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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.112137 | -0.45797 | -1.25446 | 6.38208 | -0.566312 | -0.300732 | -0.310108 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000074 | 0.005059 | 1 | 4,201 |
-0.336437 | -0.590844 | -0.601736 | 6.384027 | -0.561647 | -0.472317 | -0.308547 | 0.000143 | 0.023256 | 0.628626 | 1.414214 | -0.000221 | 0.004109 | 1 | 4,202 |
0.2243 | -0.059328 | -0.079981 | 6.385975 | -0.359976 | -0.286814 | -0.308547 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000147 | 0.003376 | 1 | 4,203 |
0.224267 | -0.325105 | -0.210355 | 6.384027 | -0.677773 | -0.472317 | -0.309414 | -0.000079 | 0.023256 | 0.628626 | 1.414214 | 0.000147 | 0.003522 | 1 | 4,204 |
-0.224267 | -0.590844 | -0.21024 | -0.238069 | -1.006664 | -0.714222 | -0.309414 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000147 | 0.003669 | 1 | 4,205 |
1.345105 | 1.268506 | 0.572321 | -0.244879 | -0.090545 | -0.102739 | -0.309414 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000882 | 0.00264 | 1 | 4,206 |
1.791631 | 1.5321 | 0.051036 | -0.252644 | -0.478494 | -0.314896 | -0.321735 | -0.001127 | 0.023256 | 0.628626 | 1.414214 | 0.001174 | 0.00132 | 1 | 4,207 |
1.789529 | 1.52961 | 0.832601 | 6.341326 | 0.247569 | 0.14107 | -0.314794 | 0.000635 | 0.023256 | 0.628626 | 1.414214 | 0.001173 | -0.00044 | 0 | 4,208 |
-0.894502 | -0.325962 | -0.467958 | -0.255551 | -0.765528 | -0.421757 | -0.314794 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000586 | 0.001099 | 1 | 4,209 |
1.78848 | 1.793094 | 0.312156 | -0.263291 | -0.290543 | -0.060048 | -0.314794 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001172 | 0.000146 | 1 | 4,210 |
0.446793 | 0.20322 | 0.052563 | -0.265223 | -0.024586 | 0.019055 | -0.32538 | -0.000968 | 0.023256 | 0.628626 | 1.414214 | 0.000293 | 0.000732 | 1 | 4,211 |
-0.893716 | -0.590844 | -0.72698 | -0.261358 | -0.463533 | -0.233443 | -0.32538 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000586 | 0.001244 | 1 | 4,212 |
0.446924 | 0.203453 | 0.05241 | -0.262324 | 0.404716 | 0.504981 | -0.346551 | -0.001937 | 0.023256 | 0.628626 | 1.414214 | 0.000293 | 0.001171 | 1 | 4,213 |
0.223413 | -0.326117 | -1.2475 | -0.264257 | 0.117205 | 0.535183 | -0.346551 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.000146 | 1 | 4,214 |
1.116573 | 0.732209 | -0.207259 | 6.322007 | -0.773893 | -0.625212 | -0.352798 | -0.000571 | 0.023256 | 0.628626 | 1.414214 | 0.000732 | 0.000878 | 1 | 4,215 |
-0.223249 | -0.326349 | 0.053019 | -0.268119 | -0.442332 | -0.159519 | -0.352798 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.00117 | 1 | 4,216 |
-1.340182 | -0.590844 | -0.986269 | -0.265223 | -0.081173 | 0.1805 | -0.352104 | 0.000063 | 0.023256 | 0.628626 | 1.414214 | -0.000878 | 0.002341 | 1 | 4,217 |
0.111727 | 0.467986 | 0.052487 | -0.263291 | 0.412379 | 0.601515 | -0.352104 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.00256 | 1 | 4,218 |
-0.670483 | -0.193739 | -0.597435 | -0.260391 | -0.041229 | 0.301661 | -0.352972 | -0.000079 | 0.023256 | 0.628626 | 1.414214 | -0.000439 | 0.002853 | 1 | 4,219 |
