fix: revise the README.md

README.md

@@ -1,5 +1,7 @@
 ---
-license: cc-by-4.0
+language:
+- en
+license: apache-2.0
 task_categories:
 - time-series-forecasting
 - text-classification
@@ -7,48 +9,71 @@ tags:
 - finance
 - portfolio-management
 - multi-asset
-- market-data
 - benchmark
-language:
-- en
+- market-data
+- macroeconomics
 size_categories:
 - 10M<n<100M
 ---
 
-# PortBench-Market: Multi-Asset Market Base Dataset
+# PortBench Market Base Dataset
 
 ## Dataset Description
 
-A ten-year (January 2015 – December 2025) multi-asset financial dataset covering 
-**183 distinct instruments** across six heterogeneous asset classes. Designed as the 
-foundation for evaluating LLMs on portfolio management tasks requiring cross-asset 
-reasoning, correlation awareness, and stress robustness.
+A ten-year (Jan 2015–Dec 2025) daily financial dataset covering **183 instruments** across six heterogeneous asset classes, designed for multi-asset portfolio management research and LLM evaluation.
+
+### Asset Coverage
+
+| Asset Class | Instruments | Data Fields | Sources |
+|-------------|-------------|-------------|---------|
+| Equities | 126 | OHLCV + return | Yahoo Finance (ETFs: broad market, sector, factor, international) |
+| Bonds | 16 | Close + return (ETFs); yield levels (FRED) | Yahoo Finance, FRED |
+| Commodities | 16 | OHLCV + return | Yahoo Finance, Kaggle (spot prices) |
+| Real Estate | 10 | OHLCV + return (REITs); housing indices (FRED) | Yahoo Finance, FRED |
+| Cryptocurrency | 12 | OHLCV + return | Yahoo Finance, Kaggle (market cap, supply) |
+| Cash | 4 | Close + return (money market ETFs); macro indicators (FRED) | Yahoo Finance, FRED |
+
+### Additional Features
 
-### Asset Class Composition
+- **Macroeconomic indicators** (FRED): Fed funds rate, CPI, unemployment, GDP, yield curve spreads, breakeven inflation, credit spreads, mortgage rates, VIX, and 40+ additional series
+- **News text**: monthly aggregated financial news for equities and cryptocurrency (JSON-encoded columns)
+- **Cross-asset correlation structures**: intra-class and inter-class correlation matrices available as companion artifacts
 
-| Asset Class | Instruments | Sources | Examples |
-|-------------|-------------|---------|----------|
-| Equities | 126 | Yahoo Finance, Kaggle, SEC | SPY, QQQ, sector ETFs, factor ETFs, international |
-| Commodities | 16 | Yahoo Finance, FRED | GLD, USO, DBA, commodity indices |
-| Bonds | 15 | Yahoo Finance, FRED | Treasury ETFs (SHV→TLT), TIPS, corporate, EM |
-| Cryptocurrency | 12 | Yahoo Finance, Kaggle | BTC, ETH, SOL, XRP, ADA, ... |
-| Real Estate | 10 | Yahoo Finance, FRED | VNQ, IYR, Case-Shiller indices |
-| Cash | 4 | Yahoo Finance, FRED | BIL, SGOV, T-bill rates |
+### Dataset Structure
 
-### Data Fields
+Single CSV file with 4,017 rows (trading days) × 1,087 columns.
 
-Each instrument includes:
-- **Price data**: daily OHLCV (open, high, low, close, volume)
-- **Returns**: daily log returns, rolling statistics
-- **Macro indicators**: yield curves, credit spreads, inflation, volatility indices (60 FRED series)
-- **News text**: financial news associated with asset classes (from Kaggle/SEC sources)
-- **Correlation artifacts**: full cross-asset correlation matrix, covariance matrix, asset class mapping
-- **Regime labels**: bull / bear / sideways / crisis per date (MA crossover + drawdown rules)
+Column naming convention: `{asset_class}_{ticker}_{field}`
+
+```
+date,equities_ACWI_open,equities_ACWI_high,...,bonds_FRED_DGS10,...,cash_FRED_FEDFUNDS,...
+2015-01-02,52.34,52.45,...,2.17,...,0.11,...
+...
+2025-12-31,...
+```
+
+Fields per instrument (where applicable): `open`, `high`, `low`, `close`, `volume`, `return`
 
 ### Temporal Coverage
 
-- **Full range**: 2015-01-01 to 2025-12-31
-- **Stress windows**: 2015 China Shock (Aug 2015–Feb 2016), 2020 COVID Crash (Feb–May 2020), 2022 Crypto Collapse (May–Dec 2022)
-- **Normal evaluation window**: January–December 2024
+- **Full range**: 2015-01-02 to 2025-12-31
+- **Frequency**: Daily (trading days)
+- **Three stress windows highlighted**: 2015 China Shock (Aug 2015–Feb 2016), 2020 COVID Crash (Feb–May 2020), 2022 Crypto Collapse (May–Dec 2022)
+
+### Intended Use
+
+This dataset serves as the foundation for PortBench's dual-layer evaluation. It supports:
+- Static QA generation for financial reasoning tasks
+- Dynamic five-stage pipeline evaluation with realistic market replay
+- Stress testing under historical crisis regimes
+- Cross-asset correlation analysis and portfolio optimization research
+
+### Point-in-Time (PiT) Constraint
+
+All features strictly respect temporal integrity — no look-ahead bias. Any derived feature uses only information available at or before the corresponding date.
+
+### Citation
+
+```bibtex
 
-### Dataset Structure
+```