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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.439647 | 0.190296 | -0.706194 | -0.369777 | 0.679518 | 0.805156 | -0.294317 | -0.000302 | 0.023256 | 0.464102 | 0.614014 | -0.000288 | -0.006724 | 0 | 3,201 |
-3.301394 | -0.851374 | -3.267099 | -0.355715 | 0.965082 | 0.849722 | -0.294317 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.002164 | -0.00427 | 0 | 3,202 |
0.110162 | -0.329787 | -0.196561 | -0.355715 | -0.396871 | -0.233443 | -0.288937 | 0.000492 | 0.023256 | 0.464102 | 0.614014 | 0.000072 | -0.003544 | 0 | 3,203 |
0.330437 | -0.199301 | -1.093891 | -0.357593 | 0.558255 | 0.569036 | -0.288937 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000217 | -0.002602 | 0 | 3,204 |
0.220252 | 0.713686 | -0.196339 | -0.358532 | 0.269446 | 0.225387 | -0.288937 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | -0.003326 | 0 | 3,205 |
-2.865755 | -0.068994 | -2.760465 | 6.169468 | 0.517224 | 0.573758 | -0.288764 | 0.000016 | 0.023256 | 0.464102 | 0.614014 | -0.001878 | -0.000723 | 0 | 3,206 |
0.661806 | 0.193345 | -0.711189 | 6.163817 | 0.801462 | 0.990051 | -0.288764 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000434 | -0.001736 | 0 | 3,207 |
-1.323899 | 5.93087 | -1.994513 | -0.343479 | 1.158169 | 0.829461 | -0.286681 | 0.00019 | 0.023256 | 0.464102 | 0.614014 | -0.000868 | -0.000724 | 0 | 3,208 |
0.441427 | 0.45512 | -0.198008 | -0.344422 | 0.860058 | 1.003921 | -0.285987 | 0.000063 | 0.023256 | 0.464102 | 0.614014 | 0.000289 | -0.001592 | 0 | 3,209 |
-0.220698 | 0.716138 | -0.197785 | 6.173239 | 0.526985 | 0.520224 | -0.285987 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.001158 | 0 | 3,210 |
0.8826 | 1.500176 | 0.315619 | -0.347249 | 0.068929 | 0.225387 | -0.286855 | -0.000079 | 0.023256 | 0.464102 | 0.614014 | 0.000579 | -0.003041 | 0 | 3,211 |
-1.986568 | 4.629161 | -2.251809 | -0.339705 | 0.531172 | 0.484193 | -0.286855 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.001302 | -0.001376 | 0 | 3,212 |
-2.652787 | -0.067483 | -2.770125 | 6.205376 | 0.866824 | 1.067341 | -0.28564 | 0.000111 | 0.023256 | 0.464102 | 0.614014 | -0.001739 | 0.000363 | 1 | 3,213 |
0 | -0.197626 | -0.199796 | -0.328356 | 0.586103 | 0.327688 | -0.28564 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000435 | 1 | 3,214 |
1.32697 | 1.24344 | 0.314986 | -0.334035 | 0.956259 | 1.051951 | -0.28564 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.00087 | -0.00116 | 0 | 3,215 |
-1.32697 | -0.328917 | -2.000468 | -0.328356 | 0.618847 | 0.628342 | -0.290499 | -0.000444 | 0.023256 | 0.464102 | 0.614014 | -0.00087 | 0.00029 | 1 | 3,216 |
1.769037 | 2.814203 | 0.700975 | 6.186453 | 0.628404 | 0.735203 | -0.290499 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.00116 | -0.001595 | 0 | 3,217 |
-1.105408 | 0.194595 | -0.970458 | -0.33025 | 0.274577 | 0.274758 | -0.292928 | -0.000222 | 0.023256 | 0.464102 | 0.614014 | -0.000725 | -0.000072 | 0 | 3,218 |
-0.663629 | -0.066801 | -0.456795 | -0.328356 | 0.4888 | 0.24692 | -0.292928 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000435 | -0.000363 | 0 | 3,219 |
