README.md

---
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-*
---