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Dataset Information
This dataset includes daily price data for various stock indices.
Instruments Included
- ADSMI: United Arab Emirates Stock Market (ADX General) - United Arab Emirates
- AEX: Netherlands Stock Market (AEX) - Netherlands (NL)
- AS30: Australian All - Australia (AU)
- AS51: Australia S&P/ASX 200 Stock Market Index - Australia (AU)
- AS52: ASX 50 - Australia (AU)
- ASE: Greece Stock Market (ASE) - Greece (GR)
- ATX: Austria Stock Market (ATX) - Austria (AT)
- BEL20: Belgium Stock Market (BEL20) - Belgium (BE)
- BELEX15: Serbia Stock Market (BELEX15) - Serbia (RS)
- BGSMDC: Botswana Stock Market (BSI DCI) - Botswana (BW)
- BHSEEI: Bahrain Stock Market (Bahrain All Share) - Bahrain (BH)
- BKA: Bosnia and Herzegovina Stock Market (SASEIDX) - Bosnia and Herzegovina (BA)
- BLOM: Lebanon Stock Market BLOM - Lebanon (LB)
- BSX: Bermuda Stock Exchange Index - Bermuda (BM)
- BUX: Hungary Stock Market (BUX) - Hungary (HU)
- BVLX: Bolivia Stock Market (BVLP General) - Bolivia (BO)
- BVPSBVPS: Panama Stock Market (BVPSI) - Panama (PA)
- BVQA: Ecuador General Index - Ecuador (EC)
- CAC: France CAC 40 Stock Market Index - France (FR)
- CASE: Egypt Stock Market (EGX30) - Egypt (EG)
- CCMP: NASDAQ - United States (US)
- COLCAP: Colombia Stock Market (IGBC) - Colombia (CO)
- CRSMBCT: Costa Rica Stock Market - Costa Rica (CR)
- CSEALL: Sri Lanka Stock Market (CSE All Share) - Sri Lanka (LK)
- CYSMMAPA: Cyprus Stock Market (Cyprus General) - Cyprus (CY)
- DARSDSEI: Tanzania All Share Index DSEI - Tanzania (TZ)
- DAX: Germany DAX 30 Stock Market Index - Germany (DE)
- DFMGI: DFM general - United Arab Emirates
- DSEX: DSE Broad - Bangladesh (BD)
- DSM: Qatar Stock Market (QE General) - Qatar (QA)
- ECU: Ecuador General Index - Ecuador (EC)
- FBMKLCI: Malaysia Stock Market (FBM KLCI) - Malaysia (MY)
- FSSTI: Singapore Stock Market (STI) - Singapore (SG)
- FTN098: Namibia Stock Market - Namibia (NA)
- FTSEMIB: Italy Stock Market (FTSE MIB) - Italy (IT)
- GGSECI: Ghana Stock Market Composite GSE-CI - Ghana (GH)
- HEX: OMX Helsinki - Finland (FI)
- HEX25: OMX Helsinki 25 Index - Finland (FI)
- HSI: Hong Kong Stock Market (HSI) - Hong Kong (HK)
- IBEX: Spain Stock Market (IBEX 35) - Spain (ES)
- IBOV: Brazil Stock Market (BOVESPA) - Brazil (BR)
- IBVC: Venezuela Stock Market (IBVC) - Venezuela (VE)
- ICEXI: Iceland Stock Market (SE ICEX) - Iceland (IS)
- IGPA: Chile Stock Market (IGPA) - Chile (CL)
- INDEXCF: MOEX Russia Index - Russia (RU)
- INDU: Dow Jones Industrial Average - United States (US)
- INDZI: Indonesia Stock Market (IDX Composite) - Indonesia (ID)
- ISEQ: Ireland Stock Market (ISEQ) - Ireland (IE)
- JALSH: South Africa Stock Market - South Africa (ZA)
- JCI: Indonesia Stock Market (JCI) - Indonesia (ID)
- JMSMX: Jamaica Stock Market (Jamaica SE) - Jamaica (JM)
- JOSMGNFF: Jordan Stock Market (ASE General) - Jordan (JO)
- KFX: Denmark Stock Market - OMX Copenhagen Index - KFX - Denmark (DK)
- KNSMIDX: Kenya Stock Market (NSE20) - Kenya (KE)
- KSE100: Pakistan Stock Market (KSE100) - Pakistan (PK)
- KZKAK: Kazakhstan Stock Exchange Index KASE - Kazakhstan (KZ)
- LSXC: Laos Securities Exchange Composite Index - Lao People's Democratic Republic
- LUXXX: Luxembourg Stock Market (LUXX) - Luxembourg (LU)
