Technical Indicator Backtest

1993-2017 SPY Index daily return

@kaggle.zhijinzhai_technical_indicator_backtest

Table List

1 table(250.31 KB)

Spy Index

@kaggle.zhijinzhai_technical_indicator_backtest.spy_index

250.31 KB
6126 rows
7 columns

date Date	open Open	high High	low Low	close Close	adj_close Adj Close	volume Volume
Fri Jan 29 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	43.9687	43.9687	43.75	43.9375	43.9375	1003200
Mon Feb 01 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	43.9687	44.25	43.9687	44.25	44.25	480500
Tue Feb 02 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.2187	44.375	44.125	44.3437	44.3437	201300
Wed Feb 03 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.4062	44.8437	44.375	44.8125	44.8125	529400
Thu Feb 04 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.9687	45.0937	44.4687	45	45	531500
Fri Feb 05 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.9687	45.0625	44.7187	44.9687	44.9687	492100
Mon Feb 08 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.9687	45.125	44.9062	44.9687	44.9687	596100
Tue Feb 09 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.8125	44.8125	44.5625	44.6562	44.6562	122100
Wed Feb 10 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.6562	44.75	44.5312	44.7187	44.7187	379600
Thu Feb 11 1993 00:00:00 GMT+0000 (Coordinated Universal Time)	44.7812	45.125	44.7812	44.9375	44.9375	19500


CREATE TABLE spy_index (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" BIGINT
);