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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.223675 | 0.733954 | 0.312156 | -0.256519 | -0.447572 | -0.286814 | 0.734751 | 0 | 0 | -0.785587 | -0 | 0.000147 | 0.009049 | 1 | 6,701 |
0 | 0.204035 | 0.052029 | -0.256519 | 0.37359 | 0.24692 | 0.716529 | -0.001667 | 0 | -0.785587 | -0 | 0 | 0.007012 | 1 | 6,702 |
0.670827 | 0.468917 | 0.052029 | 6.339391 | 0.068303 | 0.124738 | 0.716529 | 0 | 0 | -0.785587 | -0 | 0.00044 | 0.006718 | 1 | 6,703 |
0.670533 | 0.733178 | 0.572321 | 6.335524 | -0.411696 | -0.564403 | 0.712712 | -0.000349 | 0 | -0.785587 | -0 | 0.00044 | 0.007443 | 1 | 6,704 |
0.893585 | 0.600296 | 0.832181 | -0.266189 | -0.467582 | -0.604425 | 0.712712 | 0 | 0 | -0.785587 | -0 | 0.000586 | 0.006275 | 1 | 6,705 |
-0.893585 | -0.061662 | -0.466891 | -0.263291 | -0.119444 | 0.009584 | 0.706638 | -0.000556 | 0 | -0.785587 | -0 | -0.000586 | 0.007152 | 1 | 6,706 |
0.446858 | 0.467986 | 0.572321 | -0.265223 | -0.034669 | 0.157076 | 0.706638 | 0 | 0 | -0.785587 | -0 | 0.000293 | 0.005695 | 1 | 6,707 |
0.670042 | 0.203104 | 0.832105 | -0.268119 | -0.345069 | -0.50789 | 0.710629 | 0.000365 | 0 | -0.785587 | -0 | 0.000439 | 0.005547 | 1 | 6,708 |
0.892931 | 0.731628 | -1.506408 | -0.271977 | 0.188605 | 0.164961 | 0.710629 | 0 | 0 | -0.785587 | -0 | 0.000585 | 0.005325 | 1 | 6,709 |
0.669356 | 0.202291 | -3.194963 | -0.274867 | -0.141091 | -0.220638 | 0.703861 | -0.000619 | 0 | -0.785587 | -0 | 0.000439 | 0.005977 | 1 | 6,710 |
-0.223086 | -0.06228 | 0.053399 | 6.316222 | 0.199046 | 0.239807 | 0.703861 | 0 | 0 | -0.785587 | -0 | -0.000146 | 0.006414 | 1 | 6,711 |
-1.227556 | 0.730468 | -0.985129 | -0.268119 | -0.107256 | -0.081109 | 0.703861 | 0 | 0 | -0.785587 | -0 | -0.000805 | 0.007073 | 1 | 6,712 |
0.334886 | 0.599337 | 0.702151 | -0.270049 | -0.488185 | -0.300732 | 0.696399 | -0.000683 | 0 | -0.785587 | -0 | 0.00022 | 0.008016 | 1 | 6,713 |
1.115756 | 0.995542 | 0.831915 | 6.312369 | -0.311842 | -0.259683 | 0.68859 | -0.000714 | 0 | -0.785587 | -0 | 0.000731 | 0.006558 | 1 | 6,714 |
0.669062 | 1.786475 | 0.312879 | -0.276792 | 0.921452 | 1.13081 | 0.68859 | 0 | 0 | -0.785587 | -0 | 0.000439 | 0.00612 | 1 | 6,715 |
0.111482 | -0.326659 | 0.312993 | -0.277755 | -0.336052 | -0.195628 | 0.689458 | 0.000079 | 0 | -0.785587 | -0 | 0.000073 | 0.006628 | 1 | 6,716 |