- MALTEX: Malta Stock Market (MSE) - Malta (MT)
- MBI: Macedonia Stock Market Index (MBI 10) - North Macedonia (MK)
- MERVAL: Argentina Stock Market (MERVAL) - Argentina (AR)
- MEXBOL: IPC Mexico Stock Market - Mexico (MX)
- MONEX: Montenegro Stock Market (Monex) - Montenegro (ME)
- MOSENEW: Morocco Stock Market MASI - Morocco (MA)
- MSETOP: Macedonia Stock Market (MSE) - North Macedonia (MK)
- MSM30: Oman Stock Market (MSM 30) - Oman (OM)
- NDX: NASDAQ 100 - United States (US)
- NGSEINDX: Nigeria Stock Market NSE - Nigeria (NG)
- NIFTY: NIFTY 50 - India (IN)
- NKY: Japan NIKKEI 225 Stock Market Index - Japan (JP)
- NSEASI: NSE All Share - Kenya (KE)
- NZSE50FG: New Zealand Stock Market (NZX 50) - New Zealand (NZ)
- OMX: Sweden Stock Market (OMX 30) - Sweden (SE)
- OSEAX: Norway Stock Market (OSEAX) - Norway (NO)
- PCOMP: Philippines Stock Market (PSEi) - Philippines (PH)
- PFTS: Ukraine Stock Market (PFTS) - Ukraine (UA)
- PSI20: Portugal Stock Market (PSI 20) - Portugal (PT)
- PX: Czech Republic Stock Market (SE PX) - Czech Republic (CZ)
- RIGSE: Latvia Stock Market (OMX Riga) - Latvia (LV)
- RTY: Russell 2000 Index - United States (US)
- SASEIDX: Saudi Arabia Stock Market (TASI) - Saudi Arabia (SA)
- SASX10: Sarajevo Stock Exchange Index 10 - Bosnia and Herzegovina (BA)
- SBITOP: Slovenia Stock Market (SBITOP) - Slovenia (SI)
- SEMDEX: Mauritius Stock Market (SEMDEX) - Mauritius (MU)
- SENSEX: India SENSEX Stock Market Index - India (IN)
- SET50: Thailand Stock Market (SET50) - Thailand (TH)
- SHCOMP: China Shanghai Composite Stock Market Index - China (CN)
- SHSZ300: CSI 300 - China (CN)
- SKSM: Slovakia Stock Market (SAX) - Slovakia (SK)
- SMI: Switzerland Stock Market (SMI) - Switzerland (CH)
- SOFIX: Bulgaria Stock Market (SOFIX) - Bulgaria (BG)
- SPBLPGPT: S&P/BVL Peru General Index TR (PEN) - Peru (PE)
- SPTSX: Canada S&P/TSX Toronto Stock Market Index - Canada (CA)
- SPX: S&P 500 - United States (US)
- SSE50: SHANGHAI 50 - China (CN)
- SX5E: EURO STOXX 50 Stock Market Index - Europe
- TA125: Israel Stock Market (TA-125) - Israel (IL)
- TALSE: Estonia Stock Market (OMX Tallin) - Estonia (EE)
- TEDPIX: Iran TEDPIX Stock Market Index - Iran (IR)
- TOP40: FTSE/JSE TOP 40 - South Africa (ZA)
- TUSISE: Tunisia Stock Market (TUNINDEX) - Tunisia (TN)
- TWSE: Taiwan Stock Market (TWSE) - Taiwan (TW)
- UKX: UK FTSE 100 Stock Market Index - United Kingdom (GB)
- VHINDEX: HNX - Viet Nam (VN)
- VILSE: Lithuania Stock Market OMX Vilnius Index - Lithuania (LT)
- VIX: CBOE SPX Volatility Index - United States (US)
- VNINDEX: Vietnam Ho Chi Minh Stock Index - Viet Nam (VN)
- VSTOXX: Euro Stoxx Volatility Index - Europe
- VXJ: Nikkei Volatility Index - Japan (JP)
- WIG: Warsaw Stock Exchange WIG Index - Poland (PL)
- XU100: Turkey Stock Market (XU100) - Turkey (TR)
Dataset Columns
symbol: The symbol of the index.date: The date of the data.open: The opening price of the index.high: The highest price of the index.low: The lowest price of the index.close: The closing price of the index.adj_close: The adjusted closing price of the index.volume: The volume of the index.
Data Splits
The data is split into a training set.
Dataset Maintenance
The dataset is updated on a monthly basis by Papers With Backtest.
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