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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.119358 | -0.590844 | -0.989929 | 6.364583 | 0.309469 | 0.288322 | -0.38334 | 0.000651 | 0.023256 | -0.267949 | -0.517638 | -0.000734 | 0.0022 | 1 | 4,401 |
0 | -0.060186 | 0.311851 | 6.364583 | -0.523945 | -0.526288 | -0.38334 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.002639 | 1 | 4,402 |
0.447842 | 0.205085 | 0.832753 | 6.358761 | -1.111242 | -0.928905 | -0.389241 | -0.00054 | 0.023256 | -0.267949 | -0.517638 | 0.000294 | 0.002931 | 1 | 4,403 |
1.342737 | 1.000196 | 0.572321 | 6.347132 | -1.153548 | -0.564403 | -0.389241 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00088 | 0.001904 | 1 | 4,404 |
0.670926 | 0.733954 | 1.092537 | -0.259423 | -0.46623 | -0.489906 | -0.389241 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00044 | 0.000879 | 1 | 4,405 |
0 | -0.325923 | 0.572321 | -0.258456 | -1.41007 | -0.960292 | -0.389588 | -0.000032 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.001318 | 1 | 4,406 |
-0.670926 | -0.855803 | -0.46811 | 6.347132 | -0.496601 | -0.646554 | -0.395315 | -0.000524 | 0.023256 | -0.267949 | -0.517638 | -0.00044 | 0.002051 | 1 | 4,407 |
1.341557 | 0.998797 | 1.092537 | 6.339391 | -1.142727 | -1.179915 | -0.395315 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000879 | 0.00161 | 1 | 4,408 |
0.223478 | -0.061274 | 0.05241 | 6.335524 | -1.183255 | -1.138866 | -0.39462 | 0.000063 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.001317 | 1 | 4,409 |
0.223445 | 0.203336 | 0.832181 | 6.331659 | -0.98637 | -0.898703 | -0.39462 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.001317 | 1 | 4,410 |
-0.111719 | -0.061429 | 0.052563 | -0.263291 | -0.586897 | -0.738112 | -0.394967 | -0.000032 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.001537 | 1 | 4,411 |
0.335131 | -0.193739 | 0.442386 | -0.264257 | -1.018532 | -1.062593 | -0.394967 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00022 | 0.001171 | 1 | 4,412 |
0.22338 | -0.326156 | 0.312499 | -0.266189 | -1.912684 | -1.693569 | -0.394794 | 0.000016 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.001024 | 1 | 4,413 |
0.893193 | 1.525266 | 0.832067 | 6.320078 | -0.051559 | -0.029461 | -0.394794 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000585 | -0.000366 | 0 | 4,414 |
0.669552 | 0.202523 | 1.091471 | -0.271977 | -2.030644 | -1.979004 | -0.394794 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000439 | -0.000732 | 0 | 4,415 |
-0.334739 | -0.326466 | 0.053247 | -0.271013 | -0.586897 | -0.545119 | -0.397917 | -0.000286 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | -0.000805 | 0 | 4,416 |
-0.446433 | -0.194204 | 0.053133 | -0.269084 | -1.107831 | -0.869599 | -0.397917 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000293 | -0.00022 | 0 | 4,417 |
0.558021 | 0.070368 | 0.572321 | -0.271013 | -1.645789 | -1.268925 | -0.402429 | -0.000413 | 0.023256 | -0.267949 | -0.517638 | 0.000366 | -0.001171 | 0 | 4,418 |
0.892409 | 0.466592 | 0.572321 | -0.274867 | -1.40483 | -1.138866 | -0.403124 | -0.000063 | 0.023256 | -0.267949 | -0.517638 | 0.000585 | -0.001024 | 0 | 4,419 |
0 | -0.326581 | 0.053475 | 6.310443 | -0.885493 | -0.841516 | -0.403124 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.001024 | 0 | 4,420 |
