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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 | 0.158005 | 0.199579 | -0.13726 | -0.171577 | -0.43528 | -0.395748 | -0.000063 | -0.8 | -0.267949 | -0.517638 | 0 | 0.001822 | 1 | 98,572 |
-0.252761 | -0.473343 | -0.425531 | -0.13726 | -0.60528 | -0.716748 | -0.395748 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.002025 | 1 | 98,573 |
0.505471 | 0.158133 | 0.824498 | -0.137443 | -0.244306 | -0.519521 | -0.395748 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000405 | 0.001215 | 1 | 98,574 |
-0.126349 | -0.157701 | 0.355848 | 0.766943 | -0.771461 | -0.971018 | -0.406485 | -0.000794 | -0.8 | -0.267949 | -0.517638 | -0.000101 | 0.002732 | 1 | 98,575 |
0.379007 | 0.000144 | 0.043372 | 0.767309 | -0.041251 | 0.093124 | -0.406485 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000304 | 0.001619 | 1 | 98,576 |
-0.75813 | -0.788985 | -1.050261 | -0.137076 | -0.541681 | -0.287628 | -0.41035 | -0.000286 | -0.8 | -0.267949 | -0.517638 | -0.000608 | 0.002025 | 1 | 98,577 |
0 | -0.31545 | 0.512039 | -0.137076 | -0.558781 | -0.612644 | -0.41035 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.002833 | 1 | 98,578 |
0 | -0.473343 | 0.199515 | 0.768043 | -0.151885 | -1.132165 | -0.409706 | 0.000048 | -0.8 | -0.267949 | -0.517638 | 0 | 0.002631 | 1 | 98,579 |
-0.758591 | -0.789177 | -0.425721 | 0.769512 | -0.388664 | -1.329392 | -0.408847 | 0.000063 | -0.8 | -0.267949 | -0.517638 | -0.000608 | 0.003442 | 1 | 98,580 |
-0.505984 | -0.789369 | -0.113452 | 0.769512 | -0.784238 | -0.834771 | -0.408847 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000406 | 0.003241 | 1 | 98,581 |
0 | -0.157253 | 0.512039 | -0.136158 | 0.034111 | -0.287628 | -0.408847 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.003645 | 1 | 98,582 |
0.505984 | 0.158773 | 0.199198 | 0.769144 | -0.442585 | -0.612644 | -0.403693 | 0.000381 | -0.8 | -0.267949 | -0.517638 | 0.000406 | 0.003644 | 1 | 98,583 |
-0.252966 | -0.789369 | 0.199325 | -0.136526 | -1.953519 | -1.942037 | -0.403693 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.004251 | 1 | 98,584 |
0 | -0.157317 | 0.512039 | -0.136526 | -0.365272 | -0.43528 | -0.408632 | -0.000365 | -0.8 | -0.267949 | -0.517638 | 0 | 0.004654 | 1 | 98,585 |
0.758745 | 0.790377 | 0.512039 | 0.768043 | 0.567576 | 0.25427 | -0.408632 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000608 | 0.00344 | 1 | 98,586 |
0.505573 | 0.158261 | 0.512039 | 0.767309 | -0.861231 | -0.716748 | -0.425596 | -0.001254 | -0.8 | -0.267949 | -0.517638 | 0.000405 | 0.002833 | 1 | 98,587 |
-0.758437 | -0.473343 | -0.425531 | 0.76841 | -0.050784 | -0.519521 | -0.425596 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000608 | 0.004047 | 1 | 98,588 |
-0.252915 | -0.789305 | -0.738942 | 0.769512 | -0.186809 | -0.716748 | -0.420228 | 0.000397 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.003846 | 1 | 98,589 |
0 | -0.473343 | -0.426292 | -0.136709 | -0.544093 | -0.287628 | -0.420228 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.004048 | 1 | 98,590 |
