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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.44445 | 0.199056 | 0.313824 | 6.258654 | -0.119444 | 0.210703 | -0.827419 | -0.00019 | 0.023256 | -0.535898 | -0.385986 | 0.000291 | -0.002479 | 0 | 1,901 |
0.222176 | -0.064359 | -0.203057 | -0.300765 | -0.709635 | -0.50789 | -0.827419 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.002771 | 0 | 1,902 |
-1.555914 | -0.854106 | -1.495807 | -0.295027 | 0.203694 | 0.225387 | -0.757137 | 0.006429 | 0.023256 | -0.535898 | -0.385986 | -0.00102 | -0.004236 | 0 | 1,903 |
0 | 0.462894 | 0.313673 | 6.272042 | -0.24981 | -0.171376 | -0.757137 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.003724 | 0 | 1,904 |
-0.667306 | -0.590844 | -2.015856 | -0.291197 | 0.187553 | 0.395183 | -0.832278 | -0.006874 | 0.023256 | -0.535898 | -0.385986 | -0.000437 | -0.004824 | 0 | 1,905 |
-0.890196 | -0.327237 | -0.46295 | 6.285457 | -0.2508 | -0.060048 | -0.832278 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000584 | -0.00512 | 0 | 1,906 |
0.222598 | 0.727577 | 0.313409 | -0.288321 | -0.873248 | -0.584164 | -0.834013 | -0.000159 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.00556 | 0 | 1,907 |
-0.111295 | -0.327121 | 0.054535 | -0.288321 | -0.303244 | -0.060048 | -0.834013 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | -0.006221 | 0 | 1,908 |
0.556393 | 0.068439 | 0.183967 | 6.279704 | -0.026017 | 0.108065 | -0.834013 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000365 | -0.005705 | 0 | 1,909 |
0.444968 | -0.063591 | -0.463101 | -0.292155 | -0.063556 | -0.0097 | -0.834013 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | -0.00541 | 0 | 1,910 |
0.111222 | -0.195505 | 0.442964 | -0.293113 | -0.423027 | -0.545119 | -0.834013 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | -0.004018 | 0 | 1,911 |
0.555987 | 0.331412 | 0.701659 | -0.295984 | -0.743031 | -0.472317 | -0.831063 | 0.00027 | 0.023256 | -0.535898 | -0.385986 | 0.000364 | -0.005847 | 0 | 1,912 |
-1.000923 | -0.590844 | -0.979906 | -0.291197 | 0.052487 | 0.232629 | -0.830022 | 0.000095 | 0.023256 | -0.535898 | -0.385986 | -0.000656 | -0.005118 | 0 | 1,913 |
-0.111254 | -0.195419 | 0.184137 | -0.291197 | -0.773893 | -0.472317 | -0.830022 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | -0.004605 | 0 | 1,914 |
0.111254 | 0.331748 | 0.442926 | -0.291197 | -0.46488 | -0.233443 | -0.83141 | -0.000127 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | -0.003433 | 0 | 1,915 |
2.334466 | 2.175318 | 0.572321 | -0.300765 | 0.275041 | 0.615041 | -0.83141 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00153 | -0.00394 | 0 | 1,916 |
0.444255 | 0.46182 | -0.461442 | -0.30363 | 0.396187 | 0.739041 | -0.832798 | -0.000127 | 0.023256 | -0.535898 | -0.385986 | 0.000291 | -0.00277 | 0 | 1,917 |
-0.111052 | -0.327697 | 0.314012 | -0.302675 | -0.317271 | -0.147837 | -0.832798 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | -0.001967 | 0 | 1,918 |
