id stringlengths 20 20 | template stringclasses 6
values | complexity int64 1 3 | split stringclasses 1
value | market_regime stringclasses 1
value | asset_class stringclasses 1
value | assets listlengths 1 4 | decision_date timestamp[s]date 2015-02-05 00:00:00 2022-12-28 00:00:00 | context_summary stringlengths 52 153 | question stringlengths 245 9.63k | answer stringlengths 2 63 | answer_numeric float64 -3.07 9.2 | explanation stringlengths 100 240 | metadata unknown |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
T2_all_20160623_0620 | T2 | 1 | train | sideways | all | [
"CORN"
] | 2016-06-23T00:00:00 | CORN: 60-day return history, mean=0.0010, std=0.0161. | Asset: CORN
Daily returns (past 60 days): mean=0.0010, std=0.0161, min=-0.0326, max=0.0305
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for CORN. Express as a decimal (e.g., -0.02). | -0.0311 | -0.031087 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0311 (i.e., on a bad day with 5% probability, the loss exceeds 3.11%). CVaR(95%) = -0.0326. | {
"var": -0.031087,
"cvar": -0.032600000000000004,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20210929_0625 | T2 | 1 | train | sideways | all | [
"MTUM"
] | 2021-09-29T00:00:00 | MTUM: 60-day return history, mean=0.0005, std=0.0105. | Asset: MTUM
Daily returns (past 60 days): mean=0.0005, std=0.0105, min=-0.0270, max=0.0228
Market regime: sideways
Recent filing/news:
[Kaggle 2021-09-28] ["Logitech's MX Keys Mini is a compact keyboard for minimalists Logitech has unveiled the MX Keys Mini, a compact keyboard for minimalists who don't want mechanical ... | -0.0124 | -0.01245 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0124 (i.e., on a bad day with 5% probability, the loss exceeds 1.24%). CVaR(95%) = -0.0219. | {
"var": -0.012450000000000001,
"cvar": -0.021894999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220204_0628 | T2 | 1 | train | sideways | all | [
"SOL-USD"
] | 2022-02-04T00:00:00 | SOL-USD: 60-day return history, mean=-0.0094, std=0.0555. | Asset: SOL-USD
Daily returns (past 60 days): mean=-0.0094, std=0.0555, min=-0.1589, max=0.1630
Market regime: sideways
Recent filing/news:
[Kaggle 2022-02-03]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SOL-USD. Express as a decimal (e.g., -0.02). | -0.0938 | -0.093845 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0938 (i.e., on a bad day with 5% probability, the loss exceeds 9.38%). CVaR(95%) = -0.1279. | {
"var": -0.093845,
"cvar": -0.127905,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20200306_0631 | T2 | 1 | train | sideways | all | [
"XLRE"
] | 2020-03-06T00:00:00 | XLRE: 60-day return history, mean=0.0004, std=0.0121. | Asset: XLRE
Daily returns (past 60 days): mean=0.0004, std=0.0121, min=-0.0375, max=0.0314
Market regime: sideways
Recent filing/news:
[Kaggle 2020-03-05] ["Apple, Netflix are latest to pull out of SXSW over outbreak: reports Apple Inc. and Netflix Inc. are reportedly the latest tech companies to pull out of the upcomi... | -0.0233 | -0.023303 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0233 (i.e., on a bad day with 5% probability, the loss exceeds 2.33%). CVaR(95%) = -0.0293. | {
"var": -0.023302999999999997,
"cvar": -0.029318,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200409_0634 | T2 | 1 | train | sideways | all | [
"MTUM"
] | 2020-04-09T00:00:00 | MTUM: 60-day return history, mean=-0.0026, std=0.0222. | Asset: MTUM
Daily returns (past 60 days): mean=-0.0026, std=0.0222, min=-0.0383, max=0.0314
Market regime: sideways
Recent filing/news:
[Kaggle 2020-04-08] ["iPhone Maker Foxconn To Produce Ventilators In US", "Hearing Piper Sandler Raised Apple Price Target From $260 To $300; Unconfirmed", "JP Morgan Maintains Overwei... | -0.0383 | -0.038264 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0383 (i.e., on a bad day with 5% probability, the loss exceeds 3.83%). CVaR(95%) = -0.0383. | {
"var": -0.038264,
"cvar": -0.038264,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220921_0637 | T2 | 1 | train | sideways | all | [
"XLRE"
] | 2022-09-21T00:00:00 | XLRE: 60-day return history, mean=-0.0011, std=0.0128. | Asset: XLRE
Daily returns (past 60 days): mean=-0.0011, std=0.0128, min=-0.0375, max=0.0314
Market regime: sideways
Recent filing/news:
[Kaggle 2022-09-20] ["Why Investors Found Apple Stock Tempting Today What happened Most investors are cool on tech stocks these days, but enough of them warmed to Apple (NASDAQ: AAPL) ... | -0.0222 | -0.022248 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0222 (i.e., on a bad day with 5% probability, the loss exceeds 2.22%). CVaR(95%) = -0.0300. | {
"var": -0.022248,
"cvar": -0.029972,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20190813_0642 | T2 | 1 | train | sideways | all | [
"ETH-USD"
] | 2019-08-13T00:00:00 | ETH-USD: 60-day return history, mean=-0.0020, std=0.0481. | Asset: ETH-USD
Daily returns (past 60 days): mean=-0.0020, std=0.0481, min=-0.1554, max=0.0854
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02). | -0.0935 | -0.093463 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0935 (i.e., on a bad day with 5% probability, the loss exceeds 9.35%). CVaR(95%) = -0.1382. | {
"var": -0.09346299999999999,
"cvar": -0.138235,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20160715_0645 | T2 | 1 | train | sideways | all | [
"EMB"
] | 2016-07-15T00:00:00 | EMB: 60-day return history, mean=0.0010, std=0.0037. | Asset: EMB
Daily returns (past 60 days): mean=0.0010, std=0.0037, min=-0.0097, max=0.0100
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for EMB. Express as a decimal (e.g., -0.02). | -0.0041 | -0.004066 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0041 (i.e., on a bad day with 5% probability, the loss exceeds 0.41%). CVaR(95%) = -0.0076. | {
"var": -0.004066,
"cvar": -0.007561999999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20191107_0648 | T2 | 1 | train | sideways | all | [
"XLI"
] | 2019-11-07T00:00:00 | XLI: 60-day return history, mean=0.0014, std=0.0106. | Asset: XLI
Daily returns (past 60 days): mean=0.0014, std=0.0106, min=-0.0310, max=0.0215
Market regime: sideways
Recent filing/news:
[Kaggle 2019-11-06] ["Robinhood glitch is letting users trade with unlimited amounts of borrowed cash Bug gives traders infinite leverage \u2014 but it\u2019s also a very bad idea to try... | -0.0193 | -0.019313 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0193 (i.e., on a bad day with 5% probability, the loss exceeds 1.93%). CVaR(95%) = -0.0275. | {
"var": -0.019313,
"cvar": -0.027467,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20170110_0651 | T2 | 1 | train | sideways | all | [
"IWM"
] | 2017-01-10T00:00:00 | IWM: 60-day return history, mean=0.0017, std=0.0097. | Asset: IWM
Daily returns (past 60 days): mean=0.0017, std=0.0097, min=-0.0131, max=0.0303
Market regime: sideways
Recent filing/news:
[Kaggle 2017-01-09] ["The Medicines Co LDL-Lowering Drug Positive in Phase II The Medicines CompanyMDCO announced positive top-line results from a Day 180 interim analysis of the ongoing... | -0.0123 | -0.012324 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0123 (i.e., on a bad day with 5% probability, the loss exceeds 1.23%). CVaR(95%) = -0.0128. | {
"var": -0.012324,
"cvar": -0.012816,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20201111_0656 | T2 | 1 | train | sideways | all | [
"MATIC-USD"
] | 2020-11-11T00:00:00 | MATIC-USD: 60-day return history, mean=-0.0021, std=0.0516. | Asset: MATIC-USD
Daily returns (past 60 days): mean=-0.0021, std=0.0516, min=-0.1372, max=0.1508
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for MATIC-USD. Express as a decimal (e.g., -0.02). | -0.0806 | -0.080581 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0806 (i.e., on a bad day with 5% probability, the loss exceeds 8.06%). CVaR(95%) = -0.1083. | {
"var": -0.080581,
"cvar": -0.10826699999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20210908_0659 | T2 | 1 | train | sideways | all | [
"XLV"
] | 2021-09-08T00:00:00 | XLV: 60-day return history, mean=0.0015, std=0.0063. | Asset: XLV
Daily returns (past 60 days): mean=0.0015, std=0.0063, min=-0.0153, max=0.0138
Market regime: sideways
Recent filing/news:
