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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.660278 | -0.330126 | -0.451598 | -0.360409 | -0.557013 | -0.455106 | -0.243124 | 0.000905 | 0.023256 | -0.535898 | -0.385986 | -0.000433 | -0.002963 | 0 | 5,301 |
-0.440344 | -0.330013 | 0.060214 | 6.14126 | -1.22227 | -1.138866 | -0.243124 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000289 | -0.002746 | 0 | 5,302 |
0.550411 | 0.191761 | 1.084428 | -0.360409 | -1.26361 | -1.138866 | -0.251974 | -0.00081 | 0.023256 | -0.535898 | -0.385986 | 0.000361 | -0.003397 | 0 | 5,303 |
0.660231 | 1.364328 | 0.444317 | -0.366033 | -0.702005 | -0.625212 | -0.251974 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000433 | -0.00354 | 0 | 5,304 |
0.549974 | 0.060833 | 0.956111 | -0.366033 | -1.31212 | -1.268925 | -0.252495 | -0.000048 | 0.023256 | -0.535898 | -0.385986 | 0.000361 | -0.00419 | 0 | 5,305 |
0 | -0.330239 | 0.572321 | -0.366969 | -0.681446 | -0.625212 | -0.252495 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.004842 | 0 | 5,306 |
0.109971 | -0.460537 | 0.572321 | -0.366969 | -2.415976 | -2.102366 | -0.252321 | 0.000016 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.005131 | 0 | 5,307 |
-0.549935 | -0.460546 | -0.067236 | -0.364159 | -0.737019 | -0.489906 | -0.252321 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00036 | -0.004771 | 0 | 5,308 |
-1.100464 | -0.851562 | -1.219666 | -0.359471 | -0.191958 | -0.081109 | -0.249718 | 0.000238 | 0.023256 | -0.535898 | -0.385986 | -0.000721 | -0.004484 | 0 | 5,309 |
-1.982838 | -0.590844 | -1.990064 | 6.15817 | 0.077006 | 0.164961 | -0.249718 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.0013 | -0.002315 | 0 | 5,310 |
0.330652 | -0.199047 | 0.444123 | -0.351955 | -0.969435 | -0.898703 | -0.249718 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000217 | -0.00217 | 0 | 5,311 |
-0.330652 | 0.323019 | 0.187783 | 6.15817 | -0.594979 | -0.489906 | -0.249718 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000217 | -0.002315 | 0 | 5,312 |
0 | -0.329636 | 0.315916 | -0.351955 | -0.923581 | -0.898703 | -0.256486 | -0.000619 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.002315 | 0 | 5,313 |
0.110225 | -0.068467 | 0.572321 | -0.351955 | -0.234164 | -0.455106 | -0.256486 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.001953 | 0 | 5,314 |
-0.110225 | -0.460245 | -0.068715 | -0.351955 | -0.880569 | -0.66848 | -0.256486 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000072 | -0.002315 | 0 | 5,315 |
0 | -0.329636 | -0.197006 | -0.351014 | -0.821795 | -0.762738 | -0.237397 | 0.001746 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.001953 | 0 | 5,316 |
0.440853 | 0.192666 | 0.828689 | -0.353836 | -0.900478 | -0.691024 | -0.237397 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000289 | -0.002025 | 0 | 5,317 |
0.110193 | -0.068617 | 0.31599 | -0.353836 | -0.629993 | -0.405589 | -0.230108 | 0.000667 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.002676 | 0 | 5,318 |
0.110186 | -0.199188 | 0.444169 | -0.354775 | -0.885493 | -0.691024 | -0.232191 | -0.00019 | 0.023256 | -0.535898 | -0.385986 | 0.000072 | -0.003328 | 0 | 5,319 |
