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README.md
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---
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license: cc-by-4.0
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task_categories:
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- time-series-forecasting
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- text-classification
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tags:
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- finance
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- portfolio-management
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- multi-asset
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- market-data
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- benchmark
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language:
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- en
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size_categories:
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- 10M<n<100M
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---
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# PortBench-Market: Multi-Asset Market Base Dataset
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## Dataset Description
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A ten-year (January 2015 – December 2025) multi-asset financial dataset covering
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**183 distinct instruments** across six heterogeneous asset classes. Designed as the
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foundation for evaluating LLMs on portfolio management tasks requiring cross-asset
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reasoning, correlation awareness, and stress robustness.
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### Asset Class Composition
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| Asset Class | Instruments | Sources | Examples |
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|-------------|-------------|---------|----------|
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| Equities | 126 | Yahoo Finance, Kaggle, SEC | SPY, QQQ, sector ETFs, factor ETFs, international |
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| Commodities | 16 | Yahoo Finance, FRED | GLD, USO, DBA, commodity indices |
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| Bonds | 15 | Yahoo Finance, FRED | Treasury ETFs (SHV→TLT), TIPS, corporate, EM |
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| Cryptocurrency | 12 | Yahoo Finance, Kaggle | BTC, ETH, SOL, XRP, ADA, ... |
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| Real Estate | 10 | Yahoo Finance, FRED | VNQ, IYR, Case-Shiller indices |
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| Cash | 4 | Yahoo Finance, FRED | BIL, SGOV, T-bill rates |
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### Data Fields
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Each instrument includes:
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- **Price data**: daily OHLCV (open, high, low, close, volume)
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- **Returns**: daily log returns, rolling statistics
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- **Macro indicators**: yield curves, credit spreads, inflation, volatility indices (60 FRED series)
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- **News text**: financial news associated with asset classes (from Kaggle/SEC sources)
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- **Correlation artifacts**: full cross-asset correlation matrix, covariance matrix, asset class mapping
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- **Regime labels**: bull / bear / sideways / crisis per date (MA crossover + drawdown rules)
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### Temporal Coverage
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- **Full range**: 2015-01-01 to 2025-12-31
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- **Stress windows**: 2015 China Shock (Aug 2015–Feb 2016), 2020 COVID Crash (Feb–May 2020), 2022 Crypto Collapse (May–Dec 2022)
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- **Normal evaluation window**: January–December 2024
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### Dataset Structure
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