0.446009 | 0.730082 | 0.572321 | -0.277755 | -0.574157 | -0.489906 | -0.403124 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | -0.00117 | 0 | 4,421 |
0.334421 | -0.194581 | 0.312993 | -0.278717 | -0.950186 | -0.738112 | -0.399826 | 0.000302 | 0.023256 | -0.267949 | -0.517638 | 0.000219 | 0.000365 | 1 | 4,422 |
-0.557409 | -0.722922 | -0.335295 | -0.276792 | -0.345069 | -0.438258 | -0.399826 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000365 | 0.004085 | 1 | 4,423 |
-0.223021 | -0.32662 | 0.312955 | -0.274867 | -1.276507 | -1.369089 | -0.401388 | -0.000143 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | 0.002191 | 1 | 4,424 |
-0.892409 | -0.590844 | -0.72508 | -0.271013 | -0.365795 | -0.233443 | -0.401388 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000585 | 0.001754 | 1 | 4,425 |
-0.4464 | -0.590844 | 0.053171 | -0.271013 | -1.442369 | -1.268925 | -0.399306 | 0.00019 | 0.023256 | -0.267949 | -0.517638 | -0.000293 | 0.003214 | 1 | 4,426 |
0.223217 | 0.202523 | 0.572321 | -0.270049 | -0.500848 | -0.814386 | -0.399306 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.002922 | 1 | 4,427 |
0 | -0.061971 | 0.053095 | 6.31815 | -0.40548 | -0.405589 | -0.399132 | 0.000016 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.002922 | 1 | 4,428 |
0.669454 | 0.731048 | 0.572321 | -0.27294 | -1.487913 | -1.317441 | -0.399132 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000439 | 0.001023 | 1 | 4,429 |
-0.33469 | -0.590844 | -0.465827 | -0.271977 | 0.009596 | 0.132946 | -0.400173 | -0.000095 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.000512 | 1 | 4,430 |
0.780829 | 0.334379 | 0.702075 | 6.312369 | -1.575598 | -1.223183 | -0.400173 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000512 | 0.000439 | 1 | 4,431 |
-0.892409 | -0.590844 | -2.02343 | 6.31815 | -0.355355 | -0.113778 | -0.400173 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000585 | -0.000146 | 0 | 4,432 |
0.44627 | 0.202291 | 0.053171 | -0.27294 | -1.153548 | -0.960292 | -0.400347 | -0.000016 | 0.023256 | -0.267949 | -0.517638 | 0.000293 | 0.000146 | 1 | 4,433 |
-0.781058 | -0.326504 | -0.336025 | -0.27294 | -1.749132 | -1.369089 | -0.399653 | 0.000063 | 0.023256 | -0.267949 | -0.517638 | -0.000512 | 0.000951 | 1 | 4,434 |
1.673206 | 1.655961 | 0.961669 | -0.276792 | 0.964394 | 0.389277 | -0.399653 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001097 | -0.000146 | 0 | 4,435 |
-0.892148 | -0.590844 | -0.7247 | -0.271977 | 0.0856 | -0.421757 | -0.400694 | -0.000095 | 0.023256 | -0.267949 | -0.517638 | -0.000585 | 0.000439 | 1 | 4,436 |
-0.33469 | -0.855222 | 0.053323 | -0.271977 | -1.699518 | -1.872143 | -0.400694 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.000804 | 1 | 4,437 |
-0.334764 | -0.45864 | -0.076593 | 6.320078 | -1.003728 | -0.960292 | -0.406941 | -0.000571 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.000658 | 1 | 4,438 |
0 | -0.326388 | 0.572321 | -0.270049 | -1.26361 | -1.369089 | -0.406941 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.000731 | 1 | 4,439 |
-0.669748 | -0.855338 | -0.596151 | 6.327797 | -0.500848 | -0.455106 | -0.406941 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000439 | 0.000146 | 1 | 4,440 |
