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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.361775 | -0.813443 | -1.17137 | -0.066698 | 0.868937 | 0.562124 | -0.049173 | 0 | -0.2 | -0.267949 | -0.517638 | -0.001092 | 0.000437 | 1 | 103,172 |
0.544889 | 0.207376 | 0.848867 | -0.066911 | -0.871904 | -0.834771 | -0.053253 | -0.000302 | -0.2 | -0.267949 | -0.517638 | 0.000437 | 0 | 0 | 103,173 |
-0.272414 | -0.813666 | -0.161545 | -0.066698 | -0.810689 | -1.132165 | -0.053253 | 0 | -0.2 | -0.267949 | -0.517638 | -0.000218 | 0.001092 | 1 | 103,174 |
-0.272474 | -0.473343 | 0.17521 | -0.066485 | -0.729722 | -0.43528 | -0.04767 | 0.000413 | -0.2 | -0.267949 | -0.517638 | -0.000218 | 0.001964 | 1 | 103,175 |
-0.545127 | -0.813814 | -0.16184 | 0.909256 | -1.059148 | -0.971018 | -0.04767 | 0 | -0.2 | -0.267949 | -0.517638 | -0.000437 | 0.002401 | 1 | 103,176 |
0.272593 | -0.132797 | 0.849014 | -0.066272 | -0.637118 | -1.132165 | -0.041228 | 0.000476 | -0.2 | -0.267949 | -0.517638 | 0.000219 | 0.002401 | 1 | 103,177 |
0.272534 | -0.132872 | 0.175063 | 0.908829 | -1.512002 | -0.971018 | -0.041228 | 0 | -0.2 | -0.267949 | -0.517638 | 0.000219 | 0.002836 | 1 | 103,178 |
-0.954128 | -1.15436 | -0.667442 | -0.065845 | -0.288718 | -0.104104 | -0.03221 | 0.000667 | -0.2 | -0.267949 | -0.517638 | -0.000765 | 0.003601 | 1 | 103,179 |
0.136349 | -0.303005 | 0.343468 | -0.065845 | -1.835848 | -1.583663 | -0.03221 | 0 | -0.2 | -0.267949 | -0.517638 | 0.000109 | 0.003274 | 1 | 103,180 |
0 | -0.473343 | 0.174915 | 0.910536 | -0.612051 | -0.834771 | -0.035001 | -0.000206 | -0.2 | -0.267949 | -0.517638 | 0 | 0.00371 | 1 | 103,181 |
0 | -0.303024 | 0.512039 | -0.065845 | -0.793544 | -0.971018 | -0.035001 | 0 | -0.2 | -0.267949 | -0.517638 | 0 | 0.003056 | 1 | 103,182 |
-0.136349 | -0.132723 | 0.174915 | -0.065845 | -0.852835 | -0.612644 | -0.035431 | -0.000032 | -0.2 | -0.267949 | -0.517638 | -0.000109 | 0.003383 | 1 | 103,183 |
0.409001 | 0.037615 | 0.680591 | -0.065845 | -0.545302 | -1.329392 | -0.035431 | 0 | -0.2 | -0.267949 | -0.517638 | 0.000328 | 0.00262 | 1 | 103,184 |
-0.545365 | -0.132797 | -0.162134 | -0.065845 | 1.227539 | -0.612644 | -0.03586 | -0.000032 | -0.2 | -0.535898 | -0.385986 | -0.000437 | 0.003275 | 1 | 103,185 |
0.409046 | 0.207972 | 0.849162 | -0.066272 | -0.216521 | -0.971018 | -0.03586 | 0 | -0.2 | -0.535898 | -0.385986 | 0.000328 | 0.003818 | 1 | 103,186 |
0.95392 | 0.718371 | 0.680554 | -0.066485 | -0.767863 | -0.519521 | -0.033928 | 0.000143 | -0.4 | -0.535898 | -0.385986 | 0.000765 | 0.002618 | 1 | 103,187 |
-0.545008 | -0.473343 | -0.161692 | -0.066485 | -0.804916 | -0.971018 | -0.033928 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000437 | 0.00349 | 1 | 103,188 |
0 | -0.132872 | -0.161987 | -0.066272 | -0.219239 | 0.093124 | -0.035001 | -0.000079 | -0.4 | -0.535898 | -0.385986 | 0 | 0.004144 | 1 | 103,189 |
0 | -0.473343 | 0.512039 | -0.066485 | -1.316578 | -1.329392 | -0.035001 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.004144 | 1 | 103,190 |
0 | 0.207525 | 0.512039 | 0.909256 | -0.893872 | -0.519521 | -0.035645 | -0.000048 | -0.4 | -0.535898 | -0.385986 | 0 | 0.003926 | 1 | 103,191 |
