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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.441679 | 1.774035 | 0.056116 | -0.316016 | 0.250462 | 0.365207 | 0.659783 | -0.00127 | 0 | -1 | 0.614014 | 0.000945 | 0.00283 | 1 | 6,801 |
-0.887026 | 0.853362 | -0.588253 | -0.313162 | -0.044165 | -0.029461 | 0.659783 | 0 | 0 | -1 | 0.614014 | -0.000581 | 0.003701 | 1 | 6,802 |
-1.664565 | -0.459428 | -2.91371 | 6.251016 | 0.349816 | 0.578451 | 0.663601 | 0.000349 | 0 | -1 | 0.614014 | -0.001091 | 0.004357 | 1 | 6,803 |
1.99726 | 1.775755 | 0.1849 | -0.31221 | -0.278071 | -0.300732 | 0.663601 | 0 | 0 | -1 | 0.614014 | 0.001309 | 0.002758 | 1 | 6,804 |
0 | -0.32808 | 0.056417 | -0.313162 | -0.642068 | -0.526288 | 0.66013 | -0.000317 | 0 | -1 | 0.614014 | 0 | 0.003338 | 1 | 6,805 |
0.665173 | 0.459984 | 0.830217 | 6.230058 | -0.323841 | -0.472317 | 0.66013 | 0 | 0 | -1 | 0.614014 | 0.000436 | 0.003192 | 1 | 6,806 |
-0.221692 | -0.065583 | 0.056642 | -0.315065 | -0.161689 | -0.195628 | 0.659262 | -0.000079 | 0 | -1 | 0.614014 | -0.000145 | 0.003771 | 1 | 6,807 |
-0.221724 | -0.065506 | -0.201367 | -0.313162 | 0.273181 | 0.401046 | 0.659262 | 0 | 0 | -1 | 0.614014 | -0.000145 | 0.004062 | 1 | 6,808 |
-0.221756 | -0.328118 | -0.975617 | -0.313162 | 0.207799 | 0.225387 | 0.657007 | -0.000206 | 0 | -1 | 0.614014 | -0.000145 | 0.002903 | 1 | 6,809 |
0.886832 | 0.722596 | 0.314388 | -0.316016 | 0.432657 | 0.578451 | 0.657007 | 0 | 0 | -1.164525 | 1.414214 | 0.000581 | 0.002612 | 1 | 6,810 |
-0.443352 | -0.853493 | -0.974942 | -0.314114 | 0.230944 | 0.478911 | 0.657007 | 0 | 0 | -1.164525 | 1.414214 | -0.000291 | 0.003192 | 1 | 6,811 |
-2.66282 | 0.197105 | -3.816378 | -0.30363 | 0.600492 | 0.628342 | 0.666724 | 0.000889 | 0 | -1.164525 | 1.414214 | -0.001745 | 0.004358 | 1 | 6,812 |
1.331991 | 1.25038 | -0.461141 | 6.243387 | 0.370359 | 0.691721 | 0.687549 | 0.001905 | 0 | -1.164525 | 1.414214 | 0.000873 | 0.003485 | 1 | 6,813 |
-0.66585 | 0.460595 | -0.976744 | -0.304584 | 0.245634 | 0.418381 | 0.687549 | 0 | 0 | -1.164525 | 1.414214 | -0.000436 | 0.004356 | 1 | 6,814 |
-0.888252 | -0.064818 | -0.97742 | -0.302675 | 0.314313 | 0.395183 | 0.706638 | 0.001746 | 0 | -1.164525 | 1.414214 | -0.000582 | 0.004648 | 1 | 6,815 |
-0.333228 | 0.198596 | -0.202832 | 6.260565 | -0.021731 | -0.102739 | 0.706638 | 0 | 0 | -1.164525 | 1.414214 | -0.000218 | 0.004867 | 1 | 6,816 |
0.333228 | -0.195994 | -1.107972 | -0.30172 | 0.021072 | 0.091037 | 0.706638 | 0 | 0 | -1.164525 | 1.414214 | 0.000218 | 0.003924 | 1 | 6,817 |
-0.88877 | -0.327659 | -0.461291 | -0.298854 | 0.30548 | 0.418381 | 0.706638 | 0 | 0 | -1.164525 | 1.414214 | -0.000583 | 0.005593 | 1 | 6,818 |
0.666626 | 0.46228 | 0.055289 | 6.258654 | -0.013942 | 0.188159 | 0.706117 | -0.000048 | 0 | -1.164525 | 1.414214 | 0.000437 | 0.006532 | 1 | 6,819 |
