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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 | -0.458659 | -0.595724 | -0.27294 | 0.053127 | 0.082386 | -0.398265 | 0.000016 | 0.023256 | 0.249689 | 0 | 0 | -0.002269 | 0 | 4,301 |
0.223102 | 0.069981 | 0.312822 | -0.273904 | -0.550882 | -0.374202 | -0.398265 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.002123 | 0 | 4,302 |
-0.557817 | -0.458679 | -0.595553 | -0.271977 | 0.06202 | 0.218079 | -0.398265 | 0 | 0.023256 | 0.249689 | 0 | -0.000366 | -0.00161 | 0 | 4,303 |
-1.116246 | 0.202291 | -1.245369 | -0.266189 | 0.153546 | 0.26096 | -0.398265 | 0 | 0.023256 | 0.249689 | 0 | -0.000732 | -0.000732 | 0 | 4,304 |
-0.67014 | -0.061662 | -1.506713 | -0.263291 | 0.836051 | 0.783719 | -0.398265 | 0 | 0.023256 | 0.249689 | 0 | -0.000439 | -0.000586 | 0 | 4,305 |
1.786386 | 2.054681 | 0.052563 | -0.271013 | 0.997326 | 0.929021 | -0.396876 | 0.000127 | 0.023256 | 0.249689 | 0 | 0.001171 | -0.001757 | 0 | 4,306 |
-0.66965 | -0.062049 | -0.206461 | -0.269084 | -0.056034 | 0.064797 | -0.396876 | 0 | 0.023256 | 0.249689 | 0 | -0.000439 | -0.001465 | 0 | 4,307 |
0.111629 | 0.467056 | 0.312651 | -0.269084 | -0.023871 | 0.055855 | -0.397397 | -0.000048 | 0.023256 | 0.249689 | 0 | 0.000073 | -0.001391 | 0 | 4,308 |
-0.111629 | -0.723115 | -0.076878 | -0.268119 | -0.279101 | -0.358959 | -0.397397 | 0 | 0.023256 | 0.249689 | 0 | -0.000073 | -0.001318 | 0 | 4,309 |
-1.675411 | -0.855416 | -1.506104 | -0.261358 | -0.13185 | -0.273134 | -0.392538 | 0.000444 | 0.023256 | 0.249689 | 0 | -0.001098 | -0.00022 | 0 | 4,310 |
-0.55888 | 0.865207 | -0.597778 | -0.259423 | 0.628683 | 0.535183 | -0.392538 | 0 | 0.023256 | 0.249689 | 0 | -0.000366 | 0 | 0 | 4,311 |
1.564347 | 1.262786 | 0.31227 | 6.329728 | 0.209842 | 0.26096 | -0.391844 | 0.000063 | 0.023256 | 0.249689 | 0 | 0.001025 | -0.001099 | 0 | 4,312 |
-1.452555 | -0.326195 | -1.116956 | 6.341326 | -0.433256 | -0.195628 | -0.391844 | 0 | 0.023256 | 0.249689 | 0 | -0.000952 | 0.000073 | 1 | 4,313 |
-0.670877 | -0.723309 | -0.207888 | -0.256519 | -0.152173 | -0.12497 | -0.391844 | 0 | 0.023256 | 0.249689 | 0 | -0.00044 | 0.000366 | 1 | 4,314 |
0.335475 | 0.336549 | 0.182088 | -0.258456 | -0.50512 | -0.246456 | -0.391844 | 0 | 0.023256 | 0.249689 | 0 | 0.00022 | 0.000147 | 1 | 4,315 |
0.670729 | 0.203918 | 0.832372 | -0.261358 | -0.603157 | -0.738112 | -0.389241 | 0.000238 | 0.023256 | 0.249689 | 0 | 0.00044 | 0.000439 | 1 | 4,316 |
-0.670729 | -0.326001 | -0.467805 | -0.257488 | -0.219808 | -0.081109 | -0.389241 | 0 | 0.023256 | 0.249689 | 0 | -0.00044 | 0.000733 | 1 | 4,317 |
-1.566182 | -0.723338 | -1.509457 | -0.251674 | -0.141937 | -0.060048 | -0.386464 | 0.000254 | 0.023256 | 0.249689 | 0 | -0.001027 | 0.001173 | 1 | 4,318 |
-0.223872 | -0.325612 | 0.051571 | -0.249734 | -0.849386 | -0.691024 | -0.386464 | 0 | 0.023256 | 0.249689 | 0 | -0.000147 | 0.001613 | 1 | 4,319 |
-0.223905 | -0.325573 | 0.051495 | -0.249734 | -0.168694 | -0.147837 | -0.386464 | 0 | 0.023256 | 0.249689 | 0 | -0.000147 | 0.001906 | 1 | 4,320 |