1.00297 | 0.861591 | 0.442671 | 6.296977 | 0.53661 | 0.808674 | 0.689458 | 0 | 0 | -0.785587 | -0 | 0.000657 | 0.004372 | 1 | 6,717 |
-1.560461 | -0.854875 | -1.761294 | 6.310443 | 0.496269 | 0.569036 | 0.681996 | -0.000683 | 0 | -0.785587 | -0 | -0.001023 | 0.00554 | 1 | 6,718 |
-0.446139 | -0.326581 | 0.053475 | -0.273904 | -0.567874 | -0.329316 | 0.681996 | 0 | 0 | -0.785587 | -0 | -0.000292 | 0.00496 | 1 | 6,719 |
-2.009243 | 2.050815 | -3.583922 | -0.264257 | 1.386778 | 1.492732 | 0.681996 | 0 | 0 | -0.785587 | -0 | -0.001317 | 0.004821 | 1 | 6,720 |
3.34727 | 3.63952 | -0.207259 | -0.278717 | 0.858457 | 0.981612 | 0.681996 | 0 | 0 | -0.785587 | -0 | 0.002194 | 0.00146 | 1 | 6,721 |
-1.561145 | 2.0485 | -1.502761 | -0.27294 | 0.699458 | 0.757961 | 0.691193 | 0.000841 | 0 | -0.785587 | -0 | -0.001023 | 0.001169 | 1 | 6,722 |
-1.339397 | 0.730661 | -1.245103 | -0.268119 | 0.458449 | 0.699805 | 0.691193 | 0 | 0 | -0.785587 | -0 | -0.000878 | 0.002047 | 1 | 6,723 |
-1.340574 | 1.789257 | -0.986726 | -0.260391 | 0.485378 | 0.31478 | 0.685466 | -0.000524 | 0 | -0.785587 | -0 | -0.000879 | 0.002926 | 1 | 6,724 |
-1.341753 | 2.849094 | -1.508542 | -0.255551 | 0.888465 | 0.687648 | 0.685466 | 0 | 0 | -0.785587 | -0 | -0.00088 | 0.005995 | 1 | 6,725 |
-1.342934 | 1.528678 | -1.249903 | 6.364583 | 0.906091 | 0.973084 | 0.685466 | 0 | 0 | -0.785587 | -0 | -0.00088 | 0.007749 | 1 | 6,726 |
0.671615 | 1.265506 | -0.730223 | -0.251674 | 0.771222 | 0.746663 | 0.702473 | 0.001556 | 0 | -0.785587 | -0 | 0.00044 | 0.007236 | 1 | 6,727 |
-0.44771 | 3.118319 | 0.051647 | -0.250704 | 0.346053 | 0.352895 | 0.702473 | 0 | 0 | -0.785587 | -0 | -0.000293 | 0.006728 | 1 | 6,728 |
-2.016325 | -0.590844 | -1.772603 | 6.380134 | 0.187553 | 0.24692 | 0.699523 | -0.00027 | 0 | -0.785587 | -0 | -0.001322 | 0.007758 | 1 | 6,729 |
0.896473 | 1.533036 | -0.992685 | 6.37041 | 0.637005 | 0.658545 | 0.699523 | 0 | 0 | -0.785587 | -0 | 0.000588 | 0.006149 | 1 | 6,730 |
2.686263 | 2.857169 | 0.572321 | -0.257488 | 0.024411 | 0.164961 | 0.693102 | -0.000587 | 0 | -0.785587 | -0 | 0.001761 | 0.002489 | 1 | 6,731 |
1.117882 | 1.26333 | -1.249368 | -0.261358 | 0.538837 | 0.494654 | 0.693102 | 0 | 0 | -0.785587 | -0 | 0.000733 | 0.002487 | 1 | 6,732 |
0.670336 | 1.791 | -2.028757 | 6.331659 | 0.424093 | 0.573758 | 0.686508 | -0.000603 | 0 | -0.785587 | -0 | 0.000439 | 0.003508 | 1 | 6,733 |
