metadata

language:
  - en
license: other
task_categories:
  - tabular-regression
features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: volume
    dtype: int64
  - name: adj_close
    dtype: float64
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Dataset Information

This dataset includes daily price data for various stock indices.

Instruments Included

ADSMI: United Arab Emirates Stock Market (ADX General) - United Arab Emirates
AEX: Netherlands Stock Market (AEX) - Netherlands (NL)
AS30: Australian All - Australia (AU)
AS51: Australia S&P/ASX 200 Stock Market Index - Australia (AU)
AS52: ASX 50 - Australia (AU)
ASE: Greece Stock Market (ASE) - Greece (GR)
ATX: Austria Stock Market (ATX) - Austria (AT)
BEL20: Belgium Stock Market (BEL20) - Belgium (BE)
BELEX15: Serbia Stock Market (BELEX15) - Serbia (RS)
BGSMDC: Botswana Stock Market (BSI DCI) - Botswana (BW)
BHSEEI: Bahrain Stock Market (Bahrain All Share) - Bahrain (BH)
BKA: Bosnia and Herzegovina Stock Market (SASEIDX) - Bosnia and Herzegovina (BA)
BLOM: Lebanon Stock Market BLOM - Lebanon (LB)
BSX: Bermuda Stock Exchange Index - Bermuda (BM)
BUX: Hungary Stock Market (BUX) - Hungary (HU)
BVLX: Bolivia Stock Market (BVLP General) - Bolivia (BO)
BVPSBVPS: Panama Stock Market (BVPSI) - Panama (PA)
BVQA: Ecuador General Index - Ecuador (EC)
CAC: France CAC 40 Stock Market Index - France (FR)
CASE: Egypt Stock Market (EGX30) - Egypt (EG)
CCMP: NASDAQ - United States (US)
COLCAP: Colombia Stock Market (IGBC) - Colombia (CO)
CRSMBCT: Costa Rica Stock Market - Costa Rica (CR)
CSEALL: Sri Lanka Stock Market (CSE All Share) - Sri Lanka (LK)
CYSMMAPA: Cyprus Stock Market (Cyprus General) - Cyprus (CY)
DARSDSEI: Tanzania All Share Index DSEI - Tanzania (TZ)
DAX: Germany DAX 30 Stock Market Index - Germany (DE)
DFMGI: DFM general - United Arab Emirates
DSEX: DSE Broad - Bangladesh (BD)
DSM: Qatar Stock Market (QE General) - Qatar (QA)
ECU: Ecuador General Index - Ecuador (EC)
FBMKLCI: Malaysia Stock Market (FBM KLCI) - Malaysia (MY)
FSSTI: Singapore Stock Market (STI) - Singapore (SG)
FTN098: Namibia Stock Market - Namibia (NA)
FTSEMIB: Italy Stock Market (FTSE MIB) - Italy (IT)
GGSECI: Ghana Stock Market Composite GSE-CI - Ghana (GH)
HEX: OMX Helsinki - Finland (FI)
HEX25: OMX Helsinki 25 Index - Finland (FI)
HSI: Hong Kong Stock Market (HSI) - Hong Kong (HK)
IBEX: Spain Stock Market (IBEX 35) - Spain (ES)
IBOV: Brazil Stock Market (BOVESPA) - Brazil (BR)
IBVC: Venezuela Stock Market (IBVC) - Venezuela (VE)
ICEXI: Iceland Stock Market (SE ICEX) - Iceland (IS)
IGPA: Chile Stock Market (IGPA) - Chile (CL)
INDEXCF: MOEX Russia Index - Russia (RU)
INDU: Dow Jones Industrial Average - United States (US)
INDZI: Indonesia Stock Market (IDX Composite) - Indonesia (ID)
ISEQ: Ireland Stock Market (ISEQ) - Ireland (IE)
JALSH: South Africa Stock Market - South Africa (ZA)
JCI: Indonesia Stock Market (JCI) - Indonesia (ID)
JMSMX: Jamaica Stock Market (Jamaica SE) - Jamaica (JM)
JOSMGNFF: Jordan Stock Market (ASE General) - Jordan (JO)
KFX: Denmark Stock Market - OMX Copenhagen Index - KFX - Denmark (DK)
KNSMIDX: Kenya Stock Market (NSE20) - Kenya (KE)
KSE100: Pakistan Stock Market (KSE100) - Pakistan (PK)
KZKAK: Kazakhstan Stock Exchange Index KASE - Kazakhstan (KZ)