-0.666626 | -0.590844 | -1.754493 | -0.297898 | 0.368738 | 0.440925 | 0.706117 | 0 | 0 | -1.164525 | 1.414214 | -0.000437 | 0.005231 | 1 | 6,820 |
1.110881 | 0.988612 | 0.055289 | -0.304584 | 0.349399 | 0.569036 | 0.707505 | 0.000127 | 0 | -1.164525 | 1.414214 | 0.000728 | 0.004793 | 1 | 6,821 |
-0.55534 | 0.198482 | -0.7196 | -0.300765 | 0.319995 | 0.535183 | 0.742039 | 0.003159 | 0 | -1.164525 | 1.414214 | -0.000364 | 0.005591 | 1 | 6,822 |
-0.333301 | -0.195994 | -0.073757 | -0.298854 | 0.165068 | 0.346667 | 0.742039 | 0 | 0 | -1.164525 | 1.414214 | -0.000218 | 0.00465 | 1 | 6,823 |
1.332767 | 2.30335 | 0.313862 | -0.305539 | 0.382001 | 0.435348 | 0.70282 | -0.003588 | 0 | -1.164525 | 1.414214 | 0.000874 | 0.002544 | 1 | 6,824 |
-0.555178 | -0.327774 | -0.46084 | -0.302675 | 0.19645 | 0.365207 | 0.70282 | 0 | 0 | -1.164525 | 1.414214 | -0.000364 | 0.001673 | 1 | 6,825 |
0.333131 | 0.46159 | -0.331991 | 6.252925 | 0.304145 | 0.478911 | 0.725727 | 0.002095 | 0 | -1.164525 | 1.414214 | 0.000218 | 0.000873 | 1 | 6,826 |
-0.222079 | -0.064665 | 0.055741 | -0.30363 | 0.251423 | 0.188159 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | -0.000146 | 0.000146 | 1 | 6,827 |
-0.444255 | 0.461513 | 0.055665 | -0.30172 | 0.526985 | 0.569036 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | -0.000291 | -0.000874 | 0 | 6,828 |
1.776246 | 1.776788 | 0.572321 | 6.243387 | 0.730266 | 0.888767 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.001164 | -0.001747 | 0 | 6,829 |
-0.66585 | -0.327927 | -0.460238 | -0.306493 | 0.42559 | 0.671148 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | -0.000436 | -0.001165 | 0 | 6,830 |
0.221982 | -0.327812 | 0.055891 | -0.306493 | 0.465191 | 0.849722 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.000146 | -0.000873 | 0 | 6,831 |
-0.221982 | 0.460901 | 0.314162 | -0.306493 | 0.323036 | 0.662768 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | -0.000146 | -0.001456 | 0 | 6,832 |
2.107529 | 1.906415 | 0.572321 | -0.315065 | 0.696681 | 0.805156 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.001381 | -0.003567 | 0 | 6,833 |
1.883219 | 2.165277 | 0.443406 | 6.214858 | 0.828559 | 1.059683 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.001234 | -0.004509 | 0 | 6,834 |
-0.885931 | -0.590844 | -0.715661 | 6.222454 | 0.344794 | 0.510094 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | -0.000581 | -0.003054 | 0 | 6,835 |
0.664497 | 0.196533 | 0.056941 | -0.322666 | 0.378409 | 0.615041 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.000436 | -0.003636 | 0 | 6,836 |
0.221435 | -0.066116 | 0.314762 | -0.323615 | 0.385179 | 0.232629 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.000145 | -0.005385 | 0 | 6,837 |
0.442773 | 0.458307 | 0.572321 | -0.324564 | 0.280592 | 0.371293 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0.00029 | -0.005602 | 0 | 6,838 |
