68 datasets found
  1. Dataset for Stock Market Index of 7 Economies

    • kaggle.com
    zip
    Updated Jul 4, 2023
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Saad Aziz (2023). Dataset for Stock Market Index of 7 Economies [Dataset]. https://www.kaggle.com/datasets/saadaziz1985/dataset-for-stock-market-index-of-7-countries
    Explore at:
    zip(1917326 bytes)Available download formats
    Dataset updated
    Jul 4, 2023
    Authors
    Saad Aziz
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    Context:

    The provided dataset is extracted from yahoo finance using pandas and yahoo finance library in python. This deals with stock market index of the world best economies. The code generated data from Jan 01, 2003 to Jun 30, 2023 that’s more than 20 years. There are 18 CSV files, dataset is generated for 16 different stock market indices comprising of 7 different countries. Below is the list of countries along with number of indices extracted through yahoo finance library, while two CSV files deals with annualized return and compound annual growth rate (CAGR) has been computed from the extracted data.

    Number of Countries & Index:

    https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F15657145%2F90ce8a986761636e3edbb49464b304d8%2FNumber%20of%20Index.JPG?generation=1688490342207096&alt=media" alt="">

    Content:

    Unit of analysis: Stock Market Index Analysis

    This dataset is useful for research purposes, particularly for conducting comparative analyses involving capital market performance and could be used along with other economic indicators.

    There are 18 distinct CSV files associated with this dataset. First 16 CSV files deals with number of indices and last two CSV file deals with annualized return of each year and CAGR of each index. If data in any column is blank, it portrays that index was launch in later years, for instance: Bse500 (India), this index launch in 2007, so earlier values are blank, similarly China_Top300 index launch in year 2021 so early fields are blank too.

    The extraction process involves applying different criteria, like in 16 CSV files all columns are included, Adj Close is used to calculate annualized return. The algorithm extracts data based on index name (code given by the yahoo finance) according start and end date.

    Annualized return and CAGR has been calculated and illustrated in below image along with machine readable file (CSV) attached to that.

    To extract the data provided in the attachment, various criteria were applied:

    1. Content Filtering: The data was filtered based on several attributes, including the index name, start and end date. This filtering process ensured that only relevant data meeting the specified criteria.

    2. Collaborative Filtering: Another filtering technique used was collaborative filtering using yahoo finance, which relies on index similarity. This approach involves finding indices that are similar to other index or extended dataset scope to other countries or economies. By leveraging this method, the algorithm identifies and extracts data based on similarities between indices.

    In the last two CSV files, one belongs to annualized return, that was calculated based on the Adj close column and new DataFrame created to store its outcome. Below is the image of annualized returns of all index (if unreadable, machine-readable or CSV format is attached with the dataset).

    Annualized Return:

    As far as annualised rate of return is concerned, most of the time India stock market indices leading, followed by USA, Canada and Japan stock market indices.

    https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F15657145%2F37645bd90623ea79f3708a958013c098%2FAnnualized%20Return.JPG?generation=1688525901452892&alt=media" alt="">

    Compound Annual Growth Rate (CAGR):

    The best performing index based on compound growth is Sensex (India) that comprises of top 30 companies is 15.60%, followed by Nifty500 (India) that is 11.34% and Nasdaq (USA) all is 10.60%.

    The worst performing index is China top300, however this is launch in 2021 (post pandemic), so would not possible to examine at that stage (due to less data availability). Furthermore, UK and Russia indices are also top 5 in the worst order.

    https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F15657145%2F58ae33f60a8800749f802b46ec1e07e7%2FCAGR.JPG?generation=1688490409606631&alt=media" alt="">

    Geography: Stock Market Index of the World Top Economies

    Time period: Jan 01, 2003 – June 30, 2023

    Variables: Stock Market Index Title, Open, High, Low, Close, Adj Close, Volume, Year, Month, Day, Yearly_Return and CAGR

    File Type: CSV file

    Inspiration:

    • Time series prediction model
    • Investment opportunities in world best economies
    • Comparative Analysis of past data with other stock market indices or other indices

    Disclaimer:

    This is not a financial advice; due diligence is required in each investment decision.

