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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.892083 | 0.86244 | 0.442595 | 6.304668 | 0.62952 | 0.735203 | -0.434187 | 0 | 0.023256 | -1 | 0.614014 | 0.000585 | -0.002634 | 0 | 4,601 |
0.111474 | 0.069498 | -0.076024 | 6.304668 | -0.404244 | -0.102739 | -0.431583 | 0.000238 | 0.023256 | -1 | 0.614014 | 0.000073 | -0.002927 | 0 | 4,602 |
1.337049 | 1.785086 | 0.313031 | -0.284483 | 0.286556 | 0.478911 | -0.442516 | -0.001 | 0.023256 | -1 | 0.614014 | 0.000876 | -0.00395 | 0 | 4,603 |
-0.891236 | -0.590844 | -1.760612 | -0.279678 | 0.10009 | 0.446463 | -0.442516 | 0 | 0.023256 | -1 | 0.614014 | -0.000584 | -0.002633 | 0 | 4,604 |
-1.114778 | -0.590844 | -1.242978 | -0.274867 | 0.058857 | 0.210703 | -0.442516 | 0 | 0.023256 | -1 | 0.614014 | -0.000731 | -0.001902 | 0 | 4,605 |
-0.223053 | -0.590844 | -0.465524 | -0.273904 | 0.539155 | 0.703816 | -0.438004 | 0.000413 | 0.023256 | -1 | 0.614014 | -0.000146 | -0.001024 | 0 | 4,606 |
0.223053 | -0.326543 | -0.984901 | -0.274867 | 0.491525 | 0.666969 | -0.438004 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | -0.001683 | 0 | 4,607 |
-0.111523 | 0.465974 | 0.1832 | -0.274867 | -0.099248 | 0.149113 | -0.438004 | 0 | 0.023256 | -1 | 0.614014 | -0.000073 | -0.00139 | 0 | 4,608 |
0.111523 | 0.333973 | 0.183172 | -0.27583 | 0.232427 | 0.418381 | -0.437137 | 0.000079 | 0.023256 | -1 | 0.614014 | 0.000073 | -0.001024 | 0 | 4,609 |
-0.223053 | -0.194465 | 0.312917 | 6.310443 | 0.08193 | 0.210703 | -0.437137 | 0 | 0.023256 | -1 | 0.614014 | -0.000146 | -0.000951 | 0 | 4,610 |
0.223053 | -0.06228 | -0.206119 | -0.274867 | 0.217453 | 0.418381 | -0.437137 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | -0.000439 | 0 | 4,611 |
0.223021 | -0.062358 | -0.33576 | -0.276792 | 0.091674 | 0.406866 | -0.437484 | -0.000032 | 0.023256 | -1 | 0.614014 | 0.000146 | 0.000438 | 1 | 4,612 |
0.222988 | 0.201712 | 0.572321 | -0.277755 | -0.239015 | -0.091851 | -0.437484 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | 0 | 0 | 4,613 |
0.668769 | 0.729696 | -0.205778 | 6.298899 | -0.077305 | 0.232629 | -0.438004 | -0.000048 | 0.023256 | -1 | 0.614014 | 0.000438 | -0.000585 | 0 | 4,614 |
0.222858 | 0.201248 | 0.053854 | 6.300821 | -0.135196 | 0.028415 | -0.438004 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | -0.000146 | 0 | 4,615 |
-1.114615 | -0.854913 | -0.723942 | -0.27583 | -0.211335 | -0.091851 | -0.441128 | -0.000286 | 0.023256 | -1 | 0.614014 | -0.000731 | 0 | 0 | 4,616 |
0.222988 | -0.062435 | 0.053551 | -0.276792 | 0.027071 | 0.188159 | -0.441128 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | 0 | 0 | 4,617 |
2.228091 | 2.049271 | 0.442662 | -0.286402 | 0.875679 | 0.798074 | -0.44321 | -0.00019 | 0.023256 | -1 | 0.614014 | 0.00146 | -0.001899 | 0 | 4,618 |
0 | -0.063283 | -0.463705 | -0.286402 | 0.019731 | 0.301661 | -0.44321 | 0 | 0.023256 | -1 | 0.614014 | 0 | -0.001899 | 0 | 4,619 |
-0.890846 | -0.854682 | -0.463705 | 6.295055 | 0.378409 | 0.545002 | -0.438525 | 0.000429 | 0.023256 | -1 | 0.614014 | -0.000584 | -0.001315 | 0 | 4,620 |
-0.445618 | 0.46474 | 0.054081 | -0.282562 | 0.013668 | 0.295019 | -0.438525 | 0 | 0.023256 | -1 | 0.614014 | -0.000292 | -0.001023 | 0 | 4,621 |
0 | 0.465048 | 0.572321 | -0.281601 | -0.219808 | -0.01952 | -0.438525 | 0 | 0.023256 | -1 | 0.614014 | 0 | -0.001023 | 0 | 4,622 |
-1.337636 | -0.458824 | -1.242713 | -0.27583 | -0.023157 | 0.295019 | -0.444425 | -0.00054 | 0.023256 | -1 | 0.614014 | -0.000877 | -0.000146 | 0 | 4,623 |
-2.232002 | -0.326581 | -2.02343 | -0.267154 | 0.92072 | 1.057114 | -0.444425 | 0 | 0.023256 | -1 | 0.614014 | -0.001463 | 0.001317 | 1 | 4,624 |
