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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2.297079 | 2.131017 | 0.572321 | -0.700049 | -0.486793 | -0.233443 | 0.905857 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.001506 | -0.001095 | 0 | 8,701 |
1.251496 | 0.892082 | 0.572321 | -0.70426 | -0.222656 | -0.091851 | 0.919046 | 0.001206 | -0.046512 | -0.267949 | -0.517638 | 0.00082 | -0.000137 | 0 | 8,702 |
-0.417051 | -0.837914 | -0.397847 | -0.703418 | -0.298985 | -0.246456 | 0.919046 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000273 | -0.000684 | 0 | 8,703 |
-1.043127 | -0.34374 | -1.369077 | -0.698363 | 0.113112 | 0.253971 | 0.915054 | -0.000365 | -0.046512 | -0.267949 | -0.517638 | -0.000684 | 0.00041 | 1 | 8,704 |
-0.208711 | 0.150873 | 0.329597 | -0.69752 | -0.574157 | -0.300732 | 0.915054 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000137 | 0.000821 | 1 | 8,705 |
0.208711 | 0.64535 | 0.572321 | -0.699206 | -0.761383 | -0.273134 | 0.912104 | -0.00027 | -0.046512 | -0.267949 | -0.517638 | 0.000137 | 0.00082 | 1 | 8,706 |
-1.461577 | 0.892285 | -1.734904 | -0.692456 | 0.840385 | 1.227932 | 0.912104 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000958 | 0.001642 | 1 | 8,707 |
0.626562 | 0.893706 | 0.572321 | -0.695833 | 0.111351 | 0.028415 | 0.912104 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000411 | 0.000684 | 1 | 8,708 |
-0.417679 | 0.274936 | 0.086573 | -0.694145 | -0.384753 | -0.136322 | 0.936052 | 0.002191 | -0.046512 | -0.267949 | -0.517638 | -0.000274 | 0.001642 | 1 | 8,709 |
3.546634 | 3.858544 | 1.058069 | -0.707624 | 0.396187 | 0.478911 | 0.936052 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.002325 | -0.001093 | 0 | 8,710 |
3.12255 | 3.109137 | 0.814648 | 5.419889 | 0.515256 | 0.822592 | 0.933623 | -0.000222 | -0.046512 | -0.535898 | -0.385986 | 0.002047 | -0.00273 | 0 | 8,711 |
0.207943 | 1.871609 | -0.63733 | -0.721881 | 0.6777 | 0.836272 | 0.912798 | -0.001905 | -0.046512 | -0.535898 | -0.385986 | 0.000136 | -0.003276 | 0 | 8,712 |
-0.623914 | -0.344481 | -0.879161 | 5.424913 | 0.534696 | 0.545002 | 0.912798 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000409 | -0.003278 | 0 | 8,713 |
-1.665019 | -0.590844 | -1.364045 | -0.712663 | 0.035647 | 0.07364 | 0.933276 | 0.001873 | -0.046512 | -0.535898 | -0.385986 | -0.001091 | -0.000956 | 0 | 8,714 |
-0.833191 | -0.83761 | -1.123735 | -0.710145 | -0.284279 | -0.039527 | 0.933276 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000546 | 0.00041 | 1 | 8,715 |
0.416653 | 0.889855 | 1.056875 | 5.436652 | -0.765528 | -0.788145 | 0.941085 | 0.000714 | -0.046512 | -0.535898 | -0.385986 | 0.000273 | 0.000546 | 1 | 8,716 |
0.416539 | -0.097277 | 0.087767 | 5.436652 | -0.665066 | -0.374202 | 0.941085 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000273 | 0.000273 | 1 | 8,717 |
-1.04156 | -0.83761 | -1.123735 | -0.706783 | -0.104042 | 0.132946 | 0.91679 | -0.002222 | -0.046512 | -0.535898 | -0.385986 | -0.000683 | -0.000273 | 0 | 8,718 |
1.04156 | 1.136756 | 0.329961 | 5.434974 | -1.042896 | -0.928905 | 0.91679 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000683 | -0.000683 | 0 | 8,719 |