-0.885674 | -0.066345 | -0.457691 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | -0.000581 | -0.005386 | 0 | 6,839 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.005824 | 0 | 6,840 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.004073 | 0 | 6,841 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.005094 | 0 | 6,842 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.004657 | 0 | 6,843 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.004657 | 0 | 6,844 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.004948 | 0 | 6,845 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.004657 | 0 | 6,846 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.005094 | 0 | 6,847 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.005386 | 0 | 6,848 |
0 | 0.983111 | 0.572321 | -0.321717 | 0.895531 | 0.875963 | 0.725727 | 0 | 0 | -1.164525 | 1.414214 | 0 | -0.006262 | 0 | 6,849 |
2.213222 | 4.912012 | -34.808701 | 6.201587 | 1.878438 | 1.875736 | -0.001562 | -0.06653 | 0 | 0.628626 | 1.414214 | 0.001451 | -0.006545 | 0 | 6,850 |
0.663341 | 0.195164 | -1.486508 | 6.195907 | 0.335066 | 0.281569 | -0.001562 | 0 | 0 | 0.628626 | 1.414214 | 0.000435 | -0.008002 | 0 | 6,851 |
0.442067 | -0.067028 | -0.456347 | -0.335926 | 0.47883 | 0.327688 | -0.004685 | -0.000286 | 0 | 0.628626 | 1.414214 | 0.00029 | -0.007707 | 0 | 6,852 |
-0.663149 | -0.06718 | -0.584637 | 6.1978 | 0.360985 | -0.029461 | -0.004685 | 0 | 0 | 0.628626 | 1.414214 | -0.000435 | -0.007127 | 0 | 6,853 |
-0.442259 | -0.328879 | -0.199236 | -0.33025 | 0.186498 | -0.246456 | 0.719653 | 0.06626 | 0 | 0.628626 | 1.414214 | -0.00029 | -0.007275 | 0 | 6,854 |
0.88439 | 2.027854 | -0.971576 | 6.194015 | 0.391883 | 0.429732 | 0.719653 | 0 | 0 | 0.628626 | 1.414214 | 0.00058 | -0.008877 | 0 | 6,855 |
0.442003 | 0.456483 | 0.443789 | 6.186453 | 0.081316 | -0.060048 | 0.719653 | 0 | 0 | 0.628626 | 1.414214 | 0.00029 | -0.009167 | 0 | 6,856 |
0.662764 | 2.02558 | 0.829283 | 6.182674 | 0.381204 | 0.569036 | 0.721562 | 0.000175 | 0 | 0.628626 | 1.414214 | 0.000434 | -0.009455 | 0 | 6,857 |
0.220858 | -0.067483 | -0.198454 | 6.180786 | -0.321644 | -0.220638 | 0.721562 | 0 | 0 | 0.628626 | 1.414214 | 0.000145 | -0.009162 | 0 | 6,858 |
-1.98887 | -0.852543 | -2.512343 | 6.199693 | 0.312995 | 0.274758 | 0.718959 | -0.000238 | 0 | 0.628626 | 1.414214 | -0.001304 | -0.007858 | 0 | 6,859 |
0.442195 | 1.242377 | 0.572321 | -0.334981 | -0.371664 | -0.147837 | 0.718959 | 0 | 0 | 0.628626 | 1.414214 | 0.00029 | -0.007929 | 0 | 6,860 |
0.442067 | 1.503507 | 0.829395 | 6.192124 | -0.569439 | -0.421757 | 0.717397 | -0.000143 | 0 | 0.628626 | 1.414214 | 0.00029 | -0.008219 | 0 | 6,861 |
-0.884262 | -0.852732 | -0.456049 | 6.194015 | -0.66327 | -0.788145 | 0.717397 | 0 | 0 | 0.628626 | 1.414214 | -0.00058 | -0.00742 | 0 | 6,862 |