[Kaggle 2021-09-07] ["3 Top Stocks to Buy in September It's been a topsy-turvy summer for investors, but things don't cool down just because fall is around the corner. September is often... | -0.0100 | -0.009993 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0100 (i.e., on a bad day with 5% probability, the loss exceeds 1.00%). CVaR(95%) = -0.0125. | {
"var": -0.009993,
"cvar": -0.012454,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220811_0662 | T2 | 1 | train | sideways | all | [
"BNB-USD"
] | 2022-08-11T00:00:00 | BNB-USD: 60-day return history, mean=0.0042, std=0.0416. | Asset: BNB-USD
Daily returns (past 60 days): mean=0.0042, std=0.0416, min=-0.1307, max=0.0907
Market regime: sideways
Recent filing/news:
[Kaggle 2022-08-10]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02). | -0.0650 | -0.065009 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0650 (i.e., on a bad day with 5% probability, the loss exceeds 6.50%). CVaR(95%) = -0.1067. | {
"var": -0.065009,
"cvar": -0.106732,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20190614_0665 | T2 | 1 | train | sideways | all | [
"ETH-USD"
] | 2019-06-14T00:00:00 | ETH-USD: 60-day return history, mean=0.0080, std=0.0451. | Asset: ETH-USD
Daily returns (past 60 days): mean=0.0080, std=0.0451, min=-0.0767, max=0.1382
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02). | -0.0522 | -0.052169 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0522 (i.e., on a bad day with 5% probability, the loss exceeds 5.22%). CVaR(95%) = -0.0701. | {
"var": -0.052169,
"cvar": -0.070142,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20180130_0673 | T2 | 1 | train | sideways | all | [
"VTI"
] | 2018-01-30T00:00:00 | VTI: 60-day return history, mean=0.0017, std=0.0042. | Asset: VTI
Daily returns (past 60 days): mean=0.0017, std=0.0042, min=-0.0066, max=0.0104
Market regime: sideways
Recent filing/news:
[Kaggle 2018-01-29] ["Alibaba, Foxconn lead big investment in Chinese electric-car maker Tech companies branch out into burgeoning industry Chinese e-commerce giant Alibaba Group Holding... | -0.0044 | -0.004436 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0044 (i.e., on a bad day with 5% probability, the loss exceeds 0.44%). CVaR(95%) = -0.0055. | {
"var": -0.004436,
"cvar": -0.005464,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200520_0678 | T2 | 1 | train | sideways | all | [
"ITB"
] | 2020-05-20T00:00:00 | ITB: 60-day return history, mean=-0.0007, std=0.0357. | Asset: ITB
Daily returns (past 60 days): mean=-0.0007, std=0.0357, min=-0.0460, max=0.0472
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ITB. Express as a decimal (e.g., -0.02). | -0.0460 | -0.04596 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0460 (i.e., on a bad day with 5% probability, the loss exceeds 4.60%). CVaR(95%) = -0.0460. | {
"var": -0.04596,
"cvar": -0.04596,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20200806_0681 | T2 | 1 | train | sideways | all | [
"EEM"
] | 2020-08-06T00:00:00 | EEM: 60-day return history, mean=0.0035, std=0.0140. | Asset: EEM
Daily returns (past 60 days): mean=0.0035, std=0.0140, min=-0.0341, max=0.0317
Market regime: sideways
Recent filing/news:
[Kaggle 2020-08-05] Why MongoDB Stock Is Cheaper Than It Looks MongoDB, Inc. (NASDAQ: MDB) stock has climbed over 65% since the beginning of the year, trouncing the S&P 500's single-digi... | -0.0144 | -0.014371 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0144 (i.e., on a bad day with 5% probability, the loss exceeds 1.44%). CVaR(95%) = -0.0240. | {
"var": -0.014371,
"cvar": -0.023953,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20190924_0684 | T2 | 1 | train | sideways | all | [
"BNB-USD"
] | 2019-09-24T00:00:00 | BNB-USD: 60-day return history, mean=-0.0061, std=0.0311. | Asset: BNB-USD
Daily returns (past 60 days): mean=-0.0061, std=0.0311, min=-0.0801, max=0.0621
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02). | -0.0520 | -0.051964 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0520 (i.e., on a bad day with 5% probability, the loss exceeds 5.20%). CVaR(95%) = -0.0780. | {
"var": -0.051963999999999996,
"cvar": -0.07797599999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20190606_0687 | T2 | 1 | train | sideways | all | [
"LQD"
] | 2019-06-06T00:00:00 | LQD: 60-day return history, mean=0.0008, std=0.0024. | Asset: LQD
Daily returns (past 60 days): mean=0.0008, std=0.0024, min=-0.0039, max=0.0068
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LQD. Express as a decimal (e.g., -0.02). | -0.0034 | -0.003372 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0034 (i.e., on a bad day with 5% probability, the loss exceeds 0.34%). CVaR(95%) = -0.0038. | {
"var": -0.003372,
"cvar": -0.003757,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20170111_0690 | T2 | 1 | train | sideways | all | [
"XLRE"
] | 2017-01-11T00:00:00 | XLRE: 60-day return history, mean=-0.0000, std=0.0104. | Asset: XLRE
Daily returns (past 60 days): mean=-0.0000, std=0.0104, min=-0.0240, max=0.0206
Market regime: sideways
Recent filing/news:
[Kaggle 2017-01-10] ["Snapchat to set up international HQ in London Snapchat owner Snap Inc. will make London its international headquarters and start booking overseas revenue in all t... | -0.0178 | -0.017799 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0178 (i.e., on a bad day with 5% probability, the loss exceeds 1.78%). CVaR(95%) = -0.0222. | {
"var": -0.017799,
"cvar": -0.022220999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20180119_0693 | T2 | 1 | train | sideways | all | [
"IAU"
] | 2018-01-19T00:00:00 | IAU: 60-day return history, mean=0.0011, std=0.0059. | Asset: IAU
Daily returns (past 60 days): mean=0.0011, std=0.0059, min=-0.0132, max=0.0134
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for IAU. Express as a decimal (e.g., -0.02). | -0.0082 | -0.00819 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0082 (i.e., on a bad day with 5% probability, the loss exceeds 0.82%). CVaR(95%) = -0.0114. | {
"var": -0.008190000000000001,
"cvar": -0.011396,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20170308_0696 | T2 | 1 | train | sideways | all | [
"XLE"
] | 2017-03-08T00:00:00 | XLE: 60-day return history, mean=-0.0009, std=0.0083. | Asset: XLE
Daily returns (past 60 days): mean=-0.0009, std=0.0083, min=-0.0202, max=0.0198
Market regime: sideways
Recent filing/news:
[Kaggle 2017-03-07] ["LG Electronics Soars On Firm LCD Pricing, But Smartphone Business Drags LG Electronics (066570.Korea) soared 4.2% on Tuesday amid heavy buying after the latest LCD... | -0.0146 | -0.014636 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0146 (i.e., on a bad day with 5% probability, the loss exceeds 1.46%). CVaR(95%) = -0.0180. | {
"var": -0.014636,
"cvar": -0.018012,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20210715_0699 | T2 | 1 | train | sideways | all | [
"AVAX-USD"
] | 2021-07-15T00:00:00 | AVAX-USD: 60-day return history, mean=-0.0103, std=0.0804. | Asset: AVAX-USD
Daily returns (past 60 days): mean=-0.0103, std=0.0804, min=-0.1912, max=0.2320
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for AVAX-USD. Express as a decimal (e.g., -0.02). | -0.1368 | -0.136781 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1368 (i.e., on a bad day with 5% probability, the loss exceeds 13.68%). CVaR(95%) = -0.1822. | {
"var": -0.13678099999999999,
"cvar": -0.182187,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20181017_0702 | T2 | 1 | train | sideways | all | [
"LINK-USD"
] | 2018-10-17T00:00:00 | LINK-USD: 60-day return history, mean=0.0048, std=0.0518. | Asset: LINK-USD
Daily returns (past 60 days): mean=0.0048, std=0.0518, min=-0.1284, max=0.1304
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02). | -0.0724 | -0.072386 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0724 (i.e., on a bad day with 5% probability, the loss exceeds 7.24%). CVaR(95%) = -0.1042. | {
"var": -0.07238599999999999,
"cvar": -0.104179,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20181011_0704 | T2 | 1 | train | sideways | all | [
"VTI"
] | 2018-10-11T00:00:00 | VTI: 60-day return history, mean=-0.0002, std=0.0060. | Asset: VTI
Daily returns (past 60 days): mean=-0.0002, std=0.0060, min=-0.0324, max=0.0085
Market regime: sideways
Recent filing/news:
[Kaggle 2018-10-10] ["Stocks Which Set New 52-Week Low Yesterday, October 9th", "Applied Materials Option Alert: Nov 23 $37 Calls Sweep (41) near the Ask: 2165 @ $0.991 vs 60 OI; Earnin... | -0.0079 | -0.007946 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0079 (i.e., on a bad day with 5% probability, the loss exceeds 0.79%). CVaR(95%) = -0.0163. | {
"var": -0.007946,
"cvar": -0.016301,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220328_0707 | T2 | 1 | train | sideways | all | [
"BNB-USD"
] | 2022-03-28T00:00:00 | BNB-USD: 60-day return history, mean=0.0028, std=0.0341. | Asset: BNB-USD
Daily returns (past 60 days): mean=0.0028, std=0.0341, min=-0.0702, max=0.0973
Market regime: sideways
Recent filing/news:
[Kaggle 2022-03-27]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02). | -0.0566 | -0.056596 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0566 (i.e., on a bad day with 5% probability, the loss exceeds 5.66%). CVaR(95%) = -0.0644. | {
"var": -0.056596,
"cvar": -0.064399,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20210603_0710 | T2 | 1 | train | sideways | all | [
"AVAX-USD"
] | 2021-06-03T00:00:00 | AVAX-USD: 60-day return history, mean=0.0015, std=0.0946. | Asset: AVAX-USD
Daily returns (past 60 days): mean=0.0015, std=0.0946, min=-0.1912, max=0.2320
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for AVAX-USD. Express as a decimal (e.g., -0.02). | -0.1485 | -0.148513 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1485 (i.e., on a bad day with 5% probability, the loss exceeds 14.85%). CVaR(95%) = -0.1701. | {
"var": -0.148513,
"cvar": -0.17013599999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20160428_0713 | T2 | 1 | train | sideways | all | [
"ICSH"
] | 2016-04-28T00:00:00 | ICSH: 60-day return history, mean=0.0001, std=0.0006. | Asset: ICSH
Daily returns (past 60 days): mean=0.0001, std=0.0006, min=-0.0016, max=0.0016
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ICSH. Express as a decimal (e.g., -0.02). | -0.0008 | -0.000831 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0008 (i.e., on a bad day with 5% probability, the loss exceeds 0.08%). CVaR(95%) = -0.0015. | {
"var": -0.0008309999999999999,
"cvar": -0.001535,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20211103_0717 | T2 | 1 | train | sideways | all | [
"XLV"
] | 2021-11-03T00:00:00 | XLV: 60-day return history, mean=0.0002, std=0.0079. | Asset: XLV
Daily returns (past 60 days): mean=0.0002, std=0.0079, min=-0.0173, max=0.0142
Market regime: sideways
Recent filing/news:
[Kaggle 2021-11-02] Got $5,000? 3 Tech Stocks to Buy and Hold For the Long Term $5,000 might not seem like much in the tech sector, where stocks often cost hundreds or thousands of dolla... | -0.0144 | -0.014396 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0144 (i.e., on a bad day with 5% probability, the loss exceeds 1.44%). CVaR(95%) = -0.0160. | {
"var": -0.014395999999999999,
"cvar": -0.015988,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20210720_0719 | T2 | 1 | train | sideways | all | [
"DOT-USD"
] | 2021-07-20T00:00:00 | DOT-USD: 60-day return history, mean=-0.0115, std=0.0814. | Asset: DOT-USD
Daily returns (past 60 days): mean=-0.0115, std=0.0814, min=-0.1989, max=0.2810
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for DOT-USD. Express as a decimal (e.g., -0.02). | -0.1124 | -0.112425 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1124 (i.e., on a bad day with 5% probability, the loss exceeds 11.24%). CVaR(95%) = -0.1802. | {
"var": -0.112425,
"cvar": -0.18024199999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20190718_0721 | T2 | 1 | train | sideways | all | [
"BNB-USD"
] | 2019-07-18T00:00:00 | BNB-USD: 60-day return history, mean=0.0001, std=0.0411. | Asset: BNB-USD
Daily returns (past 60 days): mean=0.0001, std=0.0411, min=-0.1010, max=0.0922
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02). | -0.0650 | -0.064967 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0650 (i.e., on a bad day with 5% probability, the loss exceeds 6.50%). CVaR(95%) = -0.0885. | {
"var": -0.064967,
"cvar": -0.088502,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20210701_0723 | T2 | 1 | train | sideways | all | [
"XLP"
] | 2021-07-01T00:00:00 | XLP: 60-day return history, mean=0.0003, std=0.0066. | Asset: XLP
Daily returns (past 60 days): mean=0.0003, std=0.0066, min=-0.0179, max=0.0140
Market regime: sideways
Recent filing/news:
[Kaggle 2021-06-30] ["Ably raises $70 million for its developer platform that enables realtime features Ably is a Pub/Sub messaging platform that companies can use to develop realtime fe... | -0.0114 | -0.01138 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0114 (i.e., on a bad day with 5% probability, the loss exceeds 1.14%). CVaR(95%) = -0.0149. | {
"var": -0.011380000000000001,
"cvar": -0.014884,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20190122_0725 | T2 | 1 | train | sideways | all | [
"SHY"
] | 2019-01-22T00:00:00 | SHY: 60-day return history, mean=0.0002, std=0.0007. | Asset: SHY
Daily returns (past 60 days): mean=0.0002, std=0.0007, min=-0.0021, max=0.0020
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SHY. Express as a decimal (e.g., -0.02). | -0.0010 | -0.000959 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0010 (i.e., on a bad day with 5% probability, the loss exceeds 0.10%). CVaR(95%) = -0.0014. | {
"var": -0.000959,
"cvar": -0.001438,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20210215_0727 | T2 | 1 | train | sideways | all | [
"BTC-USD"
] | 2021-02-15T00:00:00 | BTC-USD: 60-day return history, mean=0.0139, std=0.0474. | Asset: BTC-USD
Daily returns (past 60 days): mean=0.0139, std=0.0474, min=-0.1328, max=0.1157
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02). | -0.0605 | -0.060541 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0605 (i.e., on a bad day with 5% probability, the loss exceeds 6.05%). CVaR(95%) = -0.0904. | {
"var": -0.060541,
"cvar": -0.09039699999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20220623_0731 | T2 | 1 | train | sideways | all | [
"ADA-USD"
] | 2022-06-23T00:00:00 | ADA-USD: 60-day return history, mean=-0.0081, std=0.0734. | Asset: ADA-USD
Daily returns (past 60 days): mean=-0.0081, std=0.0734, min=-0.1761, max=0.1849
Market regime: sideways
Recent filing/news:
[Kaggle 2022-06-22]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ADA-USD. Express as a decimal (e.g., -0.02). | -0.1183 | -0.118315 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1183 (i.e., on a bad day with 5% probability, the loss exceeds 11.83%). CVaR(95%) = -0.1588. | {
"var": -0.11831499999999999,
"cvar": -0.158846,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20200709_0733 | T2 | 1 | train | sideways | all | [
"QUAL"
] | 2020-07-09T00:00:00 | QUAL: 60-day return history, mean=0.0025, std=0.0153. | Asset: QUAL
Daily returns (past 60 days): mean=0.0025, std=0.0153, min=-0.0339, max=0.0266
Market regime: sideways
Recent filing/news:
[Kaggle 2020-07-08] These 3 Tech Stocks Are Absurdly Overvalued Right Now Many of the most sought-after stocks on the market come from the tech sector. Over the last few decades, the te... | -0.0261 | -0.026149 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0261 (i.e., on a bad day with 5% probability, the loss exceeds 2.61%). CVaR(95%) = -0.0304. | {
"var": -0.026149,
"cvar": -0.030418999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20180316_0736 | T2 | 1 | train | sideways | all | [
"MORT"
] | 2018-03-16T00:00:00 | MORT: 60-day return history, mean=-0.0010, std=0.0091. | Asset: MORT
Daily returns (past 60 days): mean=-0.0010, std=0.0091, min=-0.0214, max=0.0171
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for MORT. Express as a decimal (e.g., -0.02). | -0.0169 | -0.016895 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0169 (i.e., on a bad day with 5% probability, the loss exceeds 1.69%). CVaR(95%) = -0.0195. | {
"var": -0.016895,
"cvar": -0.019518,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20190801_0738 | T2 | 1 | train | sideways | all | [
"VLUE"
] | 2019-08-01T00:00:00 | VLUE: 60-day return history, mean=0.0001, std=0.0091. | Asset: VLUE
Daily returns (past 60 days): mean=0.0001, std=0.0091, min=-0.0282, max=0.0288
Market regime: sideways
Recent filing/news:
