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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 | -0.590844 | -0.460238 | 6.243387 | -1.055406 | -1.099821 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.001308 | 1 | 4,701 |
0.66556 | 1.248773 | 0.572321 | 6.237672 | -0.694459 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000436 | 0.000581 | 1 | 4,702 |
-0.221821 | 0.722787 | -0.330741 | 6.235767 | -0.596607 | -0.526288 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000145 | 0.000872 | 1 | 4,703 |
0.44361 | -0.065201 | 0.830292 | 6.235767 | -2.46228 | -2.426846 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000291 | 0.000436 | 1 | 4,704 |
-1.331216 | 0.459984 | -0.975843 | 6.247201 | 0.147992 | 0.055855 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000873 | 0.001163 | 1 | 4,705 |
0.665753 | 0.198022 | 0.830442 | 6.241482 | -2.755868 | -2.248272 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000436 | 0.001163 | 1 | 4,706 |
-1.998132 | -0.853761 | -1.751445 | 6.258654 | -0.484015 | -0.50789 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.00131 | 0.002327 | 1 | 4,707 |
0.888382 | 0.46182 | 0.830668 | 6.252925 | -0.972229 | -0.564403 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000582 | 0.0016 | 1 | 4,708 |
-0.888382 | -0.853952 | -0.46084 | 6.258654 | -1.389343 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000582 | 0.002763 | 1 | 4,709 |
-0.111084 | 0.987922 | -0.461442 | -0.300765 | 0.179605 | 0.218079 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000073 | 0.002691 | 1 | 4,710 |
-0.333301 | -0.459218 | -0.073757 | 6.262476 | -1.482054 | -1.062593 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000218 | 0.0032 | 1 | 4,711 |
-0.222241 | -0.327544 | 0.055364 | 6.266301 | -0.659691 | -0.814386 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.003345 | 1 | 4,712 |
0.222241 | -0.064205 | 0.055289 | 6.262476 | -1.042896 | -0.646554 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.003127 | 1 | 4,713 |
0 | 2.040433 | 0.055364 | -0.299809 | -1.081124 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.0032 | 1 | 4,714 |
0.444385 | -0.064282 | 0.830743 | -0.30172 | -1.542996 | -1.547663 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000291 | 0.002763 | 1 | 4,715 |
0.444255 | -0.064435 | 0.572321 | -0.302675 | -1.128557 | -0.928905 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000291 | 0.002617 | 1 | 4,716 |
-0.111052 | -0.590844 | -0.073522 | -0.302675 | -0.439726 | -0.584164 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000073 | 0.002545 | 1 | 4,717 |
0.111052 | -0.196109 | 0.443162 | -0.302675 | -1.246777 | -1.268925 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.002472 | 1 | 4,718 |
0.666141 | 0.855989 | -0.202719 | -0.306493 | -0.3327 | -0.233443 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000437 | 0.000727 | 1 | 4,719 |
0.110995 | -0.327812 | 0.055891 | -0.306493 | -0.966652 | -1.369089 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.000218 | 1 | 4,720 |
-0.444029 | -0.722365 | 0.055929 | -0.304584 | -1.354497 | -1.369089 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | 0.000364 | 1 | 4,721 |
0.111019 | -0.459294 | 0.443199 | 6.251016 | -1.330636 | -0.928905 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.000437 | 1 | 4,722 |
0.222015 | -0.064742 | 0.572321 | 6.251016 | -0.849386 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.000727 | 1 | 4,723 |
-0.666141 | -1.117022 | -0.460689 | -0.302675 | -0.616446 | -0.604425 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000437 | 0.001019 | 1 | 4,724 |
0.666141 | 0.198482 | 0.572321 | -0.305539 | -1.66072 | -1.179915 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000437 | 0.000509 | 1 | 4,725 |
-0.666141 | -0.590844 | -0.20238 | -0.304584 | -1.097695 | -0.928905 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000437 | 0.000437 | 1 | 4,726 |
0.222079 | -0.064589 | 0.572321 | 6.252925 | -1.128557 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.000509 | 1 | 4,727 |
0 | -0.590844 | 0.055741 | 6.254834 | -1.793369 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.000728 | 1 | 4,728 |
0 | -0.590844 | 0.31405 | 6.254834 | -3.019346 | -2.426846 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.000728 | 1 | 4,729 |
-0.444191 | -0.853991 | -0.202606 | 6.256744 | -1.616855 | -1.179915 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | 0.001164 | 1 | 4,730 |
0.222112 | -0.327659 | 0.83063 | -0.30363 | -2.875183 | -2.426846 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.001019 | 1 | 4,731 |
0.666141 | 0.198482 | 0.314012 | 6.249108 | -1.046002 | -0.814386 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000437 | 0.000436 | 1 | 4,732 |
-0.444062 | -0.853914 | 0.055891 | -0.304584 | -1.880879 | -1.693569 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | 0.000655 | 1 | 4,733 |
