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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.53319 | 1.442043 | 0.512039 | -0.127811 | -0.120132 | 0.25427 | -0.540477 | -0.000556 | 1.8 | -0.535898 | -0.385986 | 0.001229 | 0.003679 | 1 | 85,372 |
-0.255401 | 0.164596 | -1.857461 | -0.127811 | 0.199209 | 0.508541 | -0.537471 | 0.000222 | 1.8 | -0.535898 | -0.385986 | -0.000205 | 0.003884 | 1 | 85,373 |
0.255401 | 0.164727 | -0.119602 | -0.127998 | -0.162878 | 0.325017 | -0.537471 | 0 | 1.8 | -0.535898 | -0.385986 | 0.000205 | 0.002862 | 1 | 85,374 |
0 | 0.483468 | 0.196316 | 0.785828 | 0.217465 | 0.727593 | -0.537471 | 0 | 1.8 | -0.535898 | -0.385986 | 0 | 0.001841 | 1 | 85,375 |
-0.766359 | -0.154341 | -1.067223 | -0.127249 | 0.364595 | 0.683391 | -0.525875 | 0.000857 | 1.8 | -0.535898 | -0.385986 | -0.000614 | 0.002455 | 1 | 85,376 |
-0.255558 | -0.154145 | -0.11986 | -0.127062 | -0.154309 | 0 | -0.525875 | 0 | 1.8 | -0.535898 | -0.385986 | -0.000205 | 0.002252 | 1 | 85,377 |
-0.511273 | -0.792672 | -0.436101 | -0.126686 | 0.461357 | 0.705768 | -0.528881 | -0.000222 | 1.8 | -0.535898 | -0.385986 | -0.00041 | 0.002661 | 1 | 85,378 |
-1.279099 | -0.473343 | -1.385603 | -0.125559 | 0.669765 | 1.23748 | -0.528881 | 0 | 1.8 | -0.535898 | -0.385986 | -0.001026 | 0.003483 | 1 | 85,379 |
0.511797 | 0.485627 | -0.437464 | -0.126311 | 0.493043 | 1.225289 | -0.509556 | 0.001429 | 1.8 | -0.535898 | -0.385986 | 0.00041 | 0.002459 | 1 | 85,380 |
0 | 0.804628 | 0.512039 | -0.126686 | 0.491878 | 1.018806 | -0.509556 | 0 | 1.8 | -0.535898 | -0.385986 | 0 | 0.003686 | 1 | 85,381 |
0.511587 | 0.485234 | 0.512039 | -0.126686 | -0.309899 | 0.177365 | -0.530384 | -0.00154 | 1.8 | -0.535898 | -0.385986 | 0.00041 | 0.002048 | 1 | 85,382 |
-0.255767 | 0.165512 | 0.195862 | -0.126499 | 0.015064 | 0.25427 | -0.530384 | 0 | 1.8 | -0.535898 | -0.385986 | -0.000205 | 0.002253 | 1 | 85,383 |
0.767145 | 0.485037 | 0.512039 | -0.127062 | -1.109277 | -0.612644 | -0.509556 | 0.00154 | 1.8 | -0.535898 | -0.385986 | 0.000615 | 0.002048 | 1 | 85,384 |
-0.255663 | 0.16525 | 0.195992 | -0.127062 | -0.808758 | -0.161147 | -0.509556 | 0 | 1.8 | -0.535898 | -0.385986 | -0.000205 | 0.002252 | 1 | 85,385 |
0.511273 | 0.803843 | 0.828085 | -0.127249 | 0.365324 | 0.451498 | -0.540262 | -0.00227 | 1.8 | -0.535898 | -0.385986 | 0.00041 | 0.002047 | 1 | 85,386 |