-0.222128 | 0.593101 | 0.184815 | -0.30172 | -0.727115 | -0.472317 | -0.832798 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | -0.001238 | 0 | 1,919 |
-0.555461 | -0.72246 | -0.461366 | -0.299809 | -0.626581 | -0.300732 | -0.831931 | 0.000079 | 0.023256 | -0.785587 | -0 | -0.000364 | -0.001385 | 0 | 1,920 |
1.332767 | 1.777477 | 0.830743 | 6.247201 | 0.343954 | 0.457426 | -0.831931 | 0 | 0.023256 | -0.785587 | -0 | 0.000874 | -0.001019 | 0 | 1,921 |
-0.222047 | 0.198252 | 0.314087 | 6.252925 | -0.390786 | -0.389742 | -0.834881 | -0.00027 | 0.023256 | -0.785587 | -0 | -0.000146 | 0.000437 | 1 | 1,922 |
0 | -0.590844 | -0.202606 | -0.304584 | -0.780234 | -0.66848 | -0.755228 | 0.007286 | 0.023256 | -0.785587 | -0 | 0 | 0.0016 | 1 | 1,923 |
0.111027 | -0.064665 | 0.572321 | -0.304584 | -0.702005 | -0.788145 | -0.755228 | 0 | 0.023256 | -0.785587 | -0 | 0.000073 | 0.002253 | 1 | 1,924 |
-0.333107 | -0.459294 | -0.073381 | -0.30363 | -0.215088 | -0.18341 | -0.755228 | 0 | 0.023256 | -0.785587 | -0 | -0.000218 | 0.002036 | 1 | 1,925 |
-0.222112 | -0.590844 | 0.055665 | -0.30172 | -0.670483 | -0.564403 | -0.831063 | -0.006937 | 0.023256 | -0.785587 | -0 | -0.000146 | 0.002472 | 1 | 1,926 |
0.11106 | -0.196081 | 0.313974 | -0.302675 | -0.302177 | -0.070509 | -0.831063 | 0 | 0.023256 | -0.785587 | -0 | 0.000073 | 0.000655 | 1 | 1,927 |
-0.777589 | 0.330069 | -0.331991 | -0.299809 | -0.372844 | -0.273134 | -0.832625 | -0.000143 | 0.023256 | -0.785587 | -0 | -0.00051 | 0.00131 | 1 | 1,928 |
-0.111116 | 0.725273 | -0.073898 | -0.298854 | 0.139011 | 0.429732 | -0.832625 | 0 | 0.023256 | -0.785587 | -0 | -0.000073 | 0.000728 | 1 | 1,929 |
0.111116 | -0.327525 | 0.443087 | -0.299809 | -0.569439 | -0.259683 | -0.833492 | -0.000079 | 0.023256 | -0.785587 | -0 | 0.000073 | 0.000728 | 1 | 1,930 |
0.111108 | 0.988382 | 0.572321 | -0.299809 | -0.572581 | -0.358959 | -0.833492 | 0 | 0.023256 | -0.785587 | -0 | 0.000073 | -0.000364 | 0 | 1,931 |
-0.333349 | -0.195937 | -0.590959 | -0.298854 | -0.444947 | -0.314896 | -0.833145 | 0.000032 | 0.023256 | -0.785587 | -0 | -0.000219 | 0.00131 | 1 | 1,932 |
0.222241 | 0.593877 | 0.572321 | -0.30172 | 0.122432 | 0.371293 | -0.833145 | 0 | 0.023256 | -0.785587 | -0 | 0.000146 | 0.00211 | 1 | 1,933 |
0.444385 | 0.462126 | 1.089127 | 6.256744 | -0.688852 | -0.421757 | -0.833492 | -0.000032 | 0.023256 | -0.785587 | -0 | 0.000291 | 0.001601 | 1 | 1,934 |
-0.666626 | -0.064435 | -0.202945 | -0.298854 | -0.378773 | -0.091851 | -0.833492 | 0 | 0.023256 | -0.785587 | -0 | -0.000437 | 0.001747 | 1 | 1,935 |
0.99983 | 0.725465 | 0.313824 | -0.302675 | -0.202965 | 0.14107 | -0.835054 | -0.000143 | 0.023256 | -0.785587 | -0 | 0.000655 | 0.001455 | 1 | 1,936 |
0.555178 | 0.724603 | 0.443162 | 6.251016 | -0.179335 | -0.01952 | -0.835054 | 0 | 0.023256 | -0.785587 | -0 | 0.000364 | 0.001745 | 1 | 1,937 |
-0.666238 | -0.196253 | -0.202493 | -0.302675 | -0.077305 | 0.07364 | -0.835054 | 0 | 0.023256 | -0.785587 | -0 | -0.000437 | 0.003488 | 1 | 1,938 |
0.888252 | 0.724698 | 0.572321 | 6.249108 | -0.222656 | 0.132946 | -0.835054 | 0 | 0.023256 | -0.785587 | -0 | 0.000582 | 0.002471 | 1 | 1,939 |
