Data page description
CrunchDAO provides its data scientist community with free curated, high-quality but obfuscated data. This obfuscation is the only way to allow the community to work on institutional data.
Sample of X_train dataset output
X_train and X_testcorresponds to a stock at a specific time
The frequency of the
Moonsis one week.
featuresdescribe specific attributes of a stock at a point in time.
y_trainfile contains 4 targets
target_bthat correspond to the idiosyncratic return of the stock over 3-time horizons: 7, 30, 60, and 90 days respectively.
Sample of y_train targets
The overall dataset is split in two: train and test. The test set starts one moon after the last moon of X_train.
Files might be big so make sure to have enough space before downloading.