metadata
dataset_info:
features:
- name: Date
dtype: timestamp[ns]
- name: Ticker
dtype: string
- name: return_5d
dtype: float64
- name: return_20d
dtype: float64
- name: return_60d
dtype: float64
- name: volatility_20d
dtype: float64
- name: RiskFreeRate_3M
dtype: float64
- name: TreasuryYield_10Y
dtype: float64
- name: YieldCurve_10Y2Y
dtype: float64
- name: Inflation_CPI
dtype: float64
- name: Unemployment
dtype: float64
- name: FedFundsRate
dtype: float64
- name: VIX
dtype: float64
- name: GDP
dtype: float64
- name: Liquidity_M2
dtype: float64
- name: Mkt-RF
dtype: float64
- name: SMB
dtype: float64
- name: HML
dtype: float64
- name: RF
dtype: float64
- name: Mom
dtype: float64
- name: sector_Basic Materials
dtype: bool
- name: sector_Communication Services
dtype: bool
- name: sector_Consumer Cyclical
dtype: bool
- name: sector_Consumer Defensive
dtype: bool
- name: sector_ETF
dtype: bool
- name: sector_ETF/Unknown
dtype: bool
- name: sector_Energy
dtype: bool
- name: sector_Financial Services
dtype: bool
- name: sector_Healthcare
dtype: bool
- name: sector_Industrials
dtype: bool
- name: sector_Real Estate
dtype: bool
- name: sector_Technology
dtype: bool
- name: sector_Utilities
dtype: bool
- name: target_return_20d
dtype: float64
- name: target_volatility_20d
dtype: float64
- name: target_score_20d
dtype: float64
splits:
- name: train
num_bytes: 155601240
num_examples: 842558
download_size: 57354643
dataset_size: 155601240
configs:
- config_name: default
data_files:
- split: train
path: data/train-*