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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.208462 | 0.84109 | 0.188836 | -0.377252 | -0.531323 | -0.472317 | -0.356095 | -0.000159 | 0.023256 | -0.267949 | -0.517638 | 0.000792 | 0.000432 | 1 | 3,401 |
0.878281 | 1.489947 | 1.083101 | -0.38005 | -0.028889 | 0.24692 | -0.35731 | -0.000111 | 0.023256 | -0.267949 | -0.517638 | 0.000576 | -0.000576 | 0 | 3,402 |
-0.109757 | -0.070721 | -2.365829 | -0.379118 | -0.225515 | -0.049722 | -0.35731 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000072 | -0.000216 | 0 | 3,403 |
-0.65871 | -0.070684 | -0.193739 | -0.376318 | -0.346204 | -0.208035 | -0.354707 | 0.000238 | 0.023256 | -0.267949 | -0.517638 | -0.000432 | 0.000935 | 1 | 3,404 |
0.219602 | 0.319731 | -1.727846 | -0.378185 | -0.544805 | -0.389742 | -0.354707 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000144 | 0.000648 | 1 | 3,405 |
-0.219602 | -0.200597 | -0.066223 | -0.377252 | -0.343935 | -0.049722 | -0.355401 | -0.000063 | 0.023256 | -0.267949 | -0.517638 | -0.000144 | 0.000072 | 1 | 3,406 |
1.207419 | 0.839854 | 0.444612 | -0.380983 | -0.273962 | -0.113778 | -0.355401 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000791 | -0.00036 | 0 | 3,407 |
0.877523 | 0.448953 | 0.061835 | -0.38564 | 0.170488 | 0.494654 | -0.357137 | -0.000159 | 0.023256 | -0.267949 | -0.517638 | 0.000575 | -0.001079 | 0 | 3,408 |
-1.975137 | -0.590844 | -1.724703 | -0.378185 | 0.386367 | 0.26096 | -0.357137 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.001295 | 0.000576 | 1 | 3,409 |
0 | -0.330651 | -0.066269 | -0.377252 | -0.190141 | -0.102739 | -0.357137 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.000288 | 0 | 3,410 |
0.43914 | -0.070496 | 0.061467 | -0.378185 | -0.586897 | -1.099821 | -0.354707 | 0.000222 | 0.023256 | -0.267949 | -0.517638 | 0.000288 | -0.001584 | 0 | 3,411 |
0.877902 | 0.70937 | -4.285339 | -0.381915 | -0.71735 | -0.762738 | -0.354707 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000575 | -0.001727 | 0 | 3,412 |
-1.317042 | -1.110892 | -2.747991 | -0.377252 | -0.420493 | -0.421757 | -0.352625 | 0.00019 | 0.023256 | -0.267949 | -0.517638 | -0.000863 | -0.002306 | 0 | 3,413 |
0.878154 | 1.229717 | 0.827693 | -0.380983 | -0.773893 | -0.625212 | -0.352625 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000576 | -0.003747 | 0 | 3,414 |
0.54859 | 0.059193 | -0.193574 | -0.382846 | -0.523945 | -0.691024 | -0.352625 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00036 | -0.004035 | 0 | 3,415 |
0.329059 | 0.318815 | -0.320934 | -0.384709 | -0.424297 | -0.329316 | -0.356443 | -0.000349 | 0.023256 | -0.267949 | -0.517638 | 0.000216 | -0.004467 | 0 | 3,416 |
0.657906 | 0.188723 | 0.572321 | -0.386571 | -0.189234 | -0.489906 | -0.354534 | 0.000175 | 0.023256 | -0.267949 | -0.517638 | 0.000431 | -0.005476 | 0 | 3,417 |
0 | -0.331063 | -0.192803 | -0.387501 | -0.586897 | -0.314896 | -0.354534 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.005187 | 0 | 3,418 |
0.328846 | 0.448057 | -2.617875 | -0.388431 | -0.029609 | -0.0097 | -0.355748 | -0.000111 | 0.023256 | -0.267949 | -0.517638 | 0.000216 | -0.006125 | 0 | 3,419 |
