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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.102501 | 0.623265 | 0.453116 | -0.806867 | 0.205749 | -0.421757 | 0.907072 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000067 | 0.003421 | 1 | 8,201 |
-0.205023 | -0.83378 | -0.739469 | 5.248218 | -0.192869 | -0.788145 | 0.935011 | 0.002556 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | 0.003756 | 1 | 8,202 |
0.922385 | 0.502111 | 0.333854 | -0.81012 | -0.411696 | -0.691024 | 0.935011 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000605 | 0.003486 | 1 | 8,203 |
0.40977 | -0.105298 | 0.214825 | -0.812558 | -0.543294 | -0.625212 | 0.907419 | -0.002524 | -0.116279 | -0.535898 | -0.385986 | 0.000269 | 0.003084 | 1 | 8,204 |
1.842604 | 4.862577 | 0.810548 | -0.818238 | -0.776 | -0.788145 | 0.907419 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.001208 | 0.000402 | 1 | 8,205 |
-0.613954 | -0.348413 | -0.141689 | -0.817427 | -0.790932 | -1.099821 | 0.906377 | -0.000095 | -0.116279 | -0.535898 | -0.385986 | -0.000402 | 0.000537 | 1 | 8,206 |
1.227661 | 1.106173 | 0.572321 | -0.822288 | -1.055406 | -0.869599 | 0.906377 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000805 | -0.000536 | 0 | 8,207 |
1.328852 | 0.983743 | 0.691247 | -0.827142 | -0.603157 | -0.472317 | 0.914013 | 0.000698 | -0.116279 | -0.535898 | -0.385986 | 0.000871 | -0.001944 | 0 | 8,208 |
0.102171 | -0.227672 | 0.215806 | -0.827142 | -0.944782 | -0.66848 | 0.914013 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000067 | -0.002145 | 0 | 8,209 |
0.204322 | 0.135378 | -0.140732 | -0.828758 | -0.339419 | -0.329316 | 0.910195 | -0.000349 | -0.116279 | -0.535898 | -0.385986 | 0.000134 | -0.002414 | 0 | 8,210 |
0.204295 | 0.619201 | 0.80991 | -0.829565 | -0.540282 | -0.314896 | 0.910195 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000134 | -0.002816 | 0 | 8,211 |
-0.612967 | -0.348802 | -0.140541 | -0.826333 | -0.76761 | -0.66848 | 0.910716 | 0.000048 | -0.116279 | -0.535898 | -0.385986 | -0.000402 | -0.002414 | 0 | 8,212 |
0.102178 | -0.106599 | -0.378608 | -0.827142 | -0.784493 | -0.489906 | 0.910716 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000067 | -0.001273 | 0 | 8,213 |
0.510789 | 0.256443 | 0.572321 | -0.828758 | -0.923581 | -0.814386 | 0.91141 | 0.000063 | -0.116279 | -0.535898 | -0.385986 | 0.000335 | -0.000804 | 0 | 8,214 |
-0.204295 | -0.348802 | 0.097111 | -0.828758 | -0.613099 | -0.646554 | 0.91141 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | -0.000938 | 0 | 8,215 |
-0.919666 | -0.590844 | -0.616101 | 5.214135 | -0.928821 | -0.960292 | 0.910716 | -0.000063 | -0.116279 | -0.535898 | -0.385986 | -0.000603 | -0.001408 | 0 | 8,216 |
0.919666 | 0.49889 | 0.215663 | 5.204432 | -0.934101 | -0.841516 | 0.910716 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000603 | -0.001675 | 0 | 8,217 |
-0.613049 | -0.590844 | -0.616101 | -0.826333 | -0.458172 | -1.062593 | 0.910889 | 0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.000402 | -0.001274 | 0 | 8,218 |
0 | -0.348673 | 0.334605 | -0.826333 | -1.453478 | -1.424301 | 0.910889 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.001005 | 0 | 8,219 |