  2. Global Stock Indices Historical Data

    • kaggle.com
    zip
    Updated Jun 25, 2024
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Guillem SD (2024). Global Stock Indices Historical Data [Dataset]. https://www.kaggle.com/datasets/guillemservera/global-stock-indices-historical-data
    Explore at:
    zip(10503247 bytes)Available download formats
    Dataset updated
    Jun 25, 2024
    Authors
    Guillem SD
    License

    Attribution-NonCommercial 4.0 (CC BY-NC 4.0)https://creativecommons.org/licenses/by-nc/4.0/
    License information was derived automatically

    Description

    About:

    This dataset encompasses the historical data of major stock indices from around the world, sourced directly from Yahoo Finance. With data reaching back to the early 1920s (where available), it serves as an invaluable repository for academic researchers, financial analysts, and market enthusiasts. Users can delve into trends across decades, evaluate historical market behaviors, or even design and validate predictive financial models.

    Photo by Tötös Ádám on Unsplash

    Info on CSVs:

    1. all_indices_data.csv:

      • Description: A consolidated dataset merging all the stock indices from Yahoo Finance.
      • Columns:
        • date: The date of the data point (formatted as YYYY-MM-DD).
        • open: The opening value of the index on that date.
        • high: The highest value of the index during the trading session.
        • low: The lowest value of the index during the trading session.
        • close: The closing value of the index.
        • volume: The trading volume of the index on that date.
        • ticker: The ticker symbol of the stock index.
    2. individual_indices_data/[SYMBOL]_data.csv:

      • Description: Individual datasets for each stock index, where [SYMBOL] denotes the ticker symbol of the respective stock index. Each dataset is curated from Yahoo Finance's historical data archives.
      • Columns:
        • date: The date of the data point (formatted as YYYY-MM-DD).
        • open: The opening value of the index on that date.
        • high: The highest value of the index during the trading session.
        • low: The lowest value of the index during the trading session.
        • close: The closing value of the index.
        • volume: The trading volume of the index on that date.
  3. T

    United States Stock Market Index Data

    • tradingeconomics.com
    • ar.tradingeconomics.com
    • +12more
    csv, excel, json, xml
    Updated Dec 2, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    TRADING ECONOMICS (2025). United States Stock Market Index Data [Dataset]. https://tradingeconomics.com/united-states/stock-market
    Explore at:
    excel, xml, json, csvAvailable download formats
    Dataset updated
    Dec 2, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 3, 1928 - Dec 2, 2025
    Area covered
    United States
    Description

    The main stock market index of United States, the US500, rose to 6818 points on December 2, 2025, gaining 0.08% from the previous session. Over the past month, the index has declined 0.50%, though it remains 12.70% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on December of 2025.

  4. Yahoo Finance Dataset (2018-2023)

    • kaggle.com
    zip
    Updated May 9, 2023
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Suruchi Arora (2023). Yahoo Finance Dataset (2018-2023) [Dataset]. https://www.kaggle.com/datasets/suruchiarora/yahoo-finance-dataset-2018-2023
    Explore at:
    zip(79394 bytes)Available download formats
    Dataset updated
    May 9, 2023
    Authors
    Suruchi Arora
    License

    Open Database License (ODbL) v1.0https://www.opendatacommons.org/licenses/odbl/1.0/
    License information was derived automatically

    Description

    The "yahoo_finance_dataset(2018-2023)" dataset is a financial dataset containing daily stock market data for multiple assets such as equities, ETFs, and indexes. It spans from April 1, 2018 to March 31, 2023, and contains 1257 rows and 7 columns. The data was sourced from Yahoo Finance, and the purpose of the dataset is to provide researchers, analysts, and investors with a comprehensive dataset that they can use to analyze stock market trends, identify patterns, and develop investment strategies. The dataset can be used for various tasks, including stock price prediction, trend analysis, portfolio optimization, and risk management. The dataset is provided in XLSX format, which makes it easy to import into various data analysis tools, including Python, R, and Excel.

