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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 | -0.590844 | 0.053702 | -0.277755 | -0.931456 | -0.738112 | 0.692581 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.000876 | 1 | 6,601 |
0.445813 | -0.062589 | 0.313031 | 6.300821 | -1.524145 | -1.268925 | 0.69692 | 0.000397 | -0.046512 | -0.267949 | -0.517638 | 0.000292 | 0.001314 | 1 | 6,602 |
0 | -0.062744 | 0.313106 | -0.279678 | -1.12158 | -1.027019 | 0.69692 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001241 | 1 | 6,603 |
0.222858 | -0.326774 | 0.183485 | 6.298899 | -0.521015 | -0.545119 | 0.702126 | 0.000476 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.000584 | 1 | 6,604 |
0.222825 | -0.326813 | 0.572321 | -0.281601 | -1.009612 | -0.928905 | 0.702126 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | -0.000146 | 0 | 6,605 |
-0.222825 | -0.062898 | 0.313182 | -0.28064 | -0.840067 | -0.646554 | 0.701085 | -0.000095 | -0.046512 | -0.267949 | -0.517638 | -0.000146 | -0.000146 | 0 | 6,606 |
-0.222858 | -0.326813 | -0.205323 | 6.302745 | -0.048592 | -0.171376 | 0.701085 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000146 | 0 | 0 | 6,607 |
0.668476 | 0.201248 | 0.572321 | 6.296977 | -0.477121 | -0.405589 | 0.701432 | 0.000032 | -0.046512 | -0.267949 | -0.517638 | 0.000438 | -0.000877 | 0 | 6,608 |
-0.668476 | -0.32689 | -0.205096 | -0.28064 | -1.183255 | -1.027019 | 0.701432 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000438 | -0.000438 | 0 | 6,609 |
0.222858 | -0.062744 | 0.313106 | -0.28064 | -0.883027 | -0.738112 | 0.698829 | -0.000238 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | -0.000731 | 0 | 6,610 |
-2.230045 | -0.854913 | -2.021153 | -0.271977 | 0.051847 | 0.253971 | 0.719132 | 0.001857 | -0.046512 | -0.267949 | -0.517638 | -0.001462 | 0.000293 | 1 | 6,611 |
-0.223184 | 0.202291 | -0.206461 | 6.322007 | 0.025743 | 0.091037 | 0.719132 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000146 | 0.001608 | 1 | 6,612 |
-1.339789 | -1.119871 | -0.985813 | -0.265223 | -0.243901 | -0.113778 | 0.725553 | 0.000587 | -0.046512 | -0.267949 | -0.517638 | -0.000878 | 0.00234 | 1 | 6,613 |
0.446727 | -0.061507 | 0.312499 | -0.266189 | -0.563198 | -0.220638 | 0.725553 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000293 | 0.002047 | 1 | 6,614 |
-0.893585 | -0.590844 | -0.466891 | -0.262324 | -0.735027 | -0.344 | 0.732668 | 0.000651 | -0.046512 | -0.267949 | -0.517638 | -0.000586 | 0.002487 | 1 | 6,615 |
0.223445 | -0.061352 | 0.312423 | 6.333591 | -1.064939 | -0.646554 | 0.732668 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.00161 | 1 | 6,616 |
1.116736 | 0.732402 | 0.832143 | -0.269084 | -0.108869 | -0.01952 | 0.731627 | -0.000095 | -0.046512 | -0.267949 | -0.517638 | 0.000732 | 0.001755 | 1 | 6,617 |
0.223249 | 0.995774 | 0.572321 | -0.269084 | -1.272181 | -0.714222 | 0.731627 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000146 | 0.002046 | 1 | 6,618 |
-0.669846 | -0.458592 | -0.206689 | -0.266189 | -0.174881 | -0.389742 | 0.715141 | -0.001508 | -0.046512 | -0.267949 | -0.517638 | -0.000439 | 0.00234 | 1 | 6,619 |