-1.102213 | -0.590844 | -0.709519 | -0.350073 | 0.01906 | 0.149113 | -0.232191 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000722 | -0.003185 | 0 | 5,320 |
-0.441108 | -0.068316 | -0.197228 | -0.348191 | 0.577745 | 0.352895 | -0.232191 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000289 | -0.002896 | 0 | 5,321 |
-0.441236 | -0.85224 | 0.059177 | -0.346307 | -0.786633 | -0.389742 | -0.21744 | 0.001349 | 0.023256 | -0.535898 | -0.385986 | -0.000289 | -0.003622 | 0 | 5,322 |
-0.551724 | -0.198707 | -0.197673 | -0.343479 | 0.188605 | 0.406866 | -0.21744 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000362 | -0.003987 | 0 | 5,323 |
-0.33113 | -0.067824 | -0.326363 | 6.177011 | 0.325199 | 0.116445 | -0.221779 | -0.000397 | 0.023256 | -0.535898 | -0.385986 | -0.000217 | -0.004496 | 0 | 5,324 |
0.441491 | 3.981446 | 0.058731 | -0.344422 | 0.142392 | 0.195744 | -0.221779 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000289 | -0.00624 | 0 | 5,325 |
0.220698 | 1.238931 | 0.700658 | -0.345364 | -0.46623 | -0.273134 | -0.235314 | -0.001238 | 0.023256 | -0.535898 | -0.385986 | 0.000145 | -0.005803 | 0 | 5,326 |
-0.110345 | -0.067938 | 0.315656 | -0.345364 | -0.5123 | -0.389742 | -0.235314 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000072 | -0.005585 | 0 | 5,327 |
0.331011 | -0.198622 | 0.443984 | -0.346307 | -0.931456 | -0.584164 | -0.226464 | 0.00081 | 0.023256 | -0.535898 | -0.385986 | 0.000217 | -0.007841 | 0 | 5,328 |
0.220634 | -0.068013 | 0.315693 | -0.346307 | -1.40483 | -1.138866 | -0.226464 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000145 | -0.008569 | 0 | 5,329 |
-0.4413 | -0.590844 | 0.059103 | -0.344422 | -0.992108 | -0.841516 | -0.228373 | -0.000175 | 0.023256 | -0.535898 | -0.385986 | -0.000289 | -0.006822 | 0 | 5,330 |
-0.220698 | -0.329372 | 0.315656 | -0.344422 | -1.135606 | -0.99296 | -0.228373 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000145 | -0.006969 | 0 | 5,331 |
0 | -0.067862 | -0.45471 | -0.344422 | -0.144482 | 0.124738 | -0.227852 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.006386 | 0 | 5,332 |
0 | 0.977648 | 0.572321 | 6.173239 | -1.132073 | -0.99296 | -0.227852 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.008718 | 0 | 5,333 |
0.220698 | -0.329334 | -0.197896 | -0.344422 | 0.263333 | 0.429732 | -0.227505 | 0.000032 | 0.023256 | -0.535898 | -0.385986 | 0.000145 | -0.008425 | 0 | 5,334 |
0.220666 | -0.329372 | 0.058954 | -0.346307 | -1.442369 | -1.317441 | -0.227505 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000145 | -0.007841 | 0 | 5,335 |
0.220634 | 0.454666 | 0.828912 | -0.346307 | -0.897958 | -0.564403 | -0.224382 | 0.000286 | 0.023256 | -0.535898 | -0.385986 | 0.000145 | -0.008277 | 0 | 5,336 |
0.771968 | 0.71576 | 0.572321 | -0.351014 | -0.606455 | -0.625212 | -0.224382 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000506 | -0.009367 | 0 | 5,337 |
0.330724 | 0.323416 | 0.956943 | -0.351955 | -0.702005 | -0.545119 | -0.219176 | 0.000476 | 0.023256 | -0.535898 | -0.385986 | 0.000217 | -0.010167 | 0 | 5,338 |
