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metadata
license: mit
task_categories:
  - tabular-regression
  - tabular-classification
tags:
  - finance
  - stocks
  - time-series
  - trading
size_categories:
  - 10B<n<100B

Stock Prediction Dataset

This dataset contains preprocessed stock market data for training stock return prediction models.

Contents

  • data/all_complete_dataset.h5 - Main features dataset (HDF5)

    • ~4000 stocks
    • 20+ years of daily data
    • Technical indicators, fundamentals, news sentiment
  • data/actual_prices.h5 - Price data for backtesting

    • Split-adjusted close prices
  • checkpoints/walk_forward/ - Pre-trained model checkpoints

    • 6-fold walk-forward validated models
    • Transformer-based architecture

Usage

from huggingface_hub import hf_hub_download

# Download the main dataset
hf_hub_download(
    repo_id="JamesBedichek/stock-prediction-data",
    filename="data/all_complete_dataset.h5",
    repo_type="dataset",
    local_dir="."
)

Or use the provided download script:

python scripts/download_data.py --repo-id JamesBedichek/stock-prediction-data

License

MIT