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README.md
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dataset_size: 3329940
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configs:
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- config_name: default
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---
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| 1 |
---
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+
language: en
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+
license: cc-by-4.0
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+
task_categories:
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+
- multiple-choice
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+
- question-answering
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+
size_categories:
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+
- 10K<n<100K
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+
pretty_name: FinDeepForecast-Historical-US
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+
tags:
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+
- finance
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+
- economics
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+
- macro
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+
- forecasting
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+
- federal-reserve
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- time-series
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+
- benchmark
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configs:
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+
- config_name: default
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+
data_files:
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+
- split: "1999"
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+
path: "data/1999-*.parquet"
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+
- split: "2000"
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+
path: "data/2000-*.parquet"
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+
- split: "2001"
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+
path: "data/2001-*.parquet"
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+
- split: "2002"
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+
path: "data/2002-*.parquet"
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+
- split: "2003"
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+
path: "data/2003-*.parquet"
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+
- split: "2004"
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+
path: "data/2004-*.parquet"
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+
- split: "2005"
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+
path: "data/2005-*.parquet"
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+
- split: "2006"
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+
path: "data/2006-*.parquet"
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+
- split: "2007"
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+
path: "data/2007-*.parquet"
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+
- split: "2008"
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+
path: "data/2008-*.parquet"
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+
- split: "2009"
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+
path: "data/2009-*.parquet"
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+
- split: "2010"
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+
path: "data/2010-*.parquet"
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+
- split: "2011"
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+
path: "data/2011-*.parquet"
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+
- split: "2012"
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+
path: "data/2012-*.parquet"
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+
- split: "2013"
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+
path: "data/2013-*.parquet"
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+
- split: "2014"
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+
path: "data/2014-*.parquet"
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+
- split: "2015"
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+
path: "data/2015-*.parquet"
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+
- split: "2016"
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+
path: "data/2016-*.parquet"
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+
- split: "2017"
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+
path: "data/2017-*.parquet"
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+
- split: "2018"
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+
path: "data/2018-*.parquet"
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+
- split: "2019"
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+
path: "data/2019-*.parquet"
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+
- split: "2020"
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+
path: "data/2020-*.parquet"
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+
- split: "2021"
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+
path: "data/2021-*.parquet"
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+
- split: "2022"
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+
path: "data/2022-*.parquet"
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+
- split: "2023"
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+
path: "data/2023-*.parquet"
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+
- split: "2024"
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+
path: "data/2024-*.parquet"
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+
- split: "2025"
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+
path: "data/2025-*.parquet"
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+
- split: "2026"
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+
path: "data/2026-*.parquet"
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---
|
| 78 |
+
|
| 79 |
+
# FinDeepForecast-Historical-US
|
| 80 |
+
|
| 81 |
+
A historical multiple-choice extension of the [FinDeepForecast](https://openfinarena.com/fin-deep-forecast/) benchmark from OpenFinArena.
|
| 82 |
+
While the original FinDeepForecast is a **live** benchmark whose ground truth can
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| 83 |
+
only be revealed by the future, this dataset uses **realized** historical values
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| 84 |
+
from 1999 to 2026 as ground truth, enabling reproducible offline evaluation.
|
| 85 |
+
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| 86 |
+
## Highlights
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| 87 |
+
|
| 88 |
+
- **10,868 multiple-choice questions** across **28 years** (1999–2026)
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| 89 |
+
- **49 US macro / market indicators** sourced from [FRED](https://fred.stlouisfed.org/)
|
| 90 |
+
(St. Louis Fed) — CPI, GDP, Fed Funds, Treasury yields, NASDAQ, VIX, oil, FX, etc.
|
| 91 |
+
- **Two question types** (aligned with the original paper):
|
| 92 |
+
- **Recurrent** — forecast periodic data releases (CPI for next month, GDP for next quarter, etc.)
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| 93 |
+
- **Situational** — non-periodic queries: yearly stats, trends, and event-driven
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| 94 |
+
questions for ~35 hand-curated macro events (FOMC decisions, NBER recessions,
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| 95 |
+
Lehman, COVID, SVB, etc.)
