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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.454784 | -0.860266 | -1.544226 | 6.567631 | -0.20389 | 0.091037 | 0.361996 | 0.000952 | -0.046512 | -0.785587 | -0 | -0.000298 | -0.002239 | 0 | 5,901 |
0.227409 | 1.025327 | -0.485952 | -0.146254 | -0.351909 | 0.046813 | 0.361996 | 0 | -0.046512 | -0.785587 | -0 | 0.000149 | -0.002238 | 0 | 5,902 |
0.454716 | -0.05204 | 0.440091 | 6.563629 | -0.351909 | 0.019055 | 0.384382 | 0.002048 | -0.046512 | -0.785587 | -0 | 0.000298 | -0.002835 | 0 | 5,903 |
1.817511 | 2.36971 | 0.30793 | 13.256528 | 0.610876 | 1.151658 | 0.384382 | 0 | -0.046512 | -0.785587 | -0 | 0.001191 | -0.003728 | 0 | 5,904 |
-0.227071 | 1.291463 | -0.220025 | -0.156248 | 0.942723 | 1.232078 | 0.36026 | -0.002207 | -0.046512 | -0.785587 | -0 | -0.000149 | -0.003131 | 0 | 5,905 |
0 | 0.081734 | -1.012962 | 13.250541 | 0.663514 | 1.003921 | 0.36026 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.00328 | 0 | 5,906 |
-1.13586 | -0.456308 | -2.335113 | 6.561629 | 0.849175 | 1.375568 | 0.367722 | 0.000683 | -0.046512 | -0.785587 | -0 | -0.000745 | -0.001938 | 0 | 5,907 |
-1.819137 | 0.21682 | -2.337281 | 6.573639 | 0.070801 | 0.412644 | 0.367722 | 0 | -0.046512 | -0.785587 | -0 | -0.001192 | -0.001343 | 0 | 5,908 |
1.137215 | 2.103175 | 0.307694 | -0.149255 | 0.33165 | 0.723577 | 0.373623 | 0.00054 | -0.046512 | -0.785587 | -0 | 0.000745 | -0.002089 | 0 | 5,909 |
-2.730741 | -0.321462 | -2.868351 | 6.587677 | 0.251904 | 0.623933 | 0.373623 | 0 | -0.046512 | -0.785587 | -0 | -0.00179 | -0.001046 | 0 | 5,910 |
-1.139253 | -0.051155 | -2.609142 | 13.328662 | 0.383592 | 0.769102 | 0.373623 | 0 | -0.046512 | -0.785587 | -0 | -0.000747 | 0.000149 | 1 | 5,911 |
-0.455939 | 0.759083 | -1.018886 | -0.1302 | 0.097696 | 0.308247 | 0.373623 | 0 | -0.046512 | -0.785587 | -0 | -0.000299 | 0.002836 | 1 | 5,912 |
2.733595 | 2.648255 | 1.102565 | 6.579652 | 0.018389 | 0.116445 | 0.37397 | 0.000032 | -0.046512 | -0.785587 | -0 | 0.001792 | 0.000447 | 1 | 5,913 |
-1.138403 | -0.590844 | -1.016511 | 6.589685 | -0.099248 | 0.274758 | 0.37397 | 0 | -0.046512 | -0.785587 | -0 | -0.000746 | 0.002684 | 1 | 5,914 |
1.365981 | 1.566944 | -0.752595 | 6.577647 | -0.172223 | 0.225387 | 0.375184 | 0.000111 | -0.046512 | -0.785587 | -0 | 0.000895 | 0.001937 | 1 | 5,915 |
0.909975 | 1.565014 | -0.486584 | 6.567631 | 0.690837 | 0.573758 | 0.375184 | 0 | -0.046512 | -0.785587 | -0 | 0.000596 | 0.000894 | 1 | 5,916 |
