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Yahoo Finance S&P 500 Time Series Data
Stock & Market Data
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About
This dataset presents historical daily price data for the S&P 500 Index, acquired directly from Yahoo Finance. Its primary goal is to support the application and study of time series forecasting techniques for stock price prediction. Understanding and predicting stock market movements holds substantial financial potential, even considering complex market theories such as the Efficient Market Hypothesis and the impact of unpredictable Black Swan Events. The dataset is ideal for exploring various analytical approaches, including traditional time series forecasting, fundamental analysis, and modern methods like neural networks, genetic algorithms, and ensembling. It also facilitates the research and application of advanced deep learning models, such as "Transformer and Time Embeddings," for improved stock price prediction.
Columns
- Date: This column records the specific trading date for each entry. The data spans from 23rd November 2015 to 20th November 2020.
- High: Represents the maximum price reached by the S&P 500 index within the given trading period.
- Low: Indicates the minimum price reached by the S&P 500 index within the given trading period.
- Open: Denotes the price at which the S&P 500 index began trading at the start of the given period.
- Close: Shows the price at which the S&P 500 index ended trading for the given period. This is often a key metric for forecasting.
- Volume: Reflects the total trading activity for the S&P 500 index during the specified period.
- Adj Close: Provides the adjusted closing price, which factors in corporate actions such as dividend distributions, stock splits, and the issuance of new shares.
Distribution
The dataset is typically provided in a CSV format. The
yahoo_stock.csv file itself has a size of 197.99 kB