-0.272593 | -0.813889 | 0.175063 | -0.066698 | -0.734774 | -1.583663 | -0.035645 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000219 | 0.003709 | 1 | 103,192 |
0.272593 | 0.548071 | 0.849014 | -0.066698 | -1.007594 | -0.716748 | -0.04402 | -0.000619 | -0.4 | -0.535898 | -0.385986 | 0.000219 | 0.003273 | 1 | 103,193 |
0.817422 | 0.547847 | 1.185769 | -0.066911 | -0.679993 | -0.971018 | -0.04402 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000655 | 0.00327 | 1 | 103,194 |
0.272355 | -0.133095 | 0.84872 | -0.066911 | -2.45844 | -1.942037 | -0.04402 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000218 | 0.002617 | 1 | 103,195 |
-0.272355 | -0.813591 | 0.175357 | -0.067124 | -0.184242 | -0.834771 | -0.088898 | -0.003318 | -0.4 | -0.535898 | -0.385986 | -0.000218 | 0.001964 | 1 | 103,196 |
1.361181 | 1.906835 | 0.84872 | -0.068187 | 0.744498 | 0.748892 | -0.057548 | 0.002318 | -0.4 | -0.535898 | -0.385986 | 0.001091 | 0.001199 | 1 | 103,197 |
-0.952671 | -0.813294 | -0.66564 | -0.067549 | 0.095169 | 0.047788 | -0.057548 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000764 | 0.002181 | 1 | 103,198 |
0.680553 | 0.37686 | 0.343725 | -0.067762 | 0.046605 | -0.104104 | -0.070861 | -0.000984 | -0.4 | -0.535898 | -0.385986 | 0.000546 | 0.001962 | 1 | 103,199 |
0 | -0.473343 | 0.512039 | -0.068187 | -0.658889 | -0.161147 | -0.070861 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.001744 | 1 | 103,200 |
0 | -0.473343 | 0.512039 | -0.067975 | -0.893872 | -0.971018 | -0.070861 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.002833 | 1 | 103,201 |
-0.544413 | -0.473343 | -0.160957 | -0.067337 | -0.518114 | -0.612644 | -0.061413 | 0.000698 | -0.4 | -0.535898 | -0.385986 | -0.000436 | 0.001963 | 1 | 103,202 |
-0.272296 | -0.473343 | 0.17543 | -0.067337 | -1.258288 | -0.971018 | -0.061413 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000218 | 0.002834 | 1 | 103,203 |
-0.272355 | -0.473343 | 0.175357 | -0.066911 | -0.151885 | -0.971018 | -0.060554 | 0.000063 | -0.4 | -0.535898 | -0.385986 | -0.000218 | 0.002399 | 1 | 103,204 |
-0.272414 | -0.813666 | -0.161545 | -0.066698 | -0.582846 | -0.161147 | -0.060554 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000218 | 0.0024 | 1 | 103,205 |
-0.272474 | -0.133021 | 0.17521 | -0.066698 | -0.525082 | -0.612644 | -0.053253 | 0.00054 | -0.4 | -0.535898 | -0.385986 | -0.000218 | 0.002836 | 1 | 103,206 |
0.136244 | 0.207376 | 0.680462 | -0.066698 | -1.419901 | -1.132165 | -0.053253 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000109 | 0.002509 | 1 | 103,207 |
0.408644 | 1.05769 | 0.512039 | -0.067124 | -0.08898 | -0.287628 | -0.056474 | -0.000238 | -0.4 | -0.535898 | -0.385986 | 0.000328 | 0.002399 | 1 | 103,208 |
0 | 0.207079 | 0.512039 | -0.067124 | -1.038538 | -0.971018 | -0.056474 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.002726 | 1 | 103,209 |
0 | 0.207079 | 0.512039 | -0.067337 | -0.578978 | -0.287628 | -0.053468 | 0.000222 | -0.4 | -0.535898 | -0.385986 | 0 | 0.003706 | 1 | 103,210 |