-0.909975 | -0.321382 | -1.015326 | -0.142248 | -0.088974 | 0.07364 | 0.375531 | 0.000032 | -0.046512 | -0.785587 | -0 | -0.000596 | 0.002235 | 1 | 5,917 |
-0.910518 | -0.590844 | -0.486584 | -0.138237 | -0.395649 | -0.208035 | 0.375531 | 0 | -0.046512 | -0.785587 | -0 | -0.000597 | 0.002832 | 1 | 5,918 |
1.365574 | 1.5663 | 0.307496 | 6.573639 | -0.193781 | 0.028415 | 0.374664 | -0.000079 | -0.046512 | -0.785587 | -0 | 0.000895 | 0.002978 | 1 | 5,919 |
2.500382 | 2.371915 | 0.307733 | 6.551637 | -0.029609 | 0.274758 | 0.374664 | 0 | -0.046512 | -0.785587 | -0 | 0.001639 | 0.002082 | 1 | 5,920 |
-1.818053 | -0.321743 | -2.335547 | -0.147255 | -0.055286 | 0.195744 | 0.374664 | 0 | -0.046512 | -0.785587 | -0 | -0.001192 | 0.002382 | 1 | 5,921 |
-1.820222 | -0.321422 | -2.339017 | 6.581657 | -0.157347 | -0.029461 | 0.376399 | 0.000159 | -0.046512 | -0.785587 | -0 | -0.001193 | 0.002534 | 1 | 5,922 |
-0.227681 | 0.487889 | 0.307536 | -0.138237 | -0.211335 | -0.314896 | 0.376399 | 0 | -0.046512 | -0.785587 | -0 | -0.000149 | 0.002832 | 1 | 5,923 |
-0.227715 | -0.051316 | -1.017222 | 6.591694 | -0.112106 | 0.26096 | 0.334751 | -0.00381 | -0.046512 | -0.785587 | -0 | -0.000149 | 0.002237 | 1 | 5,924 |
-2.050962 | -1.670543 | -2.874006 | 6.60577 | 0.015695 | 0.308247 | 0.390629 | 0.005112 | -0.046512 | -1 | 0.614014 | -0.001344 | 0.003134 | 1 | 5,925 |
1.595431 | 1.569523 | -0.75418 | 6.589685 | 0.329936 | 0.812176 | 0.390629 | 0 | -0.046512 | -1 | 0.614014 | 0.001046 | 0.001939 | 1 | 5,926 |
-0.91147 | 2.106391 | -0.752793 | -0.131206 | 0.20831 | 0.301661 | 0.37449 | -0.001476 | -0.046512 | -1 | 0.614014 | -0.000597 | 0.003133 | 1 | 5,927 |
0.227919 | 0.759083 | 0.042077 | -0.132211 | -0.028889 | 0.082386 | 0.37449 | 0 | -0.046512 | -1 | 0.614014 | 0.000149 | 0.002685 | 1 | 5,928 |
1.822124 | 1.837936 | 0.837344 | 6.581657 | 0.153546 | 0.225387 | 0.382473 | 0.00073 | -0.046512 | -1 | 0.614014 | 0.001194 | 0.002236 | 1 | 5,929 |
-0.227647 | -0.051477 | -0.222035 | 6.581657 | -0.455507 | -0.314896 | 0.382473 | 0 | -0.046512 | -1 | 0.614014 | -0.000149 | 0.002831 | 1 | 5,930 |
-0.227681 | 0.757472 | 0.042711 | -0.137233 | 0.160701 | 0.525242 | 0.382473 | 0 | -0.046512 | -1 | 0.614014 | -0.000149 | 0.002981 | 1 | 5,931 |
0.227681 | -0.32106 | -0.7522 | -0.138237 | 0.120114 | 0.352895 | 0.382646 | 0.000016 | -0.046512 | -1 | 0.614014 | 0.000149 | 0.002236 | 1 | 5,932 |
-1.822396 | -0.860628 | -2.342495 | 6.599733 | 0.206775 | 0.346667 | 0.382646 | 0 | -0.046512 | -1 | 0.614014 | -0.001195 | 0.003282 | 1 | 5,933 |