0 | -0.590844 | -0.07702 | -0.267154 | -0.835453 | -0.841516 | -0.411627 | -0.000429 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.000146 | 0 | 4,441 |
0.334911 | 0.202755 | 0.312613 | -0.269084 | -1.097695 | -0.814386 | -0.411627 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00022 | -0.000512 | 0 | 4,442 |
0.111621 | -0.458582 | 0.4425 | 6.323936 | -2.967893 | -2.248272 | -0.407288 | 0.000397 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | -0.001025 | 0 | 4,443 |
-0.669846 | -0.855377 | -0.206689 | -0.268119 | -1.431435 | -1.317441 | -0.406594 | 0.000063 | 0.023256 | -0.267949 | -0.517638 | -0.000439 | -0.001612 | 0 | 4,444 |
0.446596 | -0.061662 | 0.832029 | -0.269084 | -1.344854 | -1.179915 | -0.406594 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000293 | -0.002491 | 0 | 4,445 |
-0.111637 | -0.061816 | 0.312651 | -0.268119 | -0.435837 | -0.12497 | -0.40885 | -0.000206 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | -0.001538 | 0 | 4,446 |
0.334886 | -0.061778 | -0.076973 | -0.269084 | -1.091019 | -0.99296 | -0.40885 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00022 | -0.002197 | 0 | 4,447 |
0.223217 | 0.202523 | 0.053019 | -0.271013 | 0.268978 | 0.662768 | -0.40885 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | -0.003224 | 0 | 4,448 |
0.223184 | 0.202407 | 0.572321 | -0.271977 | -0.482631 | -0.389742 | -0.410412 | -0.000143 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | -0.004104 | 0 | 4,449 |
-0.4464 | -0.326427 | 0.053171 | 6.322007 | -1.276507 | -1.179915 | -0.410412 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000293 | -0.004473 | 0 | 4,450 |
-1.563431 | -0.326349 | -1.5058 | -0.263291 | -0.004153 | 0.116445 | -0.410065 | 0.000032 | 0.023256 | -0.267949 | -0.517638 | -0.001025 | -0.003448 | 0 | 4,451 |
0.670238 | 0.732596 | 0.702256 | -0.266189 | -0.240966 | -0.12497 | -0.410065 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000439 | -0.004108 | 0 | 4,452 |
0.893193 | 0.467521 | 0.572321 | -0.270049 | -1.064939 | -0.898703 | -0.406594 | 0.000317 | 0.023256 | -0.267949 | -0.517638 | 0.000585 | -0.005208 | 0 | 4,453 |
-0.223249 | -0.326349 | 0.053019 | -0.268119 | -1.198599 | -0.841516 | -0.406594 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | -0.004841 | 0 | 4,454 |
-0.893324 | -0.590844 | -0.596493 | -0.265223 | -0.259772 | -0.220638 | -0.407115 | -0.000048 | 0.023256 | -0.267949 | -0.517638 | -0.000586 | -0.003962 | 0 | 4,455 |
0.670042 | 0.203104 | 0.832105 | -0.268119 | -1.369218 | -1.424301 | -0.407115 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000439 | -0.005283 | 0 | 4,456 |
0.446531 | 0.070513 | 0.572321 | 6.320078 | -1.536655 | -1.369089 | -0.407809 | -0.000063 | 0.023256 | -0.267949 | -0.517638 | 0.000293 | -0.004988 | 0 | 4,457 |
0.669552 | 0.731241 | 1.091471 | -0.271977 | -0.873248 | -0.714222 | -0.407809 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000439 | -0.006015 | 0 | 4,458 |
-0.223151 | -0.590844 | 0.053247 | -0.271013 | -0.755212 | -0.814386 | -0.406594 | 0.000111 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | -0.004839 | 0 | 4,459 |
0.223151 | -0.062049 | -0.855707 | -0.27294 | -0.277041 | 0.132946 | -0.406594 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.005279 | 0 | 4,460 |