0.5597 | 0.735315 | 0.572321 | -0.251674 | -0.478494 | -0.472317 | -0.390108 | -0.000333 | 0.023256 | 0.249689 | 0 | 0.000367 | 0.001393 | 1 | 4,321 |
-0.111924 | -0.458233 | -0.078593 | 6.360701 | -0.661478 | -0.389742 | -0.388547 | 0.000143 | 0.023256 | 0.249689 | 0 | -0.000073 | 0.001466 | 1 | 4,322 |
0.671418 | 0.337297 | 0.572321 | -0.251674 | -0.567874 | -0.472317 | -0.388547 | 0 | 0.023256 | 0.249689 | 0 | 0.00044 | 0.00088 | 1 | 4,323 |
0 | -0.060653 | -0.208517 | -0.253613 | -0.410448 | -0.286814 | -0.382126 | 0.000587 | 0.023256 | 0.249689 | 0 | 0 | 0.000953 | 1 | 4,324 |
0 | -0.590844 | 0.0518 | -0.253613 | -1.094349 | -0.928905 | -0.382126 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000953 | 1 | 4,325 |
-0.89529 | -0.458281 | -1.11993 | -0.249734 | -0.166059 | -0.18341 | -0.390976 | -0.00081 | 0.023256 | 0.249689 | 0 | -0.000587 | 0.001686 | 1 | 4,326 |
-0.223905 | -0.590844 | -0.078736 | -0.249734 | -0.318362 | -0.344 | -0.390976 | 0 | 0.023256 | 0.249689 | 0 | -0.000147 | 0.001906 | 1 | 4,327 |
0.447776 | 0.735315 | 0.572321 | -0.250704 | -0.433256 | -0.489906 | -0.390976 | 0 | 0.023256 | 0.249689 | 0 | 0.000294 | 0.001466 | 1 | 4,328 |
-0.447776 | -0.325612 | -0.469332 | -0.248764 | -0.65613 | -0.814386 | -0.390976 | 0 | 0.023256 | 0.249689 | 0 | -0.000294 | 0.00176 | 1 | 4,329 |
-1.568252 | -0.856192 | -1.512209 | -0.241962 | -0.029609 | 0.108065 | -0.390976 | 0 | 0.023256 | 0.249689 | 0 | -0.001028 | 0.002861 | 1 | 4,330 |
0.672306 | 1.400074 | 0.311621 | -0.24585 | 0.1928 | 0.239807 | -0.390108 | 0.000079 | 0.023256 | 0.249689 | 0 | 0.000441 | 0.002347 | 1 | 4,331 |
1.343723 | 1.266596 | 0.832868 | -0.250704 | -0.357661 | -0.246456 | -0.390108 | 0 | 0.023256 | 0.249689 | 0 | 0.000881 | 0.00044 | 1 | 4,332 |
0.223839 | -0.325612 | 0.051571 | 6.356822 | -0.698222 | -0.66848 | -0.39115 | -0.000095 | 0.023256 | 0.249689 | 0 | 0.000147 | 0.0011 | 1 | 4,333 |
0 | -0.325651 | 0.051647 | -0.251674 | -1.255143 | -1.317441 | -0.39115 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000293 | 1 | 4,334 |
-0.223839 | -0.856075 | -0.469179 | -0.251674 | -0.404244 | -0.472317 | -0.393059 | -0.000175 | 0.023256 | 0.249689 | 0 | -0.000147 | 0.000147 | 1 | 4,335 |
0.447645 | 0.204735 | 0.832639 | -0.252644 | -0.378773 | -0.286814 | -0.393059 | 0 | 0.023256 | 0.249689 | 0 | 0.000293 | -0.000147 | 0 | 4,336 |
-0.447645 | -0.723435 | -0.469026 | 6.358761 | -0.39932 | -0.50789 | -0.391497 | 0.000143 | 0.023256 | 0.249689 | 0 | -0.000293 | -0.000294 | 0 | 4,337 |
1.566182 | 1.794842 | 0.702485 | -0.257488 | -0.125206 | 0.149113 | -0.391497 | 0 | 0.023256 | 0.249689 | 0 | 0.001027 | -0.001614 | 0 | 4,338 |
-0.894764 | -0.855842 | -0.988784 | 6.358761 | -0.395649 | -0.438258 | -0.393579 | -0.00019 | 0.023256 | 0.249689 | 0 | -0.000587 | -0.000587 | 0 | 4,339 |
-0.223773 | -0.060653 | 0.0518 | 6.354883 | -0.763453 | -0.526288 | -0.393579 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | 0 | 0 | 4,340 |