[Kaggle 2019-07-31] ["Asian markets fall on diminished hopes of U.S.-China trade deal Nikkei, Hang Seng slump as investors await possible Fed rate cut Asian markets fell in early tradin... | -0.0137 | -0.013701 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0137 (i.e., on a bad day with 5% probability, the loss exceeds 1.37%). CVaR(95%) = -0.0215. | {
"var": -0.013701,
"cvar": -0.021547999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200402_0741 | T2 | 1 | train | sideways | all | [
"MATIC-USD"
] | 2020-04-02T00:00:00 | MATIC-USD: 60-day return history, mean=0.0034, std=0.0857. | Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0034, std=0.0857, min=-0.2144, max=0.2701
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for MATIC-USD. Express as a decimal (e.g., -0.02). | -0.1080 | -0.107982 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1080 (i.e., on a bad day with 5% probability, the loss exceeds 10.80%). CVaR(95%) = -0.1992. | {
"var": -0.107982,
"cvar": -0.199198,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20201211_0743 | T2 | 1 | train | sideways | all | [
"XLI"
] | 2020-12-11T00:00:00 | XLI: 60-day return history, mean=0.0018, std=0.0143. | Asset: XLI
Daily returns (past 60 days): mean=0.0018, std=0.0143, min=-0.0336, max=0.0303
Market regime: sideways
Recent filing/news:
[Kaggle 2020-12-10] ["Adobe Guides Q1, FY21 Above Estimates - Quick Facts (RTTNews) - While reporting financial results for the fourth quarter and fiscal 2020 on Thursday, software compa... | -0.0223 | -0.022263 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0223 (i.e., on a bad day with 5% probability, the loss exceeds 2.23%). CVaR(95%) = -0.0308. | {
"var": -0.022262999999999998,
"cvar": -0.030753,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20160624_0746 | T2 | 1 | train | sideways | all | [
"HYG"
] | 2016-06-24T00:00:00 | HYG: 60-day return history, mean=0.0009, std=0.0038. | Asset: HYG
Daily returns (past 60 days): mean=0.0009, std=0.0038, min=-0.0067, max=0.0085
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for HYG. Express as a decimal (e.g., -0.02). | -0.0049 | -0.004869 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0049 (i.e., on a bad day with 5% probability, the loss exceeds 0.49%). CVaR(95%) = -0.0060. | {
"var": -0.004869,
"cvar": -0.006018,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20191218_0748 | T2 | 1 | train | sideways | all | [
"REZ"
] | 2019-12-18T00:00:00 | REZ: 60-day return history, mean=-0.0011, std=0.0081. | Asset: REZ
Daily returns (past 60 days): mean=-0.0011, std=0.0081, min=-0.0231, max=0.0165
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for REZ. Express as a decimal (e.g., -0.02). | -0.0173 | -0.017294 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0173 (i.e., on a bad day with 5% probability, the loss exceeds 1.73%). CVaR(95%) = -0.0197. | {
"var": -0.017294,
"cvar": -0.019652,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20200224_0750 | T2 | 1 | train | sideways | all | [
"XRP-USD"
] | 2020-02-24T00:00:00 | XRP-USD: 60-day return history, mean=0.0072, std=0.0369. | Asset: XRP-USD
Daily returns (past 60 days): mean=0.0072, std=0.0369, min=-0.0854, max=0.1328
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02). | -0.0369 | -0.036859 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0369 (i.e., on a bad day with 5% probability, the loss exceeds 3.69%). CVaR(95%) = -0.0652. | {
"var": -0.036858999999999996,
"cvar": -0.06523799999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20220607_0752 | T2 | 1 | train | sideways | all | [
"BIL"
] | 2022-06-07T00:00:00 | BIL: 60-day return history, mean=-0.0000, std=0.0001. | Asset: BIL
Daily returns (past 60 days): mean=-0.0000, std=0.0001, min=-0.0002, max=0.0002
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BIL. Express as a decimal (e.g., -0.02). | -0.0002 | -0.000219 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0002 (i.e., on a bad day with 5% probability, the loss exceeds 0.02%). CVaR(95%) = -0.0002. | {
"var": -0.00021899999999999998,
"cvar": -0.00021899999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20221122_0754 | T2 | 1 | train | sideways | all | [
"SOL-USD"
] | 2022-11-22T00:00:00 | SOL-USD: 60-day return history, mean=-0.0099, std=0.0681. | Asset: SOL-USD
Daily returns (past 60 days): mean=-0.0099, std=0.0681, min=-0.2453, max=0.2683
Market regime: sideways
Recent filing/news:
[Kaggle 2022-11-21]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SOL-USD. Express as a decimal (e.g., -0.02). | -0.1096 | -0.109575 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1096 (i.e., on a bad day with 5% probability, the loss exceeds 10.96%). CVaR(95%) = -0.1801. | {
"var": -0.10957499999999999,
"cvar": -0.180132,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20200908_0757 | T2 | 1 | train | sideways | all | [
"LINK-USD"
] | 2020-09-08T00:00:00 | LINK-USD: 60-day return history, mean=0.0120, std=0.0802. | Asset: LINK-USD
Daily returns (past 60 days): mean=0.0120, std=0.0802, min=-0.1934, max=0.1799
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02). | -0.1131 | -0.113142 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1131 (i.e., on a bad day with 5% probability, the loss exceeds 11.31%). CVaR(95%) = -0.1621. | {
"var": -0.11314199999999999,
"cvar": -0.162103,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20180907_0759 | T2 | 1 | train | sideways | all | [
"IVV"
] | 2018-09-07T00:00:00 | IVV: 60-day return history, mean=0.0006, std=0.0051. | Asset: IVV
Daily returns (past 60 days): mean=0.0006, std=0.0051, min=-0.0137, max=0.0093
Market regime: sideways
Recent filing/news:
[Kaggle 2018-09-06] ["7 Lucrative Biotech Stocks With Up to 300% Upside InvestorPlace - Stock Market News, Stock Advice & Trading Tips Forget market dynamics. These biotechs are playing ... | -0.0075 | -0.007497 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0075 (i.e., on a bad day with 5% probability, the loss exceeds 0.75%). CVaR(95%) = -0.0101. | {
"var": -0.007496999999999999,
"cvar": -0.010123,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220902_0762 | T2 | 1 | train | sideways | all | [
"ADA-USD"
] | 2022-09-02T00:00:00 | ADA-USD: 60-day return history, mean=0.0008, std=0.0396. | Asset: ADA-USD
Daily returns (past 60 days): mean=0.0008, std=0.0396, min=-0.1203, max=0.1010
Market regime: sideways
Recent filing/news:
[Kaggle 2022-09-01]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ADA-USD. Express as a decimal (e.g., -0.02). | -0.0605 | -0.060464 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0605 (i.e., on a bad day with 5% probability, the loss exceeds 6.05%). CVaR(95%) = -0.0889. | {
"var": -0.060464,
"cvar": -0.088929,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20200417_0765 | T2 | 1 | train | sideways | all | [
"^VIX"
] | 2020-04-17T00:00:00 | ^VIX: 60-day return history, mean=0.0131, std=0.1145. | Asset: ^VIX
Daily returns (past 60 days): mean=0.0131, std=0.1145, min=-0.1825, max=0.2508
Market regime: sideways
Recent filing/news:
[Kaggle 2020-04-16] ["Software Rises Above Semiconductors And Hardware As Tech Heads Into Earnings Season", "'Apple's only retail store in South Korea reopening April 18' -9to5Mac", "Mo... | -0.1406 | -0.140635 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1406 (i.e., on a bad day with 5% probability, the loss exceeds 14.06%). CVaR(95%) = -0.1686. | {
"var": -0.14063499999999998,
"cvar": -0.168633,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20210817_0767 | T2 | 1 | train | sideways | all | [
"ICSH"
] | 2021-08-17T00:00:00 | ICSH: 60-day return history, mean=0.0000, std=0.0001. | Asset: ICSH
Daily returns (past 60 days): mean=0.0000, std=0.0001, min=-0.0003, max=0.0004
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ICSH. Express as a decimal (e.g., -0.02). | -0.0002 | -0.000198 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0002 (i.e., on a bad day with 5% probability, the loss exceeds 0.02%). CVaR(95%) = -0.0002. | {
"var": -0.000198,
"cvar": -0.00021799999999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20220701_0769 | T2 | 1 | train | sideways | all | [
"EFA"
] | 2022-07-01T00:00:00 | EFA: 60-day return history, mean=-0.0025, std=0.0139. | Asset: EFA
Daily returns (past 60 days): mean=-0.0025, std=0.0139, min=-0.0289, max=0.0259
Market regime: sideways
Recent filing/news:
