Data

Data page description

Dataset
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.
X_train
​/data/X_train.csv​
y_train
​/data/y_train.csv​
X_test
​/data/X_test.csv​
example_submission
​/data/example_submission.csv​
Sample of X_train dataset output
ID
Each id in X_train and X_test corresponds to a stock at a specific time Moons. 
Moons
The frequency of the Moons is one week.
Features
The features describe specific attributes of a stock at a point in time.
Targets
The y_train file contains 4 targets target_w,target_r, target_g, target_b that correspond to the idiosyncratic return of the stock over 3-time horizons: 7, 30, 60, and 90 days respectively.
Sample of y_train targets
Split
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.
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