0 | 0.135572 | 0.572321 | -0.826333 | -0.8084 | -0.762738 | 0.911757 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.001877 | 0 | 8,220 |
-1.226838 | -0.348673 | -0.973404 | 5.217373 | -0.657908 | -0.762738 | 0.911757 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000804 | -0.000134 | 0 | 8,221 |
0 | -0.590844 | -0.3795 | -0.820669 | -0.567874 | -0.604425 | 0.910889 | -0.000079 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.000134 | 0 | 8,222 |
-0.204569 | -0.833242 | 0.096474 | -0.820669 | -1.194731 | -1.872143 | 0.910889 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | 0.000201 | 1 | 8,223 |
0 | -0.106079 | 0.09641 | -0.818238 | -0.147036 | -0.314896 | 0.910889 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | 0.001206 | 1 | 8,224 |
0.204569 | -0.348445 | -0.379628 | -0.819859 | -0.70581 | -1.027019 | 0.910889 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000134 | 0.001742 | 1 | 8,225 |
-0.613789 | -0.590844 | -0.3795 | -0.819048 | -0.897958 | -1.268925 | 0.910542 | -0.000032 | -0.116279 | -0.535898 | -0.385986 | -0.000402 | 0.002278 | 1 | 8,226 |
0.204624 | -0.105949 | 0.096283 | -0.818238 | -1.164539 | -1.617295 | 0.910542 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000134 | 0.001943 | 1 | 8,227 |
-0.81866 | -0.833307 | -0.498801 | -0.816616 | -0.915794 | -0.646554 | 0.910369 | -0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.000537 | 0.00268 | 1 | 8,228 |
-1.023943 | -0.590844 | -1.333367 | 5.236836 | -0.233197 | -0.314896 | 0.910369 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000671 | 0.002682 | 1 | 8,229 |
0.204844 | -0.105428 | 0.334062 | 5.236836 | -0.467582 | -0.788145 | 0.909675 | -0.000064 | -0.116279 | -0.535898 | -0.385986 | 0.000134 | 0.001744 | 1 | 8,230 |
-0.204844 | -0.833568 | -1.334391 | -0.811746 | -0.604804 | -0.421757 | 0.909675 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | 0 | 0 | 8,231 |
-0.204871 | -0.590844 | -0.857713 | 5.240086 | -0.880569 | -0.898703 | 0.889197 | -0.001873 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | -0.001344 | 0 | 8,232 |
-0.204899 | -0.590844 | 0.095707 | -0.81012 | -1.946017 | -1.483608 | 0.889197 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | -0.001613 | 0 | 8,233 |
0.40977 | 0.137426 | 0.095643 | -0.811746 | -0.221705 | -0.526288 | 0.912451 | 0.002127 | -0.116279 | -0.535898 | -0.385986 | 0.000269 | -0.002824 | 0 | 8,234 |
0 | -0.105428 | -0.142552 | 5.236836 | -0.279101 | -0.220638 | 0.912451 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.003093 | 0 | 8,235 |
0.40966 | 4.983578 | 0.572321 | -0.814182 | -1.830908 | -1.483608 | 0.912451 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000269 | -0.004305 | 0 | 8,236 |
0.614284 | 0.137035 | 0.810484 | -0.818238 | -0.76761 | -0.841516 | 0.912451 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000403 | -0.003764 | 0 | 8,237 |
0.81866 | 0.621636 | 1.048423 | -0.819859 | -1.453478 | -1.369089 | 0.911757 | -0.000063 | -0.116279 | -0.535898 | -0.385986 | 0.000537 | -0.004571 | 0 | 8,238 |