    The dataset includes the following columns:

    Date: The date on which the stock market data was recorded. Open: The opening price of the asset on the given date. High: The highest price of the asset on the given date. Low: The lowest price of the asset on the given date. Close*: The closing price of the asset on the given date. Note that this price does not take into account any after-hours trading that may have occurred after the market officially closed. Adj Close**: The adjusted closing price of the asset on the given date. This price takes into account any dividends, stock splits, or other corporate actions that may have occurred, which can affect the stock price. Volume: The total number of shares of the asset that were traded on the given date.

  5. 38 Global main stock indexes.

    • plos.figshare.com
    xls
    Updated May 31, 2023
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Bentian Li; Dechang Pi (2023). 38 Global main stock indexes. [Dataset]. http://doi.org/10.1371/journal.pone.0200600.t001
    Explore at:
    xlsAvailable download formats
    Dataset updated
    May 31, 2023
    Dataset provided by
    PLOShttp://plos.org/
    Authors
    Bentian Li; Dechang Pi
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    This is the name of the 38 global main stock indexes in the world. We collected from Yahoo! Finance. For the convenience of expression and computation later, we numbered it. For each item, the front is its serial number, followed by the corresponding stock index.

  6. S&P 500 (^GSPC) Historical Data

    • kaggle.com
    zip
    Updated Nov 29, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    PJ (2025). S&P 500 (^GSPC) Historical Data [Dataset]. https://www.kaggle.com/datasets/paveljurke/s-and-p-500-gspc-historical-data
    Explore at:
    zip(364600 bytes)Available download formats
    Dataset updated
    Nov 29, 2025
    Authors
    PJ
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    Full historical data for the S&P 500 (ticker ^GSPC), sourced from Yahoo Finance (https://finance.yahoo.com/).

    Including Open, High, Low and Close prices in USD + daily volumes.

    Info about S&P 500: https://en.wikipedia.org/wiki/S%26P_500

  7. n

    ESG rating of general stock indices

    • narcis.nl
    • data.mendeley.com
    Updated Oct 22, 2021
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Erhart, S (via Mendeley Data) (2021). ESG rating of general stock indices [Dataset]. http://doi.org/10.17632/58mwkj5pf8.1
    Explore at:
    Dataset updated
    Oct 22, 2021
    Dataset provided by
    Data Archiving and Networked Services (DANS)
    Authors
    Erhart, S (via Mendeley Data)
    Description
    ################################################################################################## THE FILES HAVE BEEN CREATED BY SZILÁRD ERHART FOR A RESEARCH: ERHART (2021): ESG RATINGS OF GENERAL # STOCK EXCHANGE INDICES, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS# USERS OF THE FILES AGREE TO QUOTE THE ABOVE PAPER# THE PYTHON SCRIPT (PYTHONESG_ERHART.TXT) HELPS USERS TO GET TICKERS BY STOCK EXCHANGES AND EXTRACT ESG SCORES FOR THE UNDERLYING STOCKS FROM YAHOO FINANCE.# THE R SCRIPT (ESG_UA.TXT) HELPS TO REPLICATE THE MONTE CARLO EXPERIMENT DETAILED IN THE STUDY.# THE EXPORT_ALL CSV CONTAINS THE DOWNLOADED ESG DATA (SCORES, CONTROVERSIES, ETC) ORGANIZED BY STOCKS AND EXCHANGES.############################################################################################################################################################################################################### DISCLAIMER # The author takes no responsibility for the timeliness, accuracy, completeness or quality of the information provided. # The author is in no event liable for damages of any kind incurred or suffered as a result of the use or non-use of the # information presented or the use of defective or incomplete information. # The contents are subject to confirmation and not binding. # The author expressly reserves the right to alter, amend, whole and in part, # without prior notice or to discontinue publication for a period of time or even completely. ###########################################################################################################################################READ ME############################################################# BEFORE USING THE MONTE CARLO SIMULATIONS SCRIPT: # (1) COPY THE goascores.csv and goalscores_alt.csv FILES ONTO YOUR ON COMPUTER DRIVE. THE TWO FILES ARE IDENTICAL.# (2) SET THE EXACT FILE LOCATION INFORMATION IN THE 'Read in data' SECTION OF THE MONTE CARLO SCRIPT AND FOR THE OUTPUT FILES AT THE END OF THE SCRIPT# (3) LOAD MISC TOOLS AND MATRIXSTATS IN YOUR R APPLICATION# (4) RUN THE CODE.####################################READ ME
  8. y