-0.109608 | 0.058399 | -0.192638 | -0.388431 | -0.271917 | -0.091851 | -0.355748 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000072 | -0.00562 | 0 | 3,420 |
1.095722 | 0.967059 | 0.572321 | -0.39215 | 0.93666 | 0.783719 | -0.366508 | -0.000984 | 0.023256 | -0.535898 | -0.385986 | 0.000718 | -0.006916 | 0 | 3,421 |
-1.863196 | -0.850438 | -1.722062 | -0.384709 | 0.753032 | 0.958664 | -0.366508 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001221 | -0.0049 | 0 | 3,422 |
0.328965 | 0.318553 | 0.189663 | -0.38564 | -0.395649 | -0.389742 | -0.365466 | 0.000095 | 0.023256 | -0.535898 | -0.385986 | 0.000216 | -0.004682 | 0 | 3,423 |
0.21927 | -0.331025 | -0.320484 | -0.38564 | -0.647308 | -0.646554 | -0.365466 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000144 | -0.00461 | 0 | 3,424 |
0.438446 | 0.188387 | -0.192803 | -0.387501 | 0.52472 | 0.525242 | -0.368243 | -0.000254 | 0.023256 | -0.535898 | -0.385986 | 0.000287 | -0.005186 | 0 | 3,425 |
0.219176 | -0.331137 | -0.192583 | -0.390291 | -0.233197 | -0.060048 | -0.368243 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000144 | -0.005474 | 0 | 3,426 |
-1.973717 | -0.590844 | -2.233538 | -0.380983 | -0.279101 | -0.039527 | -0.368243 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001294 | -0.003747 | 0 | 3,427 |
-1.976274 | -0.590844 | -1.981581 | -0.372582 | 0.159056 | 0.188159 | -0.365119 | 0.000286 | 0.023256 | -0.535898 | -0.385986 | -0.001295 | -0.002163 | 0 | 3,428 |
0.439393 | 1.230765 | 0.572321 | -0.376318 | -0.165183 | -0.171376 | -0.36616 | -0.000095 | 0.023256 | -0.535898 | -0.385986 | 0.000288 | -0.001874 | 0 | 3,429 |
0.988172 | 0.710118 | 0.572321 | -0.376318 | 0.347728 | 0.489441 | -0.36616 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000648 | -0.003821 | 0 | 3,430 |
-1.207853 | -0.981062 | -0.832375 | 6.113173 | -0.700111 | -0.545119 | -0.36321 | 0.00027 | 0.023256 | -0.535898 | -0.385986 | -0.000792 | -0.002596 | 0 | 3,431 |
0 | 0.710305 | 0.316802 | -0.372582 | 0.099492 | 0.365207 | -0.36321 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.00274 | 0 | 3,432 |
-0.659232 | -0.330539 | -0.449975 | -0.371647 | 0.006184 | 0.24692 | -0.36321 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000432 | -0.001875 | 0 | 3,433 |
0.219776 | -0.330427 | 0.316692 | -0.372582 | -1.081124 | -1.099821 | -0.362863 | 0.000032 | 0.023256 | -0.535898 | -0.385986 | 0.000144 | -0.002019 | 0 | 3,434 |
0.109876 | -0.460649 | 0.061099 | -0.372582 | -0.795258 | -0.762738 | -0.361996 | 0.000079 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.000432 | 0 | 3,435 |
-0.109876 | 0.059988 | 0.188946 | -0.371647 | -0.050816 | 0.099597 | -0.361996 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000072 | -0.001081 | 0 | 3,436 |
0 | -0.460649 | -6.98318 | -0.372582 | 0.077623 | 0.340391 | -0.361996 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.000072 | 1 | 3,437 |
-0.219776 | -0.330464 | 0.316729 | -0.371647 | -0.866003 | -0.625212 | -0.36564 | -0.000333 | 0.023256 | -0.535898 | -0.385986 | -0.000144 | 0.00036 | 1 | 3,438 |
-0.87942 | 0.320453 | -1.72967 | -0.367905 | 0.184385 | 0.401046 | -0.359913 | 0.000524 | 0.023256 | -0.535898 | -0.385986 | -0.000576 | 0.001297 | 1 | 3,439 |