0.671221 | 0.734537 | 0.572321 | 6.351006 | -0.108062 | 0.055855 | -0.393059 | 0.000048 | 0.023256 | 0 | -0.385986 | 0.00044 | -0.000587 | 0 | 4,341 |
-0.447448 | -0.590844 | -0.468568 | 6.352944 | -0.739017 | -0.564403 | -0.393059 | 0 | 0.023256 | 0 | -0.385986 | -0.000293 | -0.00044 | 0 | 4,342 |
-0.223773 | -0.325729 | 0.31208 | -0.252644 | -0.743031 | -0.869599 | -0.399306 | -0.000571 | 0.023256 | 0 | -0.385986 | -0.000147 | -0.000587 | 0 | 4,343 |
-0.447645 | -0.590844 | -0.469026 | 6.358761 | -0.391998 | -0.081109 | -0.399306 | 0 | 0.023256 | 0 | -0.385986 | -0.000293 | -0.001028 | 0 | 4,344 |
-0.223872 | -0.590844 | -0.729841 | -0.250704 | -0.381159 | -0.314896 | -0.399306 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | -0.000294 | 0 | 4,345 |
0 | 0.204851 | 0.051495 | -0.249734 | -0.529841 | -0.405589 | -0.329371 | 0.006397 | 0.023256 | 0 | -0.385986 | 0 | 0 | 0 | 4,346 |
-0.447842 | 0.204851 | -0.208976 | -0.248764 | -0.633422 | -0.374202 | -0.398091 | -0.006286 | 0.023256 | 0 | -0.385986 | -0.000294 | 0.00044 | 1 | 4,347 |
1.119358 | 0.735509 | 0.572321 | -0.252644 | -1.160856 | -1.062593 | -0.398091 | 0 | 0.023256 | 0 | -0.385986 | 0.000734 | -0.000147 | 0 | 4,348 |
0 | -0.32569 | 0.051724 | -0.253613 | -1.41535 | -1.179915 | -0.395835 | 0.000206 | 0.023256 | 0 | -0.385986 | 0 | -0.000587 | 0 | 4,349 |
0 | -0.590844 | 0.051724 | -0.253613 | -1.272181 | -1.138866 | -0.395835 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0 | 0 | 4,350 |
1.118538 | 0.734537 | 0.832562 | 6.347132 | -0.915794 | -0.526288 | -0.395488 | 0.000032 | 0.023256 | 0 | -0.385986 | 0.000733 | -0.001467 | 0 | 4,351 |
0.447186 | -0.060964 | 0.572321 | -0.260391 | -1.330636 | -1.424301 | -0.395488 | 0 | 0.023256 | 0 | -0.385986 | 0.000293 | -0.00176 | 0 | 4,352 |
0.223544 | 0.203686 | 0.572321 | -0.258456 | -0.628285 | -0.564403 | -0.395141 | 0.000032 | 0.023256 | 0 | -0.385986 | 0.000147 | -0.001613 | 0 | 4,353 |
0.223511 | -0.326001 | 0.052334 | -0.262324 | -1.870593 | -1.424301 | -0.395141 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | -0.000879 | 0 | 4,354 |
-0.447054 | -0.590844 | -0.207602 | -0.259423 | -1.321316 | -1.223183 | -0.395315 | -0.000016 | 0.023256 | 0 | -0.385986 | -0.000293 | -0.000147 | 0 | 4,355 |
0 | -0.325962 | 0.052258 | -0.259423 | -1.811885 | -1.179915 | -0.395315 | 0 | 0.023256 | 0 | -0.385986 | 0 | -0.000147 | 0 | 4,356 |
-0.223576 | -0.590844 | -0.077782 | -0.259423 | -0.815065 | -0.604425 | -0.395662 | -0.000032 | 0.023256 | 0 | -0.385986 | -0.000147 | -0.00044 | 0 | 4,357 |
0.223576 | -0.061041 | 0.572321 | 6.341326 | -1.234416 | -1.027019 | -0.395662 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.000293 | 1 | 4,358 |
0 | -0.325962 | 0.312309 | 6.343261 | -1.101057 | -0.762738 | -0.395662 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.00044 | 1 | 4,359 |
0 | -0.061119 | 0.052258 | -0.259423 | -0.668673 | -0.738112 | -0.394273 | 0.000127 | 0.023256 | 0 | -0.385986 | 0 | 0.000586 | 1 | 4,360 |
-0.223576 | -0.723299 | -0.467958 | -0.258456 | -0.411696 | -0.113778 | -0.394273 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.000659 | 1 | 4,361 |