    CBOE Equity Put/Call Ratio

    • ycharts.com
    html
    Updated Dec 3, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Chicago Board Options Exchange (2025). CBOE Equity Put/Call Ratio [Dataset]. https://ycharts.com/indicators/cboe_equity_put_call_ratio
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Dec 3, 2025
    Dataset provided by
    YCharts
    Authors
    Chicago Board Options Exchange
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Nov 1, 2006 - Dec 2, 2025
    Area covered
    United States
    Variables measured
    CBOE Equity Put/Call Ratio
    Description

    View market daily updates and historical trends for CBOE Equity Put/Call Ratio. from United States. Source: Chicago Board Options Exchange. Track economic…

  9. T

    South Africa Stock Market (SAALL) Data

    • tradingeconomics.com
    • de.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Oct 3, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    TRADING ECONOMICS (2025). South Africa Stock Market (SAALL) Data [Dataset]. https://tradingeconomics.com/south-africa/stock-market
    Explore at:
    json, excel, xml, csvAvailable download formats
    Dataset updated
    Oct 3, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jun 30, 1995 - Dec 2, 2025
    Area covered
    South Africa
    Description

    South Africa's main stock market index, the SAALL, fell to 110837 points on December 2, 2025, losing 0.99% from the previous session. Over the past month, the index has climbed 1.61% and is up 29.15% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from South Africa. South Africa Stock Market (SAALL) - values, historical data, forecasts and news - updated on December of 2025.

  10. Yahoo Finance Dataset

    • zenodo.org
    json
    Updated Apr 29, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    George Bardas; George Bardas (2025). Yahoo Finance Dataset [Dataset]. http://doi.org/10.5281/zenodo.15304512
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Apr 29, 2025
    Dataset provided by
    Zenodohttp://zenodo.org/
    Authors
    George Bardas; George Bardas
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    A collective dataset derived from Yahoo Finance for:

    1. Stock prices
    2. Raw material prices
    3. Volatility indices

    For multiple historical scenarios.

  11. stock market indices

    • figshare.com
    application/gzip
    Updated Jun 4, 2023
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Jiayue Zhang (2023). stock market indices [Dataset]. http://doi.org/10.6084/m9.figshare.6870806.v1
    Explore at:
    application/gzipAvailable download formats
    Dataset updated
    Jun 4, 2023
    Dataset provided by
    figshare
    Figsharehttp://figshare.com/
    Authors
    Jiayue Zhang
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    This data series of stock market indices includes FTSE 100(FTSE), AEX Index(AEX), DAX(GDAXI) and Straits Times Index(STI), from January 2007 to December 2017. And all these data is from a third party, downloaded with R software from 'Yahoo finance'.

  12. S&P 500

    • kaggle.com
    zip
    Updated Mar 27, 2019
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Florent Baptist (2019). S&P 500 [Dataset]. https://www.kaggle.com/datasets/florentbaptist/sp-500/data
    Explore at:
    zip(10150266 bytes)Available download formats
    Dataset updated
    Mar 27, 2019
    Authors
    Florent Baptist
    Description

    This data-set has data spanning from 2013 till 2018. The S&P 500 stock market index, maintained by S&P Dow Jones Indices, comprises 505 common stocks issued by 500 large-cap companies and traded on American stock exchanges, and covers about 80 percent of the American equity market by capitalization. The index is weighted by free-float market capitalization, so more valuable companies account for relatively more of the index. The index constituents and the constituent weights are updated regularly using rules published by S&P Dow Jones Indices. Although the index is called the S&P "500", the index contains 505 stocks because it includes two share classes of stock from 5 of its component companies.