-0.220475 | -0.329636 | 0.315916 | -0.351014 | -0.719292 | -0.714222 | -0.219176 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000145 | -0.012361 | 0 | 5,339 |
-1.102851 | -0.590844 | -0.710261 | -0.346307 | -0.694459 | -0.233443 | -0.218829 | 0.000032 | 0.023256 | -0.535898 | -0.385986 | -0.000723 | -0.010907 | 0 | 5,340 |
0.661806 | 0.454666 | 0.572321 | -0.348191 | -0.591735 | -0.604425 | -0.218829 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000434 | -0.010902 | 0 | 5,341 |
0.220538 | -0.329523 | -0.453967 | 6.161934 | -0.575737 | -0.564403 | -0.218134 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | 0.000145 | -0.008565 | 0 | 5,342 |
-0.441108 | -0.460198 | -0.197228 | -0.348191 | -0.870824 | -0.604425 | -0.218134 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000289 | -0.008568 | 0 | 5,343 |
-1.103329 | -0.590844 | -0.839182 | 6.175125 | 0.267101 | 0.225387 | -0.218134 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000723 | -0.007844 | 0 | 5,344 |
0 | -0.067786 | -0.069596 | -0.343479 | -0.005543 | -0.286814 | -0.209284 | 0.00081 | 0.023256 | -0.785587 | -0 | 0 | -0.008063 | 0 | 5,345 |
0.441427 | -0.067786 | 0.572321 | -0.344422 | -0.915794 | -0.960292 | -0.209284 | 0 | 0.023256 | -0.785587 | -0 | 0.000289 | -0.006968 | 0 | 5,346 |
-0.220698 | -0.590844 | 0.058954 | 6.173239 | -0.18652 | -0.344 | -0.211714 | -0.000222 | -0.023256 | -0.785587 | -0 | -0.000145 | -0.006969 | 0 | 5,347 |
-0.22073 | 0.454969 | 0.315619 | 6.175125 | 0.281513 | -0.049722 | -0.209631 | 0.000191 | -0.023256 | -0.785587 | -0 | -0.000145 | -0.007698 | 0 | 5,348 |
-0.441555 | -0.067786 | 0.058806 | -0.341592 | -0.131016 | -0.147837 | -0.209631 | 0 | -0.023256 | -0.785587 | -0 | -0.000289 | -0.006535 | 0 | 5,349 |
-0.33125 | -0.460027 | -0.455156 | -0.339705 | 0.203179 | 0.046813 | -0.216399 | -0.000619 | -0.023256 | -0.785587 | -0 | -0.000217 | -0.006755 | 0 | 5,350 |
0.441651 | 0.324871 | 0.572321 | -0.341592 | -0.672298 | -0.762738 | -0.216399 | 0 | -0.023256 | -0.785587 | -0 | 0.000289 | -0.006898 | 0 | 5,351 |
-0.110401 | -0.329239 | 0.443928 | 6.177011 | -0.636867 | -1.138866 | -0.218308 | -0.000175 | -0.023256 | -0.785587 | -0 | -0.000072 | -0.007117 | 0 | 5,352 |
-0.441683 | 0.063144 | 0.058657 | 6.182674 | 0.157958 | -0.102739 | -0.218308 | 0 | -0.023256 | -0.785587 | -0 | -0.00029 | -0.00712 | 0 | 5,353 |
0.441683 | 0.455725 | 0.315433 | -0.341592 | 0.120694 | 0.124738 | -0.218308 | 0 | -0.023256 | -0.785587 | -0 | 0.00029 | -0.009014 | 0 | 5,354 |
-0.441683 | -0.590844 | -0.198231 | 6.182674 | -0.038306 | -0.314896 | -0.217787 | 0.000048 | -0.023256 | -0.785587 | -0 | -0.00029 | -0.010625 | 0 | 5,355 |
-0.994255 | -0.067483 | -0.71249 | -0.334981 | -0.347341 | -0.029461 | -0.217787 | 0 | -0.023256 | -0.785587 | -0 | -0.000652 | -0.011291 | 0 | 5,356 |
-0.331562 | -0.198053 | -0.070387 | 6.194015 | -0.191958 | 0.055855 | -0.216573 | 0.000111 | -0.023256 | -0.785587 | -0 | -0.000217 | -0.01166 | 0 | 5,357 |
0 | -0.328917 | 0.31521 | -0.333089 | -1.242632 | -0.814386 | -0.216573 | 0 | -0.023256 | -0.785587 | -0 | 0 | -0.01276 | 0 | 5,358 |
-0.663341 | -0.590844 | -0.456347 | 6.199693 | -0.334933 | -0.136322 | -0.216052 | 0.000048 | -0.023256 | -0.785587 | -0 | -0.000435 | -0.013427 | 0 | 5,359 |