0.893193 | 0.996471 | 0.832067 | 6.322007 | -0.044901 | 0.288322 | -0.436616 | 0.000714 | 0.023256 | -1 | 0.614014 | 0.000585 | 0.000731 | 1 | 4,625 |
0 | 0.466901 | 0.312689 | 6.322007 | 0.629798 | 0.907598 | -0.436616 | 0 | 0.023256 | -1 | 0.614014 | 0 | 0.000731 | 1 | 4,626 |
0.4464 | 0.334717 | 0.572321 | 6.31815 | 0.528276 | 0.783719 | -0.429501 | 0.000651 | 0.023256 | -1 | 0.614014 | 0.000293 | 0.000439 | 1 | 4,627 |
-0.223184 | -0.194233 | -0.985585 | -0.270049 | 0.68417 | 0.913777 | -0.429501 | 0 | 0.023256 | -1 | 0.614014 | -0.000146 | 0.000585 | 1 | 4,628 |
-0.446466 | -0.590844 | -0.206575 | -0.268119 | -0.264807 | 0.091037 | -0.429675 | -0.000016 | 0.023256 | -1 | 0.614014 | -0.000293 | 0.000878 | 1 | 4,629 |
-0.893324 | -0.590844 | -0.726409 | -0.264257 | -0.454178 | -0.171376 | -0.430889 | -0.000111 | 0.023256 | -1 | 0.614014 | -0.000586 | 0.009836 | 1 | 4,630 |
-0.670336 | -0.590844 | -1.377273 | 6.337457 | 0.160153 | 0.253971 | -0.430889 | 0 | 0.023256 | -1 | 0.614014 | -0.000439 | 0.00817 | 1 | 4,631 |
-0.670631 | -0.061274 | -0.207602 | 6.341326 | -0.251791 | -0.039527 | -0.426551 | 0.000397 | 0.023256 | -1 | 0.614014 | -0.00044 | 0.008755 | 1 | 4,632 |
0.894109 | 0.998099 | 1.092308 | -0.263291 | -0.522479 | -0.171376 | -0.426551 | 0 | 0.023256 | -1 | 0.614014 | 0.000586 | 0.009041 | 1 | 4,633 |
0.335156 | 0.203336 | 0.572321 | 6.333591 | 0.193845 | 0.203258 | -0.426551 | 0 | 0.023256 | -1 | 0.614014 | 0.00022 | 0.007659 | 1 | 4,634 |
1.339887 | 1.129062 | 0.702227 | -0.270049 | -0.240966 | 0.091037 | -0.426551 | 0 | 0.023256 | -1 | 0.614014 | 0.000878 | 0.007652 | 1 | 4,635 |
0.111604 | 0.070271 | -0.076783 | -0.271013 | -0.382355 | -0.070509 | -0.43436 | -0.000714 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.008015 | 1 | 4,636 |
-0.223217 | -0.326388 | -0.985813 | -0.267154 | 0.553917 | 0.853049 | -0.434187 | 0.000016 | 0.023256 | -1 | 0.614014 | -0.000146 | 0.007725 | 1 | 4,637 |
-3.352173 | -0.855377 | -3.846599 | 6.351006 | 1.079266 | 1.10457 | -0.434187 | 0 | 0.023256 | -1 | 0.614014 | -0.002197 | 0.009342 | 1 | 4,638 |
0 | 0.469228 | 0.051877 | -0.255551 | 0.637005 | 0.955749 | -0.433319 | 0.000079 | 0.023256 | -1 | 0.614014 | 0 | 0.009051 | 1 | 4,639 |
1.788742 | 1.528678 | 0.312118 | -0.262324 | -0.211335 | 0.24692 | -0.433319 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.001173 | 0.008169 | 1 | 4,640 |
-0.223478 | -0.326078 | 0.052487 | -0.261358 | -0.016058 | 0.340391 | -0.437484 | -0.000381 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | 0.010348 | 1 | 4,641 |
-0.447054 | -0.590844 | -0.597692 | -0.260391 | -0.013238 | 0.218079 | -0.437484 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000293 | 0.00919 | 1 | 4,642 |
1.117391 | 1.262515 | 0.832296 | -0.265223 | -0.122731 | 0.157076 | -0.436269 | 0.000111 | 0.023256 | -1.164525 | 1.414214 | 0.000732 | 0.007876 | 1 | 4,643 |
-0.446858 | -0.590844 | -0.72717 | -0.261358 | 0.006184 | 0.288322 | -0.436269 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000293 | 0.007443 | 1 | 4,644 |
-1.565035 | -1.120491 | -1.507932 | 6.345196 | -0.495191 | -0.358959 | -0.438525 | -0.000206 | 0.023256 | -1.164525 | 1.414214 | -0.001026 | 0.005848 | 1 | 4,645 |
1.006278 | 1.263601 | 1.092537 | 6.341326 | 0.006184 | 0.172768 | -0.438525 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.00066 | 0.005043 | 1 | 4,646 |
1.005615 | 0.600732 | 0.182317 | 6.337457 | 0.525044 | 0.776444 | -0.440607 | -0.00019 | 0.023256 | -1.164525 | 1.414214 | 0.000659 | 0.004821 | 1 | 4,647 |