0.87942 | 0.841813 | 0.060731 | 6.124393 | 0.269914 | 0.274758 | -0.359913 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000576 | -0.000432 | 0 | 3,440 |
-0.439647 | 2.271685 | -0.962008 | -0.366969 | 0.292015 | 0.440925 | -0.361822 | -0.000175 | 0.023256 | -0.535898 | -0.385986 | -0.000288 | -0.000721 | 0 | 3,441 |
0.769298 | 0.711243 | 0.060878 | -0.372582 | -0.137716 | 0.091037 | -0.361822 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000504 | -0.000216 | 0 | 3,442 |
0.219728 | -0.330483 | -0.066683 | -0.373516 | -0.598239 | -0.438258 | -0.361822 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000144 | -0.000504 | 0 | 3,443 |
0.109852 | 0.059895 | 0.06121 | -0.374451 | -0.847045 | -0.714222 | -0.364425 | -0.000238 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.000576 | 0 | 3,444 |
0.219681 | 0.450151 | 0.700067 | -0.375384 | -0.079623 | 0.203258 | -0.364425 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000144 | -0.000432 | 0 | 3,445 |
-1.098721 | -0.330576 | -0.705457 | -0.370712 | -0.333816 | -0.489906 | -0.36564 | -0.000111 | 0.023256 | -0.535898 | -0.385986 | -0.00072 | -0.001153 | 0 | 3,446 |
0.439583 | 0.45075 | 0.572321 | -0.372582 | -0.847045 | -0.545119 | -0.36564 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000288 | -0.001153 | 0 | 3,447 |
1.537544 | 1.491145 | 0.061099 | 6.101972 | -0.438427 | -0.273134 | -0.364599 | 0.000095 | 0.023256 | -0.535898 | -0.385986 | 0.001008 | -0.003027 | 0 | 3,448 |
-1.75732 | -0.46078 | -1.727018 | -0.372582 | 0.12301 | 0.274758 | -0.364599 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001152 | -0.00173 | 0 | 3,449 |
1.427977 | 2.011642 | -3.522175 | -0.377252 | 0.342691 | 0.401046 | -0.361822 | 0.000254 | 0.023256 | -0.535898 | -0.385986 | 0.000936 | -0.004111 | 0 | 3,450 |
0.329343 | 0.05952 | 0.189222 | -0.379118 | -0.471654 | -0.0097 | -0.342907 | 0.00173 | 0.023256 | -0.535898 | -0.385986 | 0.000216 | -0.004471 | 0 | 3,451 |
-0.658758 | 0.189396 | -0.576976 | 6.109437 | -0.022444 | 0.225387 | -0.342907 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000432 | -0.003317 | 0 | 3,452 |
0.439204 | 0.449851 | 0.572321 | -0.377252 | -0.106451 | 0.24692 | -0.342907 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000288 | -0.004761 | 0 | 3,453 |
1.097456 | 0.969525 | 0.44464 | 6.096379 | -0.096071 | 0.064797 | -0.354013 | -0.001016 | 0.023256 | -0.535898 | -0.385986 | 0.000719 | -0.005914 | 0 | 3,454 |
-0.219428 | -0.070945 | -0.448652 | -0.380983 | 0.182795 | 0.210703 | -0.354013 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000144 | -0.005336 | 0 | 3,455 |
-1.097614 | -0.330839 | -0.70417 | -0.377252 | 0.044766 | 0.301661 | -0.353319 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | -0.000719 | -0.004906 | 0 | 3,456 |
0.548906 | 0.319666 | 0.572321 | -0.379118 | -0.314009 | -0.147837 | -0.353319 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00036 | -0.006279 | 0 | 3,457 |
-0.219539 | 0.579306 | 0.061651 | -0.378185 | -0.245866 | 0.274758 | -0.359393 | -0.000556 | 0.023256 | -0.535898 | -0.385986 | -0.000144 | -0.006135 | 0 | 3,458 |
0.548787 | 0.059427 | 0.189277 | 6.105703 | -0.73106 | -0.329316 | -0.359393 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00036 | -0.006785 | 0 | 3,459 |