-0.208255 | -0.097412 | 0.087899 | -0.712663 | -1.238512 | -1.062593 | 0.917484 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.000137 | 0.000273 | 1 | 8,720 |
-0.416596 | -0.344077 | -0.88154 | -0.710145 | -0.320548 | -0.171376 | 0.917484 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000273 | 0.001501 | 1 | 8,721 |
0.833078 | 1.382883 | 0.814582 | -0.712663 | -0.580497 | -0.526288 | 0.937267 | 0.00181 | -0.046512 | -0.535898 | -0.385986 | 0.000546 | -0.000683 | 0 | 8,722 |
-0.208227 | -0.714206 | 0.087965 | 5.436652 | -1.453478 | -1.483608 | 0.937267 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000136 | -0.000341 | 0 | 8,723 |
-0.208255 | 0.395885 | 0.330127 | 5.436652 | -0.633422 | -0.259683 | 0.918178 | -0.001746 | -0.046512 | -0.535898 | -0.385986 | -0.000137 | -0.000137 | 0 | 8,724 |
1.665246 | 2.860823 | 1.056677 | -0.718532 | -0.144482 | 0.164961 | 0.918178 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001092 | -0.001023 | 0 | 8,725 |
-0.832396 | 0.394943 | -0.39573 | 5.429941 | -0.357661 | -0.300732 | 0.909848 | -0.000762 | -0.046512 | -0.535898 | -0.385986 | -0.000546 | -0.001639 | 0 | 8,726 |
0 | -0.344212 | -0.154064 | -0.713502 | 0.33165 | 0.468241 | 0.909848 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.001775 | 0 | 8,727 |
-0.83285 | -1.084208 | -2.577497 | -0.712663 | -0.006936 | 0.24692 | 0.909848 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000546 | -0.001093 | 0 | 8,728 |
-0.416596 | 0.396019 | -0.154461 | -0.710145 | -0.452852 | -0.147837 | 0.909848 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000273 | 0.000137 | 1 | 8,729 |
1.041276 | 1.382883 | 0.087701 | 5.436652 | -0.459508 | -0.195628 | 0.91679 | 0.000635 | -0.046512 | -0.535898 | -0.385986 | 0.000683 | -0.001297 | 0 | 8,730 |
-0.416425 | -0.837543 | -0.396391 | -0.712663 | -0.70581 | -0.374202 | 0.91679 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000273 | -0.001093 | 0 | 8,731 |
0.208227 | -0.344111 | 0.330127 | -0.712663 | -1.631171 | -1.483608 | 0.920607 | 0.000349 | -0.046512 | -0.535898 | -0.385986 | 0.000136 | -0.000956 | 0 | 8,732 |
2.288621 | 2.120995 | 0.33016 | 5.416541 | -0.200197 | -0.0097 | 0.920607 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.0015 | -0.002183 | 0 | 8,733 |
1.039148 | 0.886628 | 0.088691 | -0.726061 | -0.385956 | 0.064797 | 0.920607 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000681 | -0.002727 | 0 | 8,734 |
0.207745 | 0.885622 | -0.394411 | 5.403171 | 0.263333 | 0.157076 | 0.920607 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000136 | -0.003137 | 0 | 8,735 |
0.830696 | 0.639461 | -0.15258 | -0.731071 | 0.12647 | 0.124738 | 0.907245 | -0.001222 | -0.046512 | -0.535898 | -0.385986 | 0.000545 | -0.003135 | 0 | 8,736 |
0.415178 | 0.392931 | 0.330852 | -0.731071 | 0.118952 | 0.267889 | 0.907245 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000272 | -0.003953 | 0 | 8,737 |
-1.245875 | -0.836804 | -0.876593 | -0.726897 | -1.190884 | -1.027019 | 0.907245 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000817 | -0.003 | 0 | 8,738 |