1.452342 | 1.39468 | 0.182317 | 6.327797 | 0.42969 | 0.798074 | -0.352972 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000952 | 0.001828 | 1 | 4,220 |
0 | 0.467366 | 0.052791 | -0.267154 | -0.06887 | 0.253971 | -0.356269 | -0.000302 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.001317 | 1 | 4,221 |
0 | -0.326233 | 0.052791 | -0.266189 | -0.482631 | -0.136322 | -0.356269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.001024 | 1 | 4,222 |
-0.67014 | -0.326233 | -0.72679 | -0.264257 | -0.02102 | 0.395183 | -0.355748 | 0.000048 | 0.023256 | 0.464102 | 0.614014 | -0.000439 | 0.001025 | 1 | 4,223 |
-0.670434 | -0.061429 | -0.987411 | -0.260391 | 0.0856 | 0.395183 | -0.355748 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000439 | 0.00161 | 1 | 4,224 |
0.446989 | 1.262244 | 0.052334 | -0.263291 | 0.386367 | 0.446463 | -0.358872 | -0.000286 | 0.023256 | 0.464102 | 0.614014 | 0.000293 | 0.001025 | 1 | 4,225 |
0.670238 | 0.732596 | 0.832181 | 6.329728 | -0.400547 | -0.195628 | -0.358872 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000439 | 0.000439 | 1 | 4,226 |
0 | -0.061584 | 0.052715 | -0.266189 | -0.619808 | -0.195628 | -0.36026 | -0.000127 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000732 | 1 | 4,227 |
-0.446793 | -0.326195 | -0.467044 | -0.264257 | -0.155618 | 0.064797 | -0.36026 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000293 | -0.000146 | 0 | 4,228 |
0 | -0.061429 | 0.572321 | -0.264257 | -0.509419 | -0.12497 | -0.36026 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.000586 | 0 | 4,229 |
1.339985 | 1.26143 | 0.312461 | -0.270049 | 0.146317 | 0.274758 | -0.357831 | 0.000222 | 0.023256 | 0.464102 | 0.614014 | 0.000878 | -0.000439 | 0 | 4,230 |
-1.563431 | -0.855377 | -1.375846 | -0.263291 | -0.3327 | 0.055855 | -0.357831 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.001025 | 0.000293 | 1 | 4,231 |
-1.117718 | -0.326078 | -0.727551 | 6.343261 | -0.801798 | -0.714222 | -0.361475 | -0.000333 | 0.023256 | 0.464102 | 0.614014 | -0.000733 | 0.001611 | 1 | 4,232 |
-0.223642 | -0.590844 | -0.598379 | 6.349069 | -0.424297 | -0.286814 | -0.361475 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.001904 | 1 | 4,233 |
-0.447382 | 0.204035 | -0.728695 | 6.351006 | -0.486793 | -0.300732 | -0.370152 | -0.000794 | 0.023256 | 0.464102 | 0.614014 | -0.000293 | 0.002344 | 1 | 4,234 |
0.671024 | 0.469228 | 0.832486 | 6.347132 | -0.815065 | -0.564403 | -0.360954 | 0.000841 | 0.023256 | 0.464102 | 0.614014 | 0.00044 | 0.002927 | 1 | 4,235 |
0 | -0.325884 | 0.052105 | 6.345196 | -0.890452 | -0.646554 | -0.360954 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.002343 | 1 | 4,236 |
0.670729 | 0.733566 | 0.572321 | 6.337457 | -0.621495 | -0.472317 | -0.363384 | -0.000222 | 0.023256 | 0.464102 | 0.614014 | 0.00044 | 0.001903 | 1 | 4,237 |
-0.894371 | -0.061196 | -0.467805 | -0.258456 | -0.320548 | -0.159519 | -0.363384 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000586 | 0.001904 | 1 | 4,238 |
1.117882 | 0.73376 | 0.312194 | -0.262324 | -0.021731 | 0.172768 | -0.363384 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000733 | 0.001756 | 1 | 4,239 |
0.893716 | 0.468141 | 0.312385 | -0.266189 | -0.68329 | -0.625212 | -0.363384 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000586 | 0.001317 | 1 | 4,240 |
