548083 | -0.388366 | -0.273134 | -0.589328 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | -0.001823 | 0 | 2,946 |
-0.534557 | 0.168954 | -0.422462 | -0.546313 | 0.388342 | 0.610558 | -0.589328 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00035 | 0.001891 | 1 | 2,947 |
-0.320824 | -0.717552 | -0.547241 | -0.544543 | 0.228962 | 0.377333 | -0.589328 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00021 | 0.003639 | 1 | 2,948 |
0.855382 | 0.422718 | 0.821069 | 5.764088 | -0.166936 | -0.081109 | -0.592798 | -0.000317 | 0.023256 | -0.535898 | -0.385986 | 0.000561 | 0.005032 | 1 | 2,949 |
0.641222 | 0.42215 | 0.572321 | -0.55162 | -0.085843 | 0.132946 | -0.591063 | 0.000159 | 0.023256 | -0.535898 | -0.385986 | 0.00042 | 0.004472 | 1 | 2,950 |
0.854543 | 0.421724 | 0.075208 | 5.751715 | 0.14183 | 0.172768 | -0.591063 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00056 | 0.003912 | 1 | 2,951 |
-0.854543 | -0.590844 | -0.918599 | -0.552504 | 0.401626 | 0.583117 | -0.386291 | 0.018732 | 0.023256 | -0.535898 | -0.385986 | -0.00056 | 0.006284 | 1 | 2,952 |
0.213681 | -0.211064 | 0.075208 | -0.552504 | 0.027735 | 0.019055 | -0.595748 | -0.019161 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | 0.005587 | 1 | 2,953 |
0.427272 | -0.08456 | 0.323817 | -0.554271 | 0.204722 | 0.406866 | -0.595748 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00028 | 0.006559 | 1 | 2,954 |
0.213591 | 0.168316 | 0.572321 | -0.554271 | -0.400547 | -0.208035 | -0.591063 | 0.000429 | 0.023256 | -0.535898 | -0.385986 | 0.00014 | 0.007114 | 1 | 2,955 |
-0.640863 | -0.590844 | -0.421487 | 5.757015 | -0.001382 | -0.102739 | -0.591063 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00042 | 0.005587 | 1 | 2,956 |
0.320465 | -0.08456 | -0.421904 | -0.553387 | -0.532808 | -0.625212 | -0.596963 | -0.00054 | 0.023256 | -0.535898 | -0.385986 | 0.00021 | 0.00649 | 1 | 2,957 |
0 | -0.464286 | 0.19963 | -0.553387 | -0.594979 | -0.314896 | -0.596963 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.003564 | 1 | 2,958 |
-0.534146 | -0.71741 | -0.048874 | -0.55162 | -0.081173 | -0.081109 | -0.603037 | -0.000556 | 0.023256 | -0.535898 | -0.385986 | -0.00035 | 0.004472 | 1 | 2,959 |
-0.855022 | -0.464242 | -1.168183 | 5.765857 | 0.309469 | 0.462852 | -0.603037 | 0 | 0.023256 | -0.785587 | -0 | -0.00056 | 0.006426 | 1 | 2,960 |
1.068703 | 1.18177 | 0.323643 | 5.755248 | 0.403559 | 0.334064 | -0.597137 | 0.00054 | 0.023256 | -0.785587 | -0 | 0.000701 | 0.006631 | 1 | 2,961 |
-1.068703 | -0.211118 | -0.919226 | -0.548083 | -0.13185 | 0 | -0.597137 | 0 | 0.023256 | -0.785587 | -0 | -0.000701 | 0.006983 | 1 | 2,962 |
0.2138 | 0.928646 | 0.07493 | -0.548968 | 0.199046 | 0.406866 | -0.595575 | 0.000143 | 0.023256 | -0.785587 | -0 | 0.00014 | 0.007539 | 1 | 2,963 |