-1.246893 | -0.344716 | -1.119576 | -0.722717 | -0.260776 | -0.12497 | 0.908981 | 0.000159 | -0.046512 | -0.535898 | -0.385986 | -0.000817 | -0.002729 | 0 | 8,739 |
0.623574 | 1.870939 | 0.572321 | 5.413196 | 0.299677 | 0.494654 | 0.908981 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000409 | -0.002865 | 0 | 8,740 |
0.415574 | 0.393869 | -0.152876 | -0.726897 | -0.591735 | -0.564403 | 0.907419 | -0.000143 | -0.046512 | -0.535898 | -0.385986 | 0.000272 | -0.00341 | 0 | 8,741 |
-1.247063 | 0.024497 | -0.877975 | -0.721044 | -0.346204 | -0.286814 | 0.907419 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000817 | -0.002388 | 0 | 8,742 |
-1.039998 | -0.098152 | -2.331832 | -0.716856 | 0.160701 | 0.099597 | 0.907419 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000682 | -0.001775 | 0 | 8,743 |
-4.584434 | -0.837408 | -5.244718 | -0.696677 | 0.528921 | 0.787332 | 0.921475 | 0.001286 | -0.046512 | -0.535898 | -0.385986 | -0.003005 | 0.001504 | 1 | 8,744 |
-1.461577 | -0.590844 | -1.613397 | -0.692456 | 0.727125 | 1.006666 | 0.921475 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000958 | 0.003213 | 1 | 8,745 |
1.044127 | 0.646366 | -0.399708 | -0.694989 | 0.996833 | 1.13081 | 0.908981 | -0.001143 | -0.046512 | -0.535898 | -0.385986 | 0.000684 | 0.002597 | 1 | 8,746 |
0.20874 | -0.096197 | -0.399042 | 5.466942 | 0.356043 | 0.401046 | 0.908981 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000137 | 0.00205 | 1 | 8,747 |
-0.626305 | -0.467186 | -0.398909 | -0.695833 | -0.293697 | -0.329316 | 0.908113 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.000411 | 0.002188 | 1 | 8,748 |
0.417565 | 0.398585 | 0.329464 | -0.69752 | 0.183855 | 0.26096 | 0.908113 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000274 | 0.001436 | 1 | 8,749 |
-0.208768 | 0.151076 | -0.156152 | -0.696677 | -0.145332 | 0.046813 | 0.907766 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | -0.000137 | 0.001504 | 1 | 8,750 |
-0.835358 | -0.34347 | -0.642133 | 5.475383 | -0.020309 | -0.039527 | 0.907766 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000548 | 0.001368 | 1 | 8,751 |
2.713244 | 3.612218 | 0.572321 | -0.703418 | 0.757682 | 0.826034 | 0.907766 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001779 | -0.001505 | 0 | 8,752 |
-1.251667 | -0.343774 | -1.126054 | -0.700049 | -0.147889 | -0.081109 | 0.91679 | 0.000825 | -0.046512 | -0.535898 | -0.385986 | -0.00082 | -0.000274 | 0 | 8,753 |
0.625962 | 1.509896 | -0.155952 | -0.700892 | -0.066588 | 0.099597 | 0.91679 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00041 | -0.00041 | 0 | 8,754 |
0.417165 | 1.015165 | 0.572321 | -0.702576 | 0.07391 | 0.132946 | 0.925813 | 0.000825 | -0.046512 | -0.535898 | -0.385986 | 0.000273 | -0.000821 | 0 | 8,755 |
0.20854 | 0.644337 | 0.572321 | -0.703418 | 0.289746 | 0.281569 | 0.926161 | 0.000032 | -0.046512 | -0.535898 | -0.385986 | 0.000137 | -0.002875 | 0 | 8,756 |
-0.20854 | -0.590844 | -0.640638 | -0.701734 | -0.826318 | -0.869599 | 0.926161 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000137 | -0.008926 | 0 | 8,757 |
-0.834445 | -0.590844 | -0.398113 | -0.700892 | -1.118117 | -0.898703 | 0.926161 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000547 | -0.01045 | 0 | 8,758 |
