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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.537376 | 0.53355 | 0.844223 | -0.08056 | -0.620284 | -0.716748 | -0.256388 | 0 | -1.6 | -0.535898 | -0.385986 | 0.000431 | 0.000861 | 1 | 101,672 |
0.80563 | 0.533116 | 0.512039 | -0.080974 | -0.820443 | -0.358374 | -0.257462 | -0.000079 | -1.6 | -0.535898 | -0.385986 | 0.000646 | 0.000215 | 1 | 101,673 |
0 | -0.138001 | 0.512039 | -0.081181 | -0.345355 | -0.287628 | -0.257462 | 0 | -1.6 | -0.535898 | -0.385986 | 0 | 0.001291 | 1 | 101,674 |
-0.268486 | 0.197269 | 0.18014 | -0.081181 | -0.58544 | -0.834771 | -0.271849 | -0.001064 | -1.6 | -0.535898 | -0.385986 | -0.000215 | 0.001076 | 1 | 101,675 |
0.536913 | 0.197413 | 0.512039 | -0.081388 | -0.535697 | -0.287628 | -0.271849 | 0 | -1.6 | -0.535898 | -0.385986 | 0.00043 | 0.00043 | 1 | 101,676 |
0.536682 | 0.197124 | 0.180212 | -0.081595 | -0.687724 | -0.43528 | -0.271849 | 0 | -1.6 | -0.535898 | -0.385986 | 0.00043 | -0.000215 | 0 | 101,677 |
-0.268312 | -0.473343 | -0.151401 | -0.081595 | -0.413062 | -0.05052 | -0.264763 | 0.000524 | -1.6 | -0.535898 | -0.385986 | -0.000215 | 0.000215 | 1 | 101,678 |
-0.26837 | -0.473343 | 0.180283 | 0.879029 | -0.390504 | -1.583663 | -0.264763 | 0 | -1.6 | -0.535898 | -0.385986 | -0.000215 | 0.000215 | 1 | 101,679 |
0 | -0.473343 | 0.512039 | -0.081181 | -0.098257 | -0.43528 | -0.268628 | -0.000286 | -1.6 | -0.535898 | -0.385986 | 0 | 0 | 0 | 101,680 |
0 | -0.473343 | 0.180212 | 0.879856 | -1.307211 | -0.716748 | -0.268628 | 0 | -1.6 | -0.535898 | -0.385986 | 0 | 0.00043 | 1 | 101,681 |
0 | -0.473343 | 0.346134 | -0.081388 | -0.955326 | -0.519521 | -0.254456 | 0.001048 | -1.6 | -0.535898 | -0.385986 | 0 | -0.000215 | 0 | 101,682 |
0.26837 | -0.138073 | 0.512039 | -0.081388 | -0.577694 | -0.716748 | -0.254456 | 0 | -1.6 | -0.535898 | -0.385986 | 0.000215 | -0.000861 | 0 | 101,683 |
0 | -0.473343 | -0.815412 | 0.880684 | -0.066691 | -0.222127 | -0.24737 | 0.000524 | -1.6 | -0.535898 | -0.385986 | 0 | -0.000646 | 0 | 101,684 |
-1.879804 | -1.311653 | -2.144006 | 0.881927 | 0.904255 | 0.902996 | -0.24694 | 0.000032 | -1.6 | -0.535898 | -0.385986 | -0.001507 | 0.000862 | 1 | 101,685 |
2.416371 | 2.545386 | 0.512039 | 0.878203 | 0.457243 | 0.790009 | -0.24694 | 0 | -1.6 | -0.535898 | -0.385986 | 0.001937 | -0.001722 | 0 | 101,686 |
0.804418 | 0.531602 | -0.151258 | 0.876553 | -0.215167 | -0.287628 | -0.24694 | 0 | -1.6 | -0.535898 | -0.385986 | 0.000645 | -0.001936 | 0 | 101,687 |