1.339789 | 0.996703 | 0.052639 | 6.322007 | -0.24981 | -0.029461 | 0.686508 | 0 | 0 | -0.785587 | -0 | 0.000878 | 0.003068 | 1 | 6,734 |
1.338614 | 2.051973 | 0.053095 | 6.306593 | 0.453079 | 0.601515 | 0.669501 | -0.001556 | 0 | -0.785587 | -0 | 0.000877 | 0.001607 | 1 | 6,735 |
1.894361 | 2.313495 | 0.83165 | 6.291214 | 0.482973 | 0.365207 | 0.669501 | 0 | 0 | -0.785587 | -0 | 0.001242 | 0.001969 | 1 | 6,736 |
2.559221 | 2.968504 | 0.18374 | -0.295984 | 0.759765 | 0.707807 | 0.670195 | 0.000063 | 0 | -0.785587 | -0 | 0.001678 | 0.000073 | 1 | 6,737 |
0.666917 | 0.72604 | -0.203623 | -0.298854 | 0.321734 | 0.346667 | 0.670195 | 0 | 0 | -0.785587 | -0 | 0.000437 | -0.000729 | 0 | 6,738 |
1.332961 | 1.25172 | -1.496712 | 6.251016 | 0.305035 | 0.530228 | 0.681996 | 0.001079 | 0 | -0.785587 | -0 | 0.000874 | -0.001311 | 0 | 6,739 |
1.109912 | 2.826583 | 0.31405 | -0.307446 | 0.482973 | 0.578451 | 0.681996 | 0 | 0 | -0.785587 | -0 | 0.000728 | -0.002767 | 0 | 6,740 |
1.552521 | 1.248773 | 0.056116 | 6.230058 | -0.143632 | 0.091037 | 0.676095 | -0.00054 | 0 | -0.785587 | -0 | 0.001018 | -0.004515 | 0 | 6,741 |
1.993779 | 1.771631 | 0.3145 | -0.320768 | 0.370764 | 0.615041 | 0.676095 | 0 | 0 | -0.785587 | -0 | 0.001307 | -0.005238 | 0 | 6,742 |
0 | 0.195962 | -0.200244 | -0.323615 | 0.66192 | 0.650031 | 0.683384 | 0.000667 | 0 | -0.785587 | -0 | 0 | -0.005092 | 0 | 6,743 |
2.654326 | 3.077991 | -0.715474 | -0.335926 | 0.842234 | 0.869483 | 0.683384 | 0 | 0 | -0.785587 | -0 | 0.00174 | -0.00654 | 0 | 6,744 |
0 | 1.241315 | -0.198901 | -0.334981 | 1.022306 | 1.102141 | 0.664122 | -0.001762 | 0 | -0.785587 | -0 | 0 | -0.006249 | 0 | 6,745 |
-0.442067 | 1.502901 | -0.198901 | -0.333089 | 0.530851 | 0.683555 | 0.664122 | 0 | 0 | -0.785587 | -0 | -0.00029 | -0.006834 | 0 | 6,746 |
-0.442195 | 0.194822 | -0.199124 | -0.33025 | 0.17533 | 0.099597 | 0.662213 | -0.000175 | 0 | -0.785587 | -0 | -0.00029 | -0.005815 | 0 | 6,747 |
-2.102179 | -0.328841 | -2.258774 | -0.322666 | 0.89648 | 0.866223 | 0.662213 | 0 | 0 | -0.785587 | -0 | -0.001378 | -0.003854 | 0 | 6,748 |
-0.110721 | -0.459657 | -1.617964 | -0.320768 | 0.291562 | 0.395183 | 0.685466 | 0.002127 | 0 | -0.785587 | -0 | -0.000073 | -0.001889 | 0 | 6,749 |
0 | 1.245037 | -0.973594 | 6.214858 | 0.35065 | 0.510094 | 0.685466 | 0 | 0 | -1 | 0.614014 | 0 | -0.002034 | 0 | 6,750 |
