factor-library

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train · 652M rows

id int32	date date32	ret_type string	ret float64
3,381	1965-08-01	vw_capped	0.018091
3,380	1965-09-01	vw	0.000281
3,379	1965-09-01	ew	-0.001889
3,381	1965-09-01	vw_capped	-0.004481
3,380	1965-10-01	vw	-0.012049
3,379	1965-10-01	ew	-0.015465
3,381	1965-10-01	vw_capped	-0.012916
3,380	1965-11-01	vw	0.03107
3,379	1965-11-01	ew	0.029244
3,381	1965-11-01	vw_capped	0.02851
3,380	1965-12-01	vw	-0.019404
3,379	1965-12-01	ew	-0.014087
3,381	1965-12-01	vw_capped	-0.01413
3,380	1966-01-01	vw	0.013061
3,379	1966-01-01	ew	0.009027
3,381	1966-01-01	vw_capped	0.008586
3,380	1966-02-01	vw	-0.01123
3,379	1966-02-01	ew	-0.016326
3,381	1966-02-01	vw_capped	-0.014137
3,380	1966-03-01	vw	-0.006073
3,379	1966-03-01	ew	-0.012047
3,381	1966-03-01	vw_capped	-0.006706
3,380	1966-04-01	vw	0.006673
3,379	1966-04-01	ew	0.009272
3,381	1966-04-01	vw_capped	0.007875
3,380	1966-05-01	vw	-0.002388
3,379	1966-05-01	ew	0.000373
3,381	1966-05-01	vw_capped	-0.00249
3,380	1966-06-01	vw	-0.002754
3,379	1966-06-01	ew	-0.00277
3,381	1966-06-01	vw_capped	-0.004075
3,380	1966-07-01	vw	0.002885
3,379	1966-07-01	ew	0.005941
3,381	1966-07-01	vw_capped	0.003447
3,380	1966-08-01	vw	-0.006807
3,379	1966-08-01	ew	-0.005562
3,381	1966-08-01	vw_capped	-0.006239
3,380	1966-09-01	vw	0.006114
3,379	1966-09-01	ew	0.016012
3,381	1966-09-01	vw_capped	0.013028
3,380	1966-10-01	vw	0.003613
3,379	1966-10-01	ew	0.009569
3,381	1966-10-01	vw_capped	0.009536
3,380	1966-11-01	vw	-0.032967
3,379	1966-11-01	ew	-0.040331
3,381	1966-11-01	vw_capped	-0.040952
3,380	1966-12-01	vw	-0.0206
3,379	1966-12-01	ew	-0.020986
3,381	1966-12-01	vw_capped	-0.022835
3,380	1967-01-01	vw	-0.017303
3,379	1967-01-01	ew	-0.026499
3,381	1967-01-01	vw_capped	-0.02261
3,380	1967-02-01	vw	0.015368
3,379	1967-02-01	ew	0.007623
3,381	1967-02-01	vw_capped	0.010444
3,380	1967-03-01	vw	0.017262
3,379	1967-03-01	ew	0.01512
3,381	1967-03-01	vw_capped	0.01516
3,380	1967-04-01	vw	-0.000353
3,379	1967-04-01	ew	-0.001168
3,381	1967-04-01	vw_capped	0.000175
3,380	1967-05-01	vw	0.011572
3,379	1967-05-01	ew	0.011104
3,381	1967-05-01	vw_capped	0.008398
3,380	1967-06-01	vw	-0.013462
3,379	1967-06-01	ew	-0.013266
3,381	1967-06-01	vw_capped	-0.01659
3,380	1967-07-01	vw	-0.012347
3,379	1967-07-01	ew	-0.008077
3,381	1967-07-01	vw_capped	-0.007157
3,380	1967-08-01	vw	-0.01426
3,379	1967-08-01	ew	-0.015752
3,381	1967-08-01	vw_capped	-0.017198
3,380	1967-09-01	vw	0.014921
3,379	1967-09-01	ew	0.01599
3,381	1967-09-01	vw_capped	0.016833
3,380	1967-10-01	vw	0.025797
3,379	1967-10-01	ew	0.026647
3,381	1967-10-01	vw_capped	0.025528
3,380	1967-11-01	vw	-0.013087
3,379	1967-11-01	ew	-0.022111
3,381	1967-11-01	vw_capped	-0.017126
3,380	1967-12-01	vw	-0.041515
3,379	1967-12-01	ew	-0.040264
3,381	1967-12-01	vw_capped	-0.040358
3,380	1968-01-01	vw	0.032546
3,379	1968-01-01	ew	0.03631
3,381	1968-01-01	vw_capped	0.035833
3,380	1968-02-01	vw	0.030368
3,379	1968-02-01	ew	0.028657
3,381	1968-02-01	vw_capped	0.028592
3,380	1968-03-01	vw	0.008362
3,379	1968-03-01	ew	0.005771
3,381	1968-03-01	vw_capped	0.006927
3,380	1968-04-01	vw	-0.017715
3,379	1968-04-01	ew	-0.017701
3,381	1968-04-01	vw_capped	-0.017128
3,380	1968-05-01	vw	-0.008027
3,379	1968-05-01	ew	-0.014818
3,381	1968-05-01	vw_capped	-0.014766

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