-0.268082 | -0.473343 | -0.15083 | 0.877378 | -0.044244 | -0.05052 | -0.260253 | -0.000984 | -1.6 | -0.535898 | -0.385986 | -0.000215 | -0.002367 | 0 | 101,688 |
-0.268139 | -0.808325 | -1.146025 | 0.87779 | 0.030616 | -0.05052 | -0.260253 | 0 | -1.6 | -0.535898 | -0.385986 | -0.000215 | -0.002583 | 0 | 101,689 |
0 | -0.138362 | 0.180497 | 0.87779 | 0.446404 | 0.216654 | -0.264763 | -0.000333 | -1.6 | -0.535898 | -0.385986 | 0 | -0.002368 | 0 | 101,690 |
0.536221 | 0.531386 | -1.312322 | -0.08242 | 0.432127 | 0.508541 | -0.264763 | 0 | -1.6 | -0.535898 | -0.385986 | 0.00043 | -0.003876 | 0 | 101,691 |
-0.804418 | -0.473343 | -0.482372 | -0.081801 | 0.409226 | 0.358374 | -0.247584 | 0.00127 | -1.6 | -0.535898 | -0.385986 | -0.000645 | -0.002368 | 0 | 101,692 |
0.536336 | 0.196692 | 0.84358 | -0.08242 | -0.452778 | -0.834771 | -0.247584 | 0 | -1.6 | -0.535898 | -0.385986 | 0.00043 | -0.003661 | 0 | 101,693 |
-0.536336 | 0.196404 | -0.150973 | -0.082008 | -0.428616 | -0.104104 | -0.251449 | -0.000286 | -1.6 | -0.535898 | -0.385986 | -0.00043 | -0.003663 | 0 | 101,694 |
-1.34185 | -0.473343 | -1.478708 | 0.879856 | 1.007641 | 0.937661 | -0.251449 | 0 | -1.6 | -0.535898 | -0.385986 | -0.001076 | -0.002587 | 0 | 101,695 |
1.34185 | 1.203006 | 0.843937 | 0.879029 | 0.256438 | -0.05052 | -0.229547 | 0.001619 | -1.6 | -0.535898 | -0.385986 | 0.001076 | -0.004526 | 0 | 101,696 |
0.268197 | -0.13829 | -0.81484 | 0.87779 | -0.161031 | -0.104104 | -0.229547 | 0 | -1.6 | -0.535898 | -0.385986 | 0.000215 | -0.004957 | 0 | 101,697 |
0 | 0.196548 | 0.180497 | -0.082008 | 0.265197 | 0.325017 | -0.224823 | 0.000349 | -1.6 | -0.535898 | -0.385986 | 0 | -0.004741 | 0 | 101,698 |
1.072211 | 0.866151 | 0.512039 | -0.082833 | 0.215255 | 0.76969 | -0.229762 | -0.000365 | -1.6 | -0.535898 | -0.385986 | 0.00086 | -0.005817 | 0 | 101,699 |
-1.340408 | -0.138649 | -1.144956 | -0.081595 | 0.457449 | 0.508541 | -0.249732 | -0.001476 | -1.6 | -0.535898 | -0.385986 | -0.001075 | -0.005283 | 0 | 101,700 |
-0.268255 | -0.808469 | -0.81484 | -0.082008 | 0.384892 | -0.161147 | -0.249732 | 0 | -1.6 | -0.535898 | -0.385986 | -0.000215 | -0.005392 | 0 | 101,701 |
1.340696 | 1.53633 | 1.175193 | -0.082626 | 0.438777 | 0.705768 | -0.249732 | 0 | -1.6 | -0.535898 | -0.385986 | 0.001075 | -0.006035 | 0 | 101,702 |
-0.134005 | -0.473343 | -0.150688 | -0.082626 | -0.07932 | -0.104104 | -0.271419 | -0.001603 | -1.6 | -0.535898 | -0.385986 | -0.000107 | -0.004847 | 0 | 101,703 |