0.683654 | 1.298771 | 0.042077 | 6.593703 | 0.327787 | 0.615041 | 0.387853 | 0.000476 | -0.046512 | -1 | 0.614014 | 0.000448 | 0.003131 | 1 | 5,934 |
0.455599 | 0.21887 | -1.283393 | 6.591694 | 0.532456 | 0.601515 | 0.387853 | 0 | -0.046512 | -1 | 0.614014 | 0.000299 | 0.003354 | 1 | 5,935 |
1.365981 | 2.375451 | 0.042473 | 6.577647 | 0.722996 | 0.97022 | 0.388026 | 0.000016 | -0.046512 | -1 | 0.614014 | 0.000895 | 0.001491 | 1 | 5,936 |
0.227545 | -0.321221 | -1.016274 | -0.141245 | 0.338465 | 0.473594 | 0.388026 | 0 | -0.046512 | -1 | 0.614014 | 0.000149 | 0.00149 | 1 | 5,937 |
0 | -0.321261 | 0.043027 | 6.575642 | -0.224561 | -0.01952 | 0.386464 | -0.000143 | -0.046512 | -1 | 0.614014 | 0 | 0.00149 | 1 | 5,938 |
1.364556 | 1.295391 | 0.836909 | -0.149255 | -0.296865 | 0.064797 | 0.386464 | 0 | -0.046512 | -1 | 0.614014 | 0.000894 | 0.001191 | 1 | 5,939 |
0 | -0.052201 | -0.485479 | -0.148255 | 0.088644 | 0.009584 | 0.389414 | 0.00027 | -0.046512 | -1 | 0.614014 | 0 | 0.001563 | 1 | 5,940 |
-1.137045 | -0.590844 | -0.750028 | 6.573639 | -0.240966 | -0.300732 | 0.389414 | 0 | -0.046512 | -1 | 0.614014 | -0.000745 | 0.002383 | 1 | 5,941 |
-2.504486 | -0.860426 | -2.605343 | 6.595712 | 0.07453 | 0.232629 | 0.375358 | -0.001286 | -0.046512 | -1 | 0.614014 | -0.001642 | 0.004471 | 1 | 5,942 |
1.821852 | 2.376779 | 0.837304 | -0.141245 | 0.311234 | 0.24692 | 0.375358 | 0 | -0.046512 | -1 | 0.614014 | 0.001194 | 0.003128 | 1 | 5,943 |
-0.569095 | 0.487567 | -0.221917 | 6.58567 | -0.484015 | -0.564403 | 0.372755 | -0.000238 | -0.046512 | -1 | 0.614014 | -0.000373 | 0.004393 | 1 | 5,944 |
0.796674 | 1.700866 | 0.704709 | 6.575642 | -0.184717 | -0.060048 | 0.372755 | 0 | -0.046512 | -1 | 0.614014 | 0.000522 | 0.002979 | 1 | 5,945 |
1.137384 | 0.756869 | 0.042948 | -0.147255 | -0.302177 | -0.329316 | 0.389935 | 0.001572 | -0.046512 | -1 | 0.614014 | 0.000746 | 0.002531 | 1 | 5,946 |
0.454716 | -0.05204 | -0.088927 | -0.148255 | -0.238042 | -0.171376 | 0.389935 | 0 | -0.046512 | -1 | 0.614014 | 0.000298 | 0.002233 | 1 | 5,947 |
-3.641531 | 0.082435 | -3.662669 | -0.133216 | 0.309911 | 0.468241 | 0.389935 | 0 | -0.046512 | -1 | 0.614014 | -0.002387 | 0.004768 | 1 | 5,948 |
-1.367818 | 1.97239 | -1.01841 | -0.126175 | 0.263333 | 0.440925 | 0.374317 | -0.001429 | -0.046512 | -1 | 0.614014 | -0.000897 | 0.005665 | 1 | 5,949 |
1.937381 | 2.379439 | 0.572321 | -0.135225 | 0.441849 | 0.615041 | 0.375011 | 0.000063 | -0.046512 | -1 | 0.614014 | 0.00127 | 0.004692 | 1 | 5,950 |
