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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 | -0.060341 | 0.572321 | -0.249734 | -0.278071 | -0.286814 | 0.745336 | 0.000095 | -0.046512 | 0.249689 | 0 | 0 | -0.003381 | 0 | 6,501 |
-1.34392 | -0.590844 | -1.251241 | -0.24585 | 0.174793 | 0.24692 | 0.745336 | 0 | -0.046512 | 0.249689 | 0 | -0.000881 | -0.002059 | 0 | 6,502 |
1.120016 | 0.736288 | 0.572321 | -0.249734 | -0.338295 | -0.147837 | 0.750889 | 0.000508 | -0.046512 | 0.249689 | 0 | 0.000734 | -0.003087 | 0 | 6,503 |
-0.671911 | -0.458184 | -0.469638 | -0.24585 | -0.078849 | 0.037667 | 0.750889 | 0 | -0.046512 | 0.249689 | 0 | -0.00044 | -0.002352 | 0 | 6,504 |
-0.224036 | 0.205319 | 0.311774 | -0.24585 | 0.058223 | -0.329316 | 0.758004 | 0.000651 | -0.046512 | 0.249689 | 0 | -0.000147 | -0.00147 | 0 | 6,505 |
-0.224069 | 0.205435 | 0.311736 | -0.244879 | 0.147434 | 0.172768 | 0.758004 | 0 | -0.046512 | 0.249689 | 0 | -0.000147 | -0.001029 | 0 | 6,506 |
0 | -0.325339 | 0.311697 | -0.244879 | -0.55241 | -0.421757 | 0.75731 | -0.000063 | -0.046512 | 0.249689 | 0 | 0 | -0.000882 | 0 | 6,507 |
0.224069 | 0.736288 | 0.311697 | -0.244879 | 0.041523 | 0.082386 | 0.75731 | 0 | -0.046512 | 0.249689 | 0 | 0.000147 | -0.000735 | 0 | 6,508 |
0.224036 | -0.325378 | 0.311736 | -0.24585 | -0.920976 | -0.66848 | 0.754013 | -0.000302 | -0.046512 | 0.249689 | 0 | 0.000147 | -0.001175 | 0 | 6,509 |
-0.896342 | -0.325417 | -1.252313 | 6.374298 | 0.264748 | 0.435348 | 0.754013 | 0 | -0.046512 | 0 | -0.385986 | -0.000588 | 0.000147 | 1 | 6,510 |
-0.448368 | -0.059718 | -0.209895 | -0.240016 | -0.438427 | -0.374202 | 0.754013 | 0 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.000588 | 1 | 6,511 |
1.120674 | 1.002534 | 0.050729 | -0.24585 | -0.181124 | -0.060048 | 0.756616 | 0.000238 | -0.046512 | 0 | -0.385986 | 0.000735 | -0.000441 | 0 | 6,512 |
0 | -0.059952 | 0.051112 | -0.24585 | -0.661478 | -0.714222 | 0.74603 | -0.000968 | -0.046512 | 0 | -0.385986 | 0 | 0 | 0 | 6,513 |
0 | -0.059952 | 0.051112 | 6.37041 | -0.390786 | -0.208035 | 0.74603 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.000587 | 1 | 6,514 |
0 | -0.325378 | 0.051112 | -0.24585 | -0.473016 | -0.472317 | 0.74603 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.000881 | 1 | 6,515 |
0.895947 | 0.736093 | 0.572321 | -0.249734 | -0.68329 | -0.545119 | 0.742386 | -0.000333 | -0.046512 | 0 | -0.385986 | 0.000587 | 0.000734 | 1 | 6,516 |
0 | -0.325534 | -0.730223 | -0.248764 | 0.058223 | 0.164961 | 0.742386 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.00088 | 1 | 6,517 |
-0.447908 | 0.204968 | -0.209091 | -0.246822 | -0.618125 | -0.564403 | 0.74308 | 0.000064 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.001614 | 1 | 6,518 |
-1.120345 | -0.85627 | -0.730606 | -0.241962 | -0.561647 | -0.358959 | 0.74308 | 0 | -0.046512 | 0 | -0.385986 | -0.000734 | 0.002495 | 1 | 6,519 |
-0.448368 | -0.590844 | -0.47071 | -0.240016 | -0.371664 | -0.208035 | 0.74308 | 0 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.002202 | 1 | 6,520 |