LSXC: Laos Securities Exchange Composite Index - Lao People's Democratic Republic
LUXXX: Luxembourg Stock Market (LUXX) - Luxembourg (LU)
MALTEX: Malta Stock Market (MSE) - Malta (MT)
MBI: Macedonia Stock Market Index (MBI 10) - North Macedonia (MK)
MERVAL: Argentina Stock Market (MERVAL) - Argentina (AR)
MEXBOL: IPC Mexico Stock Market - Mexico (MX)
MONEX: Montenegro Stock Market (Monex) - Montenegro (ME)
MOSENEW: Morocco Stock Market MASI - Morocco (MA)
MSETOP: Macedonia Stock Market (MSE) - North Macedonia (MK)
MSM30: Oman Stock Market (MSM 30) - Oman (OM)
NDX: NASDAQ 100 - United States (US)
NGSEINDX: Nigeria Stock Market NSE - Nigeria (NG)
NIFTY: NIFTY 50 - India (IN)
NKY: Japan NIKKEI 225 Stock Market Index - Japan (JP)
NSEASI: NSE All Share - Kenya (KE)
NZSE50FG: New Zealand Stock Market (NZX 50) - New Zealand (NZ)
OMX: Sweden Stock Market (OMX 30) - Sweden (SE)
OSEAX: Norway Stock Market (OSEAX) - Norway (NO)
PCOMP: Philippines Stock Market (PSEi) - Philippines (PH)
PFTS: Ukraine Stock Market (PFTS) - Ukraine (UA)
PSI20: Portugal Stock Market (PSI 20) - Portugal (PT)
PX: Czech Republic Stock Market (SE PX) - Czech Republic (CZ)
RIGSE: Latvia Stock Market (OMX Riga) - Latvia (LV)
RTY: Russell 2000 Index - United States (US)
SASEIDX: Saudi Arabia Stock Market (TASI) - Saudi Arabia (SA)
SASX10: Sarajevo Stock Exchange Index 10 - Bosnia and Herzegovina (BA)
SBITOP: Slovenia Stock Market (SBITOP) - Slovenia (SI)
SEMDEX: Mauritius Stock Market (SEMDEX) - Mauritius (MU)
SENSEX: India SENSEX Stock Market Index - India (IN)
SET50: Thailand Stock Market (SET50) - Thailand (TH)
SHCOMP: China Shanghai Composite Stock Market Index - China (CN)
SHSZ300: CSI 300 - China (CN)
SKSM: Slovakia Stock Market (SAX) - Slovakia (SK)
SMI: Switzerland Stock Market (SMI) - Switzerland (CH)
SOFIX: Bulgaria Stock Market (SOFIX) - Bulgaria (BG)
SPBLPGPT: S&P/BVL Peru General Index TR (PEN) - Peru (PE)
SPTSX: Canada S&P/TSX Toronto Stock Market Index - Canada (CA)
SPX: S&P 500 - United States (US)
SSE50: SHANGHAI 50 - China (CN)
SX5E: EURO STOXX 50 Stock Market Index - Europe
TA125: Israel Stock Market (TA-125) - Israel (IL)
TALSE: Estonia Stock Market (OMX Tallin) - Estonia (EE)
TEDPIX: Iran TEDPIX Stock Market Index - Iran (IR)
TOP40: FTSE/JSE TOP 40 - South Africa (ZA)
TUSISE: Tunisia Stock Market (TUNINDEX) - Tunisia (TN)
TWSE: Taiwan Stock Market (TWSE) - Taiwan (TW)
UKX: UK FTSE 100 Stock Market Index - United Kingdom (GB)
VHINDEX: HNX - Viet Nam (VN)
VILSE: Lithuania Stock Market OMX Vilnius Index - Lithuania (LT)
VIX: CBOE SPX Volatility Index - United States (US)
VNINDEX: Vietnam Ho Chi Minh Stock Index - Viet Nam (VN)
VSTOXX: Euro Stoxx Volatility Index - Europe
VXJ: Nikkei Volatility Index - Japan (JP)
WIG: Warsaw Stock Exchange WIG Index - Poland (PL)
XU100: Turkey Stock Market (XU100) - Turkey (TR)

Dataset Columns

symbol: The symbol of the index.
date: The date of the data.
open: The opening price of the index.
high: The highest price of the index.
low: The lowest price of the index.
close: The closing price of the index.
adj_close: The adjusted closing price of the index.
volume: The volume of the index.

Data Splits

The data is split into a training set.

Dataset Maintenance

The dataset is updated on a monthly basis by Papers With Backtest.