-1.025366 | -0.455896 | -0.620148 | 6.599733 | -0.055286 | 0.046813 | 0.375011 | 0 | -0.046512 | -1 | 0.614014 | -0.000672 | 0.005364 | 1 | 5,951 |
0.227919 | 1.433668 | -0.488325 | 6.597723 | 0.360985 | 0.274758 | 0.375011 | 0 | -0.046512 | -1 | 0.614014 | 0.000149 | 0.004769 | 1 | 5,952 |
-0.455871 | -0.320818 | 0.042157 | 6.601745 | -0.350764 | -0.545119 | 0.375531 | 0.000048 | -0.046512 | -1 | 0.614014 | -0.000299 | 0.006999 | 1 | 5,953 |
0.455871 | 0.759284 | 0.837423 | -0.131206 | 0.07391 | -0.049722 | 0.375531 | 0 | -0.046512 | -1 | 0.614014 | 0.000299 | 0.0067 | 1 | 5,954 |
0.683552 | 1.028705 | 0.307259 | -0.134221 | -0.090545 | -0.0097 | 0.374317 | -0.000111 | -0.046512 | -1 | 0.614014 | 0.000448 | 0.005807 | 1 | 5,955 |
-0.227817 | 0.218749 | -0.487691 | -0.134221 | 0.721533 | 0.843025 | 0.374317 | 0 | -0.046512 | -1 | 0.614014 | -0.000149 | 0.005807 | 1 | 5,956 |
0.911062 | 1.028222 | 0.042315 | -0.138237 | 0.497281 | 0.662768 | 0.375358 | 0.000095 | -0.046512 | -1 | 0.614014 | 0.000597 | 0.004765 | 1 | 5,957 |
-0.911062 | -0.051316 | -0.7522 | 6.593703 | 0.680036 | 0.849722 | 0.375358 | 0 | -0.046512 | -1 | 0.614014 | -0.000597 | 0.004916 | 1 | 5,958 |
0 | -0.320899 | -0.222747 | -0.133216 | 0.386762 | 0.440925 | 0.376399 | 0.000095 | -0.046512 | -1 | 0.614014 | 0 | 0.004768 | 1 | 5,959 |
-1.139593 | -0.590844 | -1.018172 | -0.128188 | 0.486064 | 0.569036 | 0.376399 | 0 | -0.046512 | -1 | 0.614014 | -0.000747 | 0.005663 | 1 | 5,960 |
0.683858 | 0.489501 | 0.30714 | -0.131206 | 0.447668 | 0.478911 | 0.375184 | -0.000111 | -0.046512 | -1 | 0.614014 | 0.000448 | 0.004323 | 1 | 5,961 |
3.642075 | 3.994115 | 0.307259 | -0.148255 | 0.624204 | 0.836272 | 0.375184 | 0 | -0.046512 | -1 | 0.614014 | 0.002387 | 0.001936 | 1 | 5,962 |
-0.909704 | 0.755664 | -0.750225 | 6.571636 | 0.731711 | 0.772781 | 0.383167 | 0.00073 | -0.046512 | -1 | 0.614014 | -0.000596 | 0.00216 | 1 | 5,963 |
2.273243 | 2.910077 | -0.221562 | 6.553635 | 0.250462 | 0.499834 | 0.383167 | 0 | -0.046512 | -1 | 0.614014 | 0.00149 | 0.001637 | 1 | 5,964 |
0.227138 | -0.052602 | -0.749043 | -0.154252 | 0.131057 | 0.31478 | 0.372061 | -0.001016 | -0.046512 | -1 | 0.614014 | 0.000149 | 0.001488 | 1 | 5,965 |
-0.681516 | -0.321743 | -0.220261 | 6.557631 | 0.029721 | -0.102739 | 0.372061 | 0 | -0.046512 | -1 | 0.614014 | -0.000447 | 0.001934 | 1 | 5,966 |
1.135691 | 0.754862 | -0.220615 | 6.547645 | 0.060124 | 0.149113 | 0.371714 | -0.000032 | -0.046512 | -1 | 0.614014 | 0.000744 | 0.00119 | 1 | 5,967 |