1.326393 | 1.242643 | 0.443714 | 6.188342 | 0.047349 | 0.064797 | -0.216052 | 0 | -0.023256 | -0.785587 | -0 | 0.000869 | -0.013929 | 0 | 5,360 |
0.552324 | 0.325335 | 0.829283 | -0.33876 | -0.361136 | -0.049722 | -0.21692 | -0.000079 | -0.023256 | -0.785587 | -0 | 0.000362 | -0.012457 | 0 | 5,361 |
-0.552324 | 0.586589 | -0.070015 | -0.336871 | 0.144637 | 0.099597 | -0.21692 | 0 | -0.023256 | -0.785587 | -0 | -0.000362 | -0.012975 | 0 | 5,362 |
0 | -0.329031 | -0.070247 | 6.188342 | 0.016369 | -0.091851 | -0.230803 | -0.00127 | -0.023256 | -0.785587 | -0 | 0 | -0.012828 | 0 | 5,363 |
0.662764 | 0.45618 | 0.315322 | -0.33876 | -0.107256 | -0.246456 | -0.230803 | 0 | -0.023256 | -0.785587 | -0 | 0.000434 | -0.012383 | 0 | 5,364 |
-0.662764 | -0.067483 | -0.455453 | -0.336871 | 0.356869 | 0.14107 | -0.226638 | 0.000381 | -0.023256 | -0.785587 | -0 | -0.000434 | -0.013562 | 0 | 5,365 |
0.552324 | 0.45618 | 0.700807 | -0.33876 | -0.359976 | -0.691024 | -0.226638 | 0 | -0.023256 | -0.785587 | -0 | 0.000362 | -0.013777 | 0 | 5,366 |
0.331298 | 0.06338 | 0.315415 | -0.339705 | -0.569439 | -0.66848 | -0.211019 | 0.001429 | -0.023256 | -0.785587 | -0 | 0.000217 | -0.013994 | 0 | 5,367 |
-0.883622 | -0.590844 | -0.455304 | 6.188342 | -0.460847 | -0.438258 | -0.226291 | -0.001397 | -0.023256 | -0.785587 | -0 | -0.000579 | -0.01063 | 0 | 5,368 |
-0.884134 | -0.852695 | -0.970234 | -0.333089 | -0.285319 | -0.208035 | -0.225076 | 0.000111 | -0.023256 | -0.785587 | -0 | -0.00058 | -0.009904 | 0 | 5,369 |
-0.884647 | -0.590844 | -0.456496 | 6.203481 | 0.465545 | 0.679441 | -0.225076 | 0 | -0.023256 | -0.785587 | -0 | -0.00058 | -0.010349 | 0 | 5,370 |
0 | -0.066649 | 0.315024 | 6.203481 | -0.934101 | -0.472317 | -0.224208 | 0.000079 | -0.023256 | -0.785587 | -0 | 0 | -0.010789 | 0 | 5,371 |
-1.549367 | -0.590844 | -1.229546 | -0.321717 | 0.277822 | 0.64574 | -0.224208 | 0 | -0.023256 | -0.785587 | -0 | -0.001016 | -0.011093 | 0 | 5,372 |
-1.107655 | -0.328461 | -0.973594 | -0.316967 | 1.058544 | 1.342035 | -0.223688 | 0.000048 | -0.023256 | -0.785587 | -0 | -0.000726 | -0.010514 | 0 | 5,373 |
-1.10846 | -0.590844 | -0.974718 | -0.313162 | 0.724213 | 0.90137 | -0.223688 | 0 | -0.023256 | -0.785587 | -0 | -0.000727 | -0.009201 | 0 | 5,374 |
-2.219339 | -0.196712 | -6.405079 | 6.252925 | 2.006735 | 2.478029 | -0.222646 | 0.000095 | -0.023256 | -0.785587 | -0 | -0.001455 | -0.007892 | 0 | 5,375 |
0.888123 | 2.301666 | -0.978097 | 6.247201 | 1.073408 | 1.167505 | -0.222646 | 0 | -0.023256 | -0.785587 | -0 | 0.000582 | -0.007155 | 0 | 5,376 |
0.22195 | 0.198022 | -1.75246 | 6.247201 | 0.698702 | 0.801623 | -0.222646 | 0 | -0.023256 | -0.785587 | -0 | 0.000145 | -0.005836 | 0 | 5,377 |
-3.110242 | -0.327888 | -5.115036 | 6.272042 | 0.967142 | 1.276325 | -0.229588 | -0.000635 | -0.023256 | -0.785587 | -0 | -0.002039 | -0.004236 | 0 | 5,378 |
-0.889807 | 1.516017 | -0.980132 | 6.277788 | 0.518861 | 0.739041 | -0.237744 | -0.000746 | -0.023256 | -0.785587 | -0 | -0.000583 | -0.004385 | 0 | 5,379 |
