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Global Stock Market Data 2003-2023 Numerai Signals

20 years of Yahoo Finance Price & Volume data for over 4000 global stocks

@kaggle.joebeachcapital_yfinance_global_stock_2003_23_numerai_signals

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About this Dataset

Global Stock Market Data 2003-2023 Numerai Signals

20 years of Yahoo Finance Open, High, Low, Close, Adjusted Close, Volume data, plus generated technical features (RSI, SMA) on close to 5000 global equities. Various targets including 20 days raw returns, residual returns, etc. Use to create predictive models on Numerai Signals tournament to stake and earn/burn $NMR.

Tables

Train

@kaggle.joebeachcapital_yfinance_global_stock_2003_23_numerai_signals.train
  • 81.04 MB
  • 974406 rows
  • 91 columns
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CREATE TABLE train (
  "date" TIMESTAMP,
  "bloomberg_ticker" VARCHAR,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE,
  "currency" VARCHAR,
  "provider" VARCHAR,
  "created_at" TIMESTAMP,
  "feature_rsi_14_adj_close" DOUBLE,
  "feature_rsi_14_adj_close_quintile" BIGINT,
  "feature_rsi_14_adj_close_quintile_lag_0" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_1" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_2" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_3" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_4" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_5" DOUBLE,
  "feature_rsi_14_adj_close_diff_0" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_0" DOUBLE,
  "feature_rsi_14_adj_close_diff_1" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_1" DOUBLE,
  "feature_rsi_14_adj_close_diff_2" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_2" DOUBLE,
  "feature_rsi_14_adj_close_diff_3" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_3" DOUBLE,
  "feature_rsi_14_adj_close_diff_4" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_4" DOUBLE,
  "feature_rsi_21_adj_close" DOUBLE,
  "feature_rsi_21_adj_close_quintile" BIGINT,
  "feature_rsi_21_adj_close_quintile_lag_0" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_1" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_2" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_3" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_4" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_5" DOUBLE,
  "feature_rsi_21_adj_close_diff_0" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_0" DOUBLE,
  "feature_rsi_21_adj_close_diff_1" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_1" DOUBLE,
  "feature_rsi_21_adj_close_diff_2" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_2" DOUBLE,
  "feature_rsi_21_adj_close_diff_3" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_3" DOUBLE,
  "feature_rsi_21_adj_close_diff_4" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_4" DOUBLE,
  "feature_sma_14_adj_close" DOUBLE,
  "feature_sma_14_adj_close_quintile" BIGINT,
  "feature_sma_14_adj_close_quintile_lag_0" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_1" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_2" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_3" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_4" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_5" DOUBLE,
  "feature_sma_14_adj_close_diff_0" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_0" DOUBLE,
  "feature_sma_14_adj_close_diff_1" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_1" DOUBLE,
  "feature_sma_14_adj_close_diff_2" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_2" DOUBLE,
  "feature_sma_14_adj_close_diff_3" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_3" DOUBLE,
  "feature_sma_14_adj_close_diff_4" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_4" DOUBLE,
  "feature_sma_21_adj_close" DOUBLE,
  "feature_sma_21_adj_close_quintile" BIGINT,
  "feature_sma_21_adj_close_quintile_lag_0" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_1" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_2" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_3" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_4" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_5" DOUBLE,
  "feature_sma_21_adj_close_diff_0" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_0" DOUBLE,
  "feature_sma_21_adj_close_diff_1" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_1" DOUBLE,
  "feature_sma_21_adj_close_diff_2" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_2" DOUBLE,
  "feature_sma_21_adj_close_diff_3" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_3" DOUBLE,
  "feature_sma_21_adj_close_diff_4" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_4" DOUBLE,
  "friday_date" TIMESTAMP,
  "data_type" VARCHAR,
  "target_4d" DOUBLE,
  "target_20d" DOUBLE,
  "target_20d_raw_return" DOUBLE,
  "target_20d_factor_neutral" DOUBLE,
  "target_20d_factor_feat_neutral" DOUBLE,
  "target" DOUBLE
);

