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finimpact-direction1d-v4

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finimpact-direction1d-v4
File size: 3,194 Bytes
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{
  "numeric_columns": [
    "source_sentiment_score",
    "sentiment_abs_score",
    "site_benzinga",
    "site_globenewswire",
    "site_yahoo_finance",
    "site_marketwatch",
    "text_char_len",
    "title_char_len",
    "is_after_close",
    "is_premarket",
    "is_market_hours",
    "published_hour_sin",
    "published_hour_cos",
    "ret_1d_lag",
    "ret_5d_lag",
    "ret_20d_lag",
    "vol_5d",
    "vol_20d",
    "vol_60d",
    "vol_ratio_5_20",
    "drawdown_20d",
    "volume_z_20d",
    "sector_code",
    "market_ret_1d_lag",
    "market_ret_5d_lag",
    "sector_ret_1d_lag",
    "sector_ret_5d_lag",
    "beta_market_60d",
    "beta_sector_60d"
  ],
  "mean": {
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    "sentiment_abs_score": 0.8758751153945923,
    "site_benzinga": 0.3414634168148041,
    "site_globenewswire": 0.027059365063905716,
    "site_yahoo_finance": 0.19834330677986145,
    "site_marketwatch": 0.0011965024750679731,
    "text_char_len": 0.12647317349910736,
    "title_char_len": 0.22998590767383575,
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    "published_hour_sin": -0.2567417025566101,
    "published_hour_cos": -0.35876917839050293,
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    "ret_5d_lag": 0.005167760459005587,
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    "vol_5d": 0.02562241014758805,
    "vol_20d": 0.027127421020100354,
    "vol_60d": 0.030643427833552454,
    "vol_ratio_5_20": 0.94897371917211,
    "drawdown_20d": -0.06130785621108734,
    "volume_z_20d": 0.9134664162837107,
    "sector_code": 0.2863782788771284,
    "market_ret_1d_lag": 0.0006297079118320088,
    "market_ret_5d_lag": 0.0041547514374490275,
    "sector_ret_1d_lag": 0.0008193551641604897,
    "sector_ret_5d_lag": 0.0056375516939092185,
    "beta_market_60d": 1.3920874921870132,
    "beta_sector_60d": 1.1672672796791717
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  "std": {
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    "sentiment_abs_score": 0.24518661201000214,
    "site_benzinga": 0.4742223620414734,
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    "site_yahoo_finance": 0.39877045154571533,
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    "is_after_close": 0.23988670110702515,
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    "is_market_hours": 0.4998154640197754,
    "published_hour_sin": 0.663528323173523,
    "published_hour_cos": 0.6042951941490173,
    "ret_1d_lag": 0.043107957015871196,
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    "ret_20d_lag": 0.19046219546936188,
    "vol_5d": 0.03433107463832683,
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    "vol_ratio_5_20": 0.368944284961192,
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    "volume_z_20d": 2.680127570980756,
    "sector_code": 0.266243410025217,
    "market_ret_1d_lag": 0.009415043142061333,
    "market_ret_5d_lag": 0.020352265466718426,
    "sector_ret_1d_lag": 0.016764466116674252,
    "sector_ret_5d_lag": 0.04006510290929962,
    "beta_market_60d": 0.6201234265286986,
    "beta_sector_60d": 0.5781415112568552
  }
}