2.223544 | 2.570369 | 1.089806 | 6.260565 | 0.335917 | 0.549867 | -0.237744 | 0 | -0.023256 | -0.785587 | -0 | 0.001458 | -0.005843 | 0 | 5,380 |
-0.44445 | 0.198826 | -2.013593 | 6.266301 | 0.547674 | 0.592369 | -0.227332 | 0.000952 | -0.023256 | -0.785587 | -0 | -0.000291 | -0.004819 | 0 | 5,381 |
0.88877 | 1.51479 | -0.720542 | 6.258654 | 0.668275 | 0.462852 | -0.227332 | 0 | -0.023256 | -0.785587 | -0 | 0.000583 | -0.005548 | 0 | 5,382 |
-3.55819 | 3.615526 | -3.565746 | -0.286402 | 0.251423 | 0.412644 | -0.225944 | 0.000127 | -0.023256 | -0.785587 | -0 | -0.002332 | -0.003509 | 0 | 5,383 |
0.667793 | 0.464124 | -1.241123 | -0.28928 | 0.722996 | 0.783719 | -0.225944 | 0 | -0.023256 | -0.785587 | -0 | 0.000438 | -0.004533 | 0 | 5,384 |
1.112339 | 0.727192 | 0.05461 | -0.295027 | 0.03957 | 0.31478 | -0.225944 | 0 | -0.023256 | -0.785587 | -0 | 0.000729 | -0.006288 | 0 | 5,385 |
-0.444838 | 0.989532 | 0.054988 | -0.293113 | 0.882101 | 0.210703 | -0.223514 | 0.000222 | -0.023256 | -0.785587 | -0 | -0.000292 | -0.006216 | 0 | 5,386 |
-0.890066 | -0.327275 | -1.239535 | 6.281621 | -0.034669 | 0.195744 | -0.223514 | 0 | -0.023256 | -0.785587 | -0 | -0.000583 | -0.006147 | 0 | 5,387 |
-0.890586 | 0.463816 | -1.499732 | 6.295055 | 0.32043 | 0.473594 | -0.224208 | -0.000063 | -0.023256 | -0.785587 | -0 | -0.000584 | -0.004976 | 0 | 5,388 |
-3.567551 | -0.590844 | -3.836264 | -0.270049 | 0.915755 | 0.798074 | -0.224208 | 0 | -0.023256 | -0.785587 | -0 | -0.002338 | -0.003078 | 0 | 5,389 |
1.115756 | 2.05236 | -0.466435 | 6.312369 | 0.534376 | 0.468241 | -0.223688 | 0.000048 | -0.023256 | -0.785587 | -0 | 0.000731 | -0.003662 | 0 | 5,390 |
0.669062 | 1.786475 | 0.053399 | -0.277755 | 0.073289 | 0.14107 | -0.223688 | 0 | -0.023256 | -0.785587 | -0 | 0.000439 | -0.003074 | 0 | 5,391 |
3.78582 | 4.158591 | 0.312993 | 6.273956 | 0.145198 | 0.395183 | -0.227332 | -0.000333 | -0.023256 | -0.785587 | -0 | 0.002482 | -0.004823 | 0 | 5,392 |
-0.444903 | 0.06791 | -0.980359 | -0.28928 | 0.309469 | 0.31478 | -0.227332 | 0 | -0.023256 | -0.785587 | -0 | -0.000292 | -0.004092 | 0 | 5,393 |
0 | -0.063668 | -0.592401 | 6.277788 | 0.067678 | 0.055855 | -0.227332 | 0 | -0.023256 | -0.785587 | -0 | 0 | -0.003945 | 0 | 5,394 |
-0.333763 | -0.063668 | -1.2398 | 6.279704 | 0.59991 | 0.406866 | -0.249892 | -0.002064 | -0.023256 | -0.785587 | -0 | -0.000219 | -0.004605 | 0 | 5,395 |
2.112598 | 2.175721 | 0.442917 | 6.260565 | 0.070177 | 0.082386 | -0.249892 | 0 | -0.023256 | -0.785587 | -0 | 0.001385 | -0.003502 | 0 | 5,396 |
-0.222241 | -0.064282 | -0.720353 | 6.264388 | -0.381159 | -0.091851 | -0.244338 | 0.000508 | -0.023256 | -0.785587 | -0 | -0.000146 | -0.003649 | 0 | 5,397 |
-1.334126 | -0.064205 | -1.237951 | -0.293113 | 0.384782 | 0.520224 | -0.232191 | 0.001111 | -0.023256 | -0.785587 | -0 | -0.000875 | -0.001459 | 0 | 5,398 |
1.334126 | 1.779893 | 0.572321 | 6.264388 | -0.122731 | 0.164961 | -0.232191 | 0 | -0.023256 | -0.785587 | -0 | 0.000875 | -0.00321 | 0 | 5,399 |
-0.666917 | -0.590844 | -0.979227 | -0.295027 | 0.236857 | 0.359075 | -0.232191 | 0 | -0.023256 | -0.785587 | -0 | -0.000437 | -0.002627 | 0 | 5,400 |
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