-0.204624 | -0.348413 | 0.33435 | -0.819048 | -1.094349 | -0.960292 | 0.911757 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | -0.005987 | 0 | 8,239 |
-0.204651 | 0.378815 | 0.334318 | -0.817427 | -0.931456 | -0.66848 | 0.911931 | 0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.000134 | -0.00619 | 0 | 8,240 |
0.102329 | -0.348348 | 0.096219 | -0.818238 | -0.824053 | -0.762738 | 0.911931 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000067 | -0.006122 | 0 | 8,241 |
-1.125998 | -0.227136 | -0.975375 | -0.81337 | -0.311842 | -0.358959 | 0.91141 | -0.000048 | -0.116279 | -0.535898 | -0.385986 | -0.000738 | -0.00417 | 0 | 8,242 |
-0.102405 | -0.348185 | 0.453228 | -0.81337 | -1.517974 | -1.547663 | 0.91141 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000067 | -0.002554 | 0 | 8,243 |
0.921395 | 1.228426 | 0.691415 | -0.818238 | -0.931456 | -0.646554 | 0.912278 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | 0.000604 | -0.003629 | 0 | 8,244 |
0.102343 | -0.105819 | 0.334254 | -0.818238 | -0.91838 | -0.928905 | 0.912278 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000067 | -0.001947 | 0 | 8,245 |
0.102336 | 0.015376 | 0.691335 | -0.817427 | -1.128557 | -1.099821 | 0.91141 | -0.000079 | -0.116279 | -0.535898 | -0.385986 | 0.000067 | -0.00309 | 0 | 8,246 |
-0.409385 | -0.590844 | -0.380011 | 5.228719 | -0.851736 | -0.841516 | 0.91141 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000268 | -0.000805 | 0 | 8,247 |
0.204706 | 0.136742 | 0.691359 | -0.817427 | -1.071368 | -0.762738 | 0.910889 | -0.000048 | -0.116279 | -0.535898 | -0.385986 | 0.000134 | 0.000939 | 1 | 8,248 |
2.147759 | 1.954085 | 0.215208 | -0.826333 | -0.674118 | -0.438258 | 0.910889 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.001408 | -0.000737 | 0 | 8,249 |
0.510926 | 0.498744 | 0.691175 | -0.82795 | -0.410448 | -0.374202 | 0.911236 | 0.000032 | -0.116279 | -0.785587 | -0 | 0.000335 | -0.000402 | 0 | 8,250 |
0.204322 | 0.135378 | 0.572321 | -0.828758 | -0.76761 | -0.625212 | 0.911236 | 0 | -0.116279 | -0.785587 | -0 | 0.000134 | 0.001873 | 1 | 8,251 |
0.306432 | -0.227745 | -0.378353 | -0.829565 | -0.339419 | -0.286814 | 0.912798 | 0.000143 | -0.116279 | -0.785587 | -0 | 0.000201 | 0.002608 | 1 | 8,252 |
0.510584 | 0.498015 | 0.21595 | -0.83118 | -0.220756 | 0.009584 | 0.912798 | 0 | -0.046512 | -0.785587 | -0 | 0.000335 | 0.001338 | 1 | 8,253 |
-0.204213 | -0.711828 | -0.615465 | -0.830373 | -0.454178 | -0.195628 | 0.90551 | -0.000667 | -0.046512 | -0.785587 | -0 | -0.000134 | -0.00067 | 0 | 8,254 |
-2.248149 | -0.832853 | -2.042208 | 5.217373 | 0.071424 | 0.26096 | 0.90551 | 0 | -0.046512 | -0.785587 | -0 | -0.001474 | 0.000536 | 1 | 8,255 |
-0.409111 | -0.34851 | -0.617376 | -0.819859 | 0.038918 | 0.327688 | 0.904469 | -0.000095 | -0.046512 | -0.785587 | -0 | -0.000268 | -0.000671 | 0 | 8,256 |
-0.40922 | -0.348445 | -0.855794 | -0.818238 | -0.039036 | 0.172768 | 0.904469 | 0 | -0.046512 | -0.785587 | -0 | -0.000268 | -0.001611 | 0 | 8,257 |
-0.81877 | -0.590844 | -0.618015 | -0.815805 | -0.138558 | 0.218079 | 0.932928 | 0.002603 | -0.046512 | -0.785587 | -0 | -0.000537 | -0.001477 | 0 | 8,258 |