0 | -0.321823 | -0.220025 | 6.547645 | -0.072691 | -0.081109 | 0.371714 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.00119 | 1 | 5,968 |
1.588548 | 1.828905 | 0.572321 | 6.53369 | 0.563486 | 0.794509 | 0.371193 | -0.000048 | -0.046512 | -1 | 0.614014 | 0.001041 | 0.000149 | 1 | 5,969 |
1.133665 | 1.557967 | -0.2192 | -0.168203 | 0.283809 | 0.504981 | 0.371193 | 0 | -0.046512 | -1 | 0.614014 | 0.000743 | -0.000594 | 0 | 5,970 |
-1.3605 | -0.590844 | -1.537619 | -0.162231 | -0.036121 | 0.164961 | 0.385249 | 0.001286 | -0.046512 | -1 | 0.614014 | -0.000892 | 0.000297 | 1 | 5,971 |
-1.588784 | -0.859665 | -1.803657 | -0.15525 | -0.090545 | -0.233443 | 0.385249 | 0 | -0.046512 | -1 | 0.614014 | -0.001041 | 0.001339 | 1 | 5,972 |
0.227071 | 0.754061 | 0.044051 | 6.549641 | 0.325631 | 0.406866 | 0.37987 | -0.000492 | -0.046512 | -1 | 0.614014 | 0.000149 | 0.00119 | 1 | 5,973 |
-1.135691 | -1.129006 | -1.80578 | 6.557631 | 0.558872 | 0.525242 | 0.37987 | 0 | -0.046512 | -1 | 0.614014 | -0.000744 | 0.001934 | 1 | 5,974 |
-0.681821 | 0.485801 | -0.220615 | 6.563629 | 0.180138 | 0.365207 | 0.384208 | 0.000397 | -0.046512 | -1 | 0.614014 | -0.000447 | -0.001193 | 0 | 5,975 |
-0.227341 | -0.052201 | -0.485479 | -0.147255 | 0.669855 | 0.520224 | 0.384208 | 0 | -0.046512 | -1 | 0.614014 | -0.000149 | -0.000298 | 0 | 5,976 |
0.909162 | 0.486443 | -0.485637 | -0.152254 | 0.116038 | 0.132946 | 0.386985 | 0.000254 | -0.046512 | -1 | 0.614014 | 0.000596 | -0.000894 | 0 | 5,977 |
-0.454513 | 0.485801 | -0.220615 | 6.561629 | -0.106451 | 0.037667 | 0.386985 | 0 | -0.046512 | -1 | 0.614014 | -0.000298 | -0.000596 | 0 | 5,978 |
1.136029 | 0.755263 | 0.043579 | 6.551637 | 0.003442 | 0.108065 | 0.386985 | 0 | -0.046512 | -1 | 0.614014 | 0.000745 | -0.001192 | 0 | 5,979 |
0.681212 | 0.216339 | 0.043972 | -0.157246 | 0.174793 | 0.418381 | 0.383514 | -0.000317 | -0.046512 | -1 | 0.614014 | 0.000447 | -0.002235 | 0 | 5,980 |
0 | -0.321863 | 0.044208 | -0.157246 | 0.965769 | 0.157076 | 0.383514 | 0 | -0.046512 | -1 | 0.614014 | 0 | -0.001191 | 0 | 5,981 |
-0.90835 | -0.321863 | -0.484062 | 6.553635 | 0.046059 | -0.01952 | 0.383688 | 0.000016 | -0.046512 | -1 | 0.614014 | -0.000595 | 0.000149 | 1 | 5,982 |
-0.227172 | 0.216459 | -1.145644 | -0.152254 | 0.211371 | 0.301661 | 0.383688 | 0 | -0.046512 | -1 | 0.614014 | -0.000149 | 0 | 0 | 5,983 |
0.45431 | 0.485641 | 0.572321 | 6.549641 | -0.151314 | -0.233443 | 0.383688 | 0 | -0.046512 | -1 | 0.614014 | 0.000298 | 0.000149 | 1 | 5,984 |