0.887994 | 0.46136 | 0.572321 | 6.245294 | -1.104436 | -0.738112 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000582 | 0.000145 | 1 | 4,734 |
-0.443932 | -0.853837 | -0.202155 | -0.306493 | -1.055406 | -0.738112 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | 0.000873 | 1 | 4,735 |
0 | -0.590844 | 0.572321 | -0.306493 | -4.037418 | -2.981549 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0 | 0 | 4,736 |
0.66585 | 0.461054 | 0.83048 | -0.308399 | -0.546319 | -0.762738 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000436 | -0.000291 | 0 | 4,737 |
-0.887865 | -0.853799 | -0.460238 | 6.251016 | -1.349659 | -1.223183 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000582 | 0.000727 | 1 | 4,738 |
0.222015 | -0.327774 | 0.830517 | 6.251016 | -3.074919 | -2.657068 | -0.436269 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000146 | 0.000436 | 1 | 4,739 |
0 | -0.327812 | 0.314125 | 6.249108 | -0.34848 | -0.102739 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000727 | 1 | 4,740 |
1.774955 | 1.51234 | 0.572321 | 6.233864 | 0.409706 | 0.108065 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.001163 | -0.000872 | 0 | 4,741 |
0.886704 | 0.459831 | 0.83018 | -0.316967 | -0.815065 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000581 | -0.001599 | 0 | 4,742 |
-0.221628 | -0.590844 | 0.314575 | 6.228156 | -0.975034 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.001236 | 0 | 4,743 |
0 | -0.328232 | 0.056717 | 6.228156 | -0.890452 | -0.66848 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.001236 | 0 | 4,744 |
-0.110826 | -0.722164 | 0.443434 | -0.316016 | -2.312157 | -2.981549 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | -0.001236 | 0 | 4,745 |
-0.332526 | -0.722173 | -0.459113 | -0.315065 | -0.621495 | -0.625212 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000218 | -0.001309 | 0 | 4,746 |
0.443352 | -0.065506 | 0.572321 | -0.316967 | -1.880879 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000291 | -0.001308 | 0 | 4,747 |
0.221628 | -0.328232 | 0.572321 | -0.316967 | -1.31212 | -1.872143 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000145 | -0.001454 | 0 | 4,748 |
0 | -0.32827 | 0.443453 | -0.316967 | -0.389575 | -0.898703 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.001454 | 0 | 4,749 |
0 | -0.590844 | 0.314575 | 6.228156 | -1.29855 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.001599 | 0 | 4,750 |
0 | 0.196762 | 0.314575 | -0.316967 | -0.217916 | -0.329316 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.001017 | 0 | 4,751 |
-0.443287 | -0.590844 | -0.072114 | 6.230058 | -0.900478 | -0.898703 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000291 | -0.000727 | 0 | 4,752 |
0.22166 | -0.328194 | 0.830105 | 6.228156 | -1.379208 | -1.547663 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000145 | -0.000145 | 0 | 4,753 |
-0.22166 | -0.590844 | 0.185632 | 6.230058 | -1.715665 | -1.547663 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.000145 | 0 | 4,754 |
-0.221692 | -0.459514 | 0.3145 | 6.230058 | -1.272181 | -1.979004 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0 | 0 | 4,755 |
0.664979 | 0.197105 | 1.087926 | -0.316967 | -1.969162 | -1.617295 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000436 | -0.000727 | 0 | 4,756 |
-0.221628 | -0.590844 | 0.185688 | 6.228156 | -2.293134 | -1.693569 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.000727 | 0 | 4,757 |
-0.22166 | -0.853493 | 0.056717 | 6.230058 | -2.005394 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.000581 | 0 | 4,758 |
0.886446 | 0.459526 | 0.830105 | 6.222454 | -0.661478 | -0.762738 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000581 | -0.001453 | 0 | 4,759 |
-0.221563 | -0.590844 | -2.135095 | -0.318868 | -1.66072 | -1.979004 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.001599 | 0 | 4,760 |
0.443094 | -0.065811 | 0.572321 | 6.222454 | -1.699518 | -1.617295 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.00029 | -0.001889 | 0 | 4,761 |
0 | -0.065964 | -2.521757 | -0.319818 | -0.318362 | -0.374202 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.001889 | 0 | 4,762 |
-0.110761 | -0.328385 | 0.443509 | 6.220554 | -0.856459 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | -0.00189 | 0 | 4,763 |
0.110761 | -0.4596 | 0.4435 | -0.320768 | -2.755868 | -2.426846 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000073 | -0.00138 | 0 | 4,764 |
-0.221531 | -0.590844 | 0.314687 | 6.222454 | -1.226295 | -1.369089 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.000872 | 0 | 4,765 |
0.221531 | -0.328347 | 0.44349 | 6.220554 | -1.132073 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000145 | -0.001453 | 0 | 4,766 |
-0.221531 | -0.328385 | 0.314687 | 6.222454 | -1.39963 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.001308 | 0 | 4,767 |
