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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
The Bitcoin (BTC) price again reached an all-time high in 2025, as values exceeded over 114,128.35 USD on August 6, 2025. Price hikes in early 2025 were connected to the approval of Bitcoin ETFs in the United States, while previous hikes in 2021 were due to events involving Tesla and Coinbase, respectively. Tesla's announcement in March 2021 that it had acquired 1.5 billion U.S. dollars' worth of the digital coin, for example, as well as the IPO of the U.S.'s biggest crypto exchange, fueled mass interest. The market was noticeably different by the end of 2022, however, after another crypto exchange, FTX, filed for bankruptcy.Is the world running out of Bitcoin?Unlike fiat currency like the U.S. dollar - as the Federal Reserve can simply decide to print more banknotes - Bitcoin's supply is finite: BTC has a maximum supply embedded in its design, of which roughly 89 percent had been reached in April 2021. It is believed that Bitcoin will run out by 2040, despite more powerful mining equipment. This is because mining becomes exponentially more difficult and power-hungry every four years, a part of Bitcoin's original design. Because of this, a Bitcoin mining transaction could equal the energy consumption of a small country in 2021.Bitcoin's price outlook: a potential bubble?Cryptocurrencies have few metrics available that allow for forecasting, if only because it is rumored that only a few cryptocurrency holders own a large portion of the available supply. These large holders - referred to as 'whales'-are' said to make up two percent of anonymous ownership accounts, while owning roughly 92 percent of BTC. On top of this, most people who use cryptocurrency-related services worldwide are retail clients rather than institutional investors. This means outlooks on whether Bitcoin prices will fall or grow are difficult to measure, as movements from one large whale are already having a significant impact on this market.
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License information was derived automatically
The dataset was collected for the period spanning between 01/07/2019 and 31/12/2022.The historical Twitter volume were retrieved using ‘‘Bitcoin’’ (case insensitive) as the keyword from bitinfocharts.com. Google search volume was retrieved using library Gtrends. 2000 tweets per day using 4 times interval were crawled by employing Twitter API with the keyword “Bitcoin. The daily closing prices of Bitcoin, oil price, gold price, and U.S stock market indexes (S&P 500, NASDAQ, and Dow Jones Industrial Average) were collected using R libraries either Quantmod or Quandl.
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The S&P Bitcoin index is anticipated to rise with moderate risk. Potential indicators include increased investor confidence, a favorable regulatory environment, and a positive correlation with traditional financial markets. However, risks associated with the index include volatility, exchange security issues, and regulatory uncertainties, which could impact its performance and value.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Prices for BTCUSD Bitcoin US Dollar including live quotes, historical charts and news. BTCUSD Bitcoin US Dollar was last updated by Trading Economics this July 28 of 2025.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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The S&P Bitcoin index is expected to experience volatility in the coming months, driven by macroeconomic factors such as interest rate hikes and inflation. While the potential for growth remains, the risk of a correction cannot be ignored. The recent decline in the price of Bitcoin, coupled with broader market uncertainty, suggests that investors may adopt a cautious approach. The index's performance will be closely tied to the overall sentiment towards cryptocurrencies and the ability of Bitcoin to maintain its position as a leading digital asset.
It is estimated that the cumulative market cap of cryptocurrencies increased in early 2023 after the downfall in November 2022 due to FTX. That value declined in the summer of 2023, however, as international uncertainty grew over a potential recession. Bitcoin's market cap comprised the majority of the overall market capitalization. What is market cap? Market capitalization is a financial measure typically used for publicly traded firms, computed by multiplying the share price by the number of outstanding shares. However, cryptocurrency analysts calculate it as the price of the virtual currencies times the number of coins in the market. This gives cryptocurrency investors an idea of the overall market size, and watching the evolution of the measure tells how much money is flowing in or out of each cryptocurrency. Cryptocurrency as an investment The price of Bitcoin has been erratic, and most other cryptocurrencies follow its larger price swings. This volatility attracts investors who hope to buy when the price is low and sell at its peak, turning a profit. However, this does little for price stability. As such, few firms accept payment in cryptocurrencies. As of June 25, 2025, the cumulative market cap of cryptocurrencies reached a value of ******.