0 | -0.154079 | -0.11999 | -0.127062 | 0.488958 | 0.451498 | -0.540262 | 0 | 1.8 | -0.535898 | -0.385986 | 0 | 0.002456 | 1 | 85,387 |
-0.766988 | -0.792672 | -0.436101 | -0.126874 | -0.149471 | 0 | -0.540047 | 0.000016 | 1.8 | -0.535898 | -0.385986 | -0.000615 | 0.00348 | 1 | 85,388 |
0.511378 | 0.804104 | 0.512039 | -0.126874 | 0.778876 | 0.727593 | -0.540047 | 0 | 1.8 | -0.535898 | -0.385986 | 0.00041 | 0.003274 | 1 | 85,389 |
0 | -0.154014 | 0.195992 | -0.126874 | 0.067519 | 0.093124 | -0.540047 | 0 | 1.8 | -0.535898 | -0.385986 | 0 | 0.003274 | 1 | 85,390 |
0.511168 | 0.16525 | -0.120119 | -0.127624 | -0.525082 | 0.136247 | -0.540047 | 0 | 1.8 | -0.535898 | -0.385986 | 0.00041 | 0.00266 | 1 | 85,391 |
0.510959 | 0.484056 | 0.512039 | -0.127811 | -0.321201 | 0.177365 | -0.535538 | 0.000333 | 1.8 | -0.535898 | -0.385986 | 0.00041 | 0.002454 | 1 | 85,392 |
0 | 1.121342 | 0.512039 | -0.127811 | 0.982468 | 1.26137 | -0.525016 | 0.000778 | 1.8 | -0.535898 | -0.385986 | 0 | 0.002454 | 1 | 85,393 |
1.276481 | 1.121342 | 0.827762 | -0.128559 | 1.162604 | 1.003162 | -0.525016 | 0 | 1.8 | -0.535898 | -0.385986 | 0.001023 | 0.001431 | 1 | 85,394 |
-1.276481 | 0.482685 | -1.06593 | -0.127811 | 1.547662 | 1.432283 | -0.538974 | -0.001032 | 1.8 | -0.785587 | -0 | -0.001023 | 0.002965 | 1 | 85,395 |
1.02129 | 1.121342 | 0.196251 | 0.784707 | -0.030409 | 0.047788 | -0.538974 | 0 | 1.8 | -0.785587 | -0 | 0.000819 | 0.002555 | 1 | 85,396 |
0.510331 | 0.801492 | 0.827503 | 0.784333 | 0.925793 | 0.705768 | -0.550354 | -0.000841 | 1.8 | -0.785587 | -0 | 0.000409 | 0.002145 | 1 | 85,397 |
0.255087 | -0.154667 | 0.196638 | -0.12912 | -0.131102 | 0 | -0.550354 | 0 | 1.8 | -0.785587 | -0 | 0.000205 | 0.001839 | 1 | 85,398 |
0.764949 | 1.11906 | 0.512039 | 0.782467 | 0.471513 | 0.902996 | -0.557655 | -0.00054 | 1.8 | -0.785587 | -0 | 0.000613 | 0.00143 | 1 | 85,399 |
0 | 0.799929 | 0.512039 | -0.129866 | 0.606324 | 0.636861 | -0.557655 | 0 | 1.8 | -0.785587 | -0 | 0 | 0.001225 | 1 | 85,400 |
0 | 0.799929 | 0.512039 | -0.130052 | 1.153975 | 1.064142 | -0.560447 | -0.000206 | 1.8 | -0.785587 | -0 | 0 | 0.001021 | 1 | 85,401 |
0.509706 | 1.436175 | 1.14213 | -0.130052 | 0.722564 | 0.562124 | -0.560447 | 0 | 1.8 | -0.785587 | -0 | 0.000409 | 0.000408 | 1 | 85,402 |
0 | 0.163163 | 0.512039 | 0.781722 | 0.077694 | 0.480479 | -0.564956 | -0.000333 | 1.8 | -0.785587 | -0 | 0 | 0.000613 | 1 | 85,403 |