-0.444062 | -0.590844 | -0.460689 | -0.30363 | -0.141937 | -0.091851 | -0.834881 | 0.000016 | 0.023256 | -0.785587 | -0 | -0.000291 | 0.002762 | 1 | 1,940 |
-0.222079 | -0.590844 | -0.202606 | 6.254834 | -0.18652 | 0.14107 | -0.834881 | 0 | 0.023256 | -0.785587 | -0 | -0.000146 | 0.001891 | 1 | 1,941 |
1.221036 | 1.776099 | 0.830592 | -0.308399 | 0.198009 | 0.24692 | -0.834013 | 0.000079 | 0.023256 | -0.785587 | -0 | 0.0008 | 0.000073 | 1 | 1,942 |
-0.332913 | -0.196454 | -0.073005 | -0.306493 | -0.319454 | -0.102739 | -0.834013 | 0 | 0.023256 | -0.785587 | -0 | -0.000218 | 0.000436 | 1 | 1,943 |
-0.221982 | -0.590844 | -0.460539 | -0.306493 | 0.134477 | 0.545002 | -0.834013 | 0 | 0.023256 | -0.785587 | -0 | -0.000146 | -0.000873 | 0 | 1,944 |
-0.99932 | -0.064818 | -0.719036 | 6.256744 | 0.03957 | 0.164961 | -0.835054 | -0.000095 | 0.023256 | -0.785587 | -0 | -0.000655 | -0.000073 | 0 | 1,945 |
-1.333446 | 0.067095 | -1.366337 | -0.295984 | 0.001379 | 0.365207 | -0.835054 | 0 | 0.023256 | -0.785587 | -0 | -0.000874 | 0.000874 | 1 | 1,946 |
-0.222354 | -0.195707 | -0.074228 | -0.295027 | 0.110174 | 0.371293 | -0.825857 | 0.000841 | 0.023256 | -0.785587 | -0 | -0.000146 | 0.00182 | 1 | 1,947 |
1.00034 | 1.384266 | 0.572321 | -0.298854 | 0.263805 | 0.596955 | -0.825857 | 0 | 0.023256 | -0.785587 | -0 | 0.000656 | 0.001237 | 1 | 1,948 |
0.222209 | 0.330539 | 0.443096 | -0.299809 | -0.199277 | 0.028415 | -0.825857 | 0 | 0.023256 | -0.785587 | -0 | 0.000146 | 0.001164 | 1 | 1,949 |
0.666432 | 0.198826 | -1.754832 | -0.302675 | 0.902526 | 1.240307 | -0.825857 | 0 | 0.023256 | -0.785587 | -0 | 0.000437 | 0.000364 | 1 | 1,950 |
-4.448387 | -0.854029 | -4.860081 | -0.284483 | 1.115768 | 1.46848 | -0.831236 | -0.000492 | 0.023256 | -0.785587 | -0 | -0.002916 | 0.002188 | 1 | 1,951 |
-0.22276 | 0.200786 | -0.464159 | 6.293135 | 0.708472 | 1.097261 | -0.831236 | 0 | 0.023256 | -0.785587 | -0 | -0.000146 | 0.002625 | 1 | 1,952 |
-3.791909 | 2.969283 | -3.837553 | 6.325866 | 1.004184 | 1.368624 | -0.831236 | 0 | 0.023256 | -0.785587 | -0 | -0.002486 | 0.006566 | 1 | 1,953 |
0.781458 | 1.789257 | 0.442453 | -0.270049 | 0.693638 | 1.054537 | -0.831236 | 0 | 0.023256 | -0.785587 | -0 | 0.000512 | 0.00787 | 1 | 1,954 |
-2.345576 | -0.061932 | -2.935664 | 6.341326 | 1.737008 | 1.699472 | -0.742386 | 0.008128 | 0.023256 | -0.785587 | -0 | -0.001538 | 0.009553 | 1 | 1,955 |
-1.34195 | 0.203686 | -1.769164 | -0.254582 | 1.182721 | 1.258519 | -0.810759 | -0.006255 | 0.023256 | -0.785587 | -0 | -0.00088 | 0.009924 | 1 | 1,956 |
-0.447579 | 0.601868 | -0.208517 | -0.253613 | 0.880744 | 1.153941 | -0.810759 | 0 | 0.023256 | -0.785587 | -0 | -0.000293 | 0.010508 | 1 | 1,957 |
-1.119523 | -0.060497 | -3.336461 | -0.246822 | 1.293077 | 1.486738 | -0.810759 | 0 | 0.023256 | -0.785587 | -0 | -0.000734 | 0.011822 | 1 | 1,958 |
1.343329 | 1.531166 | 0.311812 | -0.253613 | 0.473616 | 0.658545 | -0.825336 | -0.001333 | 0.023256 | -0.785587 | -0 | 0.000881 | 0.011304 | 1 | 1,959 |