0.223119 | -0.062126 | 0.572321 | -0.27294 | -0.688852 | -0.50789 | -0.407636 | -0.000095 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.005573 | 0 | 4,461 |
-0.223119 | -0.590844 | 0.053323 | 6.312369 | -0.628285 | -0.714222 | -0.407636 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | -0.005132 | 0 | 4,462 |
0 | 0.202175 | 0.572321 | -0.271977 | -0.623186 | -0.472317 | -0.40833 | -0.000063 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.005279 | 0 | 4,463 |
-1.227736 | -0.855261 | -0.855498 | -0.267154 | -0.983518 | -0.66848 | -0.40833 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000805 | -0.004401 | 0 | 4,464 |
0.111653 | -0.193972 | 0.70217 | -0.267154 | -1.018532 | -0.898703 | -0.40833 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | -0.004548 | 0 | 4,465 |
-0.446662 | -0.590844 | -0.206917 | -0.265223 | -0.686993 | -0.545119 | -0.407462 | 0.000079 | 0.023256 | -0.535898 | -0.385986 | -0.000293 | -0.004623 | 0 | 4,466 |
0.446662 | 0.202988 | 0.312537 | -0.267154 | -0.709635 | -0.50789 | -0.407462 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000293 | -0.004548 | 0 | 4,467 |
-0.893454 | -0.458553 | -0.466739 | -0.264257 | -0.339419 | -0.102739 | -0.407288 | 0.000016 | 0.023256 | -0.535898 | -0.385986 | -0.000586 | -0.004403 | 0 | 4,468 |
1.116736 | 0.996935 | 0.312461 | -0.269084 | -0.437131 | -0.358959 | -0.407288 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000732 | -0.004547 | 0 | 4,469 |
0 | -0.458572 | 0.052943 | -0.268119 | -1.081124 | -0.928905 | -0.406941 | 0.000032 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.005135 | 0 | 4,470 |
0.223249 | -0.194059 | 0.572321 | -0.269084 | -1.29855 | -1.062593 | -0.406941 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.005135 | 0 | 4,471 |
2.676445 | 2.580537 | 0.572321 | 6.298899 | 0.885965 | 0.946938 | -0.407288 | -0.000032 | 0.023256 | -0.535898 | -0.385986 | 0.001754 | -0.006448 | 0 | 4,472 |
5.116766 | 5.998383 | 0.053929 | -0.30363 | 1.223584 | 1.13782 | -0.407288 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.003354 | -0.009949 | 0 | 4,473 |
-3.112509 | 0.198482 | -3.565143 | 6.281621 | 0.846121 | 0.964463 | -0.40295 | 0.000397 | 0.023256 | -0.535898 | -0.385986 | -0.00204 | -0.00835 | 0 | 4,474 |
-1.558639 | -1.118327 | -2.017746 | 6.295055 | 0.734592 | 0.232629 | -0.40295 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001022 | -0.007549 | 0 | 4,475 |
1.781172 | 3.101005 | 0.572321 | -0.292155 | 0.35065 | 0.232629 | -0.409371 | -0.000587 | 0.023256 | -0.535898 | -0.385986 | 0.001168 | -0.009821 | 0 | 4,476 |
-0.222533 | 0.199978 | 0.054686 | 6.279704 | -0.142784 | -0.049722 | -0.40885 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | -0.009233 | 0 | 4,477 |
0 | 0.200093 | -0.981265 | -0.283522 | -0.733041 | -0.564403 | -0.40885 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.009086 | 0 | 4,478 |
-2.227115 | -2.041794 | -2.536213 | 6.300821 | 0.275506 | 0.288322 | -0.401388 | 0.000683 | 0.023256 | -0.535898 | -0.385986 | -0.00146 | -0.007847 | 0 | 4,479 |
-1.114778 | -0.326774 | -0.983536 | -0.274867 | 0.117788 | 0.334064 | -0.401388 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000731 | -0.006306 | 0 | 4,480 |