0.254775 | 0.163163 | 0.512039 | 0.781349 | 0.301391 | 0.451498 | -0.547778 | 0.00127 | 1.8 | -0.785587 | -0 | 0.000204 | 0.000306 | 1 | 85,404 |
0.254723 | -0.155123 | 0.354572 | -0.130424 | 0.085306 | 0.216654 | -0.561091 | -0.000984 | 1.8 | -0.785587 | -0 | 0.000204 | 0 | 0 | 85,405 |
-0.254723 | 0.162903 | 0.197154 | -0.130238 | 0.283443 | 0.748892 | -0.561091 | 0 | 1.8 | -0.785587 | -0 | -0.000204 | 0 | 0 | 85,406 |
0.509393 | 0.163033 | 0.512039 | -0.13061 | 0.465238 | 0.390518 | -0.561735 | -0.000048 | 1.8 | -0.785587 | -0 | 0.000408 | 0.000612 | 1 | 85,407 |
-0.509393 | 0.162773 | -0.432616 | -0.130052 | 1.598677 | 1.550306 | -0.561735 | 0 | 1.8 | -0.785587 | -0 | -0.000408 | 0.001633 | 1 | 85,408 |
0.509393 | 0.163033 | 0.197089 | -0.130238 | 0.213035 | 0.612644 | -0.557655 | 0.000302 | 1.8 | -0.785587 | -0 | 0.000408 | 0 | 0 | 85,409 |
0.254619 | 0.162773 | -0.747629 | -0.130796 | 0.696509 | 0.987236 | -0.557655 | 0 | 1.8 | -0.785587 | -0 | 0.000204 | 0.000816 | 1 | 85,410 |
-0.254619 | -0.155317 | -0.747372 | 0.780605 | 0.630707 | 0.866915 | -0.591797 | -0.002524 | 1.8 | -0.785587 | -0 | -0.000204 | 0.00102 | 1 | 85,411 |
-0.509393 | -0.473343 | -0.117667 | -0.130238 | 0.226843 | 0.390518 | -0.591797 | 0 | 1.8 | -0.785587 | -0 | -0.000408 | 0.001633 | 1 | 85,412 |
-0.76448 | 0.163033 | -0.433002 | -0.129679 | 0.357747 | 0.705768 | -0.58149 | 0.000762 | 1.8 | -0.785587 | -0 | -0.000613 | 0.002246 | 1 | 85,413 |
-0.509914 | -0.473343 | -0.11831 | -0.12912 | -0.093327 | 0.451498 | -0.58149 | 0 | 1.8 | -0.785587 | -0 | -0.000409 | 0.00245 | 1 | 85,414 |
0 | -0.473343 | -0.433968 | -0.12912 | 0.48661 | 0.636861 | -0.58149 | 0 | 1.8 | -0.785587 | -0 | 0 | 0.003062 | 1 | 85,415 |
0.254983 | -0.154797 | -0.118568 | -0.129679 | -0.474799 | 0.093124 | -0.582349 | -0.000063 | 1.8 | -0.785587 | -0 | 0.000204 | 0.00245 | 1 | 85,416 |
1.528805 | 1.436565 | 1.142259 | -0.130424 | 0.248736 | 0.451498 | -0.582349 | 0 | 1.8 | -0.785587 | -0 | 0.001226 | 0.001224 | 1 | 85,417 |
-0.254671 | -0.473343 | -0.117667 | -0.130424 | -0.319573 | 0.290351 | -0.582349 | 0 | 1.8 | -0.785587 | -0 | -0.000204 | 0.001428 | 1 | 85,418 |
-0.254723 | 0.003866 | -0.117795 | -0.130238 | 0.451224 | 0.508541 | -0.56603 | 0.001206 | 1.8 | -0.785587 | -0 | -0.000204 | 0.001327 | 1 | 85,419 |
-0.254775 | -0.155123 | 0.197089 | -0.130052 | 0.088085 | 0.25427 | -0.56603 | 0 | 1.8 | -0.785587 | -0 | -0.000204 | 0.002245 | 1 | 85,420 |