-1.743374 | -0.97568 | -1.643097 | -0.081388 | -0.214491 | 0.136247 | -0.245866 | 0.001889 | -1.6 | -0.535898 | -0.385986 | -0.001398 | -0.003449 | 0 | 101,704 |
1.073134 | 0.867304 | 0.512039 | -0.081801 | -0.133439 | -0.612644 | -0.245866 | 0 | -1.6 | -0.535898 | -0.385986 | 0.00086 | -0.004201 | 0 | 101,705 |
-0.536452 | -0.138362 | -0.4828 | -0.081595 | 0.372082 | 0.093124 | -0.27464 | -0.002127 | -1.6 | -0.535898 | -0.385986 | -0.00043 | -0.004203 | 0 | 101,706 |
-0.80511 | -0.138217 | -1.147096 | 0.880684 | 0.518806 | 0.636861 | -0.27464 | 0 | -1.6 | -0.535898 | -0.385986 | -0.000646 | -0.004098 | 0 | 101,707 |
0.268428 | 0.197269 | 0.18014 | -0.081181 | -0.047756 | -0.222127 | -0.261327 | 0.000984 | -1.6 | -0.535898 | -0.385986 | 0.000215 | -0.004097 | 0 | 101,708 |
0 | 0.197124 | -0.151687 | 0.879443 | 0.73749 | 0.216654 | -0.261327 | 0 | -1.6 | -0.535898 | -0.385986 | 0 | -0.003881 | 0 | 101,709 |
-0.268428 | 0.53225 | -0.151687 | 0.879856 | -0.00792 | 0 | -0.261542 | -0.000016 | -1.6 | -0.535898 | -0.385986 | -0.000215 | -0.003234 | 0 | 101,710 |
0 | -0.138001 | 0.512039 | 0.879856 | -1.115866 | -0.834771 | -0.261542 | 0 | -1.6 | -0.535898 | -0.385986 | 0 | -0.003018 | 0 | 101,711 |
-0.537029 | -0.138001 | -0.151829 | -0.080767 | 0.492461 | 0.683391 | -0.261542 | 0 | -1.6 | -0.535898 | -0.385986 | -0.000431 | -0.003019 | 0 | 101,712 |
0.268543 | 0.532899 | 0.844008 | 0.879856 | -0.612051 | -0.222127 | -0.252308 | 0.000683 | -1.6 | -0.535898 | -0.385986 | 0.000215 | -0.003235 | 0 | 101,713 |
0.671106 | 1.53806 | 0.512039 | 0.879443 | 0.550674 | 0.790009 | -0.252308 | 0 | -1.6 | -0.535898 | -0.385986 | 0.000538 | -0.004421 | 0 | 101,714 |
-0.671106 | 0.029481 | -0.317573 | 0.880684 | -0.022171 | 0.480479 | -0.265192 | -0.000952 | -1.6 | -0.785587 | -0 | -0.000538 | -0.004099 | 0 | 101,715 |
1.610047 | 1.53806 | 0.512039 | 0.87779 | -0.216521 | 0.047788 | -0.265192 | 0 | -1.6 | -0.785587 | -0 | 0.001291 | -0.00539 | 0 | 101,716 |
-1.878591 | -0.138362 | -1.81025 | 0.880684 | 0.436426 | 0.748892 | -0.265192 | 0 | -1.6 | -0.785587 | -0 | -0.001506 | -0.003235 | 0 | 101,717 |
-1.074752 | -0.473343 | -0.816556 | 0.881927 | 0.731669 | 0.885139 | -0.280653 | -0.001143 | -1.6 | -0.785587 | -0 | -0.000862 | -0.001726 | 0 | 101,718 |
2.148579 | 2.210838 | 0.844294 | 0.879029 | 0.590064 | 0.508541 | -0.275929 | 0.000349 | -1.6 | -0.785587 | -0 | 0.001723 | -0.004096 | 0 | 101,719 |
0 | -0.473343 | 0.180283 | 0.879029 | -1.209333 | -1.132165 | -0.275929 | 0 | -1.6 | -0.785587 | -0 | 0 | -0.004744 | 0 | 101,720 |
