52 datasets found

The IF stock index futures dataset is a collection of minute-level trading data of contracts. Each minute bar includes OHLC, trading volume, etc.

The dataset used in the paper is a high-frequency financial data dataset, which includes log-prices and microstructure noise.

The dataset applied in this study comes from the credit reform database provided by the Blockchain Research Center (BRC, https://blockchain-research-center.de/). It contains...

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...

The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging

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...

Two publicly available datasets of real-world financial payment data.

Two publicly available datasets of real-world financial payment 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...

Core company data - estimates data

Compustat daily updates - fundamentals annual

The dataset used in this paper is a collection of financial asset returns, which are used to estimate the covariance matrix and optimize the minimum variance portfolio.

The dataset used in this paper is a collection of internal bar strength (IBS) values for a basket of country ETFs.

The dataset used in this paper is a collection of historical price data for a basket of country ETFs over a period of 10 years.

The dataset used in this paper is the Russell 3000, 2000, and 1000 indexes.

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.

The dataset used in this paper is the ETFs used in the 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.

The dataset is created from raw financial datasets, including price data, financials, and sentiment data.

The dataset is created from raw financial datasets, including price data, financials, and sentiment data.