-0.893585 | -0.590844 | -0.986726 | -0.263291 | -0.588506 | -0.358959 | 0.715141 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000586 | 0.003217 | 1 | 6,620 |
-2.012483 | -0.590844 | -1.768135 | -0.252644 | -0.388366 | -0.136322 | 0.713753 | -0.000127 | -0.046512 | -0.267949 | -0.517638 | -0.001319 | 0.004828 | 1 | 6,621 |
0.894764 | 0.734343 | 0.0518 | -0.257488 | -0.763453 | -0.455106 | 0.713753 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000587 | 0.003512 | 1 | 6,622 |
0 | 0.203918 | 0.312232 | 6.347132 | -0.952903 | -0.714222 | 0.72538 | 0.001064 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.00395 | 1 | 6,623 |
-0.671024 | -0.590844 | -0.468263 | -0.253613 | -0.797431 | -0.762738 | 0.72538 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00044 | 0.004098 | 1 | 6,624 |
0.894633 | 0.469228 | -0.729077 | -0.259423 | -0.330475 | -0.102739 | 0.715835 | -0.000873 | -0.046512 | -0.267949 | -0.517638 | 0.000586 | 0.002781 | 1 | 6,625 |
1.117554 | 0.733372 | 0.832334 | -0.262324 | -0.64033 | -0.405589 | 0.715835 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000733 | 0.001902 | 1 | 6,626 |
-0.446924 | -0.590844 | 0.052563 | -0.262324 | -1.021531 | -0.928905 | 0.710282 | -0.000508 | -0.046512 | -0.267949 | -0.517638 | -0.000293 | 0.002049 | 1 | 6,627 |
0.670336 | 0.203453 | 0.572321 | -0.263291 | -1.442369 | -1.223183 | 0.710282 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000439 | 0.001902 | 1 | 6,628 |
0 | -0.061507 | 0.052639 | 6.329728 | -0.371664 | -0.374202 | 0.718438 | 0.000746 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002048 | 1 | 6,629 |
1.116573 | 0.996703 | 1.091851 | -0.269084 | -1.042896 | -0.898703 | 0.718438 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000732 | 0.000878 | 1 | 6,630 |
0 | -0.326349 | 0.053019 | -0.269084 | -0.858833 | -0.604425 | 0.71167 | -0.000619 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.000293 | 1 | 6,631 |
0 | -0.590844 | -0.206689 | -0.269084 | -0.47575 | -0.564403 | 0.71167 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.00117 | 1 | 6,632 |
0.4464 | 0.202523 | 0.572321 | -0.270049 | -0.900478 | -0.714222 | 0.706638 | -0.00046 | -0.046512 | -0.535898 | -0.385986 | 0.000293 | 0.000585 | 1 | 6,633 |
0.669356 | 0.466592 | 0.572321 | 6.312369 | -0.729084 | -0.714222 | 0.706638 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000439 | -0.000292 | 0 | 6,634 |
0 | -0.590844 | -0.465675 | 6.312369 | -0.213209 | -0.147837 | 0.695184 | -0.001048 | -0.046512 | -0.535898 | -0.385986 | 0 | 0 | 0 | 6,635 |
-0.223086 | -0.194407 | 0.053399 | -0.273904 | -0.366965 | -0.421757 | 0.695184 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.000146 | 0 | 6,636 |
0.223086 | 1.258722 | 0.312841 | -0.273904 | 0.005499 | -0.12497 | 0.691887 | -0.000302 | -0.046512 | -0.535898 | -0.385986 | 0.000146 | -0.000731 | 0 | 6,637 |
-0.446205 | -0.590844 | 0.053399 | 6.316222 | -1.26361 | -0.99296 | 0.691887 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000292 | -0.000585 | 0 | 6,638 |
0.446205 | 0.730661 | 0.831801 | 6.312369 | -0.354204 | -0.358959 | 0.691887 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000292 | -0.000731 | 0 | 6,639 |