0.668964 | 0.465974 | 0.312917 | -0.276792 | -0.448888 | -0.171376 | -0.401388 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000439 | -0.006745 | 0 | 4,481 |
-1.784557 | -0.987136 | -2.022291 | 6.31815 | 0.516897 | 0.515175 | -0.402256 | -0.000079 | 0.023256 | -0.535898 | -0.385986 | -0.00117 | -0.005575 | 0 | 4,482 |
0.89254 | 1.259534 | 0.831877 | 6.312369 | -0.376396 | -0.259683 | -0.402256 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000585 | -0.007264 | 0 | 4,483 |
0.446074 | 0.201943 | 0.312879 | -0.277755 | -0.47575 | -0.788145 | -0.402603 | -0.000032 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | -0.007483 | 0 | 4,484 |
0 | -0.062435 | 0.312955 | -0.27583 | -0.359976 | -0.928905 | -0.402603 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.008367 | 0 | 4,485 |
0 | -0.062435 | 0.572321 | -0.27583 | -1.009612 | -0.714222 | -0.402603 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.007999 | 0 | 4,486 |
0.222988 | -0.32662 | 0.183257 | 6.308517 | -0.593355 | -0.50789 | -0.402603 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.008071 | 0 | 4,487 |
-0.557531 | -0.855068 | -0.076071 | -0.274867 | 0.20831 | -0.438258 | -0.403471 | -0.000079 | 0.023256 | -0.535898 | -0.385986 | -0.000365 | -0.007853 | 0 | 4,488 |
0.111523 | -0.458698 | 0.183172 | -0.274867 | -0.638597 | -0.66848 | -0.403471 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | -0.008073 | 0 | 4,489 |
-1.562059 | -0.855145 | -1.244306 | 6.325866 | -0.04343 | -0.070509 | -0.401215 | 0.000206 | 0.023256 | -0.535898 | -0.385986 | -0.001024 | -0.00646 | 0 | 4,490 |
-0.446596 | -0.590844 | -0.466587 | -0.266189 | 0.054404 | 0.149113 | -0.401215 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000293 | -0.006315 | 0 | 4,491 |
-0.223347 | -0.326233 | 0.052791 | -0.266189 | -0.212272 | -0.159519 | -0.401735 | -0.000048 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | -0.005138 | 0 | 4,492 |
-0.670238 | -0.326195 | -0.207145 | -0.262324 | -0.024586 | -0.01952 | -0.401735 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000439 | -0.004698 | 0 | 4,493 |
-1.565035 | 0.997168 | -1.247767 | -0.255551 | 0.54169 | 0.569036 | -0.399479 | 0.000206 | 0.023256 | -0.535898 | -0.385986 | -0.001026 | -0.003967 | 0 | 4,494 |
-0.895027 | -0.590844 | -0.468568 | 6.356822 | -0.389575 | -0.147837 | -0.399479 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000587 | -0.002791 | 0 | 4,495 |
1.342344 | 0.99973 | 0.572321 | 6.347132 | -1.049123 | -0.841516 | -0.399479 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00088 | -0.00323 | 0 | 4,496 |
-0.671024 | -0.590844 | -1.509457 | -0.253613 | -0.180229 | 0.099597 | -0.401562 | -0.000191 | 0.023256 | -0.535898 | -0.385986 | -0.00044 | -0.002055 | 0 | 4,497 |
-1.342934 | -1.386305 | -0.989471 | -0.248764 | -0.780234 | -0.738112 | -0.399653 | 0.000175 | 0.023256 | -0.535898 | -0.385986 | -0.00088 | -0.001469 | 0 | 4,498 |
-1.120016 | -0.856192 | -0.730223 | -0.243907 | -0.312925 | -0.286814 | -0.399653 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000734 | -0.000588 | 0 | 4,499 |
-1.008718 | -0.590844 | -0.73118 | -0.240016 | -0.053793 | 0.055855 | -0.399653 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000661 | 0.003741 | 1 | 4,500 |
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