S&P 500 Stock Prices
All companies which included in S&P 500 index
@kaggle.artemburenok_sp_500_stock_prices
All companies which included in S&P 500 index
@kaggle.artemburenok_sp_500_stock_prices
Stock market data can be interesting to analyze, strong predictive models can have large financial payoff. The amount of financial data on the web is seemingly endless. A large and well structured dataset on a wide array of companies can be hard to come by. Here I view a dataset with historical stock prices for all companies on the S&P 500 index.
All the files have the following columns:
Date - in format: yy-mm-dd
Open - price of the stock at market open (this is NYSE data so all in USD)
High - highest price reached in the day
Low - lowest price reached in the day
Close - close price
Volume - number of shares traded
Thanks to Kaggle, Github, yahoo finance.
This dataset lends itself to a some very interesting visualizations. One can look at simple things like how prices change over time, graph an compare multiple stocks at once, or generate and graph new metrics from the data provided.
From these data informative stock stats such as volatility and moving averages can be easily calculated.
And people can build quantitative models such as: build portfoio, predict volatility, arbitrage, trading strategies.
CREATE TABLE rtx (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sbac (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sbny (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sbux (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE schw (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sedg (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE see (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE shw (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sivb (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sjm (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE slb (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sna (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE snps (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE so (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE spg (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE spgi (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE sre (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE ste (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE stt (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE stx (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE stz (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE swk (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE swks (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE syf (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);CREATE TABLE syk (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"adj_close" DOUBLE,
"volume" DOUBLE
);Anyone who has the link will be able to view this.