0.894896 | 0.999496 | -2.032194 | 6.343261 | 0.883263 | 1.054537 | -0.825336 | 0 | 0.023256 | -0.785587 | -0 | 0.000587 | 0.00992 | 1 | 1,960 |
2.234945 | 3.380059 | 0.572321 | -0.266189 | 0.460941 | 0.691721 | -0.828113 | -0.000254 | 0.023256 | -0.785587 | -0 | 0.001465 | 0.008745 | 1 | 1,961 |
-2.234945 | -0.326233 | -2.286979 | -0.256519 | 0.368738 | 0.662768 | -0.828113 | 0 | 0.023256 | -0.785587 | -0 | -0.001465 | 0.010645 | 1 | 1,962 |
0.111825 | 1.528056 | 0.052029 | 6.335524 | 0.317815 | 0.457426 | -0.83141 | -0.000302 | 0.023256 | -0.785587 | -0 | 0.000073 | 0.011152 | 1 | 1,963 |
0.670778 | 1.92489 | 0.182145 | 6.339391 | 0.186498 | 0.334064 | -0.83141 | 0 | 0.023256 | -0.785587 | -0 | 0.00044 | 0.010567 | 1 | 1,964 |
1.898938 | 2.717151 | -0.337823 | -0.269084 | 0.665634 | 0.783719 | -0.83141 | 0 | 0.023256 | -0.785587 | -0 | 0.001245 | 0.009323 | 1 | 1,965 |
1.562059 | 1.260075 | 0.312651 | -0.27294 | 0.098295 | 0.371293 | -0.83141 | 0 | 0.023256 | -0.785587 | -0 | 0.001024 | 0.007864 | 1 | 1,966 |
2.228742 | 2.577757 | -0.465524 | 6.291214 | 0.35065 | 0.606049 | -0.82551 | 0.00054 | 0.023256 | -0.785587 | -0 | 0.001461 | 0.005822 | 1 | 1,967 |
1.113151 | 1.255484 | -0.204869 | 6.281621 | 0.240772 | 0.484193 | -0.82551 | 0 | 0.023256 | -0.785587 | -0 | 0.00073 | 0.005238 | 1 | 1,968 |
0.889936 | 0.990684 | 0.313485 | -0.29407 | 0.633134 | 0.761692 | -0.829154 | -0.000333 | 0.023256 | -0.785587 | -0 | 0.000583 | 0.005307 | 1 | 1,969 |
-0.778666 | -0.063821 | -0.980359 | 6.281621 | 0.374396 | 0.530228 | -0.829154 | 0 | 0.023256 | -0.785587 | -0 | -0.00051 | 0.0056 | 1 | 1,970 |
1.890357 | 2.175721 | -0.592656 | -0.297898 | 0.380806 | 0.601515 | -0.829154 | 0 | 0.023256 | -0.785587 | -0 | 0.001239 | 0.003563 | 1 | 1,971 |
1.999004 | 2.303771 | 0.572321 | -0.306493 | 0.735789 | 1.025624 | -0.830889 | -0.000159 | 0.023256 | -0.785587 | -0 | 0.00131 | 0.002035 | 1 | 1,972 |
1.774697 | 2.562557 | -8.615393 | -0.315065 | 1.268645 | 1.495713 | -0.830889 | 0 | 0.023256 | -0.785587 | -0 | 0.001163 | 0.001307 | 1 | 1,973 |
1.108138 | 1.509591 | 0.572321 | -0.318868 | 1.051901 | 1.240307 | -0.827939 | 0.00027 | 0.023256 | -0.785587 | -0 | 0.000726 | 0.000581 | 1 | 1,974 |
-0.664786 | -0.853379 | -1.748068 | 6.230058 | 0.687255 | 0.935038 | -0.832972 | -0.00046 | 0.023256 | -0.785587 | -0 | -0.000436 | 0.001016 | 1 | 1,975 |
0.443223 | 1.246636 | 0.056717 | -0.318868 | 1.138766 | 1.526356 | -0.832972 | 0 | 0.023256 | -0.785587 | -0 | 0.000291 | 0.000145 | 1 | 1,976 |
-2.661271 | -0.328309 | -3.039011 | 6.247201 | 1.028609 | 1.320108 | -0.835922 | -0.00027 | 0.023256 | -0.785587 | -0 | -0.001744 | 0.001599 | 1 | 1,977 |
0.22195 | 1.249308 | 0.314162 | 6.245294 | 0.855041 | 1.051951 | -0.835922 | 0 | 0.023256 | -0.785587 | -0 | 0.000145 | 0.001889 | 1 | 1,978 |
-0.999029 | -0.722336 | -1.4937 | 6.254834 | 0.713676 | 0.916849 | -0.835922 | 0 | 0.023256 | -0.785587 | -0 | -0.000655 | 0.002689 | 1 | 1,979 |
0.111036 | 1.118801 | -0.073475 | 6.252925 | 0.941479 | 1.211127 | -0.832104 | 0.000349 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.002907 | 1 | 1,980 |
