The .csv file contains raw features & targeted features as well. This is suitable for predicting values with 1, 2, 3, 4, 5, 10, 15 & 20 days in the future without any additional labor. For more than that you have to do some preprocessing.
Columns of SP500_exhaustiveData.csv are:
- Date: Date of the day
- OpenPrice: Opening Price
- HighPrice: High price of the day
- LowPrice: Low price of the day
- ClosedPrice: Closed Price of the day
- AdjustedClosedPrice: Adjusted closed of the day
- VolumeOfTransactions: Number of transactions taken place for the day
- OPN1P_open_price_next_1_period: Open Price target of the next day
- HPN1P_high_price_next_1_period: High Price target of the next day
- LPN1P_low_price_next_1_period: Low Price target of the next day
- CPN1P_close_price_next_1_period: Close Price target of the next day
- close_price_next_2_periods: Close Price target of the 2nd day
- CPN3P_close_price_next_3_periods: Close Price target of the 3rd day
- CPN4P_close_price_next_4_periods: Close Price target of the 4th day
- CPN5P_close_price_next_5_periods: Close Price target of the 5th day
- APN5P_average_price_next_5_periods: Average Price target of the 5th day
- APN10P_average_price_next_10_periods: Average Price target of the 10th day
- LPN5P_lowest_price_next_5_periods: Lowest Price target of the next 5 day
- MPN5P_median_price_next_5_periods: Median Price target of the next 5 day
- HPN5P_highest_price_next_5_periods: Highest Price target of the next 5 day
- LPN10P_lowest_price_next_10_periods: Lowest Price target of the next 10 day
- MPN10P_median_price_next_10_periods: Median Price target of the 10 day
- HPN10P_highest_price_next_10_periods: Highest Price target in next 10 days
- LPN20P_lowest_price_next_20_periods: Lowest Price target in the next 20 days
- MPN20P_median_price_next_20_periods: Median Price target in the next 20 days
- HPN20P_highest_price_next_20_periods: Highest target in the next 20 days