Dataset: Derivatives Trading

About this Dataset

Derivatives Trading

This series of datasets represent trade signals on continuous derivates contracts.

Each dataset is composed out of lines.
Every line represents a single event and contains the features at the point of the event firing.

The goal is to build a model that can filter in real-time the generated signals and improve the overall performance of the trade robot.

Tables

Pred2016l

@kaggle.rleplae_derivatives_trading.pred2016l

182.61 KB
12743 rows
14 columns


CREATE TABLE pred2016l (
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "hod" DOUBLE,
  "lod" DOUBLE,
  "hoy" DOUBLE,
  "loy" DOUBLE,
  "vpoc" DOUBLE,
  "vpoc_1" DOUBLE,
  "linreg" DOUBLE,
  "linregslope" DOUBLE,
  "cumdelta" BIGINT,
  "ticks" DOUBLE
);

Pred2017l

@kaggle.rleplae_derivatives_trading.pred2017l

57.31 KB
2849 rows
14 columns


CREATE TABLE pred2017l (
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "hod" DOUBLE,
  "lod" DOUBLE,
  "hoy" DOUBLE,
  "loy" DOUBLE,
  "vpoc" DOUBLE,
  "vpoc_1" DOUBLE,
  "linreg" DOUBLE,
  "linregslope" DOUBLE,
  "cumdelta" BIGINT,
  "ticks" DOUBLE
);