Datasets:
You need to agree to share your contact information to access this dataset
This repository is publicly accessible, but you have to accept the conditions to access its files and content.
To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe.
Log in or Sign Up to review the conditions and access this dataset content.
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.
- Downloads last month
- 130