0 | -0.326543 | 0.312879 | -0.273904 | -1.330636 | -1.223183 | 0.693275 | 0.000127 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.001317 | 0 | 6,640 |
0.892018 | 0.730275 | 0.572321 | -0.278717 | -0.101641 | 0.203258 | 0.693275 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000585 | -0.003953 | 0 | 6,641 |
-0.222956 | -0.062589 | 0.053702 | -0.278717 | -0.905546 | -0.841516 | 0.698308 | 0.00046 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.003954 | 0 | 6,642 |
0.668769 | 0.201596 | 0.831612 | -0.279678 | -0.799611 | -0.869599 | 0.698308 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000438 | -0.006302 | 0 | 6,643 |
0.222858 | -0.062744 | 0.313106 | -0.281601 | -0.282203 | -0.314896 | 0.699176 | 0.000079 | -0.046512 | -0.535898 | -0.385986 | 0.000146 | -0.006154 | 0 | 6,644 |
0.891106 | 1.256562 | 0.83146 | -0.285443 | 0.581041 | 0.473594 | 0.699176 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000584 | -0.006297 | 0 | 6,645 |
0 | -0.063129 | 0.054232 | -0.285443 | 0.031043 | 0 | 0.699176 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.005416 | 0 | 6,646 |
-0.891106 | -0.590844 | -0.723185 | -0.282562 | -0.377583 | -0.18341 | 0.699176 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000584 | -0.004832 | 0 | 6,647 |
0.222825 | 0.201133 | 0.313144 | -0.281601 | -0.18202 | -0.286814 | 0.690846 | -0.000762 | -0.046512 | -0.535898 | -0.385986 | 0.000146 | -0.004978 | 0 | 6,648 |
-0.222825 | -0.590844 | 0.054005 | -0.28064 | -0.521015 | -0.220638 | 0.689111 | -0.000159 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.003805 | 0 | 6,649 |
0 | -0.062821 | -0.205323 | -0.28064 | -0.119444 | -0.039527 | 0.689111 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.003805 | 0 | 6,650 |
0.668378 | 0.465048 | 0.572321 | -0.284483 | -0.523945 | -0.691024 | 0.689111 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000438 | -0.004097 | 0 | 6,651 |
1.113313 | 0.728347 | 0.313258 | -0.28928 | -0.190141 | -0.208035 | 0.689111 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00073 | -0.004826 | 0 | 6,652 |
-0.111295 | -0.590844 | -0.981492 | -0.288321 | -0.363462 | -0.358959 | 0.689111 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000073 | -0.004314 | 0 | 6,653 |
-0.779291 | -0.458968 | -0.852059 | -0.284483 | -0.280134 | -0.081109 | 0.696052 | 0.000635 | -0.046512 | -0.535898 | -0.385986 | -0.000511 | -0.003363 | 0 | 6,654 |
-0.891106 | -0.854759 | -1.241652 | -0.28064 | -0.074994 | 0.046813 | 0.696052 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000584 | -0.002193 | 0 | 6,655 |
-0.222858 | 0.201133 | 0.313144 | -0.28064 | 0.498629 | 0.327688 | 0.697787 | 0.000159 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.002633 | 0 | 6,656 |
0 | 0.465202 | 0.313106 | -0.279678 | 0.460585 | 0.478911 | 0.697787 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.00234 | 0 | 6,657 |
-0.668769 | -0.326774 | -0.464765 | -0.277755 | -0.365795 | -0.564403 | 0.700738 | 0.00027 | -0.046512 | -0.535898 | -0.385986 | -0.000438 | -0.001463 | 0 | 6,658 |
0 | 0.597685 | 0.572321 | -0.277755 | -0.419229 | -1.027019 | 0.700738 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.000877 | 0 | 6,659 |