-0.1118 | -0.325923 | 0.052182 | -0.258456 | -0.474382 | -0.329316 | -0.390976 | 0.000302 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.000952 | 1 | 4,362 |
0.335377 | -0.193448 | 0.182202 | -0.259423 | -0.771793 | -0.604425 | -0.390976 | 0 | 0.023256 | 0 | -0.385986 | 0.00022 | 0.000879 | 1 | 4,363 |
-0.223576 | -0.325962 | 0.052258 | -0.258456 | -0.537283 | -0.455106 | -0.393579 | -0.000238 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.001611 | 1 | 4,364 |
0 | -0.325923 | 0.31227 | -0.258456 | -0.371664 | -0.113778 | -0.393579 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.00205 | 1 | 4,365 |
1.117554 | 1.262786 | 0.572321 | -0.264257 | 0.22498 | 0.239807 | -0.396529 | -0.00027 | 0.023256 | 0 | -0.385986 | 0.000733 | 0.001098 | 1 | 4,366 |
-0.223445 | -0.590844 | -0.207374 | -0.263291 | -0.268861 | -0.102739 | -0.396529 | 0 | 0.023256 | 0 | -0.385986 | -0.000146 | 0.000952 | 1 | 4,367 |
-0.894109 | -0.326078 | -0.98764 | -0.258456 | 0.321734 | 0.478911 | -0.391323 | 0.000476 | 0.023256 | 0 | -0.385986 | -0.000586 | 0.001904 | 1 | 4,368 |
0.44712 | 0.071385 | 0.052182 | -0.261358 | 0.258118 | 0.099597 | -0.391323 | 0 | 0.023256 | 0 | -0.385986 | 0.000293 | 0.002195 | 1 | 4,369 |
0.223511 | -0.193594 | 0.052334 | -0.261358 | -0.897958 | -0.646554 | -0.393059 | -0.000159 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.002049 | 1 | 4,370 |
-0.223511 | -0.326039 | 0.312385 | -0.261358 | -0.347341 | -0.273134 | -0.393059 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.002488 | 1 | 4,371 |
0 | -0.326001 | 0.052334 | 6.339391 | -0.599874 | -0.246456 | -0.389935 | 0.000286 | 0.023256 | 0 | -0.385986 | 0 | 0.002707 | 1 | 4,372 |
-0.223544 | 0.203569 | 0.182345 | -0.260391 | -0.64033 | -0.389742 | -0.389935 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.002488 | 1 | 4,373 |
0.111776 | -0.325962 | 0.312309 | -0.260391 | -1.230344 | -0.928905 | -0.392017 | -0.00019 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.002269 | 1 | 4,374 |
0 | -0.458408 | 0.182317 | -0.260391 | -0.920976 | -1.062593 | -0.392017 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001684 | 1 | 4,375 |
0.223527 | 0.336005 | 0.572321 | -0.261358 | -0.377583 | -0.113778 | -0.392017 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.001245 | 1 | 4,376 |
0.111751 | -0.061235 | 0.182374 | -0.260391 | 0.189656 | 0.64574 | -0.392711 | -0.000063 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.001318 | 1 | 4,377 |
-0.223511 | -0.855687 | 0.05241 | 6.339391 | -0.994994 | -0.604425 | -0.392711 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.001464 | 1 | 4,378 |
0 | -0.061196 | 0.572321 | -0.261358 | -0.580497 | -0.898703 | -0.392885 | -0.000016 | 0.023256 | 0 | -0.385986 | 0 | 0.001903 | 1 | 4,379 |
0.11176 | -0.326001 | 0.182345 | -0.261358 | -0.657908 | -0.472317 | -0.392711 | 0.000016 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.00161 | 1 | 4,380 |
