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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... -
SigFormer dataset
The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging -
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... -
City of Chicago payments
Two publicly available datasets of real-world financial payment data. -
City of Philadelphia payments
Two publicly available datasets of real-world financial payment data. -
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... -
Core company data - estimates data
Core company data - estimates data -
Compustat daily updates - fundamentals annual
Compustat daily updates - fundamentals annual -
Robust Statistics Approach to Minimum Variance Portfolio Optimization
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. -
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. -
Pairs Trading Dataset
The dataset contains daily data on US stocks traded on NYSE spanning from 1990/01/01 to 2020/06/01. -
US Equities Returns Dataset
The dataset used in this paper is a collection of daily close-to-close returns from 1999-01-04 to 2020-03-31 of US equities, adjusted for dividends, splits, and other corporate...