1.273354 | 1.117435 | -0.118053 | -0.130796 | 0.563483 | 1.018806 | -0.561735 | 0.000317 | 1.8 | -0.785587 | -0 | 0.001021 | 0.002039 | 1 | 85,421 |
0.508978 | 0.480345 | 0.197347 | -0.131168 | 1.18539 | 1.402653 | -0.561735 | 0 | 1.8 | -0.785587 | -0 | 0.000408 | 0.001631 | 1 | 85,422 |
0 | 0.479956 | -0.431845 | -0.131354 | 0.442604 | 0.937661 | -0.561735 | 0 | 1.8 | -0.785587 | -0 | 0 | 0.001834 | 1 | 85,423 |
-1.018163 | -0.473343 | -0.746601 | -0.130424 | 0.094386 | 0.705768 | -0.574619 | -0.000952 | 1.8 | -0.785587 | -0 | -0.000816 | 0.00204 | 1 | 85,424 |
-1.273874 | -0.791499 | -1.062707 | -0.129679 | 0.017312 | 0.25427 | -0.574619 | 0 | 1.8 | -0.785587 | -0 | -0.001021 | 0.003265 | 1 | 85,425 |
0 | -0.473343 | -0.433581 | -0.12912 | -0.448679 | 0 | -0.583208 | -0.000635 | 1.8 | -0.785587 | -0 | 0 | 0.003672 | 1 | 85,426 |
-0.509914 | -0.473343 | -0.433581 | -0.12912 | -0.631451 | 0.325017 | -0.583208 | 0 | 1.8 | -0.785587 | -0 | -0.000409 | 0.003877 | 1 | 85,427 |
0 | 0.163683 | -0.433968 | -0.12912 | 0.701092 | 0.866915 | -0.582779 | 0.000032 | 1.8 | -0.785587 | -0 | 0 | 0.002858 | 1 | 85,428 |
-0.255035 | -0.473343 | -1.064962 | 0.783959 | 0.424085 | 0.76969 | -0.582779 | 0 | 1.8 | -0.785587 | -0 | -0.000204 | 0.003674 | 1 | 85,429 |
-0.765419 | -0.473343 | -0.749691 | -0.128559 | -0.076665 | 0.866915 | -0.574834 | 0.000587 | 1.8 | -0.785587 | -0 | -0.000614 | 0.003575 | 1 | 85,430 |
1.530368 | 1.438518 | 0.512039 | 0.78284 | 0.011902 | -0.05052 | -0.574834 | 0 | 1.8 | -0.785587 | -0 | 0.001227 | 0.002246 | 1 | 85,431 |
-1.530368 | -0.791824 | -1.379782 | -0.128559 | 0.055483 | 0.683391 | -0.574834 | 0 | 1.8 | -0.785587 | -0 | -0.001227 | 0.003269 | 1 | 85,432 |
0 | -0.154537 | 0.354282 | -0.128559 | -0.745016 | 0 | -0.576337 | -0.000111 | 1.8 | -0.785587 | -0 | 0 | 0.002657 | 1 | 85,433 |
0.510331 | 1.120037 | 0.512039 | 0.783959 | 0.143141 | 0.866915 | -0.583208 | -0.000508 | 1.8 | -0.785587 | -0 | 0.000409 | 0.003063 | 1 | 85,434 |
0 | 0.80097 | -0.118826 | -0.128746 | 0.32508 | 0.954497 | -0.583208 | 0 | 1.8 | -0.785587 | -0 | 0 | 0.002961 | 1 | 85,435 |
0.255087 | 0.48249 | 0.196638 | -0.12912 | 0.136999 | 0.290351 | -0.575478 | 0.000571 | 1.8 | -0.785587 | -0 | 0.000205 | 0 | 0 | 85,436 |
0.510018 | 0.80071 | 0.82731 | -0.129493 | 0.214304 | 0.587745 | -0.575478 | 0 | 1.8 | -0.785587 | -0 | 0.000409 | -0.000613 | 0 | 85,437 |
0.50981 | 0.481904 | 0.512039 | -0.129679 | 0.201158 | 0.727593 | -0.575478 | 0 | 1.8 | -0.785587 | -0 | 0.000409 | -0.001636 | 0 | 85,438 |