-0.11176 | -0.061235 | 0.182374 | 6.339391 | -0.207603 | -0.081109 | -0.392711 | 0 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.002195 | 1 | 4,381 |
-1.565494 | -0.061196 | -1.638677 | -0.252644 | 0.031702 | 0.424077 | -0.370499 | 0.002032 | 0.023256 | 0 | -0.385986 | -0.001026 | 0.002637 | 1 | 4,382 |
1.230166 | 0.866808 | 0.31208 | -0.256519 | -0.481249 | -0.18341 | -0.370499 | 0 | 0.023256 | 0 | -0.385986 | 0.000806 | 0.002123 | 1 | 4,383 |
-1.230166 | -1.253267 | -0.858324 | 6.351006 | -1.226295 | -1.027019 | -0.370499 | 0 | 0.023256 | 0 | -0.385986 | -0.000806 | 0.002417 | 1 | 4,384 |
-0.447579 | -0.325729 | -0.208517 | 6.356822 | -0.366965 | -0.545119 | -0.392538 | -0.002016 | 0.023256 | 0 | -0.385986 | -0.000293 | 0.003807 | 1 | 4,385 |
0 | -0.325651 | 0.312003 | 6.356822 | -1.135606 | -0.869599 | -0.392538 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.003223 | 1 | 4,386 |
-0.671615 | -0.590844 | -0.208747 | 6.362642 | -0.96112 | -0.564403 | -0.393059 | -0.000048 | 0.023256 | 0 | -0.385986 | -0.00044 | 0.003443 | 1 | 4,387 |
-0.447908 | -0.590844 | -0.469638 | -0.24585 | 0.077006 | -0.273134 | -0.393059 | 0 | 0.023256 | 0 | -0.385986 | -0.000294 | 0.003518 | 1 | 4,388 |
0.671812 | 0.470472 | -0.20932 | -0.249734 | 0.182265 | -0.18341 | -0.38872 | 0.000397 | 0.023256 | 0 | -0.385986 | 0.00044 | 0.003077 | 1 | 4,389 |
0.671516 | 0.204851 | 0.572321 | -0.253613 | -0.502269 | -0.389742 | -0.38872 | 0 | 0.023256 | 0 | -0.385986 | 0.00044 | 0.002198 | 1 | 4,390 |
-0.223806 | -0.32569 | 0.051724 | 6.356822 | -0.815065 | -0.625212 | -0.389241 | -0.000048 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.002345 | 1 | 4,391 |
-0.223839 | 0.204618 | -0.208747 | -0.251674 | -0.298985 | -0.329316 | -0.389241 | 0 | 0.023256 | 0 | -0.385986 | -0.000147 | 0.002711 | 1 | 4,392 |
-0.447776 | -0.193011 | 0.051571 | -0.248764 | -0.381159 | -0.374202 | -0.38872 | 0.000048 | 0.023256 | 0 | -0.385986 | -0.000294 | 0.003078 | 1 | 4,393 |
-1.120016 | -0.060264 | -0.730223 | 6.372354 | -0.075764 | 0.099597 | -0.38872 | 0 | 0.023256 | 0 | -0.385986 | -0.000734 | 0.003373 | 1 | 4,394 |
0.896078 | 0.47094 | 0.311697 | 6.364583 | -0.235131 | -0.195628 | -0.388373 | 0.000032 | 0.023256 | 0 | -0.385986 | 0.000587 | 0.003078 | 1 | 4,395 |
0.447842 | -0.060186 | 0.572321 | -0.250704 | -1.015546 | -1.369089 | -0.388373 | 0 | 0.023256 | 0 | -0.385986 | 0.000294 | 0.002711 | 1 | 4,396 |
0.223872 | -0.060341 | 0.572321 | -0.250704 | -1.052257 | -0.928905 | -0.388373 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.002784 | 1 | 4,397 |
0.223839 | -0.325612 | -0.208861 | 6.358761 | -0.303244 | 0.028415 | -0.388373 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.002784 | 1 | 4,398 |
-0.671615 | -0.325651 | -0.208747 | -0.248764 | -0.451528 | -0.246456 | -0.390455 | -0.00019 | 0.023256 | 0 | -0.385986 | -0.00044 | 0.00337 | 1 | 4,399 |
0.895421 | 1.265506 | 0.572321 | -0.252644 | 0.296983 | 0.406866 | -0.390455 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000587 | 0.002491 | 1 | 4,400 |
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