    The dataset comprises of all the S&P 500 components with the records created for each stock's open and closing rate spanning from last 5 years.

    yahoo finance

  13. Historical S&P 500 (^GSPC) Index Data (1927–2025)

    • kaggle.com
    zip
    Updated Aug 31, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Reza Nematpour (2025). Historical S&P 500 (^GSPC) Index Data (1927–2025) [Dataset]. https://www.kaggle.com/datasets/rezanematpour/historical-s-and-p-500-gspc-index-data-19272025
    Explore at:
    zip(350147 bytes)Available download formats
    Dataset updated
    Aug 31, 2025
    Authors
    Reza Nematpour
    Description

    This dataset contains the full historical record of the S&P 500 index (^GSPC), downloaded via the Yahoo Finance API using the yfinance Python library.

    The dataset includes: - Date: Trading date - Open, High, Low, Close: Daily price levels - Volume: Daily trading volume

    Period covered: Dec 30, 1927 – Aug 31, 2025 Frequency: Daily

    ⚠️ Disclaimer: This dataset is provided for educational and research purposes only. Redistribution or commercial use may be subject to Yahoo Finance’s Terms of Service

    License

    Data sourced from Yahoo Finance. Provided for educational and research purposes only. Redistribution may be restricted.

  14. GUID OF GLOBAL INDICES

    • kaggle.com
    zip
    Updated Nov 22, 2021
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    EL Younes (2021). GUID OF GLOBAL INDICES [Dataset]. https://www.kaggle.com/youneseloiarm/guid-of-global-indices
    Explore at:
    zip(10136 bytes)Available download formats
    Dataset updated
    Nov 22, 2021
    Authors
    EL Younes
    Description

    Dataset

    This dataset was created by EL Younes

    Contents

  15. Cotton Futures Gain Despite Early Weakness - Market Update - News and...

    • indexbox.io
    doc, docx, pdf, xls +1
    Updated Oct 6, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    IndexBox Inc. (2025). Cotton Futures Gain Despite Early Weakness - Market Update - News and Statistics - IndexBox [Dataset]. https://www.indexbox.io/blog/cotton-futures-rebound-despite-early-weakness/
    Explore at:
    doc, pdf, xls, xlsx, docxAvailable download formats
    Dataset updated
    Oct 6, 2025
    Dataset provided by
    IndexBox
    Authors
    IndexBox Inc.
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 2012 - Oct 1, 2025
    Area covered
    World
    Variables measured
    Market Size, Market Share, Tariff Rates, Average Price, Export Volume, Import Volume, Demand Elasticity, Market Growth Rate, Market Segmentation, Volume of Production, and 4 more
    Description

    Cotton futures showed resilience with gains despite early weakness, influenced by dollar and oil trends, CFTC positioning, and ICE stock changes.

  16. Market share of leading desktop search engines worldwide monthly 2015-2025

    • statista.com
    • freeagenlt.com
    • +1more
    Updated Nov 28, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Statista (2025). Market share of leading desktop search engines worldwide monthly 2015-2025 [Dataset]. https://www.statista.com/statistics/216573/worldwide-market-share-of-search-engines/
    Explore at:
    Dataset updated
    Nov 28, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    Jan 2015 - Oct 2025
    Area covered
    Worldwide
    Description