-0.221274 | -0.328689 | 0.057614 | -0.327408 | 0.137314 | 0.195744 | -0.290499 | 0.000222 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.00058 | 0 | 3,220 |
-1.106852 | -0.590844 | -1.230069 | -0.321717 | 0.480213 | 0.435348 | -0.290499 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000726 | 0.001306 | 1 | 3,221 |
-0.221467 | 0.72069 | -0.458139 | -0.320768 | 0.912239 | 0.839656 | -0.288069 | 0.000222 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.001016 | 1 | 3,222 |
-1.994648 | 0.983111 | -2.005328 | -0.31221 | 0.610016 | 0.628342 | -0.288069 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.001307 | 0.001743 | 1 | 3,223 |
0.221756 | -0.065354 | -0.201592 | -0.31221 | 0.540106 | 0.451963 | -0.284078 | 0.000365 | 0.023256 | 0.464102 | 0.614014 | 0.000145 | 0.002033 | 1 | 3,224 |
-0.221756 | -0.328118 | -0.459488 | 6.235767 | 0.06454 | 0.295019 | -0.284078 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.000872 | 1 | 3,225 |
0.332623 | -0.196712 | -0.072583 | -0.313162 | 0.300573 | 0.232629 | -0.288416 | -0.000397 | 0.023256 | 0.464102 | 0.614014 | 0.000218 | 0.001235 | 1 | 3,226 |
-0.887155 | -0.984976 | -1.104551 | -0.311258 | -0.185618 | -0.195628 | -0.288416 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000582 | -0.000436 | 0 | 3,227 |
2.327682 | 2.954542 | 0.572321 | 6.220554 | 0.727609 | 0.554703 | -0.289978 | -0.000143 | 0.023256 | 0.464102 | 0.614014 | 0.001526 | -0.002617 | 0 | 3,228 |
-0.66469 | -0.853341 | -0.716222 | -0.316967 | -0.417968 | -0.12497 | -0.289978 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000436 | -0.003128 | 0 | 3,229 |
-0.221628 | 2.819639 | -0.458888 | 6.228156 | -0.301111 | 0 | -0.290152 | -0.000016 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.001381 | 0 | 3,230 |
0.443223 | 0.196876 | 0.056717 | -0.316016 | -0.586897 | -0.329316 | -0.290152 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000291 | -0.002181 | 0 | 3,231 |
-0.443223 | -0.853417 | -0.458738 | 6.228156 | -0.39932 | -0.421757 | -0.290152 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000291 | -0.001745 | 0 | 3,232 |
-1.774181 | -0.065659 | -2.007202 | 6.247201 | 0.485378 | 0.515175 | -0.289111 | 0.000095 | 0.023256 | 0.464102 | 0.614014 | -0.001163 | -0.0008 | 0 | 3,233 |
0.66556 | 0.197793 | 0.314238 | 6.237672 | -0.183817 | -0.233443 | -0.289111 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000436 | -0.001018 | 0 | 3,234 |
0.886961 | 0.722787 | 0.31435 | -0.316016 | -0.296865 | -0.314896 | -0.290499 | -0.000127 | 0.023256 | 0.464102 | 0.614014 | 0.000581 | -0.002182 | 0 | 3,235 |
-0.886961 | -0.590844 | -1.233213 | -0.310305 | 0.630634 | 0.650031 | -0.293102 | -0.000238 | 0.023256 | 0.464102 | 0.614014 | -0.000581 | -0.002183 | 0 | 3,236 |
-1.33141 | -0.590844 | -0.976068 | -0.306493 | -0.157347 | -0.039527 | -0.293102 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000873 | -0.001311 | 0 | 3,237 |
1.553198 | 1.51234 | 0.572321 | -0.31221 | 0.121274 | 0.301661 | -0.293102 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.001018 | -0.000436 | 0 | 3,238 |