-0.22338 | 0.202988 | 0.052715 | -0.264257 | -0.167814 | 0.091037 | -0.363384 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000146 | 0.001171 | 1 | 4,241 |
-0.223413 | -0.326156 | -0.207259 | -0.264257 | -0.500848 | -0.091851 | -0.360954 | 0.000222 | 0.023256 | 0.464102 | 0.614014 | -0.000146 | 0.001317 | 1 | 4,242 |
-0.223445 | 0.20322 | 0.312461 | -0.263291 | -0.753167 | -0.646554 | -0.360954 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000146 | 0.00161 | 1 | 4,243 |
0.111727 | -0.458456 | -0.207488 | 6.335524 | -0.451528 | -0.136322 | -0.361822 | -0.000079 | 0.023256 | 0.464102 | 0.614014 | 0.000073 | 0.001098 | 1 | 4,244 |
0.223429 | 0.070949 | -0.077448 | -0.264257 | -0.635142 | -0.455106 | -0.361822 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000146 | 0.000951 | 1 | 4,245 |
0.335082 | 0.070852 | 0.182545 | -0.266189 | -0.156482 | -0.147837 | -0.362343 | -0.000048 | 0.023256 | 0.464102 | 0.614014 | 0.00022 | 0.000878 | 1 | 4,246 |
0.223347 | -0.061584 | 0.312537 | -0.267154 | -0.266831 | -0.358959 | -0.362343 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000146 | 0.00117 | 1 | 4,247 |
-0.558429 | -0.326233 | -0.207031 | -0.264257 | -0.950186 | -0.564403 | -0.363557 | -0.000111 | 0.023256 | 0.464102 | 0.614014 | -0.000366 | 0.001244 | 1 | 4,248 |
-0.335156 | -0.458485 | 0.182545 | -0.263291 | -0.880569 | -0.625212 | -0.363557 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.00022 | 0.001683 | 1 | 4,249 |
0.893585 | 0.997168 | 0.052487 | -0.266189 | -0.276013 | -0.039527 | -0.369631 | -0.000556 | 0.023256 | 0.464102 | 0.614014 | 0.000586 | 0.000951 | 1 | 4,250 |
1.339397 | 0.996238 | 0.312575 | -0.266189 | -0.486793 | -0.646554 | -0.369631 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000878 | 0.000073 | 1 | 4,251 |
-1.786124 | -2.177926 | -2.02457 | 6.333591 | -0.400547 | -0.358959 | -0.357657 | 0.001095 | 0.023256 | 0.464102 | 0.614014 | -0.001171 | 0.00139 | 1 | 4,252 |
-0.893847 | -0.590844 | -0.597178 | 6.339391 | -0.221705 | -0.195628 | -0.357657 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000586 | 0.00161 | 1 | 4,253 |
0.446989 | 0.203569 | -0.207716 | -0.262324 | 0.57141 | 0.510094 | -0.366855 | -0.000841 | 0.023256 | 0.464102 | 0.614014 | 0.000293 | 0.000586 | 1 | 4,254 |
0 | -0.061352 | 0.312423 | 6.335524 | -0.328257 | -0.102739 | -0.366855 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000146 | 1 | 4,255 |
-0.223478 | 0.203336 | 0.052487 | 6.339391 | -0.452852 | -0.625212 | -0.368243 | -0.000127 | 0.023256 | 0.464102 | 0.614014 | -0.000146 | 0.001464 | 1 | 4,256 |
-0.223511 | -0.590844 | -0.727742 | -0.260391 | -0.007634 | 0.340391 | -0.368243 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.001171 | 1 | 4,257 |
-0.894371 | -0.855726 | -0.467805 | 6.345196 | -0.303244 | -0.081109 | -0.368243 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000586 | 0.001831 | 1 | 4,258 |
1.453087 | 1.130952 | 1.09246 | 6.335524 | -0.735027 | -0.50789 | -0.379523 | -0.001032 | 0.023256 | 0.464102 | 0.614014 | 0.000952 | 0.000805 | 1 | 4,259 |
