Data
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.
X_train | |
y_train | |
X_test | |
example_submission |

Sample of X_train dataset output
Each
id
in X_train and X_test
corresponds to a stock at a specific time Moons
. The frequency of the
Moons
is one week.The
features
describe specific attributes of a stock at a point in time.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
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.
Last modified 5d ago