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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.783622 | 1.52261 | 0.328127 | -0.668712 | -0.725151 | -0.564403 | 1.017961 | -0.000381 | -0.116279 | -1 | 0.614014 | 0.001169 | -0.001513 | 0 | 9,901 |
-0.314605 | -0.093919 | -1.257816 | 5.527973 | -0.498014 | -0.960292 | 1.017961 | 0 | -0.116279 | -1 | 0.614014 | -0.000206 | -0.000138 | 0 | 9,902 |
1.048432 | 2.637391 | -0.403718 | -0.671265 | 0.014344 | -0.208035 | 1.024382 | 0.000587 | -0.116279 | -1 | 0.614014 | 0.000687 | -0.00165 | 0 | 9,903 |
-0.838688 | 0.154133 | -0.403047 | -0.667861 | -0.499429 | -0.545119 | 1.024382 | 0 | -0.116279 | -1 | 0.614014 | -0.00055 | -0.0011 | 0 | 9,904 |
1.257859 | 1.396171 | 0.084436 | 5.516058 | 0 | -0.300732 | 1.016746 | -0.000698 | -0.116279 | -1 | 0.614014 | 0.000825 | -0.001925 | 0 | 9,905 |
0.837997 | 0.402118 | 0.084838 | -0.675515 | -0.513745 | -0.405589 | 1.016746 | 0 | -0.116279 | -1 | 0.614014 | 0.000549 | -0.00275 | 0 | 9,906 |
2.511232 | 2.880233 | 0.32873 | -0.688229 | -0.346204 | -0.421757 | 1.016746 | 0 | -0.116279 | -1 | 0.614014 | 0.001646 | -0.00536 | 0 | 9,907 |
0.418137 | -0.095384 | -3.688331 | -0.687383 | -0.68329 | -0.389742 | 1.016746 | 0 | -0.116279 | -1 | 0.614014 | 0.000274 | -0.005496 | 0 | 9,908 |
2.506419 | 2.873581 | -0.643631 | -0.698363 | -0.116173 | -0.12497 | 1.024555 | 0.000714 | -0.116279 | -1 | 0.614014 | 0.001643 | -0.007346 | 0 | 9,909 |
0 | 0.645181 | -1.127449 | 5.461884 | -0.278071 | -0.208035 | 1.024555 | 0 | -0.116279 | -1 | 0.614014 | 0 | -0.007346 | 0 | 9,910 |
1.668661 | 1.386391 | 1.057671 | 5.450096 | -0.810614 | -0.646554 | 1.0282 | 0.000333 | -0.116279 | -1 | 0.614014 | 0.001094 | -0.008439 | 0 | 9,911 |
-4.384134 | -0.343841 | -6.350785 | -0.687383 | -0.086624 | 0.082386 | 1.0282 | 0 | -0.116279 | -1 | 0.614014 | -0.002874 | -0.005566 | 0 | 9,912 |
-2.510888 | -1.086372 | -2.347765 | -0.678062 | -0.837756 | -0.788145 | 1.007202 | -0.001921 | -0.116279 | -1 | 0.614014 | -0.001646 | -0.00392 | 0 | 9,913 |
-0.418883 | 1.269235 | -0.158452 | -0.675515 | 0.462715 | 0.26096 | 1.007202 | 0 | -0.116279 | -1 | 0.614014 | -0.000275 | -0.003645 | 0 | 9,914 |
1.465589 | 2.385181 | 0.085039 | -0.680607 | 0.128767 | 0.365207 | 1.007202 | 0 | -0.116279 | -1 | 0.614014 | 0.000961 | -0.004606 | 0 | 9,915 |
-1.046706 | -0.342893 | -0.644966 | -0.677213 | -0.446258 | -0.195628 | 1.007202 | 0 | -0.116279 | -1 | 0.614014 | -0.000686 | -0.00392 | 0 | 9,916 |
2.510888 | 3.870134 | 0.085172 | -0.687383 | 0.551427 | 0.274758 | 1.007202 | 0 | -0.116279 | -1 | 0.614014 | 0.001646 | -0.005566 | 0 | 9,917 |
1.253896 | 1.142436 | 0.329164 | 5.475383 | -0.537283 | -0.300732 | 1.006855 | -0.000032 | -0.116279 | -1 | 0.614014 | 0.000822 | -0.006388 | 0 | 9,918 |
0.730964 | 1.141012 | 0.450847 | -0.695833 | 0.120114 | 0.1805 | 1.006855 | 0 | -0.116279 | -1 | 0.614014 | 0.000479 | -0.006867 | 0 | 9,919 |