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License information was derived automatically
«Datasets per la comparació de moviments i patrons entre els principals índexs borsatils espanyols i les crypto-monedes»
En aquest cas el context és detectar o preveure els diferents moviments que es produeixen per una serie factors, tant de moviment interns (compra-venda), com externs (moviments polítics, econòmics, etc...), en els principals índexs borsatils espanyols i de les crypto-monedes.
Hem seleccionat diferents fonts de dades per generar fitxers «csv», guardar diferents valors en el mateix període de temps. És important destacar que ens interessa més les tendències alcistes o baixes, que podem calcular o recuperar en aquests períodes de temps.
En aquest cas el contingut està format per diferents csv, especialment tenim els fitxers de moviments de cryptomoneda, els quals s’ha generat un fitxer per dia del període de temps estudiat.
Pel que fa als moviments del principals índexs borsatils s’ha generat una carpeta per dia del període, en cada directori un fitxer amb cadascun del noms dels índexs. Degut això s’han comprimit aquests últims abans de publicar-los en el directori de «open data» kaggle.com.
Pel que fa als camps, ens interessà detectar els moviments alcistes i baixistes, o almenys aquelles que tenen un patró similar en les cryptomonedes i els índexs. Els camps especialment destacats són:
• Data: Data de la observació
• Nom: Nom empresa o cryptomoneda, per identificar de quina moneda o index estem representant.
• Símbol: Símbol de la moneda o del index borsatil, per realitzar gràfic posteriorment d’una forma mes senzilla que el nom.
• Preu: Valor en euros d’una acció o una cryptomoneda (transformarem la moneda a euros en el cas de estigui en dòlars amb l'última cotització (un dollar a 0,8501 euro)
• Tipus_cotitzacio: Valor nou que agregarem per discretitzar entre la cotització: baix (0 i 1), normal (1 i 100), alt (100 i 1000), molt_alt (>1000)
En aquest cas les fonts de dades que s’han utilitzat per a la realització dels datasets corresponent a:
Per aquest fet, les dades de borsa i crypto-moneda estan en última instància sota llicència de les webs respectivament.
Pel que fa a la terminologia financera podem veure vocabulari en renta4banco.
[https://www.r4.com/que-necesitas/formacion/diccionario]
Hi ha un estudi anterior on poder tenir primícies de com han enfocat els algoritmes:
En aquest cas el «trading» en cryptomoneda és relativament nou, força popular per la seva formulació com a mitja digital d’intercanvi, utilitzant un protocol que garanteix la seguretat, integritat i equilibri del seu estat de compte per mitjà d’un entramat d’agents.
La comunitat podrà respondre, entre altres preguntes, a:
https://github.com/acostasg/scraping
Els fitxers csv generats que componen el dataset s’han publicat en el repositori kaggle.com:
Per una banda, els fitxers els «stock-index» estan comprimits per carpetes amb la data d’extracció i cada fitxer amb el nom dels índexs borsatil. De forma diferent, les cryptomonedes aquestes estan dividides per fitxer on són totes les monedes amb la data d’extracció.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
In the context of the COVID-19’s outbreak and its implications for the financial sector, this study analyses the aspect of hedging and safe-haven under pandemic. Drawing on the daily data from 02 August 2019 to 17 April 2020, our key findings suggest that the contagious effects in financial assets’ returns significantly increased under COVID-19, indicating exacerbated market risk. The connectedness spiked in the middle of March, consistent with lockdown timings in major economies. The effect became severe with the WHO’s declaration of a pandemic, confirming negative news effects. The return connectedness suggests that COVID-19 has been a catalyst of contagious effects on the financial markets. The crude oil and the government bonds are however not as much affected by the spillovers as their endogenous innovation. In term of spillovers, we do find the safe-haven function of Gold and Bitcoin. Comparatively, the safe-haven effectiveness of Bitcoin is unstable over the pandemic. Whereas, GOLD is the most promising hedge and safe-haven asset, as it remains robust during the current crisis of COVID-19 and thus exhibits superiority over Bitcoin and Tether. Our findings are useful for investors, portfolio managers and policymakers interested in spillovers and safe havens during the current pandemic.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