-1.555234 | -0.064665 | -1.365631 | -0.297898 | 0.613448 | 0.88239 | -0.836095 | -0.000365 | 0.023256 | -1 | 0.614014 | -0.001019 | 0.004797 | 1 | 1,981 |
2.221278 | 2.830065 | 0.572321 | 6.247201 | 1.086808 | 1.308915 | -0.836095 | 0 | 0.023256 | -1 | 0.614014 | 0.001456 | 0.002906 | 1 | 1,982 |
1.442098 | 1.249308 | 0.314162 | -0.313162 | 0.639757 | 0.952823 | -0.836095 | 0 | 0.023256 | -1 | 0.614014 | 0.000945 | 0.002105 | 1 | 1,983 |
-0.332671 | 0.065947 | -6.145677 | -0.311258 | 0.74882 | 1.079944 | -0.830022 | 0.000556 | 0.023256 | -1 | 0.614014 | -0.000218 | 0.002469 | 1 | 1,984 |
-0.443674 | -0.590844 | -0.459788 | -0.309353 | 0.594948 | 0.662768 | -0.830022 | 0 | 0.023256 | -1 | 0.614014 | -0.000291 | 0.002542 | 1 | 1,985 |
0.554572 | 0.723168 | -0.20193 | -0.31221 | 0.689048 | 1.092352 | -0.83436 | -0.000397 | 0.023256 | -1 | 0.614014 | 0.000364 | 0.002396 | 1 | 1,986 |
0.997723 | 1.379101 | 0.44335 | -0.316016 | 0.472219 | 0.731346 | -0.83436 | 0 | 0.023256 | -1 | 0.614014 | 0.000654 | 0.000871 | 1 | 1,987 |
1.99349 | 2.033556 | 0.056717 | -0.325512 | 0.729301 | 1.030959 | -0.832104 | 0.000206 | 0.023256 | -1 | 0.614014 | 0.001307 | -0.000581 | 0 | 1,988 |
-0.664207 | -0.328575 | -1.230592 | 6.218655 | 0.642224 | 0.895093 | -0.832104 | 0 | 0.023256 | -1 | 0.614014 | -0.000435 | -0.000508 | 0 | 1,989 |
0 | 0.19619 | -0.200468 | -0.321717 | 0.322168 | 0.719663 | -0.835922 | -0.000349 | 0.023256 | -1 | 0.614014 | 0 | 0.000073 | 1 | 1,990 |
-1.550942 | -0.328461 | -1.489199 | 6.230058 | 0.463069 | 0.695773 | -0.835922 | 0 | 0.023256 | -1 | 0.614014 | -0.001017 | -0.000291 | 0 | 1,991 |
-1.552521 | -0.065583 | -1.491297 | 6.243387 | 0.416558 | 0.719663 | -0.82551 | 0.000952 | 0.023256 | -1 | 0.614014 | -0.001018 | 0.001308 | 1 | 1,992 |
0.221885 | 0.72336 | 0.056116 | -0.309353 | 0.532776 | 0.856363 | -0.82551 | 0 | 0.023256 | -1 | 0.614014 | 0.000145 | 0.00109 | 1 | 1,993 |
-2.220308 | -0.065124 | -2.526711 | -0.300765 | 0.57383 | 0.822592 | -0.745336 | 0.007334 | 0.023256 | -1 | 0.614014 | -0.001455 | 0.002328 | 1 | 1,994 |
0.222176 | -0.064359 | -0.073804 | -0.300765 | -0.103241 | 0.195744 | -0.745336 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | 0.002763 | 1 | 1,995 |
0.111076 | -0.32762 | -0.332188 | -0.30172 | 0.490845 | 0.907598 | -0.824642 | -0.007255 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.002545 | 1 | 1,996 |
1.221303 | 1.513718 | 0.184759 | -0.307446 | 0.758377 | 1.057114 | -0.824642 | 0 | 0.023256 | -1 | 0.614014 | 0.000801 | 0.002906 | 1 | 1,997 |
0.110979 | -0.196368 | -0.460539 | -0.307446 | 0.656579 | 0.787332 | -0.819957 | 0.000429 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.003268 | 1 | 1,998 |
0.110971 | 0.3294 | 0.185097 | -0.307446 | 0.200599 | 0.615041 | -0.819957 | 0 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.003485 | 1 | 1,999 |
-0.554936 | -0.196425 | -0.976969 | -0.305539 | 0.042173 | 0.446463 | -0.824121 | -0.000381 | 0.023256 | -1 | 0.614014 | -0.000364 | 0.003849 | 1 | 2,000 |
Subsets and Splits
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