-0.665463 | -0.72224 | -0.975843 | -0.310305 | 0.053766 | 0.188159 | -0.271236 | 0.002 | 0.023256 | 0.464102 | 0.614014 | -0.000436 | 0.001018 | 1 | 3,239 |
2.217081 | 2.036226 | 0.70133 | 6.224354 | -0.166059 | -0.01952 | -0.271236 | 0 | 0.023256 | 0.249689 | 0 | 0.001453 | -0.000726 | 0 | 3,240 |
1.550042 | 1.376956 | 0.31465 | -0.32646 | 0.479522 | 0.578451 | -0.271063 | 0.000016 | 0.023256 | 0.249689 | 0 | 0.001016 | -0.000871 | 0 | 3,241 |
0.663822 | 0.195734 | -0.20002 | 6.201587 | 0.213404 | 0.14107 | -0.271063 | 0 | 0.023256 | 0.249689 | 0 | 0.000435 | -0.001306 | 0 | 3,242 |
1.547795 | 1.243174 | 1.215402 | -0.335926 | -0.57732 | -0.545119 | -0.270195 | 0.000079 | 0.023256 | 0.249689 | 0 | 0.001015 | -0.002175 | 0 | 3,243 |
-1.326586 | -0.590844 | -3.029585 | -0.33025 | -0.266831 | -0.286814 | -0.270195 | 0 | 0.023256 | 0.249689 | 0 | -0.00087 | -0.001959 | 0 | 3,244 |
-0.442452 | -0.066725 | -0.199572 | 6.205376 | -0.158214 | -0.147837 | -0.26898 | 0.000111 | 0.023256 | 0.249689 | 0 | -0.00029 | -0.000073 | 0 | 3,245 |
0 | 0.195506 | 0.314986 | 6.205376 | -0.544805 | -0.358959 | -0.267939 | 0.000095 | 0.023256 | 0.249689 | 0 | 0 | 0.00058 | 1 | 3,246 |
0.884775 | 0.719549 | -0.457242 | 6.1978 | 0.340581 | 0.583117 | -0.267939 | 0 | 0.023256 | 0.249689 | 0 | 0.00058 | 0.000724 | 1 | 3,247 |
-0.663533 | 0.718789 | -0.199348 | 6.203481 | 0.349816 | 0.424077 | -0.267939 | 0 | 0.023256 | 0.249689 | 0 | -0.000435 | 0.000652 | 1 | 3,248 |
-0.88516 | 0.195392 | -0.457093 | -0.328356 | 0.312555 | 0.019055 | -0.268633 | -0.000063 | 0.023256 | 0.249689 | 0 | -0.00058 | 0.00029 | 1 | 3,249 |
0.331995 | 0.195848 | 0.572321 | -0.32646 | -0.300047 | -0.171376 | -0.268633 | 0 | 0.023256 | 0.249689 | 0 | 0.000218 | -0.000218 | 0 | 3,250 |
-0.221322 | -0.197541 | -0.32871 | -0.325512 | -0.105647 | -0.039527 | -0.295878 | -0.002492 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.000798 | 1 | 3,251 |
0.442612 | 0.851058 | -1.10163 | -0.327408 | -0.289495 | -0.12497 | -0.295878 | 0 | 0.023256 | 0.249689 | 0 | 0.00029 | 0.000073 | 1 | 3,252 |
1.216522 | 1.374532 | 0.572321 | 6.195907 | 0.270849 | 0.195744 | -0.29449 | 0.000127 | 0.023256 | 0.249689 | 0 | 0.000797 | -0.000435 | 0 | 3,253 |
1.767756 | 1.503811 | 0.315173 | -0.340649 | 0.441849 | 0.446463 | -0.29449 | 0 | 0.023256 | 0.249689 | 0 | 0.001159 | -0.001159 | 0 | 3,254 |
-0.883622 | 0.194026 | -1.99786 | -0.335926 | 0.193323 | 0.218079 | -0.293622 | 0.000079 | 0.023256 | 0.249689 | 0 | -0.000579 | -0.000217 | 0 | 3,255 |
1.104448 | 0.717841 | 0.572321 | -0.339705 | -0.317271 | -0.286814 | -0.293622 | 0 | 0.023256 | 0.249689 | 0 | 0.000724 | -0.000362 | 0 | 3,256 |
-0.883494 | -0.32922 | -0.712118 | 6.188342 | 0.010276 | 0.116445 | -0.293622 | 0 | 0.023256 | 0.249689 | 0 | -0.000579 | -0.00029 | 0 | 3,257 |
0.220921 | -0.067332 | -0.712862 | -0.339705 | 0.402786 | 0.504981 | -0.262907 | 0.00281 | 0.023256 | 0.249689 | 0 | 0.000145 | -0.000507 | 0 | 3,258 |
-0.883878 | -0.067408 | -0.455602 | -0.334035 | 0.137314 | 0.424077 | -0.296573 | -0.00308 | 0.023256 | 0.249689 | 0 | -0.000579 | -0.00029 | 0 | 3,259 |