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| 96 |
+
- **Year-as-split** layout: each year is a separate split for curriculum / leak-free evaluation
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| 97 |
+
|
| 98 |
+
## Quick Start
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| 99 |
+
|
| 100 |
+
```python
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| 101 |
+
from datasets import load_dataset
|
| 102 |
+
|
| 103 |
+
# Load a single year
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| 104 |
+
ds = load_dataset("TheFinAI/pre_test", split="2008")
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| 105 |
+
print(ds[0])
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| 106 |
+
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| 107 |
+
# Load all years
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| 108 |
+
ds = load_dataset("TheFinAI/pre_test")
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| 109 |
+
print(ds) # DatasetDict with keys "1999"..."2026"
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| 110 |
+
```
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| 111 |
+
|
| 112 |
+
## Distribution
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| 113 |
+
|
| 114 |
+
| forecastType | subtype | Count | % |
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| 115 |
+
|--------------|--------------------------|------:|-----:|
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+
| Recurrent | recurrent | 6,425 | 59.1 |
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+
| Situational | trend | 1,202 | 11.1 |
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+
| Situational | window_max | 968 | 8.9 |
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+
| Situational | window_min | 966 | 8.9 |
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+
| Situational | yearly_return | 537 | 4.9 |
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+
| Situational | event_value | 426 | 3.9 |
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+
| Situational | event_pp_change | 236 | 2.2 |
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+
| Situational | event_cumulative_return | 108 | 1.0 |
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| 124 |
+
|
| 125 |
+
**Per-year size**: 400 questions for full years 2000–2025; 338 for 1999 (data
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| 126 |
+
limited); 130 for 2026 (partial year, only forecasts whose target is in the past).
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| 127 |
+
|
| 128 |
+
**Answer letter balance**: A 24.8% / B 25.3% / C 24.7% / D 25.1% (uniformly distributed).
|
| 129 |
+
|
| 130 |
+
## Question Schema
|
| 131 |
+
|
| 132 |
+
| Field | Type | Description |
|
| 133 |
+
|-----------------|-----------------|----------------------------------------------------------|
|
| 134 |
+
| `qid` | string | Unique question ID |
|
| 135 |
+
| `forecastType` | string | `Recurrent` or `Situational` |
|
| 136 |
+
| `subtype` | string | One of 8 fine-grained subtypes (see table above) |
|
| 137 |
+
| `indicator` | string | FRED series ID (e.g. `CPIAUCSL`, `DGS10`, `NASDAQCOM`) |
|
| 138 |
+
| `transform` | string | `level`, `yoy_pct`, or `yoy_pp` |
|
| 139 |
+
| `target_period` | string | The period the question asks about |
|
| 140 |
+
| `info_cutoff` | string (date) | Latest information allowed (YYYY-MM-DD) |
|
| 141 |
+
| `question` | string | Question text |
|
| 142 |
+
| `options` | list of strings | 4 options, format `"A) ..."` |
|
| 143 |
+
| `answer_letter` | string | `A`, `B`, `C`, or `D` |
|
| 144 |
+
| `answer_raw` | string | The displayed value of the correct answer |
|
| 145 |
+
| `unit` | string | `%`, `pp`, `index`, `usd_billion`, `count`, `fx_rate`, etc. |
|
| 146 |
+
| `year` | int | Convenience field for filtering |
|
| 147 |
+
|
| 148 |
+
## Question Type Examples
|
| 149 |
+
|
| 150 |
+
### Recurrent (periodic forecast)
|
| 151 |
+
> *Forecast the value of [US CPI YoY Inflation Rate] for June 2010. (Information available up to 2010-04-15.)*
|
| 152 |
+
>
|
| 153 |
+
> A) 1.45% B) 2.04% C) 2.42% D) 1.85%
|
| 154 |
+
|
| 155 |
+
### Situational — trend
|
| 156 |
+
> *What was the OVERALL TREND of [US 10Y Treasury Yield] from 2010-01-01 to 2010-12-31?*
|
| 157 |
+
>
|
| 158 |
+
> A) Volatile B) Rising significantly C) Roughly flat D) Falling significantly
|
| 159 |
+
|
| 160 |
+
### Situational — window stat
|
| 161 |
+
> *During 2010, what was the LOWEST value of [VIX]?*
|
| 162 |
+
|
| 163 |
+
### Situational — event-driven
|
| 164 |
+
> *Following Lehman Brothers bankruptcy on 2008-09-15, what was the cumulative %
|
| 165 |
+
> change in [NASDAQ] over the 20 calendar days after the event?*
|
| 166 |
+
>
|
| 167 |
+
> A) -14.54% B) -8.32% C) -22.71% D) -2.10%
|
| 168 |
+
|
| 169 |
+
## Quality Audit (all checks passed)
|
| 170 |
+
|
| 171 |
+
| Check | Result |
|
| 172 |
+
|----------------------------------------------------|--------|
|
| 173 |
+
| Distractor uniqueness (4 distinct options) | 0 issues |
|
| 174 |
+
| Date arithmetic (`info_cutoff ≤ target_period`) | 0 issues |
|
| 175 |
+
| Required-field preservation in question text | 0 issues |
|
| 176 |
+
| Per-subtype A/B/C/D letter balance (within ±8%) | 0 issues |
|
| 177 |
+
| Event-response sanity (Lehman, COVID, etc.) | All consistent with history |
|
| 178 |
+
|
| 179 |
+
## Coverage Notes
|
| 180 |
+
|
| 181 |
+
- **1999** has only 338 questions because 4 indicators
|
| 182 |
+
(`PPIFIS`, `SP500`, `DJIA`, `DTWEXBGS`) start later than 1999 on FRED.
