• Stars
    star
    6
  • Rank 2,539,965 (Top 51 %)
  • Language
    Python
  • Created about 8 years ago
  • Updated about 8 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

The purpose of this project is to discover signals that predict the returns of stocks. The dataset consists of the daily opentoclose changes of 10 stocks in which stock S1 trades in the U.S. as part of the S&P 500 Index, while stocks S2, S3, …, S10 trade in Japan, as part of the Nikkei Index.