-0.558593 | -0.855571 | -0.72717 | -0.262324 | 0.095294 | 0.334064 | -0.440607 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000366 | 0.005333 | 1 | 4,648 |
0.111735 | -0.193681 | 0.442367 | -0.262324 | 0.578045 | 0.866223 | -0.442169 | -0.000143 | 0.023256 | -1.164525 | 1.414214 | 0.000073 | 0.005114 | 1 | 4,649 |
-0.446989 | -0.326078 | 0.052487 | -0.261358 | 0.076388 | 0.218079 | -0.442169 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000293 | 0.007299 | 1 | 4,650 |
-0.111768 | 0.203569 | 0.312347 | -0.260391 | 0.004814 | 0.124738 | -0.442863 | -0.000063 | 0.023256 | -1.164525 | 1.414214 | -0.000073 | 0.007373 | 1 | 4,651 |
-0.335352 | -0.193565 | -0.077734 | -0.258456 | -0.281168 | -0.01952 | -0.442863 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.00022 | 0.008029 | 1 | 4,652 |
-0.223609 | -0.590844 | -0.207945 | 6.345196 | 0.12647 | 0.274758 | -0.437831 | 0.00046 | 0.023256 | -1.164525 | 1.414214 | -0.000147 | 0.00803 | 1 | 4,653 |
1.117718 | 0.998331 | 0.442281 | -0.262324 | 0.516241 | 0.929021 | -0.437831 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000733 | 0.007588 | 1 | 4,654 |
0 | -0.061352 | 0.312423 | 6.335524 | 1.187853 | 1.578988 | -0.441649 | -0.000349 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.006715 | 1 | 4,655 |
1.1169 | 0.732596 | 0.052487 | -0.267154 | 0.492205 | 0.606049 | -0.441649 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000732 | 0.00642 | 1 | 4,656 |
-0.781744 | -0.723144 | -0.466739 | -0.263291 | -0.147889 | -0.060048 | -0.436095 | 0.000508 | 0.023256 | -1.164525 | 1.414214 | -0.000512 | 0.005622 | 1 | 4,657 |
0.335082 | 0.070852 | 0.31248 | -0.266189 | 0.029721 | 0.352895 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.00022 | 0.005985 | 1 | 4,658 |
0.669944 | 0.467521 | 0.312537 | -0.268119 | 0.023745 | 0.32126 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000439 | 0.004964 | 1 | 4,659 |
-0.111637 | -0.061816 | -0.076925 | -0.268119 | 0.348564 | 0.510094 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000073 | 0.004964 | 1 | 4,660 |
1.004438 | 0.863716 | 0.442481 | -0.27294 | 1.26486 | 1.598846 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000658 | 0.004087 | 1 | 4,661 |
1.561145 | 1.78717 | 0.831801 | -0.278717 | 0.455948 | 0.727471 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.001023 | 0.002918 | 1 | 4,662 |
-0.445879 | 0.201364 | 0.053778 | -0.277755 | -0.199277 | 0.046813 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000292 | 0.003356 | 1 | 4,663 |
-0.222988 | -0.590844 | -0.205778 | -0.27583 | 0.050565 | 0.064797 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | 0.003502 | 1 | 4,664 |
0.891757 | 0.99392 | 0.442643 | -0.279678 | 0.309469 | 0.554703 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000585 | 0.003209 | 1 | 4,665 |
-0.891757 | -0.590844 | -0.724132 | -0.27583 | 0.460585 | 0.535183 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000585 | 0.004085 | 1 | 4,666 |
0.222988 | 0.201712 | 0.183257 | -0.276792 | 0.707227 | 0.843025 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000146 | 0.003866 | 1 | 4,667 |
-0.669062 | -0.590844 | -0.46522 | -0.274867 | 0.581638 | 0.615041 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000439 | 0.004377 | 1 | 4,668 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004814 | 1 | 4,669 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004886 | 1 | 4,670 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004595 | 1 | 4,671 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004668 | 1 | 4,672 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004814 | 1 | 4,673 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004377 | 1 | 4,674 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004814 | 1 | 4,675 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004377 | 1 | 4,676 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004523 | 1 | 4,677 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004523 | 1 | 4,678 |