-1.329283 | -0.066116 | -2.004953 | -0.316967 | 0.105447 | 0.132946 | 0.672104 | -0.001222 | 0 | -1 | 0.614014 | -0.000871 | -0.000218 | 0 | 6,751 |
-3.106171 | -0.065659 | -3.298371 | 6.256744 | 0.7208 | 0.913777 | 0.672104 | 0 | 0 | -1 | 0.614014 | -0.002036 | 0.001237 | 1 | 6,752 |
0.222079 | -0.064589 | -0.7196 | 6.254834 | 0.585509 | 0.805156 | 0.672104 | 0 | 0 | -1 | 0.614014 | 0.000146 | 0 | 0 | 6,753 |
1.775471 | 1.512952 | 0.31405 | -0.313162 | 0.260967 | 0.116445 | 0.672104 | 0 | 0 | -1 | 0.614014 | 0.001164 | 0.000145 | 1 | 6,754 |
-0.887477 | 0.460137 | -0.976068 | 6.243387 | 0.267571 | 0.435348 | 0.674881 | 0.000254 | 0 | -1 | 0.614014 | -0.000582 | 0.000727 | 1 | 6,755 |
0.443803 | 1.511729 | 0.3142 | -0.309353 | -0.146183 | -0.136322 | 0.675748 | 0.000079 | 0 | -1 | 0.614014 | 0.000291 | 0.000872 | 1 | 6,756 |
-1.775988 | -0.590844 | -2.268251 | 6.254834 | -0.10244 | -0.0097 | 0.689631 | 0.00127 | 0 | -1 | 0.614014 | -0.001164 | 0.001891 | 1 | 6,757 |
0.444191 | 0.198596 | 0.05559 | -0.304584 | 0.041523 | -0.171376 | 0.689631 | 0 | 0 | -1 | 0.614014 | 0.000291 | 0.001455 | 1 | 6,758 |
0.555057 | 1.512952 | 0.055741 | -0.30363 | -0.18652 | -0.01952 | 0.689631 | 0 | 0 | -1 | 0.614014 | 0.000364 | 0.000945 | 1 | 6,759 |
1.663959 | 1.643546 | -1.106504 | -0.314114 | 0.522122 | 0.691721 | 0.67384 | -0.001445 | 0 | -1 | 0.614014 | 0.001091 | 0.000436 | 1 | 6,760 |
0.443416 | 0.19722 | -0.201479 | -0.316016 | 0.113698 | 0.149113 | 0.67384 | 0 | 0 | -1 | 0.614014 | 0.000291 | -0.000145 | 0 | 6,761 |
-0.221692 | 0.459526 | -0.201254 | 6.228156 | 0.522122 | 0.596955 | 0.662039 | -0.001079 | 0 | -1 | 0.614014 | -0.000145 | -0.001745 | 0 | 6,762 |
1.772634 | 1.509591 | -0.459338 | -0.321717 | 0.556709 | 0.632727 | 0.662039 | 0 | 0 | -1 | 0.614014 | 0.001162 | -0.002034 | 0 | 6,763 |
-1.107655 | -0.066116 | -0.715848 | -0.316967 | 0.237348 | 0.473594 | 0.662039 | 0 | 0 | -1 | 0.614014 | -0.000726 | -0.001745 | 0 | 6,764 |
0 | 0.196762 | -0.20103 | -0.317918 | 0.160701 | 0.327688 | 0.662039 | 0 | 0 | -1 | 0.614014 | 0 | -0.002327 | 0 | 6,765 |
0.886188 | 1.508676 | 0.572321 | -0.322666 | 0.710211 | 0.723577 | 0.656833 | -0.000476 | 0 | -1 | 0.614014 | 0.000581 | -0.003126 | 0 | 6,766 |
-2.438258 | -0.06604 | -2.263299 | 6.239576 | 0.430433 | 0.606049 | 0.656833 | 0 | 0 | -1 | 0.614014 | -0.001598 | -0.00131 | 0 | 6,767 |