-0.204761 | 0.379336 | 0.33419 | -0.81337 | -0.296865 | -0.136322 | 0.932928 | 0 | -0.046512 | -0.785587 | -0 | -0.000134 | -0.003294 | 0 | 8,259 |
-0.204789 | 0.379466 | -0.380523 | -0.81337 | -0.037577 | 0.195744 | 0.905336 | -0.002524 | -0.046512 | -0.785587 | -0 | -0.000134 | -0.005789 | 0 | 8,260 |
-0.40966 | -0.105559 | -1.572586 | -0.811746 | 0.809681 | 0.97022 | 0.905336 | 0 | -0.046512 | -0.785587 | -0 | -0.000269 | -0.007954 | 0 | 8,261 |
0 | -0.590844 | -0.261725 | -0.812558 | -1.027569 | -0.928905 | 0.904295 | -0.000095 | -0.046512 | -0.785587 | -0 | 0 | -0.006196 | 0 | 8,262 |
1.842604 | 1.83493 | 0.810548 | -0.819859 | -0.069633 | 0.037667 | 0.904295 | 0 | -0.046512 | -0.785587 | -0 | 0.001208 | -0.006594 | 0 | 8,263 |
1.227167 | 0.863255 | 0.572321 | -0.823907 | -0.495191 | -0.405589 | 0.904295 | 0 | -0.046512 | -0.785587 | -0 | 0.000804 | -0.009019 | 0 | 8,264 |
-0.408946 | -0.833112 | -0.49794 | -0.822288 | -1.171965 | -0.841516 | 0.960868 | 0.005175 | -0.046512 | -0.785587 | -0 | -0.000268 | -0.008616 | 0 | 8,265 |
-1.636881 | -0.590844 | -1.331322 | -0.816616 | -0.13185 | 0.132946 | 0.960868 | 0 | -0.046512 | -0.785587 | -0 | -0.001073 | -0.007814 | 0 | 8,266 |
0.511714 | 1.106401 | 0.334222 | 5.225475 | -0.91838 | -0.714222 | 0.890412 | -0.006445 | -0.046512 | -0.785587 | -0 | 0.000335 | -0.00842 | 0 | 8,267 |
0 | -0.590844 | -0.260886 | -0.817427 | -0.403009 | -0.195628 | 0.890412 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.007879 | 0 | 8,268 |
0.409248 | 0.257693 | 0.453315 | -0.819859 | -0.64381 | -0.50789 | 0.907072 | 0.001524 | -0.046512 | -0.785587 | -0 | 0.000268 | -0.009229 | 0 | 8,269 |
-1.330457 | -0.227234 | -0.97496 | 5.230341 | -0.474382 | -0.233443 | 0.905683 | -0.000127 | -0.046512 | -0.785587 | -0 | -0.000872 | -0.008899 | 0 | 8,270 |
1.432752 | 1.349255 | 0.810452 | -0.819859 | -0.526887 | -0.286814 | 0.905683 | 0 | -0.046512 | -0.785587 | -0 | 0.000939 | -0.009702 | 0 | 8,271 |
0 | -0.227258 | -0.022587 | -0.819859 | -0.5123 | -0.545119 | 0.905683 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.007133 | 0 | 8,272 |
0.306843 | -0.227258 | 0.572321 | -0.821479 | -1.101057 | -0.99296 | 0.914187 | 0.000778 | -0.046512 | -0.785587 | -0 | 0.000201 | -0.008685 | 0 | 8,273 |
1.533291 | 1.225988 | 0.691255 | -0.82795 | -0.477121 | -0.286814 | 0.909154 | -0.00046 | -0.046512 | -0.785587 | -0 | 0.001005 | -0.010502 | 0 | 8,274 |
1.021339 | 1.10322 | 0.809942 | 5.197972 | -0.12438 | 0.108065 | 0.909154 | 0 | -0.046512 | -0.785587 | -0 | 0.000669 | -0.010901 | 0 | 8,275 |
0.204186 | 0.134892 | 0.097302 | 5.196358 | -0.65613 | -0.389742 | 0.909154 | 0 | -0.046512 | -0.785587 | -0 | 0.000134 | -0.011306 | 0 | 8,276 |
-0.306289 | -0.590844 | -0.852926 | 5.201201 | 0.012313 | 0.468241 | 0.900477 | -0.000794 | -0.046512 | -0.785587 | -0 | -0.000201 | -0.011376 | 0 | 8,277 |
0.306289 | -0.227915 | -0.021512 | -0.831987 | -0.905546 | -0.564403 | 0.900477 | 0 | -0.046512 | -0.785587 | -0 | 0.000201 | -0.011441 | 0 | 8,278 |
-1.021202 | -0.227988 | -0.615306 | -0.829565 | -0.428122 | -0.102739 | 0.901345 | 0.000079 | -0.046512 | -0.785587 | -0 | -0.000669 | -0.008068 | 0 | 8,279 |