0.335131 | -0.193739 | 0.442386 | -0.264257 | -0.650824 | -0.714222 | -0.38282 | -0.000302 | 0.023256 | 0.464102 | 0.614014 | 0.00022 | -0.000513 | 0 | 4,260 |
1.339789 | 1.261159 | 0.442415 | 6.320078 | 0.367519 | 0.637088 | -0.38282 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000878 | -0.001757 | 0 | 4,261 |
-0.111604 | 0.202407 | -0.466283 | -0.270049 | 0.235875 | 0.346667 | -0.384902 | -0.00019 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | -0.000659 | 0 | 4,262 |
0.334788 | -0.194146 | -0.596237 | 6.320078 | -0.285319 | -0.081109 | -0.384902 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000219 | -0.00183 | 0 | 4,263 |
-1.339593 | -0.855299 | -0.985585 | 6.325866 | -0.209467 | -0.12497 | -0.384902 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000878 | -0.001392 | 0 | 4,264 |
2.232002 | 2.053907 | 1.351445 | -0.274867 | -0.06507 | -0.049722 | -0.383167 | 0.000159 | 0.023256 | 0.464102 | 0.614014 | 0.001463 | -0.002635 | 0 | 4,265 |
0.223021 | 0.730082 | 0.572321 | -0.27583 | 0.193845 | 0.288322 | -0.383167 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000146 | -0.002342 | 0 | 4,266 |
0.445944 | -0.062435 | -0.076166 | 6.304668 | -0.298985 | -0.273134 | -0.384382 | -0.000111 | 0.023256 | 0.464102 | 0.614014 | 0.000292 | -0.003074 | 0 | 4,267 |
0.445813 | 0.20148 | 0.313031 | -0.278717 | -0.072691 | 0.019055 | -0.389067 | -0.000429 | 0.023256 | 0.464102 | 0.614014 | 0.000292 | -0.004392 | 0 | 4,268 |
-0.22289 | -0.326774 | -1.891749 | -0.279678 | -0.459508 | -0.314896 | -0.389067 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000146 | -0.004393 | 0 | 4,269 |
-0.111457 | 0.465356 | 0.4427 | -0.278717 | -0.060537 | -0.136322 | -0.390976 | -0.000175 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | -0.004467 | 0 | 4,270 |
-0.78043 | -0.722922 | -0.854142 | -0.273904 | 0.340581 | 0.389277 | -0.390976 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000512 | -0.003588 | 0 | 4,271 |
-0.446139 | -0.98731 | -0.465524 | -0.273904 | -0.685139 | -0.344 | -0.390976 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000292 | -0.003369 | 0 | 4,272 |
-0.669454 | 0.202059 | -0.725459 | 6.320078 | -0.361136 | -0.329316 | -0.389414 | 0.000143 | 0.023256 | 0.464102 | 0.614014 | -0.000439 | -0.00249 | 0 | 4,273 |
0.223184 | -0.326388 | -0.466283 | -0.270049 | 0.065797 | 0.26096 | -0.389414 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000146 | -0.002637 | 0 | 4,274 |
-0.4464 | -0.326427 | -0.206461 | -0.269084 | -0.028889 | 0.108065 | -0.382299 | 0.000651 | 0.023256 | 0.464102 | 0.614014 | -0.000293 | -0.002344 | 0 | 4,275 |
-0.223249 | -0.590844 | -0.726219 | -0.268119 | 0.259069 | 0.549867 | -0.382299 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000146 | -0.002784 | 0 | 4,276 |
0.446466 | -0.061816 | -1.506104 | -0.261358 | 0.353974 | 0.6195 | -0.387158 | -0.000444 | 0.023256 | 0.464102 | 0.614014 | 0.000293 | -0.003224 | 0 | 4,277 |
-1.786647 | -0.723086 | -2.545317 | -0.261358 | 0.084379 | 0.172768 | -0.387158 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.001171 | -0.001759 | 0 | 4,278 |
-0.670533 | -0.590844 | -0.4675 | -0.259423 | 0.400464 | 0.583117 | -0.38282 | 0.000397 | 0.023256 | 0.464102 | 0.614014 | -0.00044 | -0.001613 | 0 | 4,279 |