0 | 0.19698 | 0.180283 | 0.879443 | -0.301174 | -0.161147 | -0.301052 | -0.001857 | -1.6 | -0.785587 | -0 | 0 | -0.004636 | 0 | 101,721 |
-0.26837 | -0.138145 | -0.151544 | 0.879443 | -0.180412 | 0.25427 | -0.301052 | 0 | -1.6 | -0.785587 | -0 | -0.000215 | -0.003881 | 0 | 101,722 |
0 | -0.138073 | 0.512039 | 0.879443 | -1.598251 | -1.329392 | -0.271205 | 0.002207 | -1.6 | -0.785587 | -0 | 0 | -0.005178 | 0 | 101,723 |
1.341273 | 1.537195 | 0.512039 | 0.877378 | 0.017312 | 0.093124 | -0.271205 | 0 | -2 | -0.785587 | -0 | 0.001075 | -0.005821 | 0 | 101,724 |
-0.536336 | -0.808325 | -1.31193 | 0.87779 | -0.145869 | -0.104104 | -0.271634 | -0.000032 | -2 | -0.785587 | -0 | -0.00043 | -0.005391 | 0 | 101,725 |
-0.268255 | 0.196692 | 0.180426 | 0.878616 | 0.738622 | 0.76969 | -0.271634 | 0 | -2 | -0.785587 | -0 | -0.000215 | -0.005068 | 0 | 101,726 |
-0.268312 | -0.138217 | -0.151401 | 0.879029 | -0.106013 | -0.161147 | -0.272708 | -0.000079 | -2 | -0.785587 | -0 | -0.000215 | -0.004744 | 0 | 101,727 |
0.268312 | 0.532034 | 0.180283 | 0.879029 | 0.020445 | 0.136247 | -0.272708 | 0 | -2 | -0.785587 | -0 | 0.000215 | -0.005176 | 0 | 101,728 |
-0.268312 | -0.808541 | -0.483228 | -0.081595 | 0.117034 | -0.161147 | -0.272708 | 0 | -2 | -0.785587 | -0 | -0.000215 | -0.004961 | 0 | 101,729 |
-0.26837 | -0.138145 | 0.180283 | -0.081181 | -0.255813 | -0.104104 | -0.269916 | 0.000206 | -2 | -0.785587 | -0 | -0.000215 | -0.005394 | 0 | 101,730 |
0.536682 | 0.197124 | -0.151687 | 0.878616 | -0.017381 | 0.25427 | -0.277432 | -0.000556 | -2 | -0.785587 | -0 | 0.00043 | -0.005392 | 0 | 101,731 |
-0.80511 | -0.473343 | -0.483228 | -0.080974 | 0.729502 | 0.451498 | -0.277432 | 0 | -2 | -0.785587 | -0 | -0.000646 | -0.004747 | 0 | 101,732 |
-0.537029 | -0.138001 | -0.151829 | 0.880684 | 1.255625 | 0.920498 | -0.239425 | 0.00281 | -2 | -0.785587 | -0 | -0.000431 | -0.0041 | 0 | 101,733 |
0.268543 | -0.137857 | 0.512039 | 0.88027 | -0.153702 | -0.104104 | -0.239425 | 0 | -2 | -0.785587 | -0 | 0.000215 | -0.004531 | 0 | 101,734 |
0 | 0.197413 | 0.512039 | -0.080974 | 0.008267 | 0.093124 | -0.239425 | 0 | -2 | -0.785587 | -0 | 0 | -0.00518 | 0 | 101,735 |
-0.805804 | 0.197413 | -0.484085 | 0.881512 | 0.475925 | 0.25427 | -0.272278 | -0.002429 | -2 | -0.785587 | -0 | -0.000646 | -0.004751 | 0 | 101,736 |
0.53726 | 0.197846 | 0.512039 | 0.881512 | -0.462111 | -0.519521 | -0.281512 | -0.000683 | -2 | -0.785587 | -0 | 0.000431 | -0.005398 | 0 | 101,737 |