0.442003 | -0.067104 | -0.199012 | -0.334035 | 0.410853 | 0.099597 | -0.296573 | 0 | 0.023256 | 0.249689 | 0 | 0.00029 | -0.001159 | 0 | 3,260 |
-1.990023 | -0.067256 | -1.742015 | -0.327408 | 0.217453 | 0.172768 | -0.306811 | -0.000937 | 0.023256 | 0.249689 | 0 | -0.001304 | 0.00116 | 1 | 3,261 |
0.553045 | 0.326531 | 0.572321 | 6.199693 | 0.12647 | 0.149113 | -0.306811 | 0 | 0.023256 | 0.249689 | 0 | 0.000363 | 0.000797 | 1 | 3,262 |
0 | 0.326198 | 0.443705 | -0.33025 | 0.246118 | 0.225387 | -0.309935 | -0.000286 | 0.023256 | 0.249689 | 0 | 0 | 0.000362 | 1 | 3,263 |
0.110585 | 0.064234 | -0.328188 | 6.199693 | 0.615726 | 0.412644 | -0.309935 | 0 | 0.023256 | 0.249689 | 0 | 0.000072 | 0.000145 | 1 | 3,264 |
-1.106209 | -0.066801 | -0.714167 | -0.32646 | 0.433397 | 0.424077 | -0.314794 | -0.000444 | 0.023256 | 0.249689 | 0 | -0.000725 | 0.000435 | 1 | 3,265 |
0.885032 | 0.981969 | 0.186193 | -0.33025 | 0.172644 | 0.099597 | -0.314794 | 0 | 0.023256 | 0.249689 | 0 | 0.00058 | -0.000435 | 0 | 3,266 |
-1.10637 | -0.590844 | -0.9718 | -0.324564 | 0.526985 | 0.383327 | -0.314794 | 0 | 0.023256 | 0.249689 | 0 | -0.000725 | 0.000725 | 1 | 3,267 |
1.216963 | 0.982198 | -0.200132 | -0.33025 | 0.219468 | 0.295019 | -0.304902 | 0.000905 | 0.023256 | 0.249689 | 0 | 0.000798 | -0.000508 | 0 | 3,268 |
-1.10629 | -0.721888 | -0.84297 | -0.325512 | 0.72397 | 0.735203 | -0.303167 | 0.000159 | 0.023256 | 0.249689 | 0 | -0.000725 | 0.000653 | 1 | 3,269 |
-0.553446 | -0.459714 | -0.328841 | -0.323615 | 0.481939 | 0.473594 | -0.303167 | 0 | 0.023256 | 0.249689 | 0 | -0.000363 | 0.00116 | 1 | 3,270 |
1.77032 | 1.506849 | 0.314799 | -0.325512 | 0.72397 | 0.769102 | -0.303167 | 0 | 0.023256 | 0.249689 | 0 | 0.00116 | -0.000072 | 0 | 3,271 |
-0.663629 | -0.983976 | -0.971576 | 6.205376 | 0.243693 | 0.346667 | -0.290499 | 0.001159 | 0.023256 | 0.249689 | 0 | -0.000435 | 0.00116 | 1 | 3,272 |
-0.885288 | -0.328689 | -0.714727 | -0.324564 | 0.108405 | 0.099597 | -0.290499 | 0 | 0.023256 | 0.249689 | 0 | -0.00058 | 0.001378 | 1 | 3,273 |
0.664015 | 0.195962 | -1.230854 | -0.327408 | 0.407791 | 0.654299 | -0.289978 | 0.000048 | 0.023256 | 0.249689 | 0 | 0.000435 | 0.00116 | 1 | 3,274 |
-1.992911 | 0.19562 | -1.745374 | -0.318868 | 0.311675 | 0.525242 | -0.285987 | 0.000365 | 0.023256 | 0.249689 | 0 | -0.001306 | 0.001669 | 1 | 3,275 |
0.88606 | 1.508372 | 0.572321 | 6.220554 | 0.410853 | 0.371293 | -0.285987 | 0 | 0.023256 | 0.249689 | 0 | 0.000581 | 0.001451 | 1 | 3,276 |
-3.436352 | -1.378221 | -3.553117 | -0.307446 | 0.673788 | 0.885585 | -0.285987 | 0 | 0.023256 | 0.249689 | 0 | -0.002252 | 0.003631 | 1 | 3,277 |
-0.999102 | -0.722345 | -1.10626 | -0.302675 | 0.695414 | 0.711779 | -0.275922 | 0.000921 | 0.023256 | 0.249689 | 0 | -0.000655 | 0.004648 | 1 | 3,278 |
-1.444304 | -1.117252 | -2.271148 | -0.296941 | 0.246602 | 0.564287 | -0.275922 | 0 | 0.023256 | 0.249689 | 0 | -0.000947 | 0.00516 | 1 | 3,279 |
2.443406 | 2.435895 | 0.443049 | -0.307446 | 0.275969 | 0.32126 | -0.270889 | 0.00046 | 0.023256 | 0.249689 | 0 | 0.001602 | 0.003196 | 1 | 3,280 |