-0.222988 | -0.062512 | -0.205778 | -0.277755 | -0.02102 | -0.01952 | 0.700738 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.000292 | 0 | 6,660 |
-0.66916 | -0.32662 | -0.205892 | 6.314295 | -0.575737 | -0.405589 | 0.707852 | 0.000651 | -0.046512 | -0.535898 | -0.385986 | -0.000439 | 0 | 0 | 6,661 |
1.783775 | 1.522792 | 0.312841 | 6.298899 | -0.396871 | -0.300732 | 0.704035 | -0.000349 | -0.046512 | -0.535898 | -0.385986 | 0.001169 | -0.001974 | 0 | 6,662 |
-0.222858 | -0.062821 | -0.205323 | -0.28064 | -0.340545 | -0.314896 | 0.704035 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.001608 | 0 | 6,663 |
0 | -0.590844 | -0.464765 | 6.300821 | -0.353056 | -0.314896 | 0.704035 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.000877 | 0 | 6,664 |
-0.22289 | 0.729117 | 0.053854 | 6.304668 | -0.431969 | -0.564403 | 0.69744 | -0.000603 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.000292 | 0 | 6,665 |
-1.114941 | -0.590844 | -0.724321 | -0.27583 | -0.761383 | -0.66848 | 0.702473 | 0.00046 | -0.046512 | -0.535898 | -0.385986 | -0.000731 | 0.000512 | 1 | 6,666 |
1.337831 | 1.258452 | 1.091092 | -0.28064 | -0.122731 | -0.314896 | 0.702473 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000877 | 0.000292 | 1 | 6,667 |
0.668476 | 0.201248 | 0.313106 | -0.283522 | -0.331587 | -0.171376 | 0.702473 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000438 | -0.001169 | 0 | 6,668 |
-0.222793 | -0.32689 | 0.054081 | -0.281601 | -0.868409 | -0.841516 | 0.689805 | -0.001159 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.001315 | 0 | 6,669 |
0.445553 | 0.201017 | 0.313182 | 6.293135 | -0.994994 | -0.762738 | 0.689805 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000292 | -0.002924 | 0 | 6,670 |
0.445423 | 0.992069 | 0.831347 | -0.285443 | 0.160153 | 0.172768 | 0.689805 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000292 | -0.001022 | 0 | 6,671 |
-1.113801 | -0.85472 | -0.722996 | -0.281601 | -0.164308 | -0.091851 | 0.689805 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00073 | -0.001316 | 0 | 6,672 |
0.668378 | 0.728925 | 1.090561 | 6.293135 | -0.544805 | -0.841516 | 0.692581 | 0.000254 | -0.046512 | -0.535898 | -0.385986 | 0.000438 | -0.002632 | 0 | 6,673 |
-0.445553 | 0.992069 | 0.054157 | -0.281601 | -0.537283 | -0.625212 | 0.692581 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000292 | -0.003218 | 0 | 6,674 |
-1.114452 | -0.458843 | -0.723753 | 6.308517 | -0.619808 | -0.545119 | 0.697093 | 0.000413 | -0.046512 | -0.535898 | -0.385986 | -0.000731 | -0.003367 | 0 | 6,675 |
-0.222988 | -0.458746 | 0.053626 | -0.27583 | -1.784293 | -1.547663 | 0.697093 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.004101 | 0 | 6,676 |
-0.223021 | 0.201712 | 0.312955 | -0.274867 | -0.222656 | -0.286814 | 0.697093 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | -0.003515 | 0 | 6,677 |
0.446009 | 0.465974 | 0.053475 | -0.276792 | -0.204816 | -0.286814 | 0.697093 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000292 | -0.004101 | 0 | 6,678 |
0.222956 | -0.326659 | 0.312993 | -0.278717 | -0.288449 | -0.584164 | 0.707852 | 0.000984 | -0.046512 | -0.535898 | -0.385986 | 0.000146 | -0.005569 | 0 | 6,679 |