0.252915 | -0.157381 | 0.512039 | 0.768777 | -1.099534 | -1.583663 | -0.419583 | 0.000048 | -0.8 | -0.267949 | -0.517638 | 0.000203 | 0.003643 | 1 | 98,591 |
-0.252915 | -0.473343 | 0.199389 | 0.768777 | -0.433565 | -0.612644 | -0.419583 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.004654 | 1 | 98,592 |
0.505779 | 0.158517 | 0.512039 | -0.136893 | -0.358265 | -0.519521 | -0.406485 | 0.000968 | -0.8 | -0.267949 | -0.517638 | 0.000406 | 0.004652 | 1 | 98,593 |
0 | -0.157509 | -0.113198 | 0.768043 | -0.365272 | -0.161147 | -0.406485 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.005257 | 1 | 98,594 |
-0.758745 | -0.789241 | -0.425911 | 0.768777 | -0.083057 | -0.612644 | -0.405841 | 0.000048 | -0.8 | -0.535898 | -0.385986 | -0.000608 | 0.005462 | 1 | 98,595 |
0.505881 | 0.158645 | 1.137402 | -0.136709 | -0.486684 | -0.43528 | -0.405841 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000406 | 0.004653 | 1 | 98,596 |
0.758437 | 0.474159 | 0.199389 | -0.13726 | -0.184882 | 0.047788 | -0.403049 | 0.000206 | 0 | -0.535898 | -0.385986 | 0.000608 | 0.003843 | 1 | 98,597 |
0 | -0.157637 | 0.512039 | 0.766943 | 0.259665 | 0.136247 | -0.403049 | 0 | 0 | -0.535898 | -0.385986 | 0 | 0.004448 | 1 | 98,598 |
0 | 0.158005 | 0.512039 | 0.767309 | -0.486684 | -0.971018 | -0.4067 | -0.00027 | 0 | -0.535898 | -0.385986 | 0 | 0.004448 | 1 | 98,599 |
0.505369 | 0.158005 | 0.512039 | 0.766943 | -0.88941 | -0.834771 | -0.4067 | 0 | 0 | -0.535898 | -0.385986 | 0.000405 | 0.003437 | 1 | 98,600 |
-0.252659 | -0.788985 | -0.112691 | 0.767309 | -1.015867 | -0.971018 | -0.4067 | 0 | 0 | -0.535898 | -0.385986 | -0.000203 | 0.004044 | 1 | 98,601 |
-0.505471 | -0.473343 | -0.112818 | 0.767676 | -0.49217 | -0.716748 | -0.413142 | -0.000476 | 0 | -0.535898 | -0.385986 | -0.000405 | 0.004852 | 1 | 98,602 |
0 | -0.157573 | 0.512039 | 0.767676 | -0.689283 | -1.583663 | -0.413142 | 0 | 0 | -0.535898 | -0.385986 | 0 | 0.005054 | 1 | 98,603 |
0.252761 | -0.157573 | 0.199515 | 0.767309 | 0.333617 | 0.216654 | -0.421516 | -0.000619 | 0 | -0.535898 | -0.385986 | 0.000203 | 0.004851 | 1 | 98,604 |
0.25271 | 0.158005 | 0.512039 | 0.766943 | -0.233726 | -0.519521 | -0.421516 | 0 | 0 | -0.535898 | -0.385986 | 0.000203 | 0.00485 | 1 | 98,605 |
-0.25271 | -0.473343 | 0.199642 | -0.13726 | -0.252914 | -0.612644 | -0.409276 | 0.000905 | 0 | -0.535898 | -0.385986 | -0.000203 | 0.00465 | 1 | 98,606 |
1.010533 | 1.104547 | 0.512039 | 0.76621 | 1.484934 | 1.161674 | -0.412497 | -0.000238 | 0 | -0.535898 | -0.385986 | 0.00081 | 0.003032 | 1 | 98,607 |
0.504959 | 0.157494 | 0.199832 | 0.765478 | 0.513223 | 0.093124 | -0.4067 | 0.000429 | 0 | -0.535898 | -0.385986 | 0.000405 | 0.002224 | 1 | 98,608 |
-0.504959 | -0.78873 | -0.424392 | 0.765844 | -0.916726 | -0.519521 | -0.405841 | 0.000063 | 0 | -0.535898 | -0.385986 | -0.000405 | 0.002427 | 1 | 98,609 |
0.252505 | 0.157494 | 0.199832 | -0.138175 | -0.305123 | 0.047788 | -0.405841 | 0 | 0 | -0.535898 | -0.385986 | 0.000202 | 0.001618 | 1 | 98,610 |