0.106889 | -0.084276 | 0.074999 | -0.548968 | 0.033678 | 0.24692 | -0.595575 | 0 | 0.023256 | -0.785587 | -0 | 0.00007 | 0.007747 | 1 | 2,964 |
1.175285 | 0.801778 | 0.199369 | -0.554271 | -0.111295 | -0.113778 | -0.595054 | 0.000048 | 0.023256 | -0.785587 | -0 | 0.00077 | 0.005585 | 1 | 2,965 |
-0.213621 | -0.084702 | -0.6702 | -0.553387 | -0.569439 | -0.159519 | -0.595054 | 0 | 0.023256 | -0.785587 | -0 | -0.00014 | 0.004889 | 1 | 2,966 |
-0.427331 | -0.33772 | 0.075348 | -0.55162 | -0.677773 | -0.489906 | -0.599393 | -0.000397 | 0.023256 | -0.785587 | -0 | -0.00028 | 0.005796 | 1 | 2,967 |
0.427331 | -0.084489 | 0.572321 | -0.552504 | -0.19744 | -0.171376 | -0.599393 | 0 | 0.023256 | -0.785587 | -0 | 0.00028 | 0.003913 | 1 | 2,968 |
-0.213651 | -0.844003 | -0.421765 | -0.549852 | -0.510858 | -0.259683 | -0.60026 | -0.000079 | 0.023256 | -0.785587 | -0 | -0.00014 | 0.003565 | 1 | 2,969 |
-0.106837 | -0.590844 | -0.421904 | -0.55162 | 0.442214 | 0.549867 | -0.60026 | 0 | 0.023256 | -0.785587 | -0 | -0.00007 | 0.005378 | 1 | 2,970 |
-0.320555 | -0.211091 | -0.049048 | -0.550737 | 0.113698 | 0.281569 | -0.597137 | 0.000286 | 0.023256 | -0.785587 | -0 | -0.00021 | 0.004334 | 1 | 2,971 |
0.213711 | 0.168742 | 0.323747 | -0.55162 | -0.031773 | -0.049722 | -0.597137 | 0 | 0.023256 | -0.785587 | -0 | 0.00014 | 0.002239 | 1 | 2,972 |
-0.213711 | 0.168635 | 0.323782 | -0.552504 | 0.036957 | 0.195744 | -0.593492 | 0.000333 | 0.023256 | -0.785587 | -0 | -0.00014 | 0.004473 | 1 | 2,973 |
0.747856 | 0.421866 | 0.572321 | -0.553387 | 0.289291 | 0.446463 | -0.593492 | 0 | 0.023256 | -0.785587 | -0 | 0.00049 | 0.005237 | 1 | 2,974 |
0.106807 | 0.041856 | 0.448099 | -0.554271 | -0.784493 | -0.545119 | -0.592104 | 0.000127 | 0.023256 | -0.785587 | -0 | 0.00007 | 0.005028 | 1 | 2,975 |
0 | 0.168316 | 0.075417 | 5.753481 | 0.854638 | 0.573758 | -0.592104 | 0 | 0.023256 | -0.785587 | -0 | 0 | 0.005028 | 1 | 2,976 |
-0.213621 | -0.337755 | 0.075417 | -0.552504 | -0.252784 | -0.472317 | -0.59974 | -0.000698 | 0.023256 | -0.785587 | -0 | -0.00014 | 0.004889 | 1 | 2,977 |
0.640773 | 0.674423 | 0.323852 | 5.74995 | 0.289746 | 0.530228 | -0.59974 | 0 | 0.023256 | -0.785587 | -0 | 0.00042 | 0.004191 | 1 | 2,978 |
0.213531 | 0.168104 | 0.323956 | -0.556918 | -0.319454 | -0.329316 | -0.597484 | 0.000206 | 0.023256 | -0.785587 | -0 | 0.00014 | 0.004469 | 1 | 2,979 |
-0.213531 | 0.673715 | 0.075626 | 5.748185 | 0.30459 | 0.346667 | -0.597484 | 0 | 0.023256 | -0.785587 | -0 | -0.00014 | 0.005583 | 1 | 2,980 |
-0.854424 | 0.421015 | -0.421348 | -0.552504 | 0.292015 | 0.389277 | -0.597484 | 0 | 0.023256 | -0.785587 | -0 | -0.00056 | 0.007813 | 1 | 2,981 |
0.747647 | 0.421582 | 0.572321 | -0.555153 | -0.665066 | -0.50789 | -0.594534 | 0.00027 | 0.023256 | -0.785587 | -0 | 0.00049 | 0.007461 | 1 | 2,982 |