With the rapid expansion of non-customized data assets, developing reliable and objective methods for their valuation has become essential. However, current evaluation techniques often face challenges such as incomplete indicator systems and an over-reliance on subjective judgment. To address these issues, this study presents a structured framework comprising 17 key indicators for assessing data asset value. A neural network is employed to calculate indicator weights, which reduces subjectivity and enhances the accuracy of the assessment. Additionally, knowledge graph techniques are used to organize and visualize relationships among the indicators, providing a comprehensive evaluation view. The proposed model combines information entropy and the TOPSIS method to refine asset valuation by integrating indicator weights and performance metrics. To validate the model, it is applied to two datasets: Bitcoin market data from the past seven years and BYD stock data. The Bitcoin dataset demonstrates the model’s capability to capture market trends and assess purchasing potential, while the BYD stock dataset highlights its adaptability across diverse financial assets. The successful application of these cases confirms the model’s effectiveness in supporting data-driven asset management and pricing. This framework provides a systematic methodology for data asset valuation, offering significant theoretical and practical implications for asset pricing and management.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
We determine the number of statistically significant factors in a high dimensional predictive model of cryptocurrencies using a random matrix test. The applied predictive model is of the reduced rank regression (RRR) type; in particular, we choose a flavor that can be regarded as canonical correlation analysis (CCA). A variable selection of hourly cryptocurrencies is performed using the Symbolic estimation of Transfer Entropy (STE) measure from information theory. In simulated studies, STE shows better performance compared to the Granger causality approach when considering a nonlinear system and a linear system with many drivers. In the application to cryptocurrencies, the directed graph associated to the variable selection shows a robust pattern of predictor and response clusters, where the community detection was contrasted with the modularity approach. Also, the centralities of the network discriminate between the two main types of cryptocurrencies, i.e., coins and tokens. On the factor determination of the predictive model, the result supports retaining more factors contrary to the usual visual inspection, with the additional advantage that the subjective element is avoided. In particular, it is observed that the dynamic behavior of the number of factors is moderately anticorrelated with the dynamics of the constructed composite index of predictor and response cryptocurrencies. This finding opens up new insights for anticipating possible declines in cryptocurrency prices on exchanges. Furthermore, our study suggests the existence of specific-predictor and specific-response factors, where only a small number of currencies are predominant.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
With the rapid expansion of non-customized data assets, developing reliable and objective methods for their valuation has become essential. However, current evaluation techniques often face challenges such as incomplete indicator systems and an over-reliance on subjective judgment. To address these issues, this study presents a structured framework comprising 17 key indicators for assessing data asset value. A neural network is employed to calculate indicator weights, which reduces subjectivity and enhances the accuracy of the assessment. Additionally, knowledge graph techniques are used to organize and visualize relationships among the indicators, providing a comprehensive evaluation view. The proposed model combines information entropy and the TOPSIS method to refine asset valuation by integrating indicator weights and performance metrics. To validate the model, it is applied to two datasets: Bitcoin market data from the past seven years and BYD stock data. The Bitcoin dataset demonstrates the model’s capability to capture market trends and assess purchasing potential, while the BYD stock dataset highlights its adaptability across diverse financial assets. The successful application of these cases confirms the model’s effectiveness in supporting data-driven asset management and pricing. This framework provides a systematic methodology for data asset valuation, offering significant theoretical and practical implications for asset pricing and management.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
基于专业技术分析与 AI 模型,精准预测 Solana Stock Index 在 2025-08-19 的价格走势。涵盖多种情境分析(看涨、基准、看跌)、风险评估、技术指标洞察及市场趋势预测,助力投资者制定明智交易决策与稳健投资策略。
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License information was derived automatically
Weights of indicator 7 to indicator 12 of bitcoin.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The Euclidean distance between the evaluation object of bitcoin.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data