0.221821 | 0.591638 | 0.572321 | 6.235767 | -0.194694 | -0.273134 | 0.662907 | 0.000556 | 0 | -1 | 0.614014 | 0.000145 | -0.002038 | 0 | 6,768 |
-1.33141 | -0.590844 | -1.234264 | 6.249108 | 0.006867 | 0.203258 | 0.662907 | 0 | 0 | -1 | 0.614014 | -0.000873 | -0.000728 | 0 | 6,769 |
-2.221601 | 0.461054 | -2.269906 | -0.296941 | 0.247569 | 0.406866 | 0.645206 | -0.001619 | 0 | -1 | 0.614014 | -0.001456 | 0.000291 | 1 | 6,770 |
-1.779613 | -0.064052 | -2.533039 | 6.281621 | 0.890573 | 0.772781 | 0.645206 | 0 | 0 | -1 | 0.614014 | -0.001167 | 0.002186 | 1 | 6,771 |
-2.00455 | 0.463816 | -2.795995 | -0.279678 | 0.771449 | 0.699805 | 0.645206 | 0 | 0 | -1 | 0.614014 | -0.001314 | 0.003136 | 1 | 6,772 |
0 | 0.729117 | -0.724132 | -0.279678 | 0.806016 | 0.910694 | 0.690846 | 0.004175 | 0 | -1 | 0.614014 | 0 | 0.002918 | 1 | 6,773 |
0 | 0.729117 | -0.983536 | -0.279678 | 0.351066 | 0.473594 | 0.690846 | 0 | 0 | -1 | 0.614014 | 0 | 0.003791 | 1 | 6,774 |
3.339454 | 3.366151 | 0.053854 | -0.29407 | 0.554228 | 0.435348 | 0.690846 | 0 | 0 | -1 | 0.614014 | 0.002189 | 0.001238 | 1 | 6,775 |
1.333738 | 1.779202 | -0.203736 | -0.299809 | 0.445491 | 0.564287 | 0.663427 | -0.002508 | 0 | -1 | 0.614014 | 0.000874 | 0.000582 | 1 | 6,776 |
-0.1111 | 0.461973 | -0.720165 | -0.297898 | 0.336342 | 0.535183 | 0.663427 | 0 | 0 | -1 | 0.614014 | -0.000073 | 0.00051 | 1 | 6,777 |
-1.222637 | 0.593618 | -2.272599 | -0.293113 | 0.203179 | 0.232629 | 0.666724 | 0.000302 | 0 | -1 | 0.614014 | -0.000801 | 0.00102 | 1 | 6,778 |
-0.444838 | -0.063898 | -0.462497 | -0.292155 | -0.138558 | -0.060048 | 0.666724 | 0 | 0 | -1 | 0.614014 | -0.000292 | 0.002476 | 1 | 6,779 |
-1.557957 | -0.063745 | -1.239535 | -0.285443 | 0.094692 | 0.091037 | 0.66013 | -0.000603 | 0 | -1 | 0.614014 | -0.001021 | 0.003061 | 1 | 6,780 |
-2.897576 | -0.85472 | -3.83562 | -0.27294 | 0.535335 | 0.650031 | 0.66013 | 0 | 0 | -1 | 0.614014 | -0.001899 | 0.005105 | 1 | 6,781 |
1.115104 | 1.258722 | 0.572321 | -0.277755 | -0.112106 | -0.081109 | 0.716703 | 0.005175 | 0 | -1 | 0.614014 | 0.000731 | 0.004229 | 1 | 6,782 |
2.227765 | 2.048886 | 0.313031 | -0.287362 | 0.130485 | 0.091037 | 0.716703 | 0 | 0 | -1 | 0.614014 | 0.00146 | 0.00415 | 1 | 6,783 |
0.667696 | 1.518168 | 0.054459 | -0.290239 | 0.556399 | 0.540108 | 0.666551 | -0.004588 | 0 | -1 | 0.614014 | 0.000438 | 0.004947 | 1 | 6,784 |
