S&P500 Volatility Prediction Time Series Data
Dataset with multivariate time series data for S&P500 volatility prediction
@kaggle.mathisjander_s_and_p500_volatility_prediction_time_series_data
Dataset with multivariate time series data for S&P500 volatility prediction
@kaggle.mathisjander_s_and_p500_volatility_prediction_time_series_data
CREATE TABLE features_target (
"unnamed_0" TIMESTAMP,
"sp500" DOUBLE,
"sp500_log_returns" DOUBLE,
"sp500_30_day_volatility" DOUBLE,
"spx_put_call_ratio" DOUBLE,
"spx_put_volume" DOUBLE,
"spx_call_volume" DOUBLE,
"total_spx_options_volume" DOUBLE,
"vix" DOUBLE,
"djia" DOUBLE,
"nasdaq" DOUBLE,
"n_10y_treasury" DOUBLE,
"high_yield_bonds" DOUBLE,
"russell" DOUBLE,
"emb_yield" DOUBLE,
"msci_world" DOUBLE,
"consumer_sentiment" DOUBLE,
"usd_index" DOUBLE,
"gold" DOUBLE,
"oil" DOUBLE,
"djia_log_returns" DOUBLE,
"nasdaq_log_returns" DOUBLE,
"russell_log_returns" DOUBLE,
"msci_world_log_returns" DOUBLE,
"usd_index_log_returns" DOUBLE,
"gold_log_returns" DOUBLE,
"oil_log_returns" DOUBLE,
"sp500_put_log_change" DOUBLE,
"sp500_call_log_change" DOUBLE,
"sp500_total_opts_log_change" DOUBLE,
"consumer_sentiment_log_change" DOUBLE
);
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