-5.124116 | -0.714552 | -5.630528 | -0.674665 | 0.134477 | 0.32126 | 1.006855 | 0 | -0.116279 | -1 | 0.614014 | -0.003359 | -0.017734 | 0 | 9,920 |
-1.257513 | 0.649932 | -0.890129 | -0.670414 | -0.18202 | 0.099597 | 1.010499 | 0.000333 | -0.116279 | -1 | 0.614014 | -0.000824 | -0.017749 | 0 | 9,921 |
0.419286 | 2.388042 | -0.647309 | -0.671265 | -0.107256 | 0.009584 | 1.010499 | 0 | -0.116279 | -1 | 0.614014 | 0.000275 | -0.020124 | 0 | 9,922 |
-0.628973 | 0.154133 | -0.403047 | -0.670414 | -0.66327 | -0.286814 | 1.010499 | 0 | -0.116279 | -1 | 0.614014 | -0.000412 | -0.024631 | 0 | 9,923 |
1.257686 | 1.644087 | 0.81618 | -0.673816 | 0.146317 | -0.12497 | 1.010499 | 0 | -0.116279 | -1 | 0.614014 | 0.000824 | -0.02461 | 0 | 9,924 |
-1.257686 | 0.153826 | -0.89033 | -0.670414 | -0.672298 | -0.374202 | 1.010499 | 0 | -0.116279 | -1 | 0.614014 | -0.000824 | -0.023786 | 0 | 9,925 |
0.419344 | 0.4028 | -1.379758 | -0.669563 | -1.114671 | -0.646554 | 1.004078 | -0.000587 | -0.116279 | -1 | 0.614014 | 0.000275 | -0.023216 | 0 | 9,926 |
-1.468208 | -0.09409 | -1.135161 | 5.529676 | -0.111295 | 0.091037 | 1.004078 | 0 | -0.116279 | -1 | 0.614014 | -0.000962 | -0.022817 | 0 | 9,927 |
0.629405 | 0.900442 | -0.648316 | -0.667861 | 1.021831 | 0.195744 | 1.004772 | 0.000063 | -0.116279 | -1 | 0.614014 | 0.000413 | -0.022807 | 0 | 9,928 |
0.209744 | 0.899827 | 0.084369 | -0.670414 | -0.398094 | -0.233443 | 1.004772 | 0 | -0.116279 | -1 | 0.614014 | 0.000137 | -0.024634 | 0 | 9,929 |
-0.419517 | 0.899622 | -1.135865 | -0.667009 | 0.198009 | 0.019055 | 1.00859 | 0.000349 | -0.116279 | -1.164525 | 1.414214 | -0.000275 | -0.024218 | 0 | 9,930 |
-1.679222 | -0.590844 | -1.380563 | -0.660188 | 0.148549 | 0.07364 | 1.00859 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.001101 | -0.026787 | 0 | 9,931 |
0.210004 | 0.404304 | -1.627246 | -0.661042 | -0.112917 | 0.124738 | 1.027852 | 0.001762 | -0.116279 | -1.164525 | 1.414214 | 0.000138 | -0.025653 | 0 | 9,932 |
0.839727 | 0.652835 | 0.328093 | -0.663601 | 0.121853 | 0.108065 | 1.027852 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.00055 | -0.027334 | 0 | 9,933 |
-1.259763 | -0.590844 | -1.625733 | -0.657626 | 0.416179 | 0.468241 | 1.029067 | 0.000111 | -0.116279 | -1.164525 | 1.414214 | -0.000826 | -0.024954 | 0 | 9,934 |
0 | 1.150546 | 0.083697 | -0.659334 | -0.202041 | 0.32126 | 1.029067 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.023685 | 0 | 9,935 |
0.630012 | 0.404441 | 0.328026 | -0.661042 | 0.27967 | 0.340391 | 1.02872 | -0.000032 | -0.116279 | -1.164525 | 1.414214 | 0.000413 | -0.026356 | 0 | 9,936 |
0.209946 | 2.143744 | 0.328127 | -0.662748 | 0.70623 | 0.723577 | 1.02872 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000138 | -0.025646 | 0 | 9,937 |
-1.05002 | 0.901057 | -0.64882 | -0.657626 | 0.19645 | 0.157076 | 1.029414 | 0.000063 | -0.116279 | -1.164525 | 1.414214 | -0.000688 | -0.024393 | 0 | 9,938 |
-0.630359 | 0.404578 | -0.649661 | -0.655062 | 0.267101 | 0.32126 | 1.029414 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000413 | -0.024262 | 0 | 9,939 |