-0.890326 | -1.118251 | -1.758229 | -0.287362 | 0.080087 | 0.099597 | 0.666551 | 0 | 0 | -1 | 0.614014 | -0.000584 | 0.00495 | 1 | 6,785 |
2.447147 | 2.572213 | 0.572321 | -0.296941 | 0.01502 | 0.116445 | 0.672278 | 0.000524 | 0 | -1 | 0.614014 | 0.001604 | 0.003781 | 1 | 6,786 |
-0.333471 | 0.988842 | -0.462044 | -0.295984 | 0.221477 | 0.352895 | 0.672278 | 0 | 0 | -1 | 0.614014 | -0.000219 | 0.004145 | 1 | 6,787 |
-0.555947 | -0.722575 | -0.332914 | -0.29407 | -0.074994 | 0.116445 | 0.664295 | -0.00073 | 0 | -1 | 0.614014 | -0.000364 | 0.0048 | 1 | 6,788 |
0.444774 | 0.199632 | -0.721484 | -0.295027 | 0.416179 | 0.525242 | 0.664295 | 0 | 0 | -1 | 0.614014 | 0.000292 | 0.003928 | 1 | 6,789 |
-1.112177 | 0.199402 | -0.721107 | -0.291197 | 0.371976 | 0.462852 | 0.650586 | -0.001254 | 0 | -1 | 0.614014 | -0.000729 | 0.004657 | 1 | 6,790 |
-1.112989 | 0.463508 | -0.722051 | 6.283538 | 0.312115 | 0.239807 | 0.650586 | 0 | 0 | -1 | 0.614014 | -0.00073 | 0.005386 | 1 | 6,791 |
0.890456 | 0.991607 | 0.313333 | -0.290239 | -0.053793 | -0.091851 | 0.650586 | 0 | 0 | -1 | 0.614014 | 0.000584 | 0.004802 | 1 | 6,792 |
0.222533 | -0.32716 | -0.204302 | -0.290239 | -0.575737 | -0.50789 | 0.684425 | 0.003096 | 0 | -1 | 0.614014 | 0.000146 | 0.004657 | 1 | 6,793 |
0.444968 | -0.063591 | 0.054686 | 6.277788 | -0.516644 | -0.455106 | 0.684425 | 0 | 0 | -1 | 0.614014 | 0.000292 | 0.004365 | 1 | 6,794 |
0.444838 | -0.063745 | -0.980585 | -0.295027 | 0.2543 | 0.203258 | 0.702473 | 0.001651 | 0 | -1 | 0.614014 | 0.000292 | 0.004073 | 1 | 6,795 |
-1.334905 | -0.063898 | -0.980132 | -0.287362 | -0.121086 | -0.12497 | 0.702473 | 0 | 0 | -1 | 0.614014 | -0.000875 | 0.004948 | 1 | 6,796 |
1.112502 | 0.727385 | 0.054535 | -0.293113 | -0.055286 | -0.060048 | 0.702473 | 0 | 0 | -1 | 0.614014 | 0.000729 | 0.004219 | 1 | 6,797 |
0.889418 | 1.779548 | 0.054912 | -0.30172 | 0.374396 | 0.401046 | 0.663601 | -0.003556 | 0 | -1 | 0.614014 | 0.000583 | 0.003636 | 1 | 6,798 |
2.887031 | 3.355784 | 1.606084 | -0.308399 | 0.613448 | 0.623933 | 0.673666 | 0.000921 | 0 | -1 | 0.614014 | 0.001892 | 0.001744 | 1 | 6,799 |
-0.221885 | -0.853761 | -0.718284 | -0.308399 | -0.532808 | -0.438258 | 0.673666 | 0 | 0 | -1 | 0.614014 | -0.000145 | 0.00334 | 1 | 6,800 |
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