-0.805977 | -0.473343 | -0.4843 | -0.079939 | 0.464423 | 0.612644 | -0.281512 | 0 | -2 | -0.785587 | -0 | -0.000646 | -0.004968 | 0 | 101,738 |
-0.537608 | -0.809119 | -0.817415 | 0.882756 | 0.398336 | 0.325017 | -0.278935 | 0.00019 | -2 | -0.785587 | -0 | -0.000431 | -0.004754 | 0 | 101,739 |
0.268833 | -0.137495 | 0.179639 | -0.079731 | 0.297026 | 0.136247 | -0.278935 | 0 | -2 | -0.785587 | -0 | 0.000216 | -0.004753 | 0 | 101,740 |
-1.344744 | 1.204812 | -1.150316 | 0.884002 | 0.734334 | 0.216654 | -0.281941 | -0.000222 | -2 | -0.785587 | -0 | -0.001078 | -0.004758 | 0 | 101,741 |
1.075911 | 0.870773 | 0.844653 | -0.079731 | 0.009633 | 0.451498 | -0.281941 | 0 | -2 | -0.785587 | -0 | 0.000863 | -0.005404 | 0 | 101,742 |
-1.075911 | -0.137495 | -0.817988 | -0.078693 | 0.543804 | 0.535739 | -0.281941 | 0 | -2 | -0.785587 | -0 | -0.000863 | -0.004758 | 0 | 101,743 |
-0.538304 | -0.809553 | -0.153405 | -0.078277 | -0.593293 | -0.716748 | -0.265192 | 0.001238 | -2 | -0.785587 | -0 | -0.000432 | -0.004868 | 0 | 101,744 |
0 | -0.473343 | 0.179209 | 0.885665 | -1.053183 | -0.716748 | -0.268413 | -0.000238 | -2 | -0.785587 | -0 | 0 | -0.006279 | 0 | 101,745 |
-1.077305 | -0.809699 | -1.486018 | 0.886914 | 0.823426 | 0.809872 | -0.268413 | 0 | -2 | -0.785587 | -0 | -0.000864 | -0.004981 | 0 | 101,746 |
-0.269472 | -0.13677 | 0.178921 | -0.077236 | 0.672313 | 0.508541 | -0.266695 | 0.000127 | -2 | -0.785587 | -0 | -0.000216 | -0.004331 | 0 | 101,747 |
0.269472 | -0.136697 | 0.512039 | 0.886914 | 0.000462 | 0.136247 | -0.266695 | 0 | -2 | -0.785587 | -0 | 0.000216 | -0.003246 | 0 | 101,748 |
-0.269472 | -0.473343 | -0.154268 | -0.077236 | 0.141341 | 0.358374 | -0.266695 | 0 | -2 | -0.785587 | -0 | -0.000216 | -0.003246 | 0 | 101,749 |
-0.673934 | -0.473343 | -0.32107 | -0.076819 | 0.526532 | 0.390518 | -0.262616 | 0.000302 | -2 | -0.785587 | -0 | -0.00054 | -0.00314 | 0 | 101,750 |
-0.404535 | -0.641784 | -0.32152 | 0.889418 | 0.272394 | 0.177365 | -0.268413 | -0.000429 | -2 | -0.785587 | -0 | -0.000324 | -0.003466 | 0 | 101,751 |
0.539351 | 0.200459 | 0.178561 | -0.077028 | 0.228081 | 0.25427 | -0.268413 | 0 | -2 | -0.785587 | -0 | 0.000432 | -0.004333 | 0 | 101,752 |
1.347359 | 1.209888 | 0.8453 | 0.885665 | 0.204393 | 0.535739 | -0.26283 | 0.000413 | -2 | -0.785587 | -0 | 0.00108 | -0.00563 | 0 | 101,753 |
0 | 0.19944 | 0.512039 | 0.885665 | -1.233282 | -0.834771 | -0.26283 | 0 | -2 | -0.785587 | -0 | 0 | -0.006282 | 0 | 101,754 |