1.564118 | 1.262515 | 0.052258 | -0.266189 | -0.006936 | 0.099597 | -0.38282 | 0 | 0.023256 | 0.249689 | 0 | 0.001025 | -0.003666 | 0 | 4,280 |
-0.446727 | -0.061662 | -0.207031 | -0.265223 | -0.613099 | -0.604425 | -0.384208 | -0.000127 | 0.023256 | 0.249689 | 0 | -0.000293 | -0.002933 | 0 | 4,281 |
0.893324 | 0.467676 | 0.572321 | -0.268119 | -0.532808 | -0.344 | -0.384208 | 0 | 0.023256 | 0.249689 | 0 | 0.000586 | -0.002638 | 0 | 4,282 |
0.223249 | 0.467056 | 0.312651 | -0.269084 | -0.251791 | -0.070509 | -0.385249 | -0.000095 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.002637 | 0 | 4,283 |
0.223217 | -0.326349 | -0.466435 | -0.270049 | 0.062651 | -0.01952 | -0.385249 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.002784 | 0 | 4,284 |
1.561602 | 1.259534 | 0.831877 | -0.276792 | 0.162342 | 0.232629 | -0.385249 | 0 | 0.023256 | 0.249689 | 0 | 0.001024 | -0.003954 | 0 | 4,285 |
-0.892148 | -0.326659 | -0.46522 | 6.314295 | -0.688852 | -0.526288 | -0.389414 | -0.000381 | 0.023256 | 0.249689 | 0 | -0.000585 | -0.003076 | 0 | 4,286 |
0 | -0.194349 | 0.312841 | -0.27294 | -0.969435 | -0.788145 | -0.389414 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.003369 | 0 | 4,287 |
-0.89267 | -0.062203 | -0.465827 | 6.320078 | -0.429402 | -0.472317 | -0.389588 | -0.000016 | 0.023256 | 0.249689 | 0 | -0.000585 | -0.001757 | 0 | 4,288 |
0.89267 | 0.599076 | 0.572321 | -0.27294 | -0.361136 | -0.455106 | -0.389935 | -0.000032 | 0.023256 | 0.249689 | 0 | 0.000585 | -0.002929 | 0 | 4,289 |
0.223086 | -0.326504 | 0.312841 | -0.273904 | -1.183255 | -0.841516 | -0.389935 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.003222 | 0 | 4,290 |
-0.446205 | -0.326543 | -0.206119 | -0.271977 | -0.606455 | -0.472317 | -0.389935 | 0 | 0.023256 | 0.249689 | 0 | -0.000292 | -0.00249 | 0 | 4,291 |
0 | -0.326466 | 0.312803 | -0.27294 | -1.246777 | -0.869599 | -0.398785 | -0.00081 | 0.023256 | 0.249689 | 0 | 0 | -0.002783 | 0 | 4,292 |
0.223119 | -0.062126 | 0.312803 | 6.314295 | -0.50512 | -0.50789 | -0.398785 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.003076 | 0 | 4,293 |
-0.669454 | -0.326504 | -0.206233 | -0.271013 | 0.101284 | 0.188159 | -0.4 | -0.000111 | 0.023256 | 0.249689 | 0 | -0.000439 | -0.00293 | 0 | 4,294 |
0 | -0.326388 | 0.053095 | -0.271013 | -0.411696 | -0.286814 | -0.398438 | 0.000143 | 0.023256 | 0.249689 | 0 | 0 | -0.003077 | 0 | 4,295 |
0.223184 | -0.194175 | 0.182916 | -0.271013 | -1.384257 | -1.317441 | -0.398438 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.003223 | 0 | 4,296 |
0.669356 | 0.334446 | 0.053171 | -0.273904 | 0.156307 | -0.049722 | -0.39757 | 0.000079 | 0.023256 | 0.249689 | 0 | 0.000439 | -0.003956 | 0 | 4,297 |
-0.446205 | -0.458688 | -0.465675 | 6.316222 | -0.537283 | -0.564403 | -0.39757 | 0 | 0.023256 | 0.249689 | 0 | -0.000292 | -0.00293 | 0 | 4,298 |
0.334666 | -0.062126 | 0.831801 | -0.273904 | -1.118117 | -0.869599 | -0.39757 | 0 | 0.023256 | 0.249689 | 0 | 0.000219 | -0.003149 | 0 | 4,299 |
-0.223102 | -0.458679 | 0.31286 | -0.27294 | -1.41007 | -1.268925 | -0.398438 | -0.000079 | 0.023256 | 0.249689 | 0 | -0.000146 | -0.003003 | 0 | 4,300 |
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