    As of October 2025, Google represented ***** percent of the global online search engine referrals on desktop devices. Despite being much ahead of its competitors, this represents a modest increase from the previous months. Meanwhile, its longtime competitor Bing accounted for ***** percent, as tools like Yahoo and Yandex held shares of over **** percent and **** percent respectively. Google and the global search market Ever since the introduction of Google Search in 1997, the company has dominated the search engine market, while the shares of all other tools has been rather lopsided. The majority of Google revenues are generated through advertising. Its parent corporation, Alphabet, was one of the biggest internet companies worldwide as of 2024, with a market capitalization of **** trillion U.S. dollars. The company has also expanded its services to mail, productivity tools, enterprise products, mobile devices, and other ventures. As a result, Google earned one of the highest tech company revenues in 2024 with roughly ****** billion U.S. dollars. Search engine usage in different countries Google is the most frequently used search engine worldwide. But in some countries, its alternatives are leading or competing with it to some extent. As of the last quarter of 2023, more than ** percent of internet users in Russia used Yandex, whereas Google users represented little over ** percent. Meanwhile, Baidu was the most used search engine in China, despite a strong decrease in the percentage of internet users in the country accessing it. In other countries, like Japan and Mexico, people tend to use Yahoo along with Google. By the end of 2024, nearly half of the respondents in Japan said that they had used Yahoo in the past four weeks. In the same year, over ** percent of users in Mexico said they used Yahoo.

  17. Time Series Forecasting with Yahoo Stock Price

    • kaggle.com
    zip
    Updated Nov 20, 2020
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Möbius (2020). Time Series Forecasting with Yahoo Stock Price [Dataset]. https://www.kaggle.com/datasets/arashnic/time-series-forecasting-with-yahoo-stock-price/code
    Explore at:
    zip(33887 bytes)Available download formats
    Dataset updated
    Nov 20, 2020
    Authors
    Möbius
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    Context

    Stocks and financial instrument trading is a lucrative proposition. Stock markets across the world facilitate such trades and thus wealth exchanges hands. Stock prices move up and down all the time and having ability to predict its movement has immense potential to make one rich. Stock price prediction has kept people interested from a long time. There are hypothesis like the Efficient Market Hypothesis, which says that it is almost impossible to beat the market consistently and there are others which disagree with it.

    There are a number of known approaches and new research going on to find the magic formula to make you rich. One of the traditional methods is the time series forecasting. Fundamental analysis is another method where numerous performance ratios are analyzed to assess a given stock. On the emerging front, there are neural networks, genetic algorithms, and ensembling techniques.

    Another challenging problem in stock price prediction is Black Swan Event, unpredictable events that cause stock market turbulence. These are events that occur from time to time, are unpredictable and often come with little or no warning.

    A black swan event is an event that is completely unexpected and cannot be predicted. Unexpected events are generally referred to as black swans when they have significant consequences, though an event with few consequences might also be a black swan event. It may or may not be possible to provide explanations for the occurrence after the fact – but not before. In complex systems, like economies, markets and weather systems, there are often several causes. After such an event, many of the explanations for its occurrence will be overly simplistic.

    #
    #

    https://www.visualcapitalist.com/wp-content/uploads/2020/03/mm3_black_swan_events_shareable.jpg"> #
    #
    New bleeding age state-of-the-art deep learning models stock predictions is overcoming such obstacles e.g. "Transformer and Time Embeddings". An objectives are to apply these novel models to forecast stock price.

    Content

    Stock price prediction is the task of forecasting the future value of a given stock. Given the historical daily close price for S&P 500 Index, prepare and compare forecasting solutions. S&P 500 or Standard and Poor's 500 index is an index comprising of 500 stocks from different sectors of US economy and is an indicator of US equities. Other such indices are the Dow 30, NIFTY 50, Nikkei 225, etc. For the purpose of understanding, we are utilizing S&P500 index, concepts, and knowledge can be applied to other stocks as well.