0 | -0.326543 | -0.725269 | -0.274867 | 0.501986 | 0.853049 | -0.436095 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004523 | 1 | 4,679 |
12.772885 | 17.555868 | 14.78353 | 12.73437 | 1.115076 | 1.140143 | -0.436269 | -0.000016 | 0.023256 | 0.628626 | 1.414214 | 0.008373 | -0.004141 | 0 | 4,680 |
-3.210919 | 1.373962 | -3.935455 | 6.228156 | 0.280131 | 0.395183 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.002105 | -0.001891 | 0 | 4,681 |
0.22166 | 0.722023 | 0.056642 | 12.762825 | -0.30753 | -0.358959 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000145 | -0.001599 | 0 | 4,682 |
1.329283 | 1.771288 | 0.056717 | 12.759976 | -0.694459 | -0.526288 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000871 | -0.002762 | 0 | 4,683 |
-1.772634 | -0.066116 | -1.747057 | 12.774231 | -0.023871 | -0.147837 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001162 | -0.001018 | 0 | 4,684 |
1.329669 | 1.771974 | 0.830142 | 6.220554 | -0.797431 | -0.66848 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000872 | -0.00218 | 0 | 4,685 |
0.6644 | 0.196419 | -0.716222 | 12.757128 | -0.65613 | -0.50789 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000436 | -0.002616 | 0 | 4,686 |
-0.6644 | -0.590844 | -0.200356 | 12.757128 | -0.786633 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000436 | -0.001744 | 0 | 4,687 |
-0.886317 | -0.19717 | -0.716222 | 12.771378 | -0.593355 | -0.545119 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000581 | -0.001745 | 0 | 4,688 |
-0.443352 | 0.459374 | 0.056717 | 6.231961 | -0.771793 | -0.814386 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | -0.001309 | 0 | 4,689 |
0.443352 | 1.24717 | 0.830142 | 12.774231 | -0.439726 | -0.421757 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000291 | -0.001599 | 0 | 4,690 |
3.09986 | 3.082251 | -0.201142 | 6.205376 | -0.355355 | -0.374202 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.002032 | -0.002468 | 0 | 4,691 |
-2.213543 | 0.457242 | -2.001962 | 6.220554 | 0.437452 | 0.440925 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001451 | -0.000436 | 0 | 4,692 |
-0.886317 | -0.853341 | -0.716222 | 6.228156 | -0.473016 | -0.329316 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000581 | 0 | 0 | 4,693 |
-1.108621 | -0.853493 | -1.232951 | 6.233864 | -0.172223 | -0.389742 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000727 | 0.000727 | 1 | 4,694 |
-3.99772 | -0.590844 | -4.076905 | 12.845814 | 0.525368 | 0.334064 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.00262 | 0.003275 | 1 | 4,695 |
-0.222403 | -0.327352 | -0.203736 | -0.293113 | -0.171339 | -0.113778 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.003202 | 1 | 4,696 |
0.667112 | 0.463047 | 0.572321 | 6.266301 | -0.599874 | -0.389742 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000437 | 0.003056 | 1 | 4,697 |
0.222306 | -0.327429 | 0.055138 | -0.296941 | -1.530372 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.003055 | 1 | 4,698 |
-0.222306 | -0.064129 | -0.462044 | 6.268214 | -0.910651 | -0.738112 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.003201 | 1 | 4,699 |
2.887451 | 3.356359 | 0.830856 | 12.802801 | 0.593481 | 0.540108 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001893 | 0.001308 | 1 | 4,700 |
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