Validation

@kaggle.joebeachcapital_yfinance_global_stock_2003_23_numerai_signals.validation
  • 137.54 MB
  • 1754512 rows
  • 91 columns
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CREATE TABLE validation (
  "date" TIMESTAMP,
  "bloomberg_ticker" VARCHAR,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE,
  "currency" VARCHAR,
  "provider" VARCHAR,
  "created_at" TIMESTAMP,
  "feature_rsi_14_adj_close" DOUBLE,
  "feature_rsi_14_adj_close_quintile" BIGINT,
  "feature_rsi_14_adj_close_quintile_lag_0" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_1" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_2" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_3" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_4" DOUBLE,
  "feature_rsi_14_adj_close_quintile_lag_5" DOUBLE,
  "feature_rsi_14_adj_close_diff_0" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_0" DOUBLE,
  "feature_rsi_14_adj_close_diff_1" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_1" DOUBLE,
  "feature_rsi_14_adj_close_diff_2" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_2" DOUBLE,
  "feature_rsi_14_adj_close_diff_3" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_3" DOUBLE,
  "feature_rsi_14_adj_close_diff_4" DOUBLE,
  "feature_rsi_14_adj_close_abs_diff_4" DOUBLE,
  "feature_rsi_21_adj_close" DOUBLE,
  "feature_rsi_21_adj_close_quintile" BIGINT,
  "feature_rsi_21_adj_close_quintile_lag_0" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_1" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_2" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_3" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_4" DOUBLE,
  "feature_rsi_21_adj_close_quintile_lag_5" DOUBLE,
  "feature_rsi_21_adj_close_diff_0" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_0" DOUBLE,
  "feature_rsi_21_adj_close_diff_1" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_1" DOUBLE,
  "feature_rsi_21_adj_close_diff_2" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_2" DOUBLE,
  "feature_rsi_21_adj_close_diff_3" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_3" DOUBLE,
  "feature_rsi_21_adj_close_diff_4" DOUBLE,
  "feature_rsi_21_adj_close_abs_diff_4" DOUBLE,
  "feature_sma_14_adj_close" DOUBLE,
  "feature_sma_14_adj_close_quintile" BIGINT,
  "feature_sma_14_adj_close_quintile_lag_0" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_1" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_2" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_3" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_4" DOUBLE,
  "feature_sma_14_adj_close_quintile_lag_5" DOUBLE,
  "feature_sma_14_adj_close_diff_0" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_0" DOUBLE,
  "feature_sma_14_adj_close_diff_1" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_1" DOUBLE,
  "feature_sma_14_adj_close_diff_2" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_2" DOUBLE,
  "feature_sma_14_adj_close_diff_3" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_3" DOUBLE,
  "feature_sma_14_adj_close_diff_4" DOUBLE,
  "feature_sma_14_adj_close_abs_diff_4" DOUBLE,
  "feature_sma_21_adj_close" DOUBLE,
  "feature_sma_21_adj_close_quintile" BIGINT,
  "feature_sma_21_adj_close_quintile_lag_0" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_1" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_2" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_3" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_4" DOUBLE,
  "feature_sma_21_adj_close_quintile_lag_5" DOUBLE,
  "feature_sma_21_adj_close_diff_0" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_0" DOUBLE,
  "feature_sma_21_adj_close_diff_1" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_1" DOUBLE,
  "feature_sma_21_adj_close_diff_2" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_2" DOUBLE,
  "feature_sma_21_adj_close_diff_3" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_3" DOUBLE,
  "feature_sma_21_adj_close_diff_4" DOUBLE,
  "feature_sma_21_adj_close_abs_diff_4" DOUBLE,
  "friday_date" TIMESTAMP,
  "data_type" VARCHAR,
  "target_4d" DOUBLE,
  "target_20d" DOUBLE,
  "target_20d_raw_return" DOUBLE,
  "target_20d_factor_neutral" DOUBLE,
  "target_20d_factor_feat_neutral" DOUBLE,
  "target" DOUBLE
);

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