-0.668964 | -0.062589 | -0.205664 | 6.310443 | -0.264807 | -0.489906 | 0.707852 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000439 | -0.004542 | 0 | 6,680 |
-0.892409 | -0.590844 | -0.72508 | 6.316222 | -0.239015 | -0.18341 | 0.699176 | -0.000794 | -0.046512 | -0.535898 | -0.385986 | -0.000585 | -0.002197 | 0 | 6,681 |
1.338418 | 0.995078 | 0.831839 | -0.277755 | -0.196523 | -0.259683 | 0.699176 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000877 | -0.002341 | 0 | 6,682 |
-0.446009 | -0.458746 | -0.205778 | 6.310443 | -0.456838 | -0.358959 | 0.709935 | 0.000984 | -0.046512 | -0.535898 | -0.385986 | -0.000292 | -0.001609 | 0 | 6,683 |
-0.669258 | 0.598033 | -0.206005 | 6.314295 | -0.516644 | -0.358959 | 0.709935 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000439 | -0.000293 | 0 | 6,684 |
0.446205 | -0.062126 | 0.442567 | -0.274867 | -0.997893 | -0.960292 | 0.709935 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000292 | 0.000292 | 1 | 6,685 |
-0.446205 | 1.258452 | -0.465675 | -0.27294 | -0.28324 | -0.344 | 0.709935 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000292 | 0.001827 | 1 | 6,686 |
-0.669552 | -0.590844 | -0.725649 | 6.322007 | -0.47987 | -0.421757 | 0.716009 | 0.000556 | -0.046512 | -0.535898 | -0.385986 | -0.000439 | 0.003943 | 1 | 6,687 |
-0.223249 | -0.061894 | 0.312689 | 6.323936 | -1.335343 | -1.179915 | 0.716009 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000146 | 0.004527 | 1 | 6,688 |
0.223249 | -0.326311 | 0.572321 | 6.322007 | -1.142727 | -0.869599 | 0.713753 | -0.000206 | -0.046512 | -0.535898 | -0.385986 | 0.000146 | 0.005254 | 1 | 6,689 |
-0.893193 | -0.326349 | -2.545774 | 6.327797 | 0.515912 | 0.554703 | 0.713753 | 0 | -0.046512 | -0.785587 | -0 | -0.000585 | 0.006567 | 1 | 6,690 |
-3.1303 | -0.590844 | -3.32844 | 6.354883 | -0.079623 | -0.01952 | 0.713753 | 0 | -0.046512 | -0.785587 | -0 | -0.002052 | 0.009637 | 1 | 6,691 |
-0.223839 | -0.060497 | -0.72965 | 6.360701 | -0.60977 | -0.455106 | 0.751236 | 0.003429 | -0.046512 | -0.785587 | -0 | -0.000147 | 0.01109 | 1 | 6,692 |
-2.912897 | -0.060419 | -3.076143 | -0.238069 | 0.012991 | -0.136322 | 0.746551 | -0.000429 | -0.046512 | -0.785587 | -0 | -0.001909 | 0.013 | 1 | 6,693 |
0.4485 | 0.206255 | -0.210355 | 6.378188 | 0.165611 | 0.26096 | 0.746551 | 0 | 0 | -0.785587 | -0 | 0.000294 | 0.014445 | 1 | 6,694 |
0.672503 | 0.471564 | 1.09376 | 6.374298 | -0.972229 | -1.027019 | 0.738915 | -0.000698 | 0 | -0.785587 | -0 | 0.000441 | 0.014005 | 1 | 6,695 |
1.344118 | 2.062836 | 0.832945 | -0.250704 | -0.183817 | -0.329316 | 0.738915 | 0 | 0 | -0.785587 | -0 | 0.000881 | 0.012834 | 1 | 6,696 |
0 | 6.162416 | 0.311889 | 6.362642 | 0.091674 | -0.01952 | 0.738915 | 0 | 0 | -0.785587 | -0 | 0 | 0.012544 | 1 | 6,697 |
0 | 0.470161 | 0.572321 | -0.249734 | -0.024586 | -0.01952 | 0.738568 | -0.000032 | 0 | -0.785587 | -0 | 0 | 0.011166 | 1 | 6,698 |
1.566642 | 1.265506 | 0.832715 | 6.349069 | -0.594979 | -0.438258 | 0.738568 | 0 | 0 | -0.785587 | -0 | 0.001027 | 0.010066 | 1 | 6,699 |
0 | -0.325807 | 0.051953 | -0.256519 | -1.344854 | -1.062593 | 0.734751 | -0.000349 | 0 | -0.785587 | -0 | 0 | 0.010066 | 1 | 6,700 |
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