0 | -0.328347 | 0.31465 | 6.222454 | -2.14197 | -1.872143 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.001308 | 0 | 4,768 |
-1.995228 | -0.590844 | -1.748068 | -0.310305 | 0.202663 | 0.225387 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.001308 | 0.000145 | 1 | 4,769 |
-0.665656 | -0.853723 | -0.201817 | 6.245294 | -0.915794 | -0.99296 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000436 | 0.000727 | 1 | 4,770 |
-0.22195 | -0.853837 | 0.056041 | 6.247201 | -0.950186 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.001018 | 1 | 4,771 |
0.22195 | -0.064895 | 0.830442 | -0.308399 | -0.934101 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000145 | 0.001744 | 1 | 4,772 |
0.665656 | 0.197908 | 0.701368 | -0.310305 | -1.609807 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000436 | 0.00109 | 1 | 4,773 |
-0.221853 | -0.590844 | 0.314313 | -0.310305 | -1.226295 | -1.223183 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.00109 | 1 | 4,774 |
-0.110939 | -0.19654 | 0.056192 | -0.310305 | -1.015546 | -0.960292 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | 0.00109 | 1 | 4,775 |
-0.776797 | -0.45939 | -0.33107 | 6.247201 | -0.771793 | -0.738112 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000509 | 0.001745 | 1 | 4,776 |
0.332961 | -0.064818 | 0.572321 | -0.307446 | -1.749132 | -1.369089 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000218 | 0.001454 | 1 | 4,777 |
0.332889 | -0.064933 | 0.701377 | -0.309353 | -1.267882 | -1.062593 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000218 | 0.000872 | 1 | 4,778 |
0 | -0.327927 | 0.572321 | -0.309353 | -0.773893 | -0.814386 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000872 | 1 | 4,779 |
0.221885 | 0.460595 | 0.830367 | -0.310305 | -1.046002 | -0.814386 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000145 | 0.000872 | 1 | 4,780 |
0 | -0.590844 | 0.314275 | -0.309353 | -0.751127 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.001018 | 1 | 4,781 |
-0.221885 | -0.722298 | 0.314275 | -0.308399 | -1.470482 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.00109 | 1 | 4,782 |
-0.110955 | -0.722317 | 0.056116 | -0.308399 | -0.443638 | -0.545119 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | 0.001163 | 1 | 4,783 |
0.110955 | -0.459371 | 0.443275 | -0.308399 | -1.802565 | -1.872143 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000073 | 0 | 0 | 4,784 |
0.66556 | 0.197793 | 0.314238 | 6.241482 | -1.860457 | -1.693569 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000436 | -0.000582 | 0 | 4,785 |
-1.33141 | -1.37948 | -0.976068 | -0.306493 | -0.799611 | -0.646554 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000873 | 0.000436 | 1 | 4,786 |
0.221982 | -0.327812 | 0.572321 | -0.306493 | -1.699518 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000146 | 0.000145 | 1 | 4,787 |
0.665753 | 0.198022 | 0.443246 | 6.241482 | -0.761383 | -0.762738 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000436 | -0.000436 | 0 | 4,788 |
-0.221885 | -0.590844 | 0.056192 | 6.243387 | -1.171965 | -1.138866 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | -0.000291 | 0 | 4,789 |
0.443739 | -0.065048 | 0.314238 | 6.241482 | -0.650824 | -0.50789 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000291 | -0.000509 | 0 | 4,790 |
-0.665656 | -0.459419 | -0.589013 | 6.247201 | -0.485403 | -0.389742 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000436 | -0.000291 | 0 | 4,791 |
-0.22195 | -0.590844 | 0.056041 | 6.247201 | -0.492381 | -0.421757 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.000145 | 1 | 4,792 |
0.332913 | -0.196368 | 0.572321 | -0.308399 | -0.561647 | -1.223183 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000218 | -0.000073 | 0 | 4,793 |
0 | -0.196454 | 0.443275 | -0.308399 | -1.000804 | -0.714222 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000073 | 1 | 4,794 |
-0.110963 | -0.196454 | 0.185154 | 6.247201 | -1.094349 | -0.762738 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000073 | 0 | 0 | 4,795 |
-0.443932 | -0.853837 | -0.202155 | -0.306493 | -1.41535 | -0.99296 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000291 | 0.000509 | 1 | 4,796 |
0.443932 | 0.198137 | 0.83048 | 6.243387 | -0.854093 | -0.625212 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000291 | 0.000436 | 1 | 4,797 |
0 | -0.327888 | 0.572321 | 6.245294 | -1.470482 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000145 | 1 | 4,798 |
0 | -0.459361 | 0.443265 | 6.245294 | -1.190884 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000145 | 1 | 4,799 |
-0.22195 | -0.853837 | -0.58952 | 6.247201 | 0.520493 | 0.091037 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.000436 | 1 | 4,800 |
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