-0.224234 | 0.471564 | 0.050729 | -0.239043 | -0.64381 | -1.027019 | 0.74308 | 0 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.002789 | 1 | 6,521 |
-0.448566 | -0.590844 | 0.050652 | -0.237095 | -0.64381 | -0.545119 | 0.749501 | 0.000587 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.003523 | 1 | 6,522 |
0.897 | 1.003236 | 0.311429 | -0.241962 | 0.382797 | 0.489441 | 0.749501 | 0 | -0.046512 | 0 | -0.385986 | 0.000588 | 0.002935 | 1 | 6,523 |
-0.224201 | -0.05964 | 0.050806 | -0.240989 | -0.092119 | 0 | 0.749501 | 0 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.003082 | 1 | 6,524 |
-0.6728 | -0.590844 | -0.731947 | -0.237095 | -0.100842 | -0.195628 | 0.749501 | 0 | -0.046512 | 0 | -0.385986 | -0.000441 | 0.00323 | 1 | 6,525 |
0 | 0.472032 | 0.050499 | -0.237095 | -0.24685 | -0.049722 | 0.749501 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.003376 | 1 | 6,526 |
-0.224333 | -0.325066 | -0.21047 | -0.237095 | -0.420493 | -0.246456 | 0.749501 | 0 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.00345 | 1 | 6,527 |
0.224333 | -0.059249 | 0.050422 | -0.237095 | -0.557013 | -0.389742 | 0.756442 | 0.000635 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.003083 | 1 | 6,528 |
-1.121993 | -0.590844 | -0.732522 | -0.232222 | -0.035395 | -0.208035 | 0.756442 | 0 | -0.046512 | 0 | -0.385986 | -0.000735 | 0.004551 | 1 | 6,529 |
-0.224498 | -0.058937 | 0.050115 | -0.231246 | -0.419229 | -0.208035 | 0.758698 | 0.000206 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.004845 | 1 | 6,530 |
0.112253 | -0.058858 | 0.311199 | -0.233197 | -0.182918 | 0.028415 | 0.758698 | 0 | -0.046512 | 0 | -0.385986 | 0.000074 | 0.004405 | 1 | 6,531 |
0.336709 | 0.074065 | 0.180652 | -0.233197 | -0.215088 | 0.099597 | 0.762343 | 0.000333 | -0.046512 | 0 | -0.385986 | 0.000221 | 0.004697 | 1 | 6,532 |
0.673196 | 0.206841 | 0.311276 | 6.389871 | -0.424297 | -0.081109 | 0.762343 | 0 | -0.046512 | 0 | -0.385986 | 0.000441 | 0.004109 | 1 | 6,533 |
-1.122158 | -0.8567 | -1.254997 | -0.232222 | -0.383553 | -0.286814 | 0.762863 | 0.000048 | -0.046512 | 0 | -0.385986 | -0.000736 | 0.004991 | 1 | 6,534 |
-0.449094 | -0.590844 | -0.211161 | -0.229294 | -0.578907 | -0.405589 | 0.762863 | 0 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.005578 | 1 | 6,535 |
0.224564 | -0.058702 | -0.211392 | -0.23027 | -0.044901 | 0.046813 | 0.768243 | 0.000492 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.005578 | 1 | 6,536 |
0.673493 | 0.473127 | 0.31116 | -0.233197 | -0.546319 | -0.625212 | 0.768243 | 0 | -0.046512 | 0 | -0.385986 | 0.000441 | 0.005282 | 1 | 6,537 |
-0.112228 | -0.457872 | 0.311276 | -0.233197 | -0.885493 | -0.841516 | 0.768243 | 0 | -0.046512 | 0 | -0.385986 | -0.000074 | 0.005356 | 1 | 6,538 |
0.33666 | 0.073967 | 0.702839 | -0.235147 | -0.97785 | -0.714222 | 0.761475 | -0.000619 | -0.046512 | 0 | -0.385986 | 0.000221 | 0.005282 | 1 | 6,539 |
-0.673394 | -0.324949 | -0.210815 | -0.231246 | -0.795258 | -0.762738 | 0.754013 | -0.000683 | -0.046512 | 0 | -0.385986 | -0.000441 | 0.005577 | 1 | 6,540 |
-0.449094 | -0.324831 | 0.050038 | -0.228317 | -0.926196 | -0.898703 | 0.754013 | 0 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.006017 | 1 | 6,541 |