-1.892641 | -0.092859 | -1.873496 | 5.565567 | 0.724456 | 0.836272 | 1.040868 | 0.001048 | -0.116279 | -1.164525 | 1.414214 | -0.001241 | -0.024717 | 0 | 9,940 |
0.42079 | 0.406225 | -0.896586 | 5.56214 | 0.26286 | 0.164961 | 1.040868 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000276 | -0.024427 | 0 | 9,941 |
1.892119 | 3.144304 | 0.327655 | -0.655917 | 0.189131 | 0.055855 | 1.041215 | 0.000032 | -0.116279 | -1.164525 | 1.414214 | 0.00124 | -0.025102 | 0 | 9,942 |
-0.840652 | 0.155877 | -1.138925 | -0.653352 | -0.049333 | -0.070509 | 1.041215 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000551 | -0.025399 | 0 | 9,943 |
-0.210235 | 0.654205 | 0.327824 | -0.652496 | -0.24981 | -0.18341 | 1.041215 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000138 | -0.025827 | 0 | 9,944 |
0.210235 | 0.405401 | -0.161373 | 5.55358 | -0.503693 | -0.208035 | 1.041215 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000138 | -0.02441 | 0 | 9,945 |
1.680841 | 1.400823 | 0.327824 | -0.660188 | -0.01818 | 0.055855 | 1.041215 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001102 | -0.02523 | 0 | 9,946 |
0.419921 | 2.392548 | 0.328093 | -0.661895 | 0.490504 | 0.429732 | 1.036356 | -0.000444 | -0.116279 | -1.164525 | 1.414214 | 0.000275 | -0.026847 | 0 | 9,947 |
-0.524919 | 0.403894 | -0.404524 | -0.660188 | -1.012572 | -0.584164 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000344 | -0.027563 | 0 | 9,948 |
-1.470736 | -0.342023 | -1.504834 | -0.654207 | -0.356507 | -0.405589 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000964 | -0.027449 | 0 | 9,949 |
0.315277 | 0.280721 | 0.205588 | -0.655917 | -0.114543 | 0 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000207 | -0.027372 | 0 | 9,950 |
0.945441 | 1.027107 | 0.572321 | -0.65848 | -0.023871 | 0.099597 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.00062 | -0.029551 | 0 | 9,951 |
1.784235 | 1.771902 | -0.038438 | -0.666158 | 0.647133 | 0.699805 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.00117 | -0.031146 | 0 | 9,952 |
-1.259243 | -0.839443 | -1.380563 | -0.661042 | 0.033678 | 0.14107 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000825 | -0.03032 | 0 | 9,953 |
0 | -0.093338 | 0.328127 | -0.661895 | 0.110763 | 0.082386 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.028973 | 0 | 9,954 |
0 | -0.342074 | 0.083898 | -0.661895 | 0.04347 | 0.132946 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.028619 | 0 | 9,955 |
-0.419979 | -0.342074 | -0.648988 | -0.660188 | 0.559797 | 0.564287 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000275 | -0.029194 | 0 | 9,956 |
-1.470837 | -0.093201 | -1.382715 | -0.653352 | 0.382797 | 0.327688 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000964 | -0.027805 | 0 | 9,957 |
0.210206 | 0.654205 | 0.083293 | -0.654207 | -0.190141 | 0.055855 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000138 | -0.028368 | 0 | 9,958 |