    Dataset

    The historical stock price information is also publicly available. For our current use case, we will utilize the pandas_datareader library to get the required S&P 500 index history using Yahoo Finance databases. We utilize the closing price information from the dataset available though other information such as opening price, adjusted closing price, etc., are also available. We prepare a utility function get_raw_data() to extract required information in a pandas dataframe. The function takes index ticker name as input. For S&P 500 index, the ticker name is ^GSPC. The following snippet uses the utility function to get the required data.(See Simple LSTM Regression)

    Features and Terminology: In stock trading, the high and low refer to the maximum and minimum prices in a given time period. Open and close are the prices at which a stock began and ended trading in the same period. Volume is the total amount of trading activity. Adjusted values factor in corporate actions such as dividends, stock splits, and new share issuance.

    Starter Kernel(s)

    Acknowledgements

    Mining and updating of this dateset will depend upon Yahoo Finance .

    Inspiration

    Sort of variation of sequence modeling and bleeding age e.g. attention can be applied for research and forecasting

    Some Readings

    *If you download and find the data useful your upvote is an explicit feedback for future works*

  18. n

    Research data underpinning "Investigating Reinforcement Learning Approaches...

    • data.ncl.ac.uk
    application/csv
    Updated Aug 13, 2024
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Zheng Luo (2024). Research data underpinning "Investigating Reinforcement Learning Approaches In Stock Market Trading" [Dataset]. http://doi.org/10.25405/data.ncl.26539735.v1
    Explore at:
    application/csvAvailable download formats
    Dataset updated
    Aug 13, 2024
    Dataset provided by
    Newcastle University
    Authors
    Zheng Luo
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    The final dataset utilised for the publication "Investigating Reinforcement Learning Approaches In Stock Market Trading" was processed by downloading and combining data from multiple reputable sources to suit the specific needs of this project. Raw data were retrieved by downloading them using a Python finance API. Afterwards, Python and NumPy were used to combine and normalise the data to create the final dataset.The raw data was sourced as follows:Stock Prices of NVIDIA & AMD, Financial Indexes, and Commodity Prices: Retrieved from Yahoo Finance.Economic Indicators: Collected from the US Federal Reserve.The dataset was normalised to minute intervals, and the stock prices were adjusted to account for stock splits.This dataset was used for exploring the application of reinforcement learning in stock market trading. After creating the dataset, it was used in s reinforcement learning environment to train several reinforcement learning algorithms, including deep Q-learning, policy networks, policy networks with baselines, actor-critic methods, and time series incorporation. The performance of these algorithms was then compared based on profit made and other financial evaluation metrics, to investigate the application of reinforcement learning algorithms in stock market trading.The attached 'README.txt' contains methodological information and a glossary of all the variables in the .csv file.

  19. T

    Nigeria Stock Market NSE Data

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    TRADING ECONOMICS, Nigeria Stock Market NSE Data [Dataset]. https://tradingeconomics.com/nigeria/stock-market
    Explore at:
    csv, json, xml, excelAvailable download formats
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Mar 18, 1996 - Dec 1, 2025
    Area covered
    Nigeria
    Description

    Nigeria's main stock market index, the NSE All Share, fell to 143210 points on December 1, 2025, losing 0.22% from the previous session. Over the past month, the index has declined 6.85%, though it remains 46.53% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Nigeria. Nigeria Stock Market NSE - values, historical data, forecasts and news - updated on December of 2025.

  20. T

    Morocco Stock Market MASI Data

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Feb 1, 2002
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    TRADING ECONOMICS (2002). Morocco Stock Market MASI Data [Dataset]. https://tradingeconomics.com/morocco/stock-market
    Explore at:
    json, xml, excel, csvAvailable download formats
    Dataset updated
    Feb 1, 2002
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Feb 10, 2016 - Dec 2, 2025
    Area covered
    Morocco
    Description

    Morocco's main stock market index, the CFG 25, fell to 18365 points on December 2, 2025, losing 0.38% from the previous session. Over the past month, the index has declined 6.83%, though it remains 24.69% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Morocco. Morocco Stock Market MASI - values, historical data, forecasts and news - updated on December of 2025.