0.254827 | 0.163293 | -0.118182 | -0.130052 | -0.268301 | 0.325017 | -0.578914 | -0.000254 | 1.8 | -0.785587 | -0 | 0.000204 | -0.00184 | 0 | 85,439 |
0 | -0.473343 | 0.197025 | 0.782094 | -0.027002 | 0.451498 | -0.578914 | 0 | 1.8 | -0.785587 | -0 | 0 | -0.002454 | 0 | 85,440 |
-0.254827 | -0.473343 | 0.197025 | -0.129866 | 0.06091 | 0.093124 | -0.576122 | 0.000206 | 1.8 | -0.785587 | -0 | -0.000204 | -0.002865 | 0 | 85,441 |
0.254827 | 0.004158 | 0.512039 | -0.130052 | -0.360009 | 0.216654 | -0.576122 | 0 | 1.8 | -0.785587 | -0 | 0.000204 | -0.004094 | 0 | 85,442 |
0 | -0.155058 | 0.512039 | -0.130052 | -0.032855 | 0.683391 | -0.579343 | -0.000238 | 1.8 | -0.785587 | -0 | 0 | -0.004094 | 0 | 85,443 |
0 | -0.155058 | 0.197025 | 0.782094 | 0.080911 | 0.683391 | -0.579343 | 0 | 1.8 | -0.785587 | -0 | 0 | -0.003684 | 0 | 85,444 |
0.636839 | 0.322249 | 0.197025 | -0.130424 | 0.172892 | 0.76969 | -0.578914 | 0.000032 | 1.8 | -0.785587 | -0 | 0.000511 | -0.003785 | 0 | 85,445 |
0.509237 | 0.321843 | 0.039735 | -0.130796 | 0.691342 | 0.748892 | -0.569036 | 0.00073 | 1.8 | -0.785587 | -0 | 0.000408 | -0.003681 | 0 | 85,446 |
0 | -0.314338 | 0.039928 | -0.130796 | 0.814484 | 0.480479 | -0.569036 | 0 | 1.8 | -0.785587 | -0 | 0 | -0.003169 | 0 | 85,447 |
-0.12729 | -0.314338 | 0.354684 | -0.130796 | 0.32508 | 0.937661 | -0.569036 | 0 | 1.8 | -0.785587 | -0 | -0.000102 | -0.002657 | 0 | 85,448 |
0.254567 | 0.162643 | 0.512039 | -0.130796 | 0.665635 | 0.421534 | -0.568606 | 0.000032 | 1.8 | -0.785587 | -0 | 0.000204 | -0.002452 | 0 | 85,449 |
-0.254567 | -0.473343 | -0.11741 | -0.130796 | -0.186809 | 0.809872 | -0.568606 | 0 | 1.8 | -0.785587 | -0 | -0.000204 | -0.001839 | 0 | 85,450 |
-0.254619 | -0.155317 | 0.197282 | -0.13061 | 0.676675 | 0.612644 | -0.568606 | 0 | 1.8 | -0.785587 | -0 | -0.000204 | -0.000817 | 0 | 85,451 |
-0.254671 | 0.480734 | 0.197218 | -0.130424 | 0.54522 | 0.971018 | -0.567318 | 0.000095 | 1.8 | -0.785587 | -0 | -0.000204 | -0.001022 | 0 | 85,452 |
0.254671 | -0.155188 | 0.197154 | -0.130424 | 1.005134 | 0.636861 | -0.56603 | 0.000095 | 1.8 | -0.785587 | -0 | 0.000204 | -0.002044 | 0 | 85,453 |
-0.127329 | -0.473343 | -0.117667 | -0.130424 | 0.383248 | 1.212927 | -0.56603 | 0 | 1.8 | -0.785587 | -0 | -0.000102 | -0.002146 | 0 | 85,454 |