-0.315321 | -0.3418 | -0.650334 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000207 | -0.029792 | 0 | 9,959 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.031711 | 0 | 9,960 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.032707 | 0 | 9,961 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.031 | 0 | 9,962 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.031142 | 0 | 9,963 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.030858 | 0 | 9,964 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.030716 | 0 | 9,965 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.029438 | 0 | 9,966 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.029296 | 0 | 9,967 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.028586 | 0 | 9,968 |
0 | 0.031831 | -0.283626 | 5.55358 | 0.340158 | 0.569036 | 1.036356 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.029012 | 0 | 9,969 |
-21.702773 | -19.749132 | -31.873974 | 18.315226 | 1.998752 | 2.199908 | 1.032191 | -0.000381 | -0.116279 | 0.628626 | 1.414214 | -0.014226 | -0.014786 | 0 | 9,970 |
-1.280022 | 0.924612 | -3.40013 | 12.051524 | 0.60628 | 0.832874 | 0.876876 | -0.014208 | -0.116279 | 0.628626 | 1.414214 | -0.000839 | -0.014514 | 0 | 9,971 |
-3.204763 | -0.843756 | -4.647732 | 12.083339 | 0.579844 | 0.658545 | 0.876876 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002101 | -0.012982 | 0 | 9,972 |
-7.504065 | -1.097767 | -8.904708 | -0.514283 | 1.047793 | 1.507525 | 0.922863 | 0.004207 | -0.116279 | 0.628626 | 1.414214 | -0.004919 | -0.007779 | 0 | 9,973 |
1.289035 | 1.954119 | -1.929012 | 5.822744 | 0.823308 | 1.102141 | 0.922863 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000845 | -0.008482 | 0 | 9,974 |
0 | 0.426711 | -1.676818 | 5.82453 | 0.612306 | 0.843025 | 0.922516 | -0.000032 | -0.116279 | 0.628626 | 1.414214 | 0 | -0.008908 | 0 | 9,975 |
1.287947 | 2.968096 | -1.676818 | 5.817389 | 0.942012 | 0.932035 | 0.922516 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000844 | -0.009965 | 0 | 9,976 |
-0.858511 | -0.082424 | -1.924788 | -0.522321 | 0.765746 | 1.003921 | 1.118265 | 0.017906 | -0.116279 | 0.628626 | 1.414214 | -0.000563 | -0.009189 | 0 | 9,977 |
0.643928 | 1.443122 | -0.426663 | -0.524996 | 0.608869 | 0.875963 | 1.118265 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000422 | -0.008618 | 0 | 9,978 |
-2.577345 | 0.17184 | -3.425304 | -0.516965 | 0.605703 | 1.038896 | 1.121215 | 0.00027 | -0.116279 | 0.628626 | 1.414214 | -0.001689 | -0.00707 | 0 | 9,979 |
0.214945 | 0.427715 | -1.178489 | -0.514283 | 0.574132 | 0.805156 | 1.121215 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000141 | -0.007779 | 0 | 9,980 |
-5.598441 | -1.100267 | -6.189389 | -0.492749 | 0.971924 | 1.114212 | 1.135445 | 0.001302 | -0.116279 | 0.628626 | 1.414214 | -0.00367 | -0.004322 | 0 | 9,981 |
1.940248 | 2.473898 | -0.180467 | -0.499045 | 0.398912 | 0.606049 | 1.135445 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001272 | -0.00666 | 0 | 9,982 |