0 | 0.157366 | 0.512039 | 0.765112 | 0.76693 | 0.636861 | -0.407344 | -0.000111 | 0 | -0.535898 | -0.385986 | 0 | 0.002224 | 1 | 98,611 |
-0.252505 | -0.473343 | 0.199895 | 0.765844 | -0.016427 | -0.358374 | -0.407344 | 0 | 0 | -0.535898 | -0.385986 | -0.000202 | 0.003032 | 1 | 98,612 |
0.252505 | -0.157893 | 0.824182 | 0.76621 | -2.304333 | -1.583663 | -0.408847 | -0.000111 | 0 | -0.535898 | -0.385986 | 0.000202 | 0.002224 | 1 | 98,613 |
0.504857 | 0.157366 | 0.199895 | 0.765112 | 0.206325 | 0 | -0.408847 | 0 | 0 | -0.535898 | -0.385986 | 0.000405 | 0.001819 | 1 | 98,614 |
-0.252403 | -0.473343 | 0.200021 | 0.765112 | -0.852835 | -1.329392 | -0.408847 | 0 | 0 | -0.535898 | -0.385986 | -0.000202 | 0.003031 | 1 | 98,615 |
0.378585 | -0.000383 | 0.199958 | -0.138724 | 0.090456 | -0.104104 | -0.41078 | -0.000143 | 0 | -0.535898 | -0.385986 | 0.000304 | 0.002627 | 1 | 98,616 |
0.378471 | -0.000527 | 0.356054 | -0.138907 | 0.414371 | 0.177365 | -0.419583 | -0.000651 | 0 | -0.535898 | -0.385986 | 0.000303 | 0.002828 | 1 | 98,617 |
-0.252301 | -0.473343 | 0.200147 | 0.764381 | -0.324472 | -0.612644 | -0.419583 | 0 | 0 | -0.535898 | -0.385986 | -0.000202 | 0.00303 | 1 | 98,618 |
0.504551 | 0.472051 | 0.512039 | -0.139089 | -0.225402 | -0.287628 | -0.421731 | -0.000159 | 0 | -0.535898 | -0.385986 | 0.000405 | 0.002424 | 1 | 98,619 |
-0.504551 | -0.158276 | -0.11168 | 0.764381 | 0.262292 | 0.216654 | -0.421731 | 0 | 0 | -0.535898 | -0.385986 | -0.000405 | 0.002828 | 1 | 98,620 |
0.252301 | -0.158148 | -0.424013 | 0.764381 | 0.37352 | -0.104104 | -0.421731 | 0 | 0 | -0.535898 | -0.385986 | 0.000202 | 0.002424 | 1 | 98,621 |
0 | 0.156856 | 0.044178 | 0.76365 | 0.300031 | 0.290351 | -0.421731 | 0 | 0 | -0.535898 | -0.385986 | 0 | 0.002828 | 1 | 98,622 |
0 | 0.156856 | -0.423824 | -0.138907 | 0.493817 | 0.390518 | -0.421731 | 0 | 0 | -0.535898 | -0.385986 | 0 | 0.002626 | 1 | 98,623 |
-0.504653 | -0.788538 | -0.111807 | -0.138541 | -0.368809 | -0.612644 | -0.421946 | -0.000016 | 0 | -0.535898 | -0.385986 | -0.000405 | 0.002829 | 1 | 98,624 |
1.765393 | 2.046943 | -0.73641 | -0.139819 | 0.941293 | 1.26137 | -0.421946 | 0 | 0 | -0.535898 | -0.385986 | 0.001415 | 0.001212 | 1 | 98,625 |
-1.00849 | -0.473343 | -1.046471 | 0.763285 | 0.100231 | 0 | -0.421946 | 0 | 0 | -0.535898 | -0.385986 | -0.000809 | 0.00202 | 1 | 98,626 |
-0.25225 | 0.471669 | 0.200211 | 0.763285 | 0.099066 | 0.136247 | -0.409276 | 0.000937 | 0 | -0.535898 | -0.385986 | -0.000202 | 0.002021 | 1 | 98,627 |
1.008694 | 1.416489 | 1.758972 | -0.139819 | 0.526532 | 0.047788 | -0.419583 | -0.000762 | 0 | -0.535898 | -0.385986 | 0.000809 | 0.001212 | 1 | 98,628 |
-0.252097 | -0.158467 | -0.423067 | 0.76292 | 0.433635 | 0.421534 | -0.419583 | 0 | 0 | -0.535898 | -0.385986 | -0.000202 | 0.001616 | 1 | 98,629 |
0.252097 | -0.158403 | 0.200337 | -0.139455 | 0.299485 | -0.287628 | -0.427529 | -0.000587 | 0 | -0.535898 | -0.385986 | 0.000202 | 0.001616 | 1 | 98,630 |