0 | 0.718789 | 0.572321 | -0.332143 | -0.30753 | -0.374202 | 0.71705 | -0.000032 | 0 | 0.628626 | 1.414214 | 0 | -0.006836 | 0 | 6,863 |
0.663245 | 0.456939 | 0.315135 | -0.334035 | -0.638597 | -0.625212 | 0.71705 | 0 | 0 | 0.628626 | 1.414214 | 0.000435 | -0.006979 | 0 | 6,864 |
-0.442131 | 0.063807 | -0.713421 | -0.333089 | 0.038918 | 0.172768 | 0.716182 | -0.000079 | 0 | 0.628626 | 1.414214 | -0.00029 | -0.007127 | 0 | 6,865 |
0 | 0.587698 | 0.057987 | 6.195907 | -0.209467 | -0.091851 | 0.716182 | 0 | 0 | 0.628626 | 1.414214 | 0 | -0.006835 | 0 | 6,866 |
-1.105889 | 0.194936 | -0.713794 | 6.205376 | -0.139402 | -0.091851 | 0.712712 | -0.000317 | 0 | 0.628626 | 1.414214 | -0.000725 | -0.005526 | 0 | 6,867 |
1.658533 | 1.505329 | -0.071086 | -0.334981 | 0.471869 | 0.489441 | 0.712712 | 0 | 0 | 0.628626 | 1.414214 | 0.001087 | -0.005739 | 0 | 6,868 |
2.098223 | 1.895388 | 0.700835 | -0.343479 | 0.147434 | 0.149113 | 0.715141 | 0.000222 | 0 | 0.628626 | 1.414214 | 0.001375 | -0.008135 | 0 | 6,869 |
-2.650867 | -0.852391 | -2.510556 | -0.333089 | 0.084379 | 0.327688 | 0.715141 | 0 | 0 | 0.628626 | 1.414214 | -0.001738 | -0.006981 | 0 | 6,870 |
0.442131 | 0.456787 | -0.07062 | 6.192124 | -0.070396 | 0.099597 | 0.721215 | 0.000556 | 0 | 0.628626 | 1.414214 | 0.00029 | -0.006979 | 0 | 6,871 |
0.662956 | 0.456483 | 0.315247 | -0.336871 | -0.287404 | -0.472317 | 0.721215 | 0 | 0 | 0.628626 | 1.414214 | 0.000435 | -0.007705 | 0 | 6,872 |
-1.768525 | -0.852657 | -1.484419 | -0.329303 | -0.176659 | -0.136322 | 0.715662 | -0.000508 | 0 | 0.628626 | 1.414214 | -0.001159 | -0.005962 | 0 | 6,873 |
-1.881306 | -0.721897 | -1.744365 | -0.321717 | 0.06202 | 0.225387 | 0.715662 | 0 | 0 | 0.628626 | 1.414214 | -0.001233 | -0.004438 | 0 | 6,874 |
-1.883629 | 0.327396 | -2.392083 | -0.314114 | 0.409706 | 0.798074 | 0.71462 | -0.000095 | 0 | 0.628626 | 1.414214 | -0.001235 | -0.002474 | 0 | 6,875 |
-0.887219 | 4.132393 | -0.459488 | -0.310305 | 0.193323 | 0.149113 | 0.71462 | 0 | 0 | 0.628626 | 1.414214 | -0.000582 | -0.001965 | 0 | 6,876 |
-1.331797 | -0.4594 | -2.526711 | -0.30363 | 0.189656 | 0.578451 | 0.719306 | 0.000429 | 0 | 0.628626 | 1.414214 | -0.000873 | -0.001602 | 0 | 6,877 |
-1.999878 | -0.327735 | -1.753476 | -0.295984 | 0.356456 | 0.641426 | 0.719306 | 0 | 0 | 0.628626 | 1.414214 | -0.001311 | -0.000292 | 0 | 6,878 |
0.444644 | -0.063975 | -0.979906 | -0.296941 | 0.203694 | 0.592369 | 0.744121 | 0.00227 | 0 | 0.628626 | 1.414214 | 0.000291 | -0.000583 | 0 | 6,879 |
0.222273 | 0.199171 | -0.203396 | -0.298854 | -0.150456 | -0.102739 | 0.744121 | 0 | 0 | 0.628626 | 1.414214 | 0.000146 | -0.000583 | 0 | 6,880 |
0.666626 | 1.51479 | 0.313824 | -0.299809 | 0.219468 | 0.462852 | 0.744121 | 0 | 0 | 0.628626 | 1.414214 | 0.000437 | -0.000801 | 0 | 6,881 |