0.794717 | 0.350835 | 0.043972 | 6.54565 | 0.245634 | 0.308247 | 0.383688 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000521 | 0.000074 | 1 | 5,985 |
-1.476233 | -0.725339 | -1.408766 | -0.151255 | 0.274112 | 0.32126 | 0.378308 | -0.000492 | -0.046512 | -1.164525 | 1.414214 | -0.000968 | 0.00134 | 1 | 5,986 |
0.227206 | 0.485801 | 0.043736 | 6.555632 | -0.036849 | 0.082386 | 0.378308 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000149 | 0.000596 | 1 | 5,987 |
0 | 0.485641 | 0.043815 | -0.153253 | 0.190706 | 0.082386 | 0.378655 | 0.000032 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.000893 | 1 | 5,988 |
0.908485 | 1.023643 | 0.836515 | -0.156248 | 0.059491 | 0.225387 | 0.378655 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000596 | 0.000595 | 1 | 5,989 |
0.567529 | 0.216099 | -1.93799 | -0.159241 | -0.089759 | 0.359075 | 0.376573 | -0.00019 | -0.046512 | -1.164525 | 1.414214 | 0.000372 | -0.000149 | 0 | 5,990 |
0.11348 | 0.081384 | -0.21973 | 6.541661 | 0.533096 | 0.679441 | 0.376573 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000074 | 0.000223 | 1 | 5,991 |
0.680705 | 1.021962 | 0.308363 | -0.163227 | 0.465191 | 0.772781 | 0.375705 | -0.000079 | -0.046512 | -1.164525 | 1.414214 | 0.000446 | 0.000446 | 1 | 5,992 |
-0.226868 | -0.590844 | -1.275387 | -0.162231 | 0.592306 | 0.451963 | 0.375705 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000149 | 0.000149 | 1 | 5,993 |
1.360702 | 1.021483 | 0.044522 | 6.527718 | 0.568981 | 0.658545 | 0.374143 | -0.000143 | -0.046512 | -1.164525 | 1.414214 | 0.000892 | -0.001189 | 0 | 5,994 |
-1.360702 | -0.053721 | -1.010134 | 6.537674 | 0.74529 | 0.658545 | 0.374143 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000892 | -0.000595 | 0 | 5,995 |
0.453702 | 0.215499 | 0.044522 | 6.53369 | 0.382797 | 0.389277 | 0.375531 | 0.000127 | -0.046512 | -1.164525 | 1.414214 | 0.000297 | -0.000521 | 0 | 5,996 |
0 | 1.826388 | 0.30852 | 6.53369 | 0.940055 | 1.022943 | 0.375531 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.000446 | 1 | 5,997 |
0.2268 | 1.289505 | -0.2192 | 6.529708 | 1.262624 | 1.12846 | 0.375879 | 0.000032 | -0.046512 | -1.164525 | 1.414214 | 0.000149 | 0.000074 | 1 | 5,998 |
0 | -0.322143 | 0.044758 | 6.53369 | 0.693383 | 0.499834 | 0.375879 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | -0.000149 | 0 | 5,999 |
0.4535 | 0.21514 | 0.044758 | -0.167208 | 0.718107 | 0.761692 | 0.381085 | 0.000476 | -0.046512 | -1.164525 | 1.414214 | 0.000297 | -0.000669 | 0 | 6,000 |
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