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