0.134656 | 0.19944 | 0.179065 | -0.078069 | -0.106571 | 0.136247 | -0.26283 | 0 | -2 | -0.785587 | -0 | 0.000108 | -0.003352 | 0 | 101,755 |
-0.538711 | 1.543919 | -0.153908 | 0.886081 | 0.504743 | 0.325017 | -0.259395 | 0.000254 | -2 | -0.785587 | -0 | -0.000432 | -0.00054 | 0 | 101,756 |
-0.673716 | -0.305065 | -1.3208 | -0.077236 | 0.511912 | 0.25427 | -0.259395 | 0 | -2 | -0.785587 | -0 | -0.00054 | -0.001947 | 0 | 101,757 |
0.26953 | 0.200022 | 0.512039 | 0.887748 | -0.25654 | -0.222127 | -0.269487 | -0.000746 | -2 | -0.785587 | -0 | 0.000216 | -0.00173 | 0 | 101,758 |
0.269472 | -0.136697 | 0.178849 | 0.886914 | -0.106013 | -0.104104 | -0.269487 | 0 | -2 | -0.785587 | -0 | 0.000216 | -0.003029 | 0 | 101,759 |
0.538769 | 0.199731 | 0.67857 | -0.077861 | -0.385915 | -0.161147 | -0.277861 | -0.000619 | -2 | -0.785587 | -0 | 0.000432 | -0.003028 | 0 | 101,760 |
0.269297 | -0.136915 | 0.512039 | -0.078069 | -0.33691 | -0.222127 | -0.277861 | 0 | -2 | -0.785587 | -0 | 0.000216 | -0.003894 | 0 | 101,761 |
-0.538652 | -0.809771 | -0.486882 | 0.886498 | 0.886048 | 0.480479 | -0.289671 | -0.000873 | -2 | -0.785587 | -0 | -0.000432 | -0.005197 | 0 | 101,762 |
0 | -0.136842 | 0.512039 | 0.886498 | -0.484505 | -0.716748 | -0.289671 | 0 | -2 | -0.785587 | -0 | 0 | -0.005849 | 0 | 101,763 |
-0.808415 | -0.473343 | -0.487313 | -0.077236 | -0.227472 | -0.222127 | -0.295254 | -0.000413 | -2 | -0.785587 | -0 | -0.000648 | -0.002814 | 0 | 101,764 |
-0.269588 | -0.473343 | 0.178777 | 0.887748 | -0.057912 | -0.43528 | -0.295254 | 0 | -2 | -0.785587 | -0 | -0.000216 | -0.002814 | 0 | 101,765 |
0 | -0.136551 | 0.178705 | 0.888165 | 0.062984 | 0.390518 | -0.295254 | 0 | -2 | -0.785587 | -0 | 0 | -0.002814 | 0 | 101,766 |
0.80859 | 0.536814 | 0.512039 | -0.077445 | 0.547161 | 0.587745 | -0.29053 | 0.000349 | -2 | -0.785587 | -0 | 0.000648 | -0.003896 | 0 | 101,767 |
0.808066 | 0.536159 | 0.345489 | -0.078069 | 0.139898 | 0.390518 | -0.297617 | -0.000524 | -2 | -0.785587 | -0 | 0.000648 | -0.004978 | 0 | 101,768 |
-0.808066 | -0.473343 | -0.486882 | 0.886914 | -0.007451 | 0.093124 | -0.297617 | 0 | -2 | -0.785587 | -0 | -0.000648 | -0.004764 | 0 | 101,769 |
-0.80859 | -0.473343 | -0.654187 | 0.888165 | 0.388633 | 0.216654 | -0.272493 | 0.001857 | -2 | -0.785587 | -0 | -0.000648 | -0.004333 | 0 | 101,770 |
0.134801 | -0.136551 | 0.178705 | -0.077028 | -0.115575 | -0.104104 | -0.272493 | 0 | -2 | -0.785587 | -0 | 0.000108 | -0.004658 | 0 | 101,771 |
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