-1.226345 | -0.106728 | -4.186151 | -0.823907 | 0.850393 | 1.171976 | 0.901345 | 0 | -0.046512 | -0.785587 | -0 | -0.000804 | -0.00605 | 0 | 8,280 |
-2.865312 | 1.830382 | -3.474822 | -0.811746 | 0.518534 | 0.90449 | 0.901866 | 0.000048 | -0.046512 | -0.785587 | -0 | -0.001878 | -0.002151 | 0 | 8,281 |
-2.255098 | 1.592499 | -3.004927 | 5.251474 | 0.501316 | 0.683555 | 0.901866 | 0 | -0.046512 | -0.785587 | -0 | -0.001478 | -0.002424 | 0 | 8,282 |
-0.615606 | -0.104711 | -2.054171 | 5.257992 | 0.580742 | 0.446463 | 0.917137 | 0.001397 | -0.046512 | -0.785587 | -0 | -0.000404 | -0.002087 | 0 | 8,283 |
-1.43738 | 0.624735 | -3.250862 | -0.794637 | 0.672741 | 0.746663 | 0.917137 | 0 | -0.046512 | -0.785587 | -0 | -0.000942 | -0.000539 | 0 | 8,284 |
-0.410929 | 0.62588 | -0.861759 | -0.793003 | 0.816528 | 1.13549 | 0.917137 | 0 | -0.046512 | -0.785587 | -0 | -0.000269 | 0.000404 | 1 | 8,285 |
-1.439123 | -0.347368 | -1.340558 | 5.285769 | 0.745054 | 0.839656 | 0.917137 | 0 | -0.046512 | -0.785587 | -0 | -0.000943 | 0.002155 | 1 | 8,286 |
1.439123 | 2.088113 | -0.863499 | -0.79382 | 0.570197 | 0.711779 | 0.916095 | -0.000095 | -0.046512 | -0.785587 | -0 | 0.000943 | -0.000269 | 0 | 8,287 |
-0.41104 | 1.112799 | -0.622987 | -0.792185 | 0.332078 | 0.468241 | 0.916095 | 0 | -0.046512 | -0.785587 | -0 | -0.000269 | -0.000944 | 0 | 8,288 |
-2.365629 | -0.103794 | -2.777476 | -0.782358 | 0.598746 | 0.484193 | 0.910195 | -0.00054 | -0.046512 | -0.785587 | -0 | -0.001551 | -0.000135 | 0 | 8,289 |
-0.514753 | 0.750306 | -0.744958 | -0.781537 | 0.441483 | 0.549867 | 0.910195 | 0 | -0.046512 | -0.785587 | -0 | -0.000337 | -0.002297 | 0 | 8,290 |
0.205922 | 0.384965 | -0.385927 | 5.298885 | 0.166698 | 0.395183 | 0.911236 | 0.000095 | -0.046512 | -0.785587 | -0 | 0.000135 | -0.002838 | 0 | 8,291 |
1.852049 | 1.847363 | -0.146219 | -0.788094 | 0.129913 | 0.188159 | 0.911236 | 0 | -0.046512 | -0.785587 | -0 | 0.001214 | -0.004797 | 0 | 8,292 |
2.363239 | 2.574343 | 0.093908 | -0.797904 | 0.328647 | 0.473594 | 0.911583 | 0.000032 | -0.046512 | -0.785587 | -0 | 0.001549 | -0.006279 | 0 | 8,293 |
-0.718859 | -0.225913 | -1.458676 | -0.795454 | 0.157408 | 0.188159 | 0.911583 | 0 | -0.046512 | -0.785587 | -0 | -0.000471 | -0.006756 | 0 | 8,294 |
2.668343 | 2.570936 | 0.333388 | -0.803611 | 0.244179 | 0.371293 | 0.976486 | 0.005937 | -0.046512 | -0.785587 | -0 | 0.001749 | -0.009387 | 0 | 8,295 |
-1.641505 | -0.833861 | -2.29198 | -0.799535 | 0.373993 | 0.601515 | 0.976486 | 0 | -0.046512 | -0.785587 | -0 | -0.001076 | -0.009601 | 0 | 8,296 |
3.076374 | 3.539902 | -0.144091 | -0.811746 | 0.47501 | 0.383327 | 0.976486 | 0 | -0.046512 | -0.785587 | -0 | 0.002017 | -0.011074 | 0 | 8,297 |
2.865696 | 3.289354 | 0.572321 | -0.823098 | 0.268978 | 0.149113 | 0.976486 | 0 | -0.046512 | -0.785587 | -0 | 0.001878 | -0.014311 | 0 | 8,298 |
-0.409056 | 1.225623 | -0.617217 | -0.819859 | 0.421841 | 0.641426 | 0.976486 | 0 | -0.046512 | -0.785587 | -0 | -0.000268 | -0.01588 | 0 | 8,299 |
1.022434 | 0.620661 | -0.736565 | 5.212517 | 0.449115 | 0.32126 | 0.868894 | -0.009842 | -0.046512 | -0.785587 | -0 | 0.00067 | -0.016755 | 0 | 8,300 |
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