-1.111205 | 6.240538 | -1.237159 | -0.296941 | -0.355355 | 0.164961 | 0.718438 | -0.002349 | 0 | 0.628626 | 1.414214 | -0.000728 | 0.000583 | 1 | 6,882 |
-1.112015 | 0.462587 | -0.720919 | 6.275872 | -0.131016 | 0.108065 | 0.718438 | 0 | 0 | 0.628626 | 1.414214 | -0.000729 | 0.001457 | 1 | 6,883 |
0.444903 | 0.463355 | -1.2398 | 6.273956 | 0.739605 | 0.832874 | 0.717223 | -0.000111 | 0 | 0.628626 | 1.414214 | 0.000292 | 0.001457 | 1 | 6,884 |
1.333932 | 1.779548 | 0.054912 | -0.299809 | -0.39443 | -0.358959 | 0.743948 | 0.002445 | 0 | 0.628626 | 1.414214 | 0.000874 | 0.000801 | 1 | 6,885 |
-0.222241 | -0.590844 | -1.49641 | 6.264388 | -0.216973 | 0.14107 | 0.743948 | 0 | 0 | 0.628626 | 1.414214 | -0.000146 | 0.001892 | 1 | 6,886 |
-2.44679 | -0.854221 | -3.050071 | -0.286402 | 0.656311 | 0.610558 | 0.72295 | -0.001921 | 0 | 0.628626 | 1.414214 | -0.001604 | 0.002696 | 1 | 6,887 |
0.111303 | -0.327083 | -0.981719 | -0.288321 | -0.534297 | -0.389742 | 0.72295 | 0 | 0 | 0.628626 | 1.414214 | 0.000073 | 0.003278 | 1 | 6,888 |
-0.556596 | -0.722729 | -0.722523 | 6.289294 | -0.540282 | -0.081109 | 0.72295 | 0 | 0 | 0.628626 | 1.414214 | -0.000365 | 0.003933 | 1 | 6,889 |
-0.668183 | -0.590844 | -0.722996 | -0.284483 | 0.218461 | 0.504981 | 0.723124 | 0.000016 | 0 | 0.628626 | 1.414214 | -0.000438 | 0.004371 | 1 | 6,890 |
2.670978 | 2.837551 | 0.572321 | -0.295027 | -0.549358 | -0.286814 | 0.723124 | 0 | 0 | 0.628626 | 1.414214 | 0.001751 | 0.001893 | 1 | 6,891 |
-1.557502 | 0.462894 | -1.239007 | 6.287375 | -0.32715 | -0.286814 | 0.752278 | 0.002667 | 0 | 0.628626 | 1.414214 | -0.001021 | 0.00306 | 1 | 6,892 |
0.667696 | 0.727577 | 0.313409 | 6.277788 | -0.666867 | -0.233443 | 0.752278 | 0 | 0 | 0.628626 | 1.414214 | 0.000438 | 0.003058 | 1 | 6,893 |
0 | -0.063591 | 0.313522 | 6.279704 | -1.033659 | -0.814386 | 0.752278 | 0 | 0 | 0.628626 | 1.414214 | 0 | 0.003858 | 1 | 6,894 |
-0.445098 | -0.590844 | -0.204189 | 6.283538 | -0.409203 | -0.233443 | 0.726074 | -0.002397 | 0 | 0.628626 | 1.414214 | -0.000292 | 0.003786 | 1 | 6,895 |
0.445098 | 0.200209 | 0.054535 | 6.281621 | -0.972229 | -0.714222 | 0.726074 | 0 | 0 | 0.628626 | 1.414214 | 0.000292 | 0.003858 | 1 | 6,896 |
-0.667696 | -0.327198 | -0.463101 | -0.287362 | -0.910651 | -0.841516 | 0.721388 | -0.000429 | 0 | 0.628626 | 1.414214 | -0.000438 | 0.004295 | 1 | 6,897 |
-0.445293 | -0.327083 | -0.07503 | 6.289294 | -0.833158 | -0.273134 | 0.7259 | 0.000413 | 0 | 0.628626 | 1.414214 | -0.000292 | 0.004369 | 1 | 6,898 |
-1.336659 | -0.85472 | -1.759931 | -0.279678 | -0.502269 | -0.405589 | 0.7259 | 0 | 0 | 0.628626 | 1.414214 | -0.000876 | 0.005391 | 1 | 6,899 |
1.781952 | 2.311799 | 0.572321 | 6.287375 | 0.113698 | 0.232629 | 0.72885 | 0.00027 | 0 | 0.628626 | 1.414214 | 0.001168 | 0.004368 | 1 | 6,900 |
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