-1.317421 | -1.111041 | -1.726356 | 6.113173 | 0.378009 | 0.371293 | -0.359566 | -0.000016 | 0.023256 | -0.535898 | -0.385986 | -0.000864 | -0.004184 | 0 | 3,460 |
-1.53843 | -1.111491 | -1.216827 | 6.124393 | 0.026407 | 0.31478 | -0.359566 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001008 | -0.005492 | 0 | 3,461 |
0.659517 | 2.012767 | 0.060804 | -0.370712 | 0.10604 | 0.218079 | -0.357137 | 0.000222 | 0.023256 | -0.535898 | -0.385986 | 0.000432 | -0.006794 | 0 | 3,462 |
-2.199501 | -0.590844 | -2.625696 | -0.361347 | 0.448753 | 0.735203 | -0.357137 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001442 | -0.004048 | 0 | 3,463 |
-1.321224 | -0.851674 | -1.476699 | -0.356654 | -0.350764 | -0.136322 | -0.341345 | 0.001445 | 0.023256 | -0.535898 | -0.385986 | -0.000866 | -0.002458 | 0 | 3,464 |
0.110146 | 1.235498 | -1.734992 | -0.356654 | 1.156605 | 1.590962 | -0.341345 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.003399 | 0 | 3,465 |
-0.330461 | 0.061586 | -0.837245 | 6.150649 | 0.591129 | 0.826034 | -0.341345 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000217 | -0.004632 | 0 | 3,466 |
-0.88158 | -0.068768 | -0.709334 | 6.15817 | -0.226471 | -0.081109 | -0.348633 | -0.000667 | 0.023256 | -0.535898 | -0.385986 | -0.000578 | -0.004925 | 0 | 3,467 |
0.440853 | 0.714816 | 0.572321 | -0.353836 | 0.133908 | 0.377333 | -0.348633 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000289 | -0.003763 | 0 | 3,468 |
-1.102373 | 0.192439 | -1.094493 | -0.349132 | 0.473616 | 0.494654 | -0.343254 | 0.000492 | 0.023256 | -0.535898 | -0.385986 | -0.000723 | -0.002026 | 0 | 3,469 |
0.661519 | 0.193005 | 0.059251 | 6.15817 | 0.30459 | 0.26096 | -0.343254 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000434 | -0.002749 | 0 | 3,470 |
-0.882089 | -0.068467 | -0.581794 | -0.348191 | 0.193845 | 0.232629 | -0.350369 | -0.000651 | 0.023256 | -0.535898 | -0.385986 | -0.000578 | -0.001157 | 0 | 3,471 |
1.212741 | 0.976741 | 0.315768 | 6.154408 | 0.245149 | 0.429732 | -0.350369 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000795 | -0.000795 | 0 | 3,472 |
0.661089 | 0.584038 | 0.187783 | 6.14877 | 0.496944 | 0.478911 | -0.349848 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | 0.000433 | -0.002096 | 0 | 3,473 |
0.330437 | 0.06168 | 0.187949 | -0.355715 | 0.758609 | 0.849722 | -0.349848 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000217 | -0.004631 | 0 | 3,474 |
-0.440599 | -0.329863 | -0.196339 | -0.355715 | 0.095895 | 0.037667 | -0.347245 | 0.000238 | 0.023256 | -0.535898 | -0.385986 | -0.000289 | -0.003255 | 0 | 3,475 |
-0.220347 | -0.460311 | -0.196561 | -0.354775 | 0.40433 | 0.587757 | -0.347245 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000144 | -0.003183 | 0 | 3,476 |
0.660946 | 0.453307 | 0.572321 | -0.357593 | -0.303244 | -0.286814 | -0.350889 | -0.000333 | 0.023256 | -0.535898 | -0.385986 | 0.000433 | -0.003906 | 0 | 3,477 |
0.440472 | -0.068919 | -0.452633 | -0.358532 | 0.613163 | 0.687648 | -0.350889 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000289 | -0.004485 | 0 | 3,478 |
0.880562 | 1.755955 | -0.580461 | -0.362285 | 0.632024 | 0.935038 | -0.356269 | -0.000492 | 0.023256 | -0.535898 | -0.385986 | 0.000577 | -0.006948 | 0 | 3,479 |