0 | -0.473343 | 0.512039 | -0.067337 | -4.029688 | -2.554681 | -0.053468 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.004141 | 1 | 103,211 |
-0.544889 | -0.133095 | -0.161545 | -0.066911 | -0.108248 | -0.358374 | -0.054112 | -0.000048 | -0.4 | -0.535898 | -0.385986 | -0.000437 | 0.003816 | 1 | 103,212 |
1.089539 | 1.227898 | 1.185622 | -0.067549 | 0.359712 | 0.047788 | -0.054112 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000874 | 0.003051 | 1 | 103,213 |
0.272236 | -0.133243 | -0.161251 | -0.067762 | 0.348318 | 0.136247 | -0.05218 | 0.000143 | -0.4 | -0.535898 | -0.385986 | 0.000218 | 0.002616 | 1 | 103,214 |
-0.544532 | -0.473343 | -0.497786 | -0.067337 | 0.130054 | 0.25427 | -0.05218 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000437 | 0.002399 | 1 | 103,215 |
1.632882 | 1.566587 | 0.343707 | -0.068612 | 0.569103 | 0.535739 | -0.05218 | 0 | -0.4 | -0.535898 | -0.385986 | 0.001309 | 0.001307 | 1 | 103,216 |
0 | -0.473343 | 0.512039 | -0.068612 | -0.584142 | -0.43528 | -0.05218 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.001525 | 1 | 103,217 |
-1.088351 | -0.133614 | -0.833366 | -0.067762 | 0.155932 | 0.390518 | -0.05218 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000873 | 0.001744 | 1 | 103,218 |
-0.816887 | -0.813443 | -0.497786 | -0.067124 | -0.059452 | 0.136247 | -0.041443 | 0.000794 | -0.4 | -0.535898 | -0.385986 | -0.000655 | 0.001528 | 1 | 103,219 |
-1.090015 | -0.133095 | -0.835423 | -0.066058 | 1.227061 | 0.587745 | -0.052609 | -0.000825 | -0.4 | -0.535898 | -0.385986 | -0.000874 | 0.003491 | 1 | 103,220 |
0.817601 | 0.888393 | 0.174989 | -0.066911 | 0.040608 | -0.05052 | -0.052609 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000656 | 0.002618 | 1 | 103,221 |
0.272414 | -0.133021 | 0.17521 | -0.066911 | 0.236982 | 0.325017 | -0.074726 | -0.001635 | -0.4 | -0.535898 | -0.385986 | 0.000218 | 0.00327 | 1 | 103,222 |
0 | -0.473343 | -0.161545 | -0.067337 | -0.338589 | -0.358374 | -0.062701 | 0.000889 | -0.4 | -0.535898 | -0.385986 | 0 | 0.002399 | 1 | 103,223 |
1.089063 | 1.567032 | 1.185328 | -0.067762 | -0.176609 | -0.43528 | -0.062701 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000873 | 0.001526 | 1 | 103,224 |
0.816174 | 0.546288 | 0.512039 | 0.905001 | -0.429602 | -0.612644 | -0.060554 | 0.000159 | -0.4 | -0.535898 | -0.385986 | 0.000654 | 0.000436 | 1 | 103,225 |
0 | -0.133614 | 0.175797 | 0.905425 | -0.275025 | -0.612644 | -0.060554 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.000436 | 1 | 103,226 |
0.271939 | -0.133614 | -0.160517 | 0.905001 | -0.251471 | -0.43528 | -0.068284 | -0.000571 | -0.4 | -0.535898 | -0.385986 | 0.000218 | 0.000872 | 1 | 103,227 |
0.815462 | 0.545399 | 0.175871 | 0.903304 | -0.374155 | -0.358374 | -0.068284 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000654 | 0 | 0 | 103,228 |
0 | 0.205449 | 0.512039 | 0.903304 | 0.181353 | -0.358374 | -0.070432 | -0.000159 | -0.4 | -0.535898 | -0.385986 | 0 | 0.000218 | 1 | 103,229 |
-0.271762 | -0.473343 | -0.496025 | 0.90288 | 0.580179 | 0.136247 | -0.075585 | -0.000381 | -0.4 | -0.535898 | -0.385986 | -0.000218 | 0.000436 | 1 | 103,230 |