-0.449227 | -0.856974 | -0.995451 | -0.228317 | -0.340545 | -0.113778 | 0.776399 | 0.002048 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.00719 | 1 | 6,542 |
-1.123645 | -0.324675 | -0.865174 | -0.222452 | -0.411696 | -0.314896 | 0.776399 | 0 | -0.046512 | 0 | -0.385986 | -0.000737 | 0.007195 | 1 | 6,543 |
-0.674585 | -0.058153 | -0.473785 | -0.219516 | -0.194694 | -0.208035 | 0.767202 | -0.000841 | -0.046512 | 0 | -0.385986 | -0.000442 | 0.008368 | 1 | 6,544 |
0.449756 | -0.057917 | 0.049114 | -0.221474 | -0.428122 | -0.246456 | 0.767202 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.008366 | 1 | 6,545 |
0.224828 | -0.058074 | 0.310814 | -0.222452 | -0.543294 | -0.489906 | 0.768069 | 0.000079 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.008218 | 1 | 6,546 |
0.898983 | 0.474381 | 0.310852 | -0.226364 | -0.455507 | -0.314896 | 0.768069 | 0 | -0.046512 | 0 | -0.385986 | 0.000589 | 0.007629 | 1 | 6,547 |
0.449293 | -0.058467 | 0.049653 | -0.228317 | -0.561647 | -0.564403 | 0.768069 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.007188 | 1 | 6,548 |
-0.22463 | -0.857013 | 0.049807 | -0.228317 | -0.821795 | -0.814386 | 0.759393 | -0.000794 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.007336 | 1 | 6,549 |
-0.224663 | -0.058545 | 0.04973 | -0.227341 | 0.224481 | 0.462852 | 0.759393 | 0 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.007775 | 1 | 6,550 |
0.224663 | -0.324636 | 0.049653 | -0.228317 | -0.412946 | -0.344 | 0.761475 | 0.00019 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.007628 | 1 | 6,551 |
0.67379 | 0.473597 | 0.04973 | -0.23027 | 0.01502 | 0.308247 | 0.761475 | 0 | -0.046512 | 0 | -0.385986 | 0.000442 | 0.007479 | 1 | 6,552 |
-0.44916 | 0.473127 | 0.049961 | -0.229294 | -0.572581 | -0.405589 | 0.762516 | 0.000095 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.007773 | 1 | 6,553 |
0.44916 | 0.47344 | 0.311083 | -0.23027 | -0.590118 | -0.455106 | 0.762516 | 0 | -0.046512 | 0 | -0.385986 | 0.000294 | 0.007625 | 1 | 6,554 |
1.122323 | 0.739022 | 0.31116 | -0.234172 | -0.727115 | -0.50789 | 0.759046 | -0.000317 | -0.046512 | 0 | -0.385986 | 0.000736 | 0.007035 | 1 | 6,555 |
0.448698 | -0.059171 | -0.732906 | -0.236121 | -0.763453 | -0.691024 | 0.759046 | 0 | -0.046512 | 0 | -0.385986 | 0.000294 | 0.006595 | 1 | 6,556 |
0.2243 | -0.325066 | 0.050499 | -0.239043 | -1.149922 | -0.869599 | 0.744295 | -0.001349 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.006302 | 1 | 6,557 |
0.4485 | 0.206255 | 0.311468 | -0.240016 | -0.447572 | -0.50789 | 0.744295 | 0 | -0.046512 | 0 | -0.385986 | 0.000294 | 0.006446 | 1 | 6,558 |
-0.4485 | -0.059562 | -0.210125 | 6.384027 | -0.824053 | -0.691024 | 0.732842 | -0.001048 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.006302 | 1 | 6,559 |
1.121003 | 0.737459 | 0.572321 | -0.242935 | -0.572581 | -0.604425 | 0.732842 | 0 | -0.046512 | 0 | -0.385986 | 0.000735 | 0.005713 | 1 | 6,560 |
0.224102 | -0.059796 | 0.441995 | -0.243907 | -0.892945 | -0.928905 | 0.727115 | -0.000524 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.004104 | 1 | 6,561 |