[Kaggle 2022-06-30] ["Apple Allows App Developers To Use 3rd-party Payment Systems In South Korea (RTTNews) - Tech giant Apple Inc. (AAPL) on Thursday announced that it will allow devel... | -0.0284 | -0.028374 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0284 (i.e., on a bad day with 5% probability, the loss exceeds 2.84%). CVaR(95%) = -0.0289. | {
"var": -0.028374,
"cvar": -0.028901,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20180302_0771 | T2 | 1 | train | sideways | all | [
"LINK-USD"
] | 2018-03-02T00:00:00 | LINK-USD: 60-day return history, mean=0.0003, std=0.1065. | Asset: LINK-USD
Daily returns (past 60 days): mean=0.0003, std=0.1065, min=-0.1934, max=0.1799
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02). | -0.1610 | -0.160999 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1610 (i.e., on a bad day with 5% probability, the loss exceeds 16.10%). CVaR(95%) = -0.1830. | {
"var": -0.160999,
"cvar": -0.18303000000000003,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20210201_0773 | T2 | 1 | train | sideways | all | [
"^VIX"
] | 2021-02-01T00:00:00 | ^VIX: 60-day return history, mean=-0.0053, std=0.0736. | Asset: ^VIX
Daily returns (past 60 days): mean=-0.0053, std=0.0736, min=-0.1825, max=0.2508
Market regime: sideways
Recent filing/news:
[Kaggle 2021-01-29] Dolby Laboratories Stock Could Drop To $75 Dolby Laboratories stock (NYSE: DLB) is up around 35% since the beginning of 2020, and at the current price around $90 pe... | -0.1043 | -0.104337 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1043 (i.e., on a bad day with 5% probability, the loss exceeds 10.43%). CVaR(95%) = -0.1596. | {
"var": -0.104337,
"cvar": -0.159631,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220125_0775 | T2 | 1 | train | sideways | all | [
"MTUM"
] | 2022-01-25T00:00:00 | MTUM: 60-day return history, mean=-0.0025, std=0.0136. | Asset: MTUM
Daily returns (past 60 days): mean=-0.0025, std=0.0136, min=-0.0341, max=0.0314
Market regime: sideways
Recent filing/news:
[Kaggle 2022-01-24] ["Buy Smart With Software Stocks on the Dip InvestorPlace - Stock Market News, Stock Advice & Trading Tips Technology stocks are getting crushed right now, and soft... | -0.0256 | -0.025589 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0256 (i.e., on a bad day with 5% probability, the loss exceeds 2.56%). CVaR(95%) = -0.0296. | {
"var": -0.025588999999999997,
"cvar": -0.029573,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20201002_0777 | T2 | 1 | train | sideways | all | [
"ETH-USD"
] | 2020-10-02T00:00:00 | ETH-USD: 60-day return history, mean=0.0003, std=0.0464. | Asset: ETH-USD
Daily returns (past 60 days): mean=0.0003, std=0.0464, min=-0.1365, max=0.0965
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02). | -0.0776 | -0.077648 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0776 (i.e., on a bad day with 5% probability, the loss exceeds 7.76%). CVaR(95%) = -0.1130. | {
"var": -0.077648,
"cvar": -0.112964,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20220412_0779 | T2 | 1 | train | sideways | all | [
"LINK-USD"
] | 2022-04-12T00:00:00 | LINK-USD: 60-day return history, mean=-0.0030, std=0.0466. | Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0030, std=0.0466, min=-0.1040, max=0.1071
Market regime: sideways
Recent filing/news:
[Kaggle 2022-04-11]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02). | -0.0794 | -0.079404 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0794 (i.e., on a bad day with 5% probability, the loss exceeds 7.94%). CVaR(95%) = -0.0925. | {
"var": -0.079404,
"cvar": -0.092499,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20211101_0781 | T2 | 1 | train | sideways | all | [
"BNB-USD"
] | 2021-11-01T00:00:00 | BNB-USD: 60-day return history, mean=0.0022, std=0.0472. | Asset: BNB-USD
Daily returns (past 60 days): mean=0.0022, std=0.0472, min=-0.1581, max=0.1050
Market regime: sideways
Recent filing/news:
[Kaggle 2021-10-29]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02). | -0.0614 | -0.06138 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0614 (i.e., on a bad day with 5% probability, the loss exceeds 6.14%). CVaR(95%) = -0.1154. | {
"var": -0.061380000000000004,
"cvar": -0.115413,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20220411_0784 | T2 | 1 | train | sideways | all | [
"XLP"
] | 2022-04-11T00:00:00 | XLP: 60-day return history, mean=0.0003, std=0.0092. | Asset: XLP
Daily returns (past 60 days): mean=0.0003, std=0.0092, min=-0.0250, max=0.0211
Market regime: sideways
Recent filing/news:
[Kaggle 2022-04-08] ["Top Stock Reports for Costco, AstraZeneca & Medtronic Friday, April 8, 2022 The Zacks Research Daily presents the best research output of our analyst team. Today's ... | -0.0147 | -0.014659 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0147 (i.e., on a bad day with 5% probability, the loss exceeds 1.47%). CVaR(95%) = -0.0203. | {
"var": -0.014659,
"cvar": -0.020257,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200916_0786 | T2 | 1 | train | sideways | all | [
"ETH-USD"
] | 2020-09-16T00:00:00 | ETH-USD: 60-day return history, mean=0.0087, std=0.0479. | Asset: ETH-USD
Daily returns (past 60 days): mean=0.0087, std=0.0479, min=-0.1365, max=0.1147
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02). | -0.0662 | -0.066188 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0662 (i.e., on a bad day with 5% probability, the loss exceeds 6.62%). CVaR(95%) = -0.1125. | {
"var": -0.066188,
"cvar": -0.112534,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20220509_0788 | T2 | 1 | train | sideways | all | [
"QQQ"
] | 2022-05-09T00:00:00 | QQQ: 60-day return history, mean=-0.0026, std=0.0212. | Asset: QQQ
Daily returns (past 60 days): mean=-0.0026, std=0.0212, min=-0.0399, max=0.0340
Market regime: sideways
Recent filing/news:
[Kaggle 2022-05-06] ["The Technology Select Sector SPDR Fund Experiences Big Inflow Looking today at week-over-week shares outstanding changes among the universe of ETFs covered at ETF ... | -0.0376 | -0.037623 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0376 (i.e., on a bad day with 5% probability, the loss exceeds 3.76%). CVaR(95%) = -0.0394. | {
"var": -0.037623,
"cvar": -0.039434,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20190220_0790 | T2 | 1 | train | sideways | all | [
"^VIX"
] | 2019-02-20T00:00:00 | ^VIX: 59-day return history, mean=-0.0070, std=0.0768. | Asset: ^VIX
Daily returns (past 59 days): mean=-0.0070, std=0.0768, min=-0.1743, max=0.2323
Market regime: sideways
Recent filing/news:
[Kaggle 2019-02-19] After Hours Most Active for Feb 19, 2019 : SIRI, PFE, CHK, MO, VER, FDC, ZAYO, WBA, PYPL, AGNC, ADBE, SHY The NASDAQ 100 After Hours Indicator is up 1.03 to 7,067.6... | -0.1108 | -0.110846 | Historical simulation VaR at 95%: sort the 59 daily returns and take the 5th percentile. VaR(95%) = -0.1108 (i.e., on a bad day with 5% probability, the loss exceeds 11.08%). CVaR(95%) = -0.1583. | {
"var": -0.110846,
"cvar": -0.15825699999999998,
"confidence": 0.9500000000000001,
"n_returns": 59,
"has_text": true,
"text_chars": 3020
} |
T2_all_20201113_0794 | T2 | 1 | train | sideways | all | [
"MTUM"
] | 2020-11-13T00:00:00 | MTUM: 60-day return history, mean=0.0007, std=0.0162. | Asset: MTUM
Daily returns (past 60 days): mean=0.0007, std=0.0162, min=-0.0383, max=0.0314
Market regime: sideways
Recent filing/news:
[Kaggle 2020-11-12] ["Better Buy: Slack vs. Adobe Slack (NYSE: WORK) and Adobe (NASDAQ: ADBE) are both forward-thinking companies that are changing how people work. Slack's enterprise c... | -0.0297 | -0.029653 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0297 (i.e., on a bad day with 5% probability, the loss exceeds 2.97%). CVaR(95%) = -0.0369. | {
"var": -0.029653,
"cvar": -0.036874,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20171023_0796 | T2 | 1 | train | sideways | all | [
"UNG"
] | 2017-10-23T00:00:00 | UNG: 60-day return history, mean=0.0004, std=0.0155. | Asset: UNG
Daily returns (past 60 days): mean=0.0004, std=0.0155, min=-0.0394, max=0.0356
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for UNG. Express as a decimal (e.g., -0.02). | -0.0273 | -0.027277 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0273 (i.e., on a bad day with 5% probability, the loss exceeds 2.73%). CVaR(95%) = -0.0326. | {