-0.756444 | -0.788283 | -0.734895 | 0.763285 | 0.076078 | 0.216654 | -0.427529 | 0 | 0 | -0.535898 | -0.385986 | -0.000606 | 0.001919 | 1 | 98,631 |
0.504347 | 0.156728 | 0.512039 | 0.76292 | -0.491069 | -0.358374 | -0.427529 | 0 | 0 | -0.535898 | -0.385986 | 0.000404 | 0.00101 | 1 | 98,632 |
0.504143 | 0.156474 | 0.512039 | 0.762191 | -0.697143 | -0.358374 | -0.429246 | -0.000127 | 0 | -0.535898 | -0.385986 | 0.000404 | 0.000808 | 1 | 98,633 |
0.503939 | 0.470905 | 0.823551 | 0.761462 | 0.069159 | 0.325017 | -0.429246 | 0 | 0 | -0.535898 | -0.385986 | 0.000404 | 0.000404 | 1 | 98,634 |
0.503736 | 0.785019 | 0.823426 | 0.761462 | 0.613577 | 0.866915 | -0.447284 | -0.001333 | 0 | -0.535898 | -0.385986 | 0.000404 | 0.000404 | 1 | 98,635 |
-0.75568 | -1.4174 | -1.668552 | -0.140184 | 0.206003 | 0.136247 | -0.447284 | 0 | 0 | -0.535898 | -0.385986 | -0.000606 | 0.000808 | 1 | 98,636 |
-0.251995 | 0.156092 | -0.11105 | 0.762191 | 0.107548 | 0.136247 | -0.418725 | 0.002111 | 0 | -0.535898 | -0.385986 | -0.000202 | 0.000404 | 1 | 98,637 |
0.755833 | 0.470905 | -0.111176 | -0.140548 | 0.086896 | 0.451498 | -0.418725 | 0 | 0 | -0.535898 | -0.385986 | 0.000606 | -0.000404 | 0 | 98,638 |
-0.503838 | -0.158721 | -0.110799 | 0.761462 | 0.181017 | -0.05052 | -0.424952 | -0.00046 | 0 | -0.535898 | -0.385986 | -0.000404 | 0.000202 | 1 | 98,639 |
0.251944 | 0.156092 | -0.11105 | 0.761462 | 0.380182 | 0.093124 | -0.424952 | 0 | 0 | -0.535898 | -0.385986 | 0.000202 | -0.000202 | 0 | 98,640 |
-0.251944 | -0.158657 | 0.200588 | -0.140366 | -0.322017 | -1.329392 | -0.424737 | 0.000016 | 0 | -0.535898 | -0.385986 | -0.000202 | 0 | 0 | 98,641 |
1.007472 | 0.785273 | 0.823489 | -0.14073 | 0.396501 | 0.535739 | -0.424737 | 0 | 0 | -0.535898 | -0.385986 | 0.000808 | -0.000404 | 0 | 98,642 |
0.503431 | 0.155584 | -0.110547 | -0.141275 | 0.466661 | 0.451498 | -0.434829 | -0.000746 | 0 | -0.535898 | -0.385986 | 0.000404 | -0.000807 | 0 | 98,643 |
0.754765 | 0.469572 | 0.512039 | 0.758916 | 0.109458 | 0.290351 | -0.434829 | 0 | 0 | -0.535898 | -0.385986 | 0.000605 | -0.001211 | 0 | 98,644 |
-0.503126 | -0.159165 | -0.420992 | 0.758916 | 0.563312 | 0.508541 | -0.434829 | 0 | 0 | -0.535898 | -0.385986 | -0.000403 | -0.001413 | 0 | 98,645 |
-0.503329 | -0.316183 | -0.11017 | 0.759643 | 0.337711 | -0.161147 | -0.436332 | -0.000111 | 0 | -0.535898 | -0.385986 | -0.000404 | -0.001414 | 0 | 98,646 |
-0.251741 | 0.155457 | 0.20084 | 0.759643 | -0.358265 | -0.519521 | -0.427529 | 0.000651 | 0 | -0.535898 | -0.385986 | -0.000202 | -0.001212 | 0 | 98,647 |
0.75507 | 0.469952 | 0.823237 | -0.141275 | -0.705114 | -0.612644 | -0.427529 | 0 | 0 | -0.535898 | -0.385986 | 0.000605 | -0.001413 | 0 | 98,648 |
0 | 0.155203 | 0.200966 | -0.141457 | -0.330242 | -0.104104 | -0.427529 | 0 | 0 | -0.535898 | -0.385986 | 0 | -0.001615 | 0 | 98,649 |
-0.75507 | 0.155203 | -0.421369 | 0.760734 | 0.093602 | 0.216654 | -0.419798 | 0.000571 | 0 | -0.535898 | -0.385986 | -0.000605 | -0.001212 | 0 | 98,650 |