-0.448237 | -0.590844 | -0.470403 | 6.374298 | 0.153546 | 0.082386 | 0.727115 | 0 | -0.046512 | 0 | -0.385986 | -0.000294 | 0.004252 | 1 | 6,562 |
0.672306 | 0.471252 | 0.572321 | -0.24585 | -0.478494 | -0.584164 | 0.719826 | -0.000667 | -0.046512 | 0 | -0.385986 | 0.000441 | 0.002933 | 1 | 6,563 |
0.895947 | 1.001364 | 0.572321 | -0.248764 | -0.057532 | 0.157076 | 0.719826 | 0 | -0.046512 | 0 | -0.385986 | 0.000587 | 0.002639 | 1 | 6,564 |
0.447776 | -0.060264 | 0.572321 | -0.250704 | -0.97785 | -0.99296 | 0.710108 | -0.000889 | -0.046512 | 0 | -0.385986 | 0.000294 | 0.001759 | 1 | 6,565 |
0.671418 | 0.204735 | 0.051571 | -0.252644 | -0.419229 | -0.12497 | 0.710108 | 0 | -0.046512 | 0 | -0.385986 | 0.00044 | 0.001466 | 1 | 6,566 |
0.22374 | -0.325729 | 0.0518 | -0.255551 | 0.067678 | 0.24692 | 0.702993 | -0.000651 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.002051 | 1 | 6,567 |
0.671024 | 0.204268 | 0.572321 | -0.257488 | -0.00973 | -0.220638 | 0.702993 | 0 | -0.046512 | 0 | -0.385986 | 0.00044 | 0.001757 | 1 | 6,568 |
0.223609 | 0.998331 | 0.312232 | -0.258456 | -0.493785 | -0.584164 | 0.724338 | 0.001953 | -0.046512 | 0 | -0.385986 | 0.000147 | 0.001172 | 1 | 6,569 |
-0.894633 | -0.590844 | -0.988555 | -0.255551 | 0.174793 | 0.225387 | 0.724338 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000586 | 0.001173 | 1 | 6,570 |
0.671024 | 0.99903 | 0.572321 | -0.258456 | 0.012313 | -0.060048 | 0.714968 | -0.000857 | -0.046512 | -0.267949 | -0.517638 | 0.00044 | -0.000587 | 0 | 6,571 |
0.670729 | 0.203918 | 0.312232 | 6.339391 | -0.104844 | -0.091851 | 0.714968 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00044 | -0.00044 | 0 | 6,572 |
0 | -0.061196 | -0.207716 | -0.259423 | -0.163434 | -0.273134 | 0.712191 | -0.000254 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.00044 | 0 | 6,573 |
0 | -0.326001 | -0.467805 | 6.339391 | -0.493785 | -0.374202 | 0.712191 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.00088 | 0 | 6,574 |
-0.44712 | -0.326001 | -0.207716 | -0.259423 | -0.647308 | -0.526288 | 0.712191 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000293 | 0 | 0 | 6,575 |
0.223576 | -0.061041 | 0.31227 | -0.260391 | -0.574157 | -0.646554 | 0.706985 | -0.000476 | -0.046512 | -0.267949 | -0.517638 | 0.000147 | 0.000586 | 1 | 6,576 |
-0.111784 | -0.590844 | -0.207831 | -0.259423 | -0.567874 | -0.455106 | 0.706985 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000073 | 0.000366 | 1 | 6,577 |
-0.335401 | -0.458388 | -0.337956 | -0.257488 | -0.46488 | -0.564403 | 0.720347 | 0.001222 | -0.046512 | -0.267949 | -0.517638 | -0.00022 | 0.001026 | 1 | 6,578 |
1.117718 | 0.998331 | 0.832372 | -0.262324 | -0.522479 | -0.545119 | 0.720347 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000733 | 0.000293 | 1 | 6,579 |
0.223445 | 0.203336 | 0.572321 | 6.333591 | -0.264807 | -0.489906 | 0.714447 | -0.00054 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.000878 | 1 | 6,580 |
-0.558675 | -0.855609 | -0.207374 | 6.341326 | -0.96388 | -0.869599 | 0.714447 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000366 | 0.001245 | 1 | 6,581 |