1.042984 | 1.633089 | 1.300196 | -0.703418 | -0.08819 | -0.273134 | 0.919566 | -0.000603 | -0.046512 | -0.535898 | -0.385986 | 0.000684 | -0.012378 | 0 | 8,759 |
-0.625705 | -0.343774 | -0.640638 | -0.700892 | -0.776 | -0.691024 | 0.919566 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00041 | -0.011 | 0 | 8,760 |
0.625705 | 0.521161 | 0.329696 | -0.700892 | -0.382355 | -0.545119 | 0.920781 | 0.000111 | -0.046512 | -0.535898 | -0.385986 | 0.00041 | -0.008373 | 0 | 8,761 |
-0.625705 | -1.085085 | -0.519305 | 5.456829 | -0.96388 | -0.788145 | 0.920781 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00041 | -0.008032 | 0 | 8,762 |
-0.625962 | -0.343673 | -0.155653 | -0.699206 | -0.755212 | -0.564403 | 0.920087 | -0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.00041 | -0.008242 | 0 | 8,763 |
1.877116 | 1.633393 | 0.572321 | -0.705942 | -0.793092 | -0.66848 | 0.920087 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00123 | -0.007956 | 0 | 8,764 |
1.250128 | 0.890462 | 0.329895 | -0.711824 | -0.406719 | -0.246456 | 0.924252 | 0.000381 | -0.046512 | -0.535898 | -0.385986 | 0.000819 | -0.010016 | 0 | 8,765 |
0.62468 | 0.642651 | 0.572321 | -0.713502 | 0.1928 | 0.274758 | 0.924252 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000409 | -0.013049 | 0 | 8,766 |
0 | -0.097547 | -0.154163 | -0.713502 | -1.12158 | -0.960292 | 0.924252 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.010839 | 0 | 8,767 |
-1.874809 | -0.344179 | -1.608024 | -0.706783 | 0.005499 | 0.274758 | 0.923905 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | -0.001229 | -0.009196 | 0 | 8,768 |
0.416823 | -0.09694 | 0.572321 | -0.707624 | -0.65613 | -0.691024 | 0.923384 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | 0.000273 | -0.007816 | 0 | 8,769 |
1.249787 | 2.123216 | 0.451145 | -0.712663 | -0.024586 | -0.01952 | 0.923384 | 0 | -0.046512 | -0.785587 | -0 | 0.000819 | -0.008223 | 0 | 8,770 |
1.456792 | 1.381806 | 0.33016 | 5.423238 | 0.174256 | 0.07364 | 0.915228 | -0.000746 | -0.046512 | -0.785587 | -0 | 0.000955 | -0.00794 | 0 | 8,771 |
-2.49821 | -0.837341 | -2.817708 | 5.445051 | -0.137716 | 0 | 0.915228 | 0 | 0 | -0.785587 | -0 | -0.001638 | -0.009606 | 0 | 8,772 |
0.3125 | -0.097143 | 0.208819 | -0.710145 | -0.040497 | -0.136322 | 0.916269 | 0.000095 | 0 | -0.785587 | -0 | 0.000205 | -0.011743 | 0 | 8,773 |
0.104152 | 0.519567 | 0.208893 | -0.710984 | 0.03957 | 0.099597 | 0.916269 | 0 | 0 | -0.785587 | -0 | 0.000068 | -0.009879 | 0 | 8,774 |
0.312415 | 0.642819 | 0.330061 | -0.710984 | 0.090464 | 0.210703 | 0.955488 | 0.003588 | 0 | -0.785587 | -0 | 0.000205 | -0.010222 | 0 | 8,775 |
-1.771197 | -0.714231 | -1.487527 | -0.70426 | 0.095895 | -0.039527 | 0.955488 | 0 | 0 | -0.785587 | -0 | -0.001161 | -0.008096 | 0 | 8,776 |
-0.208511 | 0.150163 | 0.329829 | -0.705101 | 0.726641 | 0.754213 | 0.900651 | -0.005016 | 0 | -0.785587 | -0 | -0.000137 | -0.008373 | 0 | 8,777 |
0.208511 | -0.343774 | 0.329796 | -0.70426 | -0.518098 | -0.358959 | 0.900651 | 0 | 0 | -0.785587 | -0 | 0.000137 | -0.006857 | 0 | 8,778 |