0.543464 | 0.714607 | 1.183861 | -0.069883 | -0.832374 | -0.519521 | -0.075585 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000436 | -0.000218 | 0 | 103,231 |
-0.815285 | -0.133984 | -0.495805 | 0.904152 | 0.144935 | 0.612644 | -0.066996 | 0.000635 | -0.4 | -0.535898 | -0.385986 | -0.000654 | 0.000436 | 1 | 103,232 |
0.271821 | -0.133762 | 0.175944 | 0.903728 | 0.461357 | -0.104104 | -0.066996 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000218 | -0.000218 | 0 | 103,233 |
-0.543701 | -0.473343 | -0.496245 | 0.904576 | 0.366295 | 0.535739 | -0.060554 | 0.000476 | -0.4 | -0.535898 | -0.385986 | -0.000436 | 0.000654 | 1 | 103,234 |
0.27188 | 0.205893 | 0.175871 | 0.903728 | 0.214621 | -0.05052 | -0.060554 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000218 | 0 | 0 | 103,235 |
1.086928 | 1.223821 | 1.184008 | 0.90288 | 0.279501 | 0.451498 | -0.056474 | 0.000302 | -0.4 | -0.535898 | -0.385986 | 0.000871 | -0.001526 | 0 | 103,236 |
-0.543346 | -0.812702 | -0.159638 | 0.903304 | -0.547729 | -0.716748 | -0.056474 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000436 | -0.001308 | 0 | 103,237 |
0.543346 | 0.205449 | 0.512039 | -0.069883 | -0.418845 | -0.612644 | -0.068929 | -0.000921 | -0.4 | -0.535898 | -0.385986 | 0.000436 | -0.001526 | 0 | 103,238 |
0.814575 | 0.544291 | 0.847767 | 0.90161 | 0.47272 | 0.25427 | -0.048959 | 0.001476 | -0.4 | -0.535898 | -0.385986 | 0.000653 | -0.002179 | 0 | 103,239 |
0 | -0.473343 | -0.494928 | 0.902033 | -0.093872 | -0.05052 | -0.048959 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001743 | 0 | 103,240 |
-0.271466 | -0.81248 | -0.494928 | -0.070095 | -1.885158 | -1.329392 | -0.053468 | -0.000333 | -0.4 | -0.535898 | -0.385986 | -0.000218 | -0.001307 | 0 | 103,241 |
-0.543109 | -0.134206 | -0.495147 | 0.902457 | -0.546514 | -0.519521 | -0.053468 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000435 | -0.000871 | 0 | 103,242 |
-0.271643 | -0.134058 | 0.176237 | -0.069672 | -0.566271 | -0.519521 | -0.063131 | -0.000714 | -0.4 | -0.535898 | -0.385986 | -0.000218 | -0.000436 | 0 | 103,243 |
0.814752 | 1.561703 | 0.512039 | 0.90161 | 0.27837 | 0.290351 | -0.063131 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000653 | -0.001089 | 0 | 103,244 |
-0.543109 | 0.204858 | -0.831022 | 0.90288 | 0.197579 | 0.480479 | -0.063131 | 0 | -0.4 | -0.785587 | -0 | -0.000435 | -0.000436 | 0 | 103,245 |
-1.086928 | -1.152135 | -0.831607 | 0.903728 | -0.126457 | -0.161147 | -0.05948 | 0.00027 | -0.4 | -0.785587 | -0 | -0.000871 | 0 | 0 | 103,246 |
0.407709 | 0.545177 | 0.84806 | 0.90288 | 0.05085 | -0.612644 | -0.05948 | 0 | -0.4 | -0.785587 | -0 | 0.000327 | -0.000109 | 0 | 103,247 |
0.271732 | 0.375193 | 0.008034 | -0.06946 | -0.122998 | -0.222127 | -0.05948 | 0 | -0.4 | -0.785587 | -0 | 0.000218 | -0.000327 | 0 | 103,248 |
0.407487 | 0.375008 | 0.344092 | 0.902457 | -0.354794 | -0.287628 | -0.080953 | -0.001587 | -0.4 | -0.785587 | -0 | 0.000327 | -0.00098 | 0 | 103,249 |
-0.271643 | -0.812702 | 0.176237 | 0.90288 | -0.113311 | -0.358374 | -0.06807 | 0.000952 | -0.4 | -0.785587 | -0 | -0.000218 | 0.000218 | 1 | 103,250 |