-1.724543 | -0.080342 | -2.436916 | 12.246734 | 0.365484 | 0.632727 | 1.135792 | 0.000032 | -0.116279 | 0.628626 | 1.414214 | -0.00113 | -0.005814 | 0 | 9,983 |
2.370744 | 4.003674 | -0.682325 | -0.508018 | 0.327787 | 0.383327 | 1.135792 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001554 | -0.007937 | 0 | 9,984 |
1.936963 | 4.251063 | 1.073153 | 5.840626 | 0.250462 | 0.494654 | 1.137874 | 0.00019 | -0.116279 | 0.628626 | 1.414214 | 0.00127 | -0.008495 | 0 | 9,985 |
-3.445192 | -0.336007 | -3.434332 | -0.495449 | 0.161248 | 0.359075 | 1.137874 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.002258 | -0.007517 | 0 | 9,986 |
1.292859 | 1.451452 | -0.179935 | 5.858559 | 0.229954 | 0.520224 | 1.137874 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000847 | -0.009789 | 0 | 9,987 |
0.861298 | 1.959505 | 0.82279 | -0.506225 | 0.201115 | 0.31478 | 1.137874 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000565 | -0.00836 | 0 | 9,988 |
-0.430588 | 0.429151 | -0.930385 | 5.856763 | 0.356043 | 0.253971 | 1.139957 | 0.00019 | -0.116279 | 0.628626 | 1.414214 | -0.000282 | -0.007438 | 0 | 9,989 |
-2.586083 | -1.101201 | -3.689862 | -0.492749 | 0.64195 | 0.879183 | 1.139957 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001695 | -0.006098 | 0 | 9,990 |
0.862515 | 1.452606 | 0.321463 | 5.867544 | 0.521145 | 0.530228 | 1.145683 | 0.000524 | -0.116279 | 0.628626 | 1.414214 | 0.000565 | -0.00766 | 0 | 9,991 |
0.862028 | 0.430592 | 0.070853 | -0.498146 | 0.407407 | 0.510094 | 1.145683 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000565 | -0.007655 | 0 | 9,992 |
-1.293224 | -1.10149 | -1.684128 | -0.492749 | -0.204816 | -0.113778 | 1.143427 | -0.000206 | -0.116279 | 0.628626 | 1.414214 | -0.000848 | -0.006808 | 0 | 9,993 |
-0.862759 | -0.846365 | -1.434971 | 5.878343 | -0.12438 | 0.124738 | 1.143427 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000566 | -0.009021 | 0 | 9,994 |
2.371414 | 5.661705 | 0.070427 | -0.499045 | -0.047852 | 0.281569 | 1.144295 | 0.000079 | -0.116279 | 0.628626 | 1.414214 | 0.001554 | -0.010647 | 0 | 9,995 |
0.43077 | 0.940013 | 0.071207 | -0.499045 | -0.391998 | 0.046813 | 1.144295 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000282 | -0.012643 | 0 | 9,996 |
-2.047244 | -1.611847 | -2.184782 | -0.492749 | 0.389524 | 0.019055 | 1.15384 | 0.000873 | -0.116279 | 0.628626 | 1.414214 | -0.001342 | -0.010587 | 0 | 9,997 |
-1.618188 | -0.974167 | -1.81176 | -0.48644 | -0.305384 | 0.009584 | 1.15384 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001061 | -0.009383 | 0 | 9,998 |
-1.295787 | -0.590844 | -2.191419 | -0.481927 | 0.488117 | 0.662768 | 1.143427 | -0.000952 | -0.116279 | 0.628626 | 1.414214 | -0.000849 | -0.008534 | 0 | 9,999 |
0.432051 | 0.177023 | -1.438953 | 5.896383 | 0.487433 | 0.794509 | 1.143427 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000283 | -0.009674 | 0 | 10,000 |
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