Share
FacebookFacebook
TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
Saad Aziz (2023). Dataset for Stock Market Index of 7 Economies [Dataset]. https://www.kaggle.com/datasets/saadaziz1985/dataset-for-stock-market-index-of-7-countries
Organization logo

Dataset for Stock Market Index of 7 Economies

Time Series Dataset for Stock Market Indices of the 7 Top Economies of the World

Explore at:
zip(1917326 bytes)Available download formats
Dataset updated
Jul 4, 2023
Authors
Saad Aziz
License

https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

Description

Context:

The provided dataset is extracted from yahoo finance using pandas and yahoo finance library in python. This deals with stock market index of the world best economies. The code generated data from Jan 01, 2003 to Jun 30, 2023 that’s more than 20 years. There are 18 CSV files, dataset is generated for 16 different stock market indices comprising of 7 different countries. Below is the list of countries along with number of indices extracted through yahoo finance library, while two CSV files deals with annualized return and compound annual growth rate (CAGR) has been computed from the extracted data.

Number of Countries & Index:

https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F15657145%2F90ce8a986761636e3edbb49464b304d8%2FNumber%20of%20Index.JPG?generation=1688490342207096&alt=media" alt="">

Content:

Unit of analysis: Stock Market Index Analysis

This dataset is useful for research purposes, particularly for conducting comparative analyses involving capital market performance and could be used along with other economic indicators.

There are 18 distinct CSV files associated with this dataset. First 16 CSV files deals with number of indices and last two CSV file deals with annualized return of each year and CAGR of each index. If data in any column is blank, it portrays that index was launch in later years, for instance: Bse500 (India), this index launch in 2007, so earlier values are blank, similarly China_Top300 index launch in year 2021 so early fields are blank too.

The extraction process involves applying different criteria, like in 16 CSV files all columns are included, Adj Close is used to calculate annualized return. The algorithm extracts data based on index name (code given by the yahoo finance) according start and end date.

Annualized return and CAGR has been calculated and illustrated in below image along with machine readable file (CSV) attached to that.

To extract the data provided in the attachment, various criteria were applied:

  1. Content Filtering: The data was filtered based on several attributes, including the index name, start and end date. This filtering process ensured that only relevant data meeting the specified criteria.

  2. Collaborative Filtering: Another filtering technique used was collaborative filtering using yahoo finance, which relies on index similarity. This approach involves finding indices that are similar to other index or extended dataset scope to other countries or economies. By leveraging this method, the algorithm identifies and extracts data based on similarities between indices.

In the last two CSV files, one belongs to annualized return, that was calculated based on the Adj close column and new DataFrame created to store its outcome. Below is the image of annualized returns of all index (if unreadable, machine-readable or CSV format is attached with the dataset).

Annualized Return:

As far as annualised rate of return is concerned, most of the time India stock market indices leading, followed by USA, Canada and Japan stock market indices.

https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F15657145%2F37645bd90623ea79f3708a958013c098%2FAnnualized%20Return.JPG?generation=1688525901452892&alt=media" alt="">

Compound Annual Growth Rate (CAGR):

The best performing index based on compound growth is Sensex (India) that comprises of top 30 companies is 15.60%, followed by Nifty500 (India) that is 11.34% and Nasdaq (USA) all is 10.60%.

The worst performing index is China top300, however this is launch in 2021 (post pandemic), so would not possible to examine at that stage (due to less data availability). Furthermore, UK and Russia indices are also top 5 in the worst order.

https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F15657145%2F58ae33f60a8800749f802b46ec1e07e7%2FCAGR.JPG?generation=1688490409606631&alt=media" alt="">

Geography: Stock Market Index of the World Top Economies

Time period: Jan 01, 2003 – June 30, 2023

Variables: Stock Market Index Title, Open, High, Low, Close, Adj Close, Volume, Year, Month, Day, Yearly_Return and CAGR

File Type: CSV file

Inspiration:

  • Time series prediction model
  • Investment opportunities in world best economies
  • Comparative Analysis of past data with other stock market indices or other indices

Disclaimer:

This is not a financial advice; due diligence is required in each investment decision.

Search
Clear search
Close search
Google apps
Main menu