1.357625 | 1.222713 | 0.512039 | 0.901187 | -0.552615 | -0.358374 | -0.06807 | 0 | -0.4 | -0.785587 | -0 | 0.001088 | -0.000653 | 0 | 103,251 |
-1.629327 | -0.473343 | -1.670079 | -0.069248 | 0.725272 | 0.25427 | -0.057333 | 0.000794 | -0.4 | -0.785587 | -0 | -0.001306 | 0.000871 | 1 | 103,252 |
0.81493 | 0.544734 | 0.512039 | 0.902457 | -0.385002 | -0.612644 | -0.057333 | 0 | -0.4 | -0.785587 | -0 | 0.000653 | 0.000218 | 1 | 103,253 |
-0.81493 | -1.151987 | -1.167336 | 0.903728 | 0.154173 | 0.136247 | -0.044235 | 0.000968 | -0.4 | -0.785587 | -0 | -0.000653 | 0.000871 | 1 | 103,254 |
-0.271762 | 0.544734 | 0.176091 | 0.903304 | 0.22311 | 0.421534 | -0.044235 | 0 | -0.4 | -0.785587 | -0 | -0.000218 | 0.001524 | 1 | 103,255 |
0.271762 | 0.375285 | 0.176017 | 0.90288 | 0.503603 | 0.451498 | -0.044235 | 0 | -0.4 | -0.785587 | -0 | 0.000218 | 0.001306 | 1 | 103,256 |
-0.271762 | -0.473343 | 0.176091 | 0.903304 | -0.861231 | -0.971018 | -0.074082 | -0.002207 | -0.4 | -0.785587 | -0 | -0.000218 | 0.001742 | 1 | 103,257 |
0.271762 | 0.205597 | 0.847986 | 0.903304 | -0.399794 | -0.104104 | -0.074082 | 0 | -0.4 | -0.785587 | -0 | 0.000218 | 0.001524 | 1 | 103,258 |
0.407531 | 0.205449 | 0.847913 | -0.069672 | -0.495488 | -0.519521 | -0.069143 | 0.000365 | -0.4 | -0.785587 | -0 | 0.000327 | 0.001632 | 1 | 103,259 |
1.221796 | 1.392014 | 0.67993 | 0.900764 | 0.411021 | 1.003162 | -0.073867 | -0.000349 | -0.4 | -0.785587 | -0 | 0.00098 | 0.001305 | 1 | 103,260 |
0.542636 | 0.543405 | 0.176529 | -0.071152 | 0.18236 | 0.047788 | -0.073867 | 0 | -0.4 | -0.785587 | -0 | 0.000435 | 0.000435 | 1 | 103,261 |
-0.949769 | -0.134501 | -0.829853 | -0.070307 | 0.341015 | 0.421534 | -0.089972 | -0.001191 | -0.4 | -0.785587 | -0 | -0.000761 | 0.001196 | 1 | 103,262 |
0.135726 | 0.37427 | 0.008583 | 0.900764 | 0.266644 | 0.480479 | -0.089972 | 0 | -0.4 | -0.785587 | -0 | 0.000109 | 0.00174 | 1 | 103,263 |
-0.271466 | 0.543626 | 0.176456 | -0.070307 | -0.548947 | -0.358374 | -0.069358 | 0.001524 | -0.4 | -0.785587 | -0 | -0.000218 | 0.000218 | 1 | 103,264 |
-0.814752 | -0.812554 | -0.495147 | 0.902457 | -0.580264 | -0.834771 | -0.069358 | 0 | -0.4 | -0.785587 | -0 | -0.000653 | 0.000436 | 1 | 103,265 |
0.271643 | 0.205301 | 0.512039 | 0.902457 | -0.546514 | -0.222127 | -0.069358 | 0 | -0.4 | -0.785587 | -0 | 0.000218 | -0.000436 | 0 | 103,266 |
0.271584 | 0.035557 | 0.847767 | -0.070095 | -0.658889 | -0.519521 | -0.068499 | 0.000063 | -0.4 | -0.785587 | -0 | 0.000218 | -0.001089 | 0 | 103,267 |
-0.81493 | -0.134132 | -0.663331 | -0.06946 | -0.157966 | 0.093124 | -0.068499 | 0 | -0.4 | -0.785587 | -0 | -0.000653 | -0.000981 | 0 | 103,268 |
-1.087402 | 0.205449 | -0.832193 | 0.903304 | -0.171577 | -0.05052 | -0.069787 | -0.000095 | -0.4 | -0.785587 | -0 | -0.000872 | 0.000436 | 1 | 103,269 |
1.359104 | 1.56392 | 1.520322 | 0.902457 | -0.947885 | -0.43528 | -0.069787 | 0 | -0.4 | -0.785587 | -0 | 0.00109 | -0.00109 | 0 | 103,270 |
-0.271702 | 0.205301 | 0.176164 | 0.903304 | 0.25732 | -0.161147 | -0.0758 | -0.000444 | -0.4 | -0.785587 | -0 | -0.000218 | -0.001308 | 0 | 103,271 |
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