1.458782 | 1.1377 | -0.155255 | -0.710145 | -0.059785 | -0.029461 | 0.900651 | 0 | 0 | -0.785587 | -0 | 0.000956 | -0.007951 | 0 | 8,779 |
-1.146068 | -0.590844 | -0.881739 | -0.705942 | -0.085062 | -0.195628 | 0.942126 | 0.003794 | 0 | -0.785587 | -0 | -0.000751 | -0.007199 | 0 | 8,780 |
-0.104231 | -0.220378 | 0.451104 | -0.705942 | -0.371664 | -0.208035 | 0.918351 | -0.002175 | 0 | -0.785587 | -0 | -0.000068 | -0.007131 | 0 | 8,781 |
0.41688 | 0.396963 | -0.155156 | -0.706783 | -0.400547 | -0.159519 | 0.918351 | 0 | 0 | -0.785587 | -0 | 0.000273 | -0.00651 | 0 | 8,782 |
0.416766 | 1.383691 | 0.208719 | -0.708464 | -0.042696 | 0.116445 | 0.91679 | -0.000143 | 0 | -0.785587 | -0 | 0.000273 | -0.00644 | 0 | 8,783 |
0.208341 | 1.13652 | 0.329994 | -0.710984 | -0.578907 | -0.171376 | 0.91679 | 0 | 0 | -0.785587 | -0 | 0.000137 | -0.007677 | 0 | 8,784 |
-0.416709 | -0.34401 | -0.033475 | -0.710145 | -0.042696 | 0.082386 | 0.917831 | 0.000095 | 0 | -0.785587 | -0 | -0.000273 | -0.007679 | 0 | 8,785 |
0.833305 | 0.396558 | 0.814648 | -0.710145 | -0.733041 | -0.604425 | 0.917831 | 0 | 0 | -0.785587 | -0 | 0.000546 | -0.008913 | 0 | 8,786 |
-0.833305 | -1.084477 | -0.639147 | -0.707624 | -0.786633 | -0.195628 | 0.917484 | -0.000032 | 0 | -0.785587 | -0 | -0.000546 | -0.009745 | 0 | 8,787 |
0.208369 | -0.097075 | -0.639809 | -0.708464 | 0.12647 | 0.172768 | 0.917484 | 0 | 0 | -0.785587 | -0 | 0.000137 | -0.010296 | 0 | 8,788 |
-0.833647 | -0.343976 | -0.397185 | -0.705942 | -0.735027 | -0.564403 | 0.917137 | -0.000032 | 0 | -0.785587 | -0 | -0.000546 | -0.010302 | 0 | 8,789 |
0.41688 | 0.396963 | 0.572321 | -0.707624 | -0.553941 | -0.472317 | 0.917137 | 0 | 0 | -0.785587 | -0 | 0.000273 | -0.012925 | 0 | 8,790 |
-0.41688 | -0.714324 | -0.033723 | -0.705942 | -0.191958 | -0.081109 | 0.913492 | -0.000333 | 0 | -0.785587 | -0 | -0.000273 | -0.013205 | 0 | 8,791 |
0.312671 | -0.096873 | -0.155156 | -0.706783 | 0.036303 | 0.064797 | 0.913492 | 0 | 0 | -0.785587 | -0 | 0.000205 | -0.01341 | 0 | 8,792 |
-0.104217 | 0.520173 | 0.45112 | -0.706783 | -0.070396 | 0.055855 | 0.913492 | 0 | 0 | -0.785587 | -0 | -0.000068 | -0.014866 | 0 | 8,793 |
0.416823 | -0.09694 | 0.329895 | -0.708464 | -0.812836 | -0.489906 | 0.913492 | 0 | 0 | -0.785587 | -0 | 0.000273 | -0.018056 | 0 | 8,794 |
1.145677 | 0.890057 | 0.572321 | -0.712663 | 0.299229 | 0.559509 | 0.93987 | 0.002413 | 0 | -0.785587 | -0 | 0.000751 | -0.018529 | 0 | 8,795 |
0.10411 | -0.467482 | -0.033186 | 5.436652 | -0.467582 | -0.329316 | 0.912972 | -0.002461 | 0 | -0.785587 | -0 | 0.000068 | -0.017346 | 0 | 8,796 |
-0.624766 | 0.149152 | -0.881143 | 5.44169 | 0.500981 | 0.78009 | 0.912972 | 0 | 0 | -0.785587 | -0 | -0.00041 | -0.018465 | 0 | 8,797 |
-0.416653 | -0.344044 | -0.15456 | -0.709305 | -0.213209 | -0.070509 | 0.912972 | 0 | 0 | -0.785587 | -0 | -0.000273 | -0.016247 | 0 | 8,798 |
-0.729416 | -0.220555 | -0.639644 | -0.705942 | 0.024411 | 0 | 0.912278 | -0.000063 | 0 | -0.785587 | -0 | -0.000478 | -0.014382 | 0 | 8,799 |
-0.104231 | 0.396896 | -1.004149 | -0.705101 | 1.037803 | 1.180843 | 0.912278 | 0 | 0 | -0.785587 | -0 | -0.000068 | -0.015284 | 0 | 8,800 |
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