Dataframe: SLTH:daily_headline_polarity -

Dataframe: SLTH:daily_headline_polarity -#

Firm-day sentiment scores derived from OpenAI classifications of RavenPack headlines.

DataFrame Glimpse#

Rows: 176968
Columns: 5
$ ticker       <str> 'ZYME'
$ date        <date> 2026-01-06
$ n_headlines  <i64> 1
$ score_sum    <i64> 0
$ score        <i64> 0


Dataframe Manifest#

Dataframe Name

Dataframe ID

daily_headline_polarity

Data Sources

RavenPack, OpenAI

Data Providers

RavenPack, OpenAI

Links to Providers

https://wrds-www.wharton.upenn.edu/

Topic Tags

Type of Data Access

How is data pulled?

src/create_firmday_score.py

Data available up to (min)

2026-01-30 00:00:00

Data available up to (max)

2026-01-30 00:00:00

Dataframe Path

/home/tomhi/finmath/finm-32900/p05_lopez-lira_tang_2023/_data/daily_headline_polarity.parquet

Linked Charts:

  • None

Pipeline Manifest#

Pipeline Name

ChatGPT Price Forecasting

Pipeline ID

SLTH

Lead Pipeline Developer

Tom and Sophie

Contributors

Sophie Lara and Tom Hillenbrand

Git Repo URL

github.com/thomashillenbrand/p05_lopez-lira_tang_2023

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-03-15 21:42:08

OS Compatibility

Linked Dataframes

SLTH:ravenpack
SLTH:crsp_daily_stock
SLTH:daily_headline_polarity
SLTH:portfolio_returns
SLTH:table1_paper_sample
SLTH:table1_full_sample
SLTH:openai_label_proportions