-1.981979 | 0.191309 | -2.758059 | -0.354775 | 1.128925 | 1.151658 | -0.356269 | 0 | 0.023256 | -0.785587 | -0 | -0.001299 | -0.006085 | 0 | 3,480 |
0.660946 | 0.192326 | 0.316027 | 6.150649 | -0.162561 | -0.374202 | -0.356269 | 0 | 0.023256 | -0.785587 | -0 | 0.000433 | -0.007391 | 0 | 3,481 |
-0.220283 | -0.329863 | -0.196339 | -0.356654 | -0.071926 | 0.099597 | -0.356269 | 0 | 0.023256 | -0.785587 | -0 | -0.000144 | -0.005212 | 0 | 3,482 |
0.660755 | 0.974705 | 0.572321 | -0.359471 | -0.162561 | 0.046813 | -0.356789 | -0.000048 | 0.023256 | -0.785587 | -0 | 0.000433 | -0.006081 | 0 | 3,483 |
0 | -0.06907 | -0.068021 | -0.359471 | 0.046704 | 0.395183 | -0.356789 | 0 | 0.023256 | -0.785587 | -0 | 0 | -0.007825 | 0 | 3,484 |
2.530247 | 2.537544 | 0.828393 | -0.369777 | 0.055679 | 0.188159 | -0.356789 | 0 | 0.023256 | -0.785587 | -0 | 0.001659 | -0.007885 | 0 | 3,485 |
-1.099592 | -0.460602 | -1.090288 | -0.365096 | 0.721777 | 0.869483 | -0.355401 | 0.000127 | 0.023256 | -0.785587 | -0 | -0.000721 | -0.0076 | 0 | 3,486 |
1.758966 | 1.623581 | 0.188504 | -0.372582 | 0.332933 | 0.346667 | -0.355054 | 0.000032 | 0.023256 | -0.785587 | -0 | 0.001153 | -0.007954 | 0 | 3,487 |
0.219728 | -0.200316 | -1.985078 | 6.113173 | 0.516569 | 0.637088 | -0.355054 | 0 | 0.023256 | -0.785587 | -0 | 0.000144 | -0.008098 | 0 | 3,488 |
0.549182 | 0.840472 | 0.955558 | -0.376318 | -0.037577 | -0.039527 | -0.341345 | 0.001254 | 0.023256 | -0.785587 | -0 | 0.00036 | -0.00766 | 0 | 3,489 |
-1.75808 | -0.590844 | -2.239602 | -0.368841 | 0.162342 | 0.172768 | -0.341345 | 0 | 0.023256 | -0.785587 | -0 | -0.001152 | -0.005637 | 0 | 3,490 |
-0.8798 | 0.971773 | -0.45086 | 6.128137 | 0.965254 | 1.13782 | -0.34256 | -0.000111 | 0.023256 | -0.785587 | -0 | -0.000577 | -0.00564 | 0 | 3,491 |
1.539317 | 1.493546 | 1.339762 | -0.371647 | -0.001382 | 0.164961 | -0.34256 | 0 | 0.023256 | -0.785587 | -0 | 0.001009 | -0.00578 | 0 | 3,492 |
-0.219807 | -0.590844 | -0.706194 | -0.370712 | -0.098452 | 0.188159 | -0.34256 | 0 | 0.023256 | -0.785587 | -0 | -0.000144 | -0.005635 | 0 | 3,493 |
0 | -0.460612 | -0.706378 | -0.369777 | -0.289495 | -0.081109 | -0.33423 | 0.000762 | 0.023256 | -0.785587 | -0 | 0 | -0.005925 | 0 | 3,494 |
0.439583 | -0.069972 | 0.316655 | -0.371647 | -0.357661 | -0.405589 | -0.33423 | 0 | 0.023256 | -0.785587 | -0 | 0.000288 | -0.006069 | 0 | 3,495 |
-2.199184 | -0.590844 | -2.753257 | 6.135632 | 0.971754 | 1.250476 | -0.345857 | -0.001064 | 0.023256 | -0.785587 | -0 | -0.001442 | -0.006803 | 0 | 3,496 |
0.44009 | 0.451952 | 0.31636 | -0.364159 | -0.546319 | -0.421757 | -0.345857 | 0 | 0.023256 | -0.785587 | -0 | 0.000288 | -0.007673 | 0 | 3,497 |
-1.320652 | -0.851562 | -1.988215 | 6.14126 | 0.227969 | 0.601515 | -0.350716 | -0.000444 | 0.023256 | -0.785587 | -0 | -0.000866 | -0.006807 | 0 | 3,498 |
0.220188 | -0.06907 | 0.316212 | -0.359471 | -1.061747 | -1.062593 | -0.350716 | 0 | 0.023256 | -0.785587 | -0 | 0.000144 | -0.007533 | 0 | 3,499 |
-2.203313 | -0.85175 | -2.246507 | 6.15817 | 0.828559 | 1.193963 | -0.346724 | 0.000365 | 0.023256 | -0.785587 | -0 | -0.001444 | -0.005798 | 0 | 3,500 |
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