-0.127342 | -0.314273 | -0.275214 | -0.130238 | 0.844453 | 1.212927 | -0.575693 | -0.000714 | 1.8 | -1 | 0.614014 | -0.000102 | -0.002863 | 0 | 85,455 |
-0.254723 | -0.155188 | -0.117795 | -0.130424 | 1.209271 | 0.612644 | -0.575693 | 0 | 1.8 | -1 | 0.614014 | -0.000204 | -0.002659 | 0 | 85,456 |
1.273094 | 1.435006 | 0.826923 | -0.131168 | 1.252995 | 0.902996 | -0.575693 | 0 | 1.8 | -1 | 0.614014 | 0.001021 | -0.003577 | 0 | 85,457 |
0.763233 | 0.956678 | 0.512039 | -0.131911 | 0.269526 | 0.421534 | -0.583423 | -0.000571 | 1.8 | -1 | 0.614014 | 0.000612 | -0.005111 | 0 | 85,458 |
-1.526933 | -0.155642 | -1.375536 | -0.131725 | 0.175274 | 0.508541 | -0.577196 | 0.00046 | 1.8 | -1 | 0.614014 | -0.001224 | -0.005117 | 0 | 85,459 |
1.272574 | 1.751928 | 1.770678 | -0.131354 | 0.283162 | 0.705768 | -0.577196 | 0 | 1.8 | -1 | 0.614014 | 0.00102 | -0.005522 | 0 | 85,460 |
0 | -0.473343 | 0.512039 | -0.131725 | -4.029688 | -2.554681 | -0.577196 | 0 | 1.8 | -1 | 0.614014 | 0 | -0.006343 | 0 | 85,461 |
0.254359 | 1.11484 | 0.826474 | -0.131725 | 0.230243 | 0.920498 | -0.576552 | 0.000048 | 1.8 | -1 | 0.614014 | 0.000204 | -0.006547 | 0 | 85,462 |
0 | -0.155642 | 0.197603 | -0.13154 | -0.144077 | 0.480479 | -0.575263 | 0.000095 | 1.8 | -1 | 0.614014 | 0 | -0.006752 | 0 | 85,463 |
-0.254359 | 0.161995 | -1.060779 | -0.13154 | 0.050427 | 0.451498 | -0.575263 | 0 | 1.8 | -1 | 0.614014 | -0.000204 | -0.006548 | 0 | 85,464 |
0.762922 | 1.11484 | 0.826474 | -0.131911 | 0.126365 | 0.136247 | -0.585141 | -0.00073 | 1.8 | -1 | 0.614014 | 0.000612 | -0.006134 | 0 | 85,465 |
-0.508563 | -0.473343 | -0.11664 | -0.131725 | 0.380891 | 0.885139 | -0.585141 | 0 | 1.8 | -1 | 0.614014 | -0.000408 | -0.005726 | 0 | 85,466 |
0 | -0.155642 | -0.116896 | -0.13154 | 0.097121 | 0.290351 | -0.585141 | 0 | 1.8 | -1 | 0.614014 | 0 | -0.006136 | 0 | 85,467 |
0 | -0.155642 | 0.197603 | -0.13154 | 0.254079 | 0.290351 | -0.587503 | -0.000175 | 1.8 | -1 | 0.614014 | 0 | -0.006752 | 0 | 85,468 |
-0.381558 | -0.473343 | -0.116896 | -0.131354 | 0.452474 | 0.705768 | -0.596092 | -0.000635 | 1.8 | -1 | 0.614014 | -0.000306 | -0.006857 | 0 | 85,469 |
0.890121 | 0.956241 | 0.354781 | -0.132096 | 0.285403 | 0.612644 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000714 | -0.00757 | 0 | 85,470 |
1.016504 | 0.796556 | 0.197731 | -0.132653 | 0.430614 | 0.809872 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000815 | -0.007769 | 0 | 85,471 |
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