0.503431 | 0.155584 | 0.512039 | 0.76037 | -0.551389 | -0.519521 | -0.418725 | 0.000079 | 0 | -0.535898 | -0.385986 | 0.000404 | -0.002222 | 0 | 98,651 |
0.503228 | 0.15533 | 0.200903 | -0.141639 | 0.159784 | 0.136247 | -0.418725 | 0 | 0 | -0.535898 | -0.385986 | 0.000403 | -0.001211 | 0 | 98,652 |
0.251538 | -0.159102 | 0.201028 | -0.141639 | -0.764288 | -0.612644 | -0.418725 | 0 | 0 | -0.535898 | -0.385986 | 0.000202 | -0.001615 | 0 | 98,653 |
0 | 0.15495 | 0.201091 | 0.75819 | 0.573829 | 0.612644 | -0.42259 | -0.000286 | 0 | -0.535898 | -0.385986 | 0 | -0.001817 | 0 | 98,654 |
0.251487 | 0.15495 | -0.109919 | 0.75819 | 0.186036 | 0.480479 | -0.42259 | 0 | 0 | -0.785587 | -0 | 0.000202 | -0.002422 | 0 | 98,655 |
-0.503025 | -0.159228 | -0.109794 | 0.758553 | -0.095513 | -0.287628 | -0.432682 | -0.000746 | 0 | -0.785587 | -0 | -0.000403 | -0.001817 | 0 | 98,656 |
-1.006658 | 0.155077 | -1.04364 | -0.14073 | 0.33822 | 0.748892 | -0.441271 | -0.000635 | 0 | -0.785587 | -0 | -0.000807 | -0.001616 | 0 | 98,657 |
-0.503634 | -0.158848 | -0.110547 | 0.761098 | 0.221548 | 0.136247 | -0.441271 | 0 | 0 | -0.785587 | -0 | -0.000404 | -0.00101 | 0 | 98,658 |
-0.251893 | -0.473343 | 0.200651 | 0.761826 | -0.711572 | -0.519521 | -0.441271 | 0 | 0 | -0.785587 | -0 | -0.000202 | -0.000808 | 0 | 98,659 |
-0.755985 | -0.473343 | -0.4225 | -0.139819 | -0.560023 | -0.612644 | -0.437621 | 0.00027 | 0 | -0.785587 | -0 | -0.000606 | -0.001011 | 0 | 98,660 |
0.755985 | 0.471096 | 0.512039 | -0.140002 | -0.150677 | -0.05052 | -0.440198 | -0.00019 | 0 | -0.785587 | -0 | 0.000606 | -0.001213 | 0 | 98,661 |
0.755527 | 0.470524 | 0.200588 | -0.14073 | 0.243642 | 0.636861 | -0.440198 | 0 | 0 | -0.785587 | -0 | 0.000606 | -0.002425 | 0 | 98,662 |
-0.755527 | -1.102524 | -0.421934 | 0.761462 | -1.164273 | -0.971018 | -0.440198 | 0 | 0 | -0.785587 | -0 | -0.000606 | -0.001213 | 0 | 98,663 |
0 | 0.155965 | 0.512039 | 0.761098 | -0.623055 | -0.43528 | -0.444707 | -0.000333 | 0 | -0.785587 | -0 | 0 | -0.000909 | 0 | 98,664 |
1.258958 | 1.413819 | 0.823426 | -0.141094 | -0.007451 | 0.093124 | -0.448143 | -0.000254 | 0 | -0.785587 | -0 | 0.001009 | -0.00202 | 0 | 98,665 |
-0.125839 | -0.473343 | -0.110296 | -0.141094 | 0.180344 | -0.05052 | -0.448143 | 0 | 0 | -0.785587 | -0 | -0.000101 | -0.002121 | 0 | 98,666 |
0.629066 | 0.62678 | 0.667599 | 0.758553 | 0.020445 | 0.390518 | -0.448143 | 0 | 0 | -0.785587 | -0 | 0.000504 | -0.001211 | 0 | 98,667 |
0 | -0.473343 | 0.512039 | 0.758553 | -1.801491 | -1.583663 | -0.425596 | 0.001667 | 0 | -0.785587 | -0 | 0 | -0.001817 | 0 | 98,668 |
-0.251588 | -0.473343 | 0.201028 | -0.141457 | -0.623055 | -0.222127 | -0.425596 | 0 | 0 | -0.785587 | -0 | -0.000202 | -0.002222 | 0 | 98,669 |
0 | 0.783496 | 0.512039 | 0.759643 | 0.429314 | 0.421534 | -0.420872 | 0.000349 | 0 | -0.785587 | -0 | 0 | -0.002019 | 0 | 98,670 |
-0.251639 | -0.787711 | -0.421369 | -0.141094 | -0.848684 | -1.132165 | -0.420872 | 0 | 0 | -0.785587 | -0 | -0.000202 | -0.001009 | 0 | 98,671 |
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