"var": -0.027277,
"cvar": -0.032597,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20151113_0798 | T2 | 1 | train | sideways | all | [
"BTC-USD"
] | 2015-11-13T00:00:00 | BTC-USD: 60-day return history, mean=0.0070, std=0.0353. | Asset: BTC-USD
Daily returns (past 60 days): mean=0.0070, std=0.0353, min=-0.1142, max=0.1157
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02). | -0.0432 | -0.043172 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0432 (i.e., on a bad day with 5% probability, the loss exceeds 4.32%). CVaR(95%) = -0.0840. | {
"var": -0.043171999999999995,
"cvar": -0.083964,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20170920_0800 | T2 | 1 | train | sideways | all | [
"BTC-USD"
] | 2017-09-20T00:00:00 | BTC-USD: 60-day return history, mean=0.0077, std=0.0480. | Asset: BTC-USD
Daily returns (past 60 days): mean=0.0077, std=0.0480, min=-0.1328, max=0.1157
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02). | -0.0653 | -0.065295 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0653 (i.e., on a bad day with 5% probability, the loss exceeds 6.53%). CVaR(95%) = -0.0964. | {
"var": -0.06529499999999999,
"cvar": -0.096386,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20200529_0802 | T2 | 1 | train | sideways | all | [
"BTC-USD"
] | 2020-05-29T00:00:00 | BTC-USD: 60-day return history, mean=0.0084, std=0.0353. | Asset: BTC-USD
Daily returns (past 60 days): mean=0.0084, std=0.0353, min=-0.0873, max=0.1157
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02). | -0.0455 | -0.045531 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0455 (i.e., on a bad day with 5% probability, the loss exceeds 4.55%). CVaR(95%) = -0.0645. | {
"var": -0.045530999999999995,
"cvar": -0.064471,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20200630_0804 | T2 | 1 | train | sideways | all | [
"BTC-USD"
] | 2020-06-30T00:00:00 | BTC-USD: 60-day return history, mean=0.0014, std=0.0294. | Asset: BTC-USD
Daily returns (past 60 days): mean=0.0014, std=0.0294, min=-0.0873, max=0.0746
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02). | -0.0468 | -0.046793 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0468 (i.e., on a bad day with 5% probability, the loss exceeds 4.68%). CVaR(95%) = -0.0685. | {
"var": -0.046793,
"cvar": -0.06851399999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20190114_0806 | T2 | 1 | train | sideways | all | [
"ACWI"
] | 2019-01-14T00:00:00 | ACWI: 60-day return history, mean=-0.0009, std=0.0127. | Asset: ACWI
Daily returns (past 60 days): mean=-0.0009, std=0.0127, min=-0.0284, max=0.0250
Market regime: sideways
Recent filing/news:
[Kaggle 2019-01-11] ["Friday's ETF with Unusual Volume: SIZE The iShares Edge MSCI USA Size Factor ETF is seeing unusually high volume in afternoon trading Friday, with over 314,000 sh... | -0.0191 | -0.019094 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0191 (i.e., on a bad day with 5% probability, the loss exceeds 1.91%). CVaR(95%) = -0.0253. | {
"var": -0.019094,
"cvar": -0.025263999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20210104_0808 | T2 | 1 | train | sideways | all | [
"USO"
] | 2021-01-04T00:00:00 | USO: 60-day return history, mean=0.0026, std=0.0193. | Asset: USO
Daily returns (past 60 days): mean=0.0026, std=0.0193, min=-0.0498, max=0.0557
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for USO. Express as a decimal (e.g., -0.02). | -0.0270 | -0.027018 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0270 (i.e., on a bad day with 5% probability, the loss exceeds 2.70%). CVaR(95%) = -0.0367. | {
"var": -0.027018,
"cvar": -0.036719,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20160222_0810 | T2 | 1 | train | sideways | all | [
"MTUM"
] | 2016-02-22T00:00:00 | MTUM: 60-day return history, mean=-0.0012, std=0.0129. | Asset: MTUM
Daily returns (past 60 days): mean=-0.0012, std=0.0129, min=-0.0313, max=0.0217
Market regime: sideways
Recent filing/news:
[Kaggle 2016-02-19] ["IDACORP (IDA) Misses on Q4 Earnings, Gives '16 Guidance IDACORP, Inc.IDA recorded operating earnings of 63 cents per share in the fourth quarter of 20Array5, lagg... | -0.0226 | -0.022569 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0226 (i.e., on a bad day with 5% probability, the loss exceeds 2.26%). CVaR(95%) = -0.0283. | {
"var": -0.022569,
"cvar": -0.028251,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200212_0813 | T2 | 1 | train | sideways | all | [
"LINK-USD"
] | 2020-02-12T00:00:00 | LINK-USD: 60-day return history, mean=0.0120, std=0.0480. | Asset: LINK-USD
Daily returns (past 60 days): mean=0.0120, std=0.0480, min=-0.1137, max=0.1653
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02). | -0.0507 | -0.050713 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0507 (i.e., on a bad day with 5% probability, the loss exceeds 5.07%). CVaR(95%) = -0.0796. | {
"var": -0.050713,
"cvar": -0.079647,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20151222_0815 | T2 | 1 | train | sideways | all | [
"VEA"
] | 2015-12-22T00:00:00 | VEA: 60-day return history, mean=0.0004, std=0.0092. | Asset: VEA
Daily returns (past 60 days): mean=0.0004, std=0.0092, min=-0.0195, max=0.0201
Market regime: sideways
Recent filing/news:
[Kaggle 2015-12-21] ["Ericsson shares up 6% after settling patent litigation with Apple", "Ericsson jumps 7% after settling mobile patent dispute with Apple Shares in L.M. Ericsson Telef... | -0.0122 | -0.012173 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0122 (i.e., on a bad day with 5% probability, the loss exceeds 1.22%). CVaR(95%) = -0.0176. | {
"var": -0.012173,
"cvar": -0.017627,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200925_0817 | T2 | 1 | train | sideways | all | [
"ACWI"
] | 2020-09-25T00:00:00 | ACWI: 60-day return history, mean=0.0009, std=0.0100. | Asset: ACWI
Daily returns (past 60 days): mean=0.0009, std=0.0100, min=-0.0309, max=0.0194
Market regime: sideways
Recent filing/news:
[Kaggle 2020-09-24] ["AppFolio Deep Dive: Is This Real Estate SaaS Company Worth Buying? In this week's episode of Industry Focus: Financials, host Jason Moser and Fool.com contributor ... | -0.0150 | -0.01505 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0150 (i.e., on a bad day with 5% probability, the loss exceeds 1.50%). CVaR(95%) = -0.0245. | {
"var": -0.015050000000000001,
"cvar": -0.024470000000000002,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20170724_0819 | T2 | 1 | train | sideways | all | [
"IWM"
] | 2017-07-24T00:00:00 | IWM: 60-day return history, mean=0.0003, std=0.0075. | Asset: IWM
Daily returns (past 60 days): mean=0.0003, std=0.0075, min=-0.0273, max=0.0191
Market regime: sideways
Recent filing/news:
[Kaggle 2017-07-21] ["XLU, EXC, PCG, AEP: Large Inflows Detected at ETF Looking today at week-over-week shares outstanding changes among the universe of ETFs covered at ETF Channel , one... | -0.0103 | -0.010325 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0103 (i.e., on a bad day with 5% probability, the loss exceeds 1.03%). CVaR(95%) = -0.0180. | {
"var": -0.010324999999999999,
"cvar": -0.017998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20201016_0821 | T2 | 1 | train | sideways | all | [
"XLU"
] | 2020-10-16T00:00:00 | XLU: 60-day return history, mean=0.0008, std=0.0103. | Asset: XLU
Daily returns (past 60 days): mean=0.0008, std=0.0103, min=-0.0219, max=0.0271
Market regime: sideways
Recent filing/news:
[Kaggle 2020-10-15] Adobe's Stock To Continue Growing? Despite more than a 63% rise from its March lows of this year, at the current price near $502 per share, we believe Adobe’s stock (... | -0.0156 | -0.015554 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0156 (i.e., on a bad day with 5% probability, the loss exceeds 1.56%). CVaR(95%) = -0.0190. | {
"var": -0.015554,
"cvar": -0.019008999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20170320_0823 | T2 | 1 | train | sideways | all | [
"VTI"
] | 2017-03-20T00:00:00 | VTI: 60-day return history, mean=0.0009, std=0.0043. | Asset: VTI
Daily returns (past 60 days): mean=0.0009, std=0.0043, min=-0.0083, max=0.0134
Market regime: sideways
Recent filing/news:
[Kaggle 2017-03-17] ["5 Stocks To Watch For March 17, 2017", "Wunderlich Upgrades Adobe Systems to Buy, Raises Price Target to $145.00", "A Peek Into The Markets: U.S. Stock Futures Edge... | -0.0045 | -0.004544 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0045 (i.e., on a bad day with 5% probability, the loss exceeds 0.45%). CVaR(95%) = -0.0072. | {
"var": -0.004543999999999999,
"cvar": -0.007187,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20200731_0826 | T2 | 1 | train | sideways | all | [
"MATIC-USD"
] | 2020-07-31T00:00:00 | MATIC-USD: 60-day return history, mean=0.0005, std=0.0355. | Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0005, std=0.0355, min=-0.0744, max=0.1246
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for MATIC-USD. Express as a decimal (e.g., -0.02). | -0.0537 | -0.053698 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0537 (i.e., on a bad day with 5% probability, the loss exceeds 5.37%). CVaR(95%) = -0.0670. | {
"var": -0.053697999999999996,
"cvar": -0.066976,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20200310_0828 | T2 | 1 | train | sideways | all | [
"BNB-USD"
] | 2020-03-10T00:00:00 | BNB-USD: 60-day return history, mean=0.0033, std=0.0459. | Asset: BNB-USD
Daily returns (past 60 days): mean=0.0033, std=0.0459, min=-0.1588, max=0.1160
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02). | -0.0759 | -0.075934 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0759 (i.e., on a bad day with 5% probability, the loss exceeds 7.59%). CVaR(95%) = -0.1059. | {
"var": -0.075934,
"cvar": -0.105899,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20181210_0831 | T2 | 1 | train | sideways | all | [
"IWM"
] | 2018-12-10T00:00:00 | IWM: 60-day return history, mean=-0.0027, std=0.0139. | Asset: IWM
Daily returns (past 60 days): mean=-0.0027, std=0.0139, min=-0.0371, max=0.0286
Market regime: sideways
Recent filing/news:
[Kaggle 2018-12-07] ["What the Arrest of a Chinese Executive Means for the Stock Market A massive drop in the Dow Jones Industrial Average was spurred by the arrest of Huawei CFO Meng W... | -0.0222 | -0.022205 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0222 (i.e., on a bad day with 5% probability, the loss exceeds 2.22%). CVaR(95%) = -0.0344. | {
"var": -0.022205,
"cvar": -0.034426,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20180918_0833 | T2 | 1 | train | sideways | all | [
"XRP-USD"
] | 2018-09-18T00:00:00 | XRP-USD: 60-day return history, mean=-0.0078, std=0.0552. | Asset: XRP-USD
Daily returns (past 60 days): mean=-0.0078, std=0.0552, min=-0.1449, max=0.2539
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02). | -0.0813 | -0.081278 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0813 (i.e., on a bad day with 5% probability, the loss exceeds 8.13%). CVaR(95%) = -0.1272. | {
"var": -0.081278,
"cvar": -0.127195,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20191127_0835 | T2 | 1 | train | sideways | all | [
"BIL"
] | 2019-11-27T00:00:00 | BIL: 60-day return history, mean=0.0000, std=0.0001. | Asset: BIL
Daily returns (past 60 days): mean=0.0000, std=0.0001, min=-0.0001, max=0.0003
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BIL. Express as a decimal (e.g., -0.02). | -0.0001 | -0.000109 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0001 (i.e., on a bad day with 5% probability, the loss exceeds 0.01%). CVaR(95%) = -0.0001. | {
"var": -0.00010899999999999999,
"cvar": -0.00010899999999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20210210_0837 | T2 | 1 | train | sideways | all | [
"XRP-USD"
] | 2021-02-10T00:00:00 | XRP-USD: 60-day return history, mean=0.0055, std=0.1017. | Asset: XRP-USD
Daily returns (past 60 days): mean=0.0055, std=0.1017, min=-0.2138, max=0.3257
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02). | -0.1244 | -0.124372 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1244 (i.e., on a bad day with 5% probability, the loss exceeds 12.44%). CVaR(95%) = -0.1867. | {
"var": -0.124372,
"cvar": -0.1867,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20181115_0839 | T2 | 1 | train | sideways | all | [
"QQQ"
] | 2018-11-15T00:00:00 | QQQ: 60-day return history, mean=-0.0012, std=0.0150. | Asset: QQQ
Daily returns (past 60 days): mean=-0.0012, std=0.0150, min=-0.0399, max=0.0340
Market regime: sideways
Recent filing/news:
[Kaggle 2018-11-14] ["Apple stock swings lower after Goldman cuts target, another supplier slashes guidance Shares fall to 3 1/2-month low after seesaw session, suffer fourth straight d... | -0.0263 | -0.026292 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0263 (i.e., on a bad day with 5% probability, the loss exceeds 2.63%). CVaR(95%) = -0.0369. | {
"var": -0.026292,
"cvar": -0.036850999999999995,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20170413_0841 | T2 | 1 | train | sideways | all | [
"EEM"
] | 2017-04-13T00:00:00 | EEM: 60-day return history, mean=0.0012, std=0.0076. | Asset: EEM
Daily returns (past 60 days): mean=0.0012, std=0.0076, min=-0.0178, max=0.0258
Market regime: sideways
Recent filing/news:
[Kaggle 2017-04-12] ["Six Reasons Cirrus Won\u2019t See Apple Insourcing It\u2019s unlikely Apple will insource Cirrus\u2019 audio codec or amplifier, based on a long relationship, for s... | -0.0098 | -0.009761 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0098 (i.e., on a bad day with 5% probability, the loss exceeds 0.98%). CVaR(95%) = -0.0136. | {
"var": -0.009760999999999999,
"cvar": -0.013580000000000002,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20170718_0843 | T2 | 1 | train | sideways | all | [
"TLH"
] | 2017-07-18T00:00:00 | TLH: 60-day return history, mean=0.0001, std=0.0032. | Asset: TLH
Daily returns (past 60 days): mean=0.0001, std=0.0032, min=-0.0069, max=0.0108
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for TLH. Express as a decimal (e.g., -0.02). | -0.0039 | -0.003857 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0039 (i.e., on a bad day with 5% probability, the loss exceeds 0.39%). CVaR(95%) = -0.0051. | {
"var": -0.0038569999999999998,
"cvar": -0.005111999999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20190329_0845 | T2 | 1 | train | sideways | all | [
"ADA-USD"
] | 2019-03-29T00:00:00 | ADA-USD: 60-day return history, mean=0.0088, std=0.0441. | Asset: ADA-USD
Daily returns (past 60 days): mean=0.0088, std=0.0441, min=-0.1263, max=0.1197
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ADA-USD. Express as a decimal (e.g., -0.02). | -0.0440 | -0.043961 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0440 (i.e., on a bad day with 5% probability, the loss exceeds 4.40%). CVaR(95%) = -0.0796. | {
"var": -0.043961,
"cvar": -0.079598,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20161005_0847 | T2 | 1 | train | sideways | all | [
"SLV"
] | 2016-10-05T00:00:00 | SLV: 60-day return history, mean=-0.0017, std=0.0158. | Asset: SLV
Daily returns (past 60 days): mean=-0.0017, std=0.0158, min=-0.0452, max=0.0380
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SLV. Express as a decimal (e.g., -0.02). | -0.0265 | -0.026475 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0265 (i.e., on a bad day with 5% probability, the loss exceeds 2.65%). CVaR(95%) = -0.0352. | {
"var": -0.026475,
"cvar": -0.035232,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20160526_0849 | T2 | 1 | train | sideways | all | [
"XLU"
] | 2016-05-26T00:00:00 | XLU: 60-day return history, mean=0.0009, std=0.0085. | Asset: XLU
Daily returns (past 60 days): mean=0.0009, std=0.0085, min=-0.0253, max=0.0152
Market regime: sideways
Recent filing/news:
[Kaggle 2016-05-25] ["Today\u2019s Top 5 Stock Picks: Bargains in U.S. and Asia Danton Goei, portfolio manager at Davis Advisors, explains how you can buy Tencent at a discount.", "Goldm... | -0.0189 | -0.018899 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0189 (i.e., on a bad day with 5% probability, the loss exceeds 1.89%). CVaR(95%) = -0.0218. | {
"var": -0.018899,
"cvar": -0.021783999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20170911_0853 | T2 | 1 | train | sideways | all | [
"XLU"
] | 2017-09-11T00:00:00 | XLU: 60-day return history, mean=0.0006, std=0.0051. | Asset: XLU
Daily returns (past 60 days): mean=0.0006, std=0.0051, min=-0.0113, max=0.0095
Market regime: sideways
Recent filing/news:
[Kaggle 2017-09-08] ["Amazon headed for $1.6 trillion market cap, analyst suggests Predicted growth of retail, cloud-computing businesses would push Bezos\u2019s stake to more than $250 ... | -0.0081 | -0.008108 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0081 (i.e., on a bad day with 5% probability, the loss exceeds 0.81%). CVaR(95%) = -0.0101. | {
"var": -0.008107999999999999,
"cvar": -0.010121999999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20190715_0856 | T2 | 1 | train | sideways | all | [
"XLRE"
] | 2019-07-15T00:00:00 | XLRE: 60-day return history, mean=0.0010, std=0.0087. | Asset: XLRE
Daily returns (past 60 days): mean=0.0010, std=0.0087, min=-0.0196, max=0.0225
Market regime: sideways
Recent filing/news:
[Kaggle 2019-07-12] ["Tlwm Buys Marathon Petroleum Corp, UnitedHealth Group Inc, HCP Inc, Sells Invesco S&P ...", "Will Hot Growth Stocks Break Out From These 5 Leading Industry Groups?... | -0.0138 | -0.013792 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0138 (i.e., on a bad day with 5% probability, the loss exceeds 1.38%). CVaR(95%) = -0.0177. | {
"var": -0.013791999999999999,
"cvar": -0.017707999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20220314_0859 | T2 | 1 | train | sideways | all | [
"DOT-USD"
] | 2022-03-14T00:00:00 | DOT-USD: 60-day return history, mean=-0.0065, std=0.0468. | Asset: DOT-USD
Daily returns (past 60 days): mean=-0.0065, std=0.0468, min=-0.1453, max=0.0857
Market regime: sideways
Recent filing/news:
[Kaggle 2022-03-13]
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for DOT-USD. Express as a decimal (e.g., -0.02). | -0.0725 | -0.072545 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0725 (i.e., on a bad day with 5% probability, the loss exceeds 7.25%). CVaR(95%) = -0.1039. | {
"var": -0.072545,
"cvar": -0.103906,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 20
} |
T2_all_20180112_0861 | T2 | 1 | train | sideways | all | [
"XLF"
] | 2018-01-12T00:00:00 | XLF: 60-day return history, mean=0.0017, std=0.0069. | Asset: XLF
Daily returns (past 60 days): mean=0.0017, std=0.0069, min=-0.0139, max=0.0256
Market regime: sideways
Recent filing/news:
[Kaggle 2018-01-11] ["ADBE March 2nd Options Begin Trading Investors in Adobe Systems Inc (Symbol: ADBE) saw new options become available today, for the March 2nd expiration. At Stock Op... | -0.0065 | -0.006512 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0065 (i.e., on a bad day with 5% probability, the loss exceeds 0.65%). CVaR(95%) = -0.0112. | {
"var": -0.0065119999999999996,
"cvar": -0.011183,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20160728_0863 | T2 | 1 | train | sideways | all | [
"EFA"
] | 2016-07-28T00:00:00 | EFA: 60-day return history, mean=0.0009, std=0.0118. | Asset: EFA
Daily returns (past 60 days): mean=0.0009, std=0.0118, min=-0.0289, max=0.0259
Market regime: sideways
Recent filing/news:
[Kaggle 2016-07-27] ["Apple CEO Cook: India Growing Fast, China Challenged Apple (AAPL) CEO Tim Cook said he\u2019s excited about growth prospects in India and China, but noted that Indi... | -0.0194 | -0.019389 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0194 (i.e., on a bad day with 5% probability, the loss exceeds 1.94%). CVaR(95%) = -0.0258. | {
"var": -0.019389,
"cvar": -0.02578,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20171026_0865 | T2 | 1 | train | sideways | all | [
"IWM"
] | 2017-10-26T00:00:00 | IWM: 60-day return history, mean=0.0008, std=0.0066. | Asset: IWM
Daily returns (past 60 days): mean=0.0008, std=0.0066, min=-0.0184, max=0.0194
Market regime: sideways
Recent filing/news:
[Kaggle 2017-10-25] ["Chip company earnings could be driven by new iPhones, data centers Broadcom and Texas Instruments cited by analysts as top picks High-profile smartphone releases an... | -0.0097 | -0.00972 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0097 (i.e., on a bad day with 5% probability, the loss exceeds 0.97%). CVaR(95%) = -0.0159. | {
"var": -0.009720000000000001,
"cvar": -0.015916,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20190704_0867 | T2 | 1 | train | sideways | all | [
"ETH-USD"
] | 2019-07-04T00:00:00 | ETH-USD: 60-day return history, mean=0.0115, std=0.0500. | Asset: ETH-USD
Daily returns (past 60 days): mean=0.0115, std=0.0500, min=-0.1262, max=0.1382
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02). | -0.0658 | -0.06577 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0658 (i.e., on a bad day with 5% probability, the loss exceeds 6.58%). CVaR(95%) = -0.0982. | {
"var": -0.06577000000000001,
"cvar": -0.09819599999999999,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20160512_0871 | T2 | 1 | train | sideways | all | [
"EEM"
] | 2016-05-12T00:00:00 | EEM: 60-day return history, mean=0.0015, std=0.0132. | Asset: EEM
Daily returns (past 60 days): mean=0.0015, std=0.0132, min=-0.0287, max=0.0317
Market regime: sideways
Recent filing/news:
[Kaggle 2016-05-11] ["WhatsApp launches desktop version for Mac, Windows Popular mobile messaging app rivals Skype, Apple\u2019s iMessage WhatsApp, the massively popular smartphone messa... | -0.0198 | -0.019778 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0198 (i.e., on a bad day with 5% probability, the loss exceeds 1.98%). CVaR(95%) = -0.0235. | {
"var": -0.019778,
"cvar": -0.023476999999999998,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
T2_all_20181015_0873 | T2 | 1 | train | sideways | all | [
"IYR"
] | 2018-10-15T00:00:00 | IYR: 60-day return history, mean=-0.0010, std=0.0082. | Asset: IYR
Daily returns (past 60 days): mean=-0.0010, std=0.0082, min=-0.0272, max=0.0172
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for IYR. Express as a decimal (e.g., -0.02). | -0.0133 | -0.013346 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0133 (i.e., on a bad day with 5% probability, the loss exceeds 1.33%). CVaR(95%) = -0.0200. | {
"var": -0.013346,
"cvar": -0.019962,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": false,
"text_chars": 0
} |
T2_all_20150319_0875 | T2 | 1 | train | sideways | all | [
"VCIT"
] | 2015-03-19T00:00:00 | VCIT: 55-day return history, mean=0.0004, std=0.0033. | Asset: VCIT
Daily returns (past 55 days): mean=0.0004, std=0.0033, min=-0.0075, max=0.0096
Market regime: sideways
Using the historical simulation method, compute the 1-day VaR at 95% confidence level for VCIT. Express as a decimal (e.g., -0.02). | -0.0043 | -0.004301 | Historical simulation VaR at 95%: sort the 55 daily returns and take the 5th percentile. VaR(95%) = -0.0043 (i.e., on a bad day with 5% probability, the loss exceeds 0.43%). CVaR(95%) = -0.0063. | {
"var": -0.004301,
"cvar": -0.006287999999999999,
"confidence": 0.9500000000000001,
"n_returns": 55,
"has_text": false,
"text_chars": 0
} |
T2_all_20150306_0878 | T2 | 1 | train | sideways | all | [
"EEM"
] | 2015-03-06T00:00:00 | EEM: 42-day return history, mean=0.0007, std=0.0114. | Asset: EEM
Daily returns (past 42 days): mean=0.0007, std=0.0114, min=-0.0278, max=0.0218
Market regime: sideways
Recent filing/news:
[Kaggle 2015-03-05] ["Apple delays production of larger iPad HONG KONG- Apple Inc. suppliers have been told to start production of a larger-screen iPad in the second half of this year as... | -0.0169 | -0.016868 | Historical simulation VaR at 95%: sort the 42 daily returns and take the 5th percentile. VaR(95%) = -0.0169 (i.e., on a bad day with 5% probability, the loss exceeds 1.69%). CVaR(95%) = -0.0210. | {
"var": -0.016867999999999998,
"cvar": -0.020978999999999998,
"confidence": 0.9500000000000001,
"n_returns": 42,
"has_text": true,
"text_chars": 3020
} |
T2_all_20150918_0880 | T2 | 1 | train | sideways | all | [
"XLP"
] | 2015-09-18T00:00:00 | XLP: 60-day return history, mean=-0.0001, std=0.0100. | Asset: XLP
Daily returns (past 60 days): mean=-0.0001, std=0.0100, min=-0.0250, max=0.0211
Market regime: sideways
Recent filing/news:
[Kaggle 2015-09-17] ["Foxconn Gets A Good Deal Out Of SPIL: Bernstein", "Demand for Apple's iPhone 6S may actually be lower than for the iPhone 6--Pacific Crest Analyst Andy Hargreaves ... | -0.0168 | -0.016769 | Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0168 (i.e., on a bad day with 5% probability, the loss exceeds 1.68%). CVaR(95%) = -0.0236. | {
"var": -0.016769,
"cvar": -0.023589,
"confidence": 0.9500000000000001,
"n_returns": 60,
"has_text": true,
"text_chars": 3020
} |
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