|
| 183 |
+
- **2026** is a partial year (data through April 2026); contains only forecast-style
|
| 184 |
+
questions whose target lies in the past.
|
| 185 |
+
- Some indicators (`SP500`, `DJIA`) have FRED data only since 2016 (10-year limit on
|
| 186 |
+
the free tier). For historical equity exposure, `NASDAQCOM` has full 1999+ coverage.
|
| 187 |
+
|
| 188 |
+
## Curated Events (Situational - event_driven)
|
| 189 |
+
|
| 190 |
+
35 hand-verified events 1999–2024, including 32 FOMC impactful decisions and
|
| 191 |
+
3 NBER recession periods. Examples:
|
| 192 |
+
- 2001-01-03 — Fed emergency cut (dot-com)
|
| 193 |
+
- 2008-09-15 — Lehman Brothers bankruptcy
|
| 194 |
+
- 2008-12-16 — Fed cuts to zero (ZIRP)
|
| 195 |
+
- 2010-05-06 — Flash Crash
|
| 196 |
+
- 2013-05-22 — Taper Tantrum
|
| 197 |
+
- 2020-03-15 — Fed emergency rate cut + $700B QE (COVID)
|
| 198 |
+
- 2022-03-16 — Fed first hike of cycle
|
| 199 |
+
- 2023-03-10 — Silicon Valley Bank collapse
|
| 200 |
+
- 2024-09-18 — Fed first cut of cycle
|
| 201 |
+
|
| 202 |
+
## Data Sources
|
| 203 |
+
|
| 204 |
+
All data fetched from public APIs/sites:
|
| 205 |
+
- **FRED** (Federal Reserve Bank of St. Louis) — all 49 indicator time series
|
| 206 |
+
- **Federal Reserve** — FOMC meeting dates
|
| 207 |
+
- **NBER** — Business Cycle Dating Committee recession dates
|
| 208 |
+
- **Public news archives** — for shock-event dates and descriptions
|
| 209 |
+
|
| 210 |
+
## License
|
| 211 |
+
|
| 212 |
+
CC-BY-4.0. Original FRED data is in the public domain.
|
| 213 |
+
|
| 214 |
+
## Related
|
| 215 |
+
|
| 216 |
+
- **Original FinDeepForecast** (live benchmark): https://openfinarena.com/fin-deep-forecast/
|
| 217 |
+
- **Code & dataset generation**: see the `competitions_historical/` directory in
|
| 218 |
+
the [OpenFinArena GitHub repo](https://github.com/The-FinAI/OpenFinArena).
|
| 219 |
+
|
| 220 |
+
## Citation
|
| 221 |
+
|
| 222 |
+
If you use this dataset, please cite the original FinDeepForecast paper:
|
| 223 |
+
|
| 224 |
+
```bibtex
|
| 225 |
+
@article{findeepforecast,
|
| 226 |
+
title={FinDeepForecast: A Live Benchmark for Financial Forecasting with LLMs},
|
| 227 |
+
author={OpenFinArena},
|
| 228 |
+
year={2026},
|
| 229 |
+
url={https://openfinarena.com/fin-deep-forecast/}
|
| 230 |
+
}
|
| 231 |
+
```
|