-0.777023 | 0.066521 | -0.331333 | -0.30363 | -0.270897 | -0.405589 | -0.270889 | 0 | 0.023256 | 0.249689 | 0 | -0.000509 | 0.003415 | 1 | 3,281 |
0.222047 | 0.46136 | 0.31405 | -0.304584 | -0.245866 | -0.18341 | -0.270022 | 0.000079 | 0.023256 | 0.249689 | 0 | 0.000146 | 0.003052 | 1 | 3,282 |
-0.333083 | 0.461207 | -0.202493 | -0.304584 | -0.173994 | -0.01952 | -0.270022 | 0 | 0.023256 | 0.249689 | 0 | -0.000218 | 0.00356 | 1 | 3,283 |
0.333083 | 0.329935 | 0.443181 | -0.305539 | -0.253778 | -0.286814 | -0.26551 | 0.000413 | 0.023256 | 0.249689 | 0 | 0.000218 | 0.003052 | 1 | 3,284 |
-0.888382 | -0.327774 | -0.719224 | -0.300765 | -0.138558 | 0.099597 | -0.26551 | 0 | 0.023256 | 0.249689 | 0 | -0.000582 | 0.003489 | 1 | 3,285 |
-0.888899 | 0.198711 | -0.719977 | 6.266301 | -0.126861 | -0.233443 | -0.259436 | 0.000556 | 0.023256 | 0.249689 | 0 | -0.000583 | 0.004869 | 1 | 3,286 |
0 | 0.725657 | 0.055214 | -0.297898 | -0.729084 | -0.421757 | -0.259436 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.004652 | 1 | 3,287 |
2.887031 | 3.224369 | 0.055214 | 6.241482 | 0.678999 | 1.133154 | -0.223861 | 0.003254 | 0.023256 | 0.249689 | 0 | 0.001892 | 0.003194 | 1 | 3,288 |
1.552295 | 2.9548 | -0.976518 | -0.316016 | 0.346053 | 0.564287 | -0.223861 | 0 | 0.023256 | 0.249689 | 0 | 0.001018 | 0.002901 | 1 | 3,289 |
-0.443352 | -0.853493 | -0.459038 | -0.315065 | 0.241259 | 0.046813 | -0.23167 | -0.000714 | 0.023256 | 0.249689 | 0 | -0.000291 | 0.003192 | 1 | 3,290 |
1.329669 | 2.034319 | 0.056567 | -0.320768 | -0.029609 | 0.218079 | -0.23167 | 0 | 0.023256 | 0.249689 | 0 | 0.000872 | 0.002031 | 1 | 3,291 |
0 | -0.328385 | 0.057016 | -0.320768 | -0.143632 | -0.147837 | -0.23167 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.002465 | 1 | 3,292 |
0.221499 | 0.196419 | 0.314687 | -0.321717 | -0.054539 | 0.037667 | -0.262386 | -0.00281 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.002175 | 1 | 3,293 |
-0.996998 | 0.458611 | -0.587157 | -0.325512 | -0.161689 | -0.273134 | -0.262386 | 0 | 0.023256 | 0.249689 | 0 | -0.000654 | 0.002756 | 1 | 3,294 |
2.435957 | 2.688824 | 2.504365 | -0.327408 | -0.515193 | -0.472317 | -0.270716 | -0.000762 | 0.023256 | 0.249689 | 0 | 0.001597 | 0.001087 | 1 | 3,295 |
0.995408 | 1.63642 | -1.874046 | -0.332143 | 0.297432 | 0.446463 | -0.270716 | 0 | 0.023256 | 0.249689 | 0 | 0.000652 | 0.001014 | 1 | 3,296 |
1.105248 | 0.980602 | -4.707451 | -0.334981 | 0.45559 | 0.504981 | -0.269675 | 0.000095 | 0.023256 | 0.249689 | 0 | 0.000724 | 0.001086 | 1 | 3,297 |
-0.773589 | -0.590844 | -0.713048 | -0.333089 | -0.051559 | -0.029461 | -0.269675 | 0 | 0.023256 | 0.249689 | 0 | -0.000507 | 0.00152 | 1 | 3,298 |
-1.437707 | -0.19794 | -1.099689 | 6.207271 | 0.910754 | 1.049357 | -0.271583 | -0.000175 | 0.023256 | 0.249689 | 0 | -0.000942 | 0.002318 | 1 | 3,299 |
-0.442644 | 0.719739 | -2.003083 | 6.211063 | 0.424842 | 0.628342 | -0.271583 | 0 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.003042 | 1 | 3,300 |
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