0.782087 | 0.335869 | 0.442348 | -0.264257 | -0.797431 | -0.788145 | 0.705944 | -0.000778 | -0.046512 | -0.267949 | -0.517638 | 0.000513 | 0.000732 | 1 | 6,582 |
-0.223413 | -0.326156 | 0.312499 | -0.264257 | 0.08193 | -0.18341 | 0.705944 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000146 | 0.001171 | 1 | 6,583 |
0.223413 | -0.326117 | 0.312461 | -0.264257 | -1.234416 | -1.317441 | 0.692755 | -0.001206 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.001463 | 1 | 6,584 |
0.446727 | 0.203104 | 0.312499 | 6.329728 | -0.033944 | -0.314896 | 0.692755 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000293 | 0.00117 | 1 | 6,585 |
0.223315 | -0.326233 | 0.052791 | 6.325866 | -0.460847 | -0.389742 | 0.690672 | -0.00019 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.000878 | 1 | 6,586 |
0.223282 | 0.731628 | 0.052867 | 6.322007 | -0.095278 | -0.060048 | 0.690672 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.000878 | 1 | 6,587 |
0 | -0.194059 | 0.052943 | 6.323936 | 0.177471 | 0.07364 | 0.689805 | -0.000079 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.000585 | 1 | 6,588 |
0.223249 | -0.061816 | 0.052943 | -0.269084 | -0.291593 | -0.286814 | 0.689805 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.000731 | 1 | 6,589 |
-0.223249 | -0.326349 | 0.053019 | 6.323936 | -0.410448 | -0.374202 | 0.692755 | 0.00027 | -0.046512 | -0.267949 | -0.517638 | -0.000146 | 0.000878 | 1 | 6,590 |
0.223249 | 0.202639 | 0.312651 | -0.270049 | 0.037611 | 0.019055 | 0.692755 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.001316 | 1 | 6,591 |
1.33881 | 0.995542 | 0.572321 | -0.271013 | -0.171339 | -0.344 | 0.69397 | 0.000111 | -0.046512 | -0.267949 | -0.517638 | 0.000878 | 0.000292 | 1 | 6,592 |
-1.115593 | -1.383863 | -6.965844 | -0.270049 | 0.065169 | 0 | 0.69397 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000731 | 0.001462 | 1 | 6,593 |
1.115593 | 1.259534 | 0.572321 | 6.306593 | 0.02241 | -0.159519 | 0.689978 | -0.000365 | -0.046512 | -0.267949 | -0.517638 | 0.000731 | 0.000877 | 1 | 6,594 |
0.446009 | 0.465974 | 0.831687 | -0.276792 | 0.139576 | 0.091037 | 0.689978 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000292 | 0.001169 | 1 | 6,595 |
0 | -0.326659 | 0.053626 | -0.276792 | -0.227428 | -0.300732 | 0.686681 | -0.000302 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001169 | 1 | 6,596 |
0 | -0.326659 | 0.312993 | -0.276792 | -0.983518 | -0.714222 | 0.686681 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.000584 | 1 | 6,597 |
-0.222988 | -0.590844 | 0.053626 | 6.308517 | -0.168694 | -0.195628 | 0.687202 | 0.000048 | -0.046512 | -0.267949 | -0.517638 | -0.000146 | 0.000877 | 1 | 6,598 |
0 | -0.32662 | 0.312955 | 6.310443 | -1.602829 | -1.693569 | 0.687202 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.000731 | 1 | 6,599 |
0.445944 | -0.062435 | 0.572321 | -0.277755 | -0.654357 | -0.564403 | 0.692581 | 0.000492 | -0.046512 | -0.267949 | -0.517638 | 0.000292 | 0.000438 | 1 | 6,600 |
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