Name: Tunisian Stock Market
Creator: Kaggle
License: https://creativecommons.org/publicdomain/zero/1.0/

About this Dataset

Tunisian Stock Market

About Dataset

Context

I web-scraped historical data for all listed companies from 01-01-2010 to 01-30-2022 from ilboursa.

Why

On the official Tunisian stock exchange, you can actually download historical data as .csv but links for data before 2016 don't work

Content

Dataset consists of the following files:

stock_list.csv: contains tuples of (Company Name, Ticker)
ALL_DATA.csv
individual/: a .csv file for each ticker
stocks_market_cap.csv: contains the market cap for each company

Applications

You can do a couple of things using this data

Exploratory Data Analysis
Explore covid-19 effect on the market
One day ahead prediction: Rolling Linear Regression, ARIMA, Neural Networks, LSTM
Momentum/Mean-Reversion Strategies
Security clustering, portfolio construction/hedging
Rising and falling companies

Tables

All Data

@kaggle.amariaziz_tunisian_stock_market.all_data

2.68 MB
187,987 rows
7 columns

CREATE TABLE all_data (
  "ticker" VARCHAR,
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" BIGINT
);

Sotcks List

@kaggle.amariaziz_tunisian_stock_market.sotcks_list

3.67 kB
88 rows
2 columns

CREATE TABLE sotcks_list (
  "name" VARCHAR,
  "ticker" VARCHAR
);

Stocks Market Cap

@kaggle.amariaziz_tunisian_stock_market.stocks_market_cap

3.24 kB
88 rows
2 columns

CREATE TABLE stocks_market_cap (
  "ticker" VARCHAR,
  "market_cap" DOUBLE
);