| { |
| "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": { |
| "source_sentiment_score": 0.746147335480902, |
| "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, |
| "is_after_close": 0.06129774451255798, |
| "is_premarket": 0.4531063139438629, |
| "is_market_hours": 0.4855959415435791, |
| "published_hour_sin": -0.2567417025566101, |
| "published_hour_cos": -0.35876917839050293, |
| "ret_1d_lag": 0.0008439657480443655, |
| "ret_5d_lag": 0.005167760459005587, |
| "ret_20d_lag": 0.02857849583185001, |
| "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 |
| }, |
| "std": { |
| "source_sentiment_score": 0.5201509712378972, |
| "sentiment_abs_score": 0.24518661201000214, |
| "site_benzinga": 0.4742223620414734, |
| "site_globenewswire": 0.1622639149427414, |
| "site_yahoo_finance": 0.39877045154571533, |
| "site_marketwatch": 0.034571390599012375, |
| "text_char_len": 0.02897312119603157, |
| "title_char_len": 0.08457622677087784, |
| "is_after_close": 0.23988670110702515, |
| "is_premarket": 0.49781903624534607, |
| "is_market_hours": 0.4998154640197754, |
| "published_hour_sin": 0.663528323173523, |
| "published_hour_cos": 0.6042951941490173, |
| "ret_1d_lag": 0.043107957015871196, |
| "ret_5d_lag": 0.10119434487495654, |
| "ret_20d_lag": 0.19046219546936188, |
| "vol_5d": 0.03433107463832683, |
| "vol_20d": 0.025843168460955513, |
| "vol_60d": 0.03346308394931953, |
| "vol_ratio_5_20": 0.368944284961192, |
| "drawdown_20d": 0.09463532321589767, |
| "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 |
| } |
| } |
