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SPY ETF and StockTwits tweets dataset
The dataset on which this article is based are offered by [3]. The sources of information are: The financial time series of the SPDR S&P 500 ETF (SPY), a fund replicating... -
Stevens Continuous Futures data feed
The Stevens Continuous Futures data feed contains a long-term continuous price history for 78 of the most popular US and international futures contracts from various asset... -
High-frequency financial data
The dataset used in this paper is a high-frequency financial data, which includes the second-by-second transaction price data of four giant corporations: Apple (APPL), Facebook... -
Internal Bar Strength (IBS) Data
The dataset used in this paper is a collection of internal bar strength (IBS) values for a basket of country ETFs. -
Russell 3000, 2000, and 1000 Indexes
The dataset used in this paper is the Russell 3000, 2000, and 1000 indexes. -
CRSP US Stock Database
The dataset used in this paper is the CRSP US Stock database, which contains end-of-day and month-end prices for NYSE, NYSE MKT, NASDAQ, and Arca Exchanges. -
CRSP Database
The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018. -
Open Source Asset Pricing
The dataset is created from raw financial datasets, including price data, financials, and sentiment data. -
Numerai-Signals
The dataset is created from raw financial datasets, including price data, financials, and sentiment data. -
Pairs Trading Dataset
The dataset contains daily data on US stocks traded on NYSE spanning from 1990/01/01 to 2020/06/01. -
Portfolio Management Dataset
The dataset used in this paper for portfolio management, consisting of 5 low-relevant US stocks and cash. -
Dataset for Topological Risk Measures in Financial Markets
The dataset employed in this study is sourced from Yahoo Finance using Python and focuses exclusively on the equity market. -
MSCI dataset
MSCI dataset -
CRSP US Sector Indices
The dataset used in this paper is the CRSP US Total Market Index and 11 constituent sector indices. -
Neural Network SDE Models with Applications to Financial Data Forecasting
The dataset used in this paper is a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of... -
Daily Stocks Dataset
The dataset contains daily historical Google stock data from 2004 to 2019 with open, high, low, close, adjusted close, and volume features.