-0.213576 | -0.211304 | -0.17293 | -0.556036 | 0.110174 | 0.274758 | -0.596963 | -0.000222 | 0.023256 | -0.785587 | -0 | -0.00014 | 0.006906 | 1 | 2,983 |
0.320353 | 0.29475 | 0.448117 | 5.751715 | 0.108405 | 0.124738 | -0.596963 | 0 | 0.023256 | -0.785587 | -0 | 0.00021 | 0.008086 | 1 | 2,984 |
0.213531 | 1.432309 | 0.199761 | 5.742893 | 1.007426 | 1.09481 | -0.582039 | 0.001365 | 0.023256 | -0.785587 | -0 | 0.00014 | 0.007668 | 1 | 2,985 |
0.213501 | 0.673715 | 0.572321 | -0.557801 | -0.493785 | -0.526288 | -0.582039 | 0 | 0.023256 | -0.785587 | -0 | 0.00014 | 0.008222 | 1 | 2,986 |
0.853706 | 0.673538 | 0.572321 | 5.739367 | -0.037577 | -0.029461 | -0.585163 | -0.000286 | 0.023256 | -0.785587 | -0 | 0.00056 | 0.006413 | 1 | 2,987 |
-1.4943 | -0.590844 | -1.662339 | 5.751715 | 0.608007 | 0.925995 | -0.585163 | 0 | 0.023256 | -0.785587 | -0 | -0.00098 | 0.008504 | 1 | 2,988 |
0.32033 | 0.16821 | 0.199708 | -0.556036 | 0.236857 | 0.468241 | -0.585857 | -0.000063 | 0.023256 | -0.785587 | -0 | 0.00021 | 0.007877 | 1 | 2,989 |
-3.527339 | 0.04159 | -3.529867 | -0.540998 | 1.916141 | 2.141029 | -0.585857 | 0 | 0.023256 | -0.785587 | -0 | -0.002312 | 0.0113 | 1 | 2,990 |
-4.286525 | 0.67673 | -5.161752 | 5.813822 | 1.64467 | 1.912797 | -0.575618 | 0.000937 | 0.023256 | -0.785587 | -0 | -0.00281 | 0.015218 | 1 | 2,991 |
0.643747 | 2.71226 | 0.572321 | 5.810256 | 0.960771 | 1.28798 | -0.575618 | 0 | 0.023256 | -0.785587 | -0 | 0.000422 | 0.014935 | 1 | 2,992 |
1.501021 | 1.695599 | -3.674259 | -0.533007 | 1.357612 | 1.553104 | -0.575618 | 0 | 0.023256 | -0.785587 | -0 | 0.000984 | 0.012703 | 1 | 2,993 |
0.857064 | 0.932274 | -0.424978 | -0.535673 | 0.469416 | 0.787332 | -0.57128 | 0.000397 | 0.023256 | -0.785587 | -0 | 0.000562 | 0.012003 | 1 | 2,994 |
0.214191 | -0.083281 | -2.419577 | -0.536561 | 1.194802 | 1.312664 | -0.57128 | 0 | 0.023256 | -0.785587 | -0 | 0.00014 | 0.011169 | 1 | 2,995 |
0 | -0.33708 | -1.670814 | -0.538336 | 1.037803 | 1.401083 | -0.583948 | -0.001159 | 0.023256 | -0.785587 | -0 | 0 | 0.010474 | 1 | 2,996 |
5.131576 | 5.742589 | 0.572321 | -0.557801 | 1.090692 | 1.402756 | -0.583948 | 0 | 0.023256 | -0.785587 | -0 | 0.003364 | 0.007111 | 1 | 2,997 |
2.346216 | 2.189241 | -0.66933 | -0.566608 | 0.935406 | 1.274366 | -0.601128 | -0.001572 | 0.023256 | -0.785587 | -0 | 0.001538 | 0.005434 | 1 | 2,998 |
2.980884 | 2.941273 | -0.419404 | -0.578898 | 1.220973 | 1.435491 | -0.601128 | 0 | 0.023256 | -0.785587 | -0 | 0.001954 | 0.004452 | 1 | 2,999 |
-0.212727 | -0.086819 | -0.665001 | -0.579774 | 1.358588 | 1.541951 | -0.620737 | -0.001794 | 0.023256 | -0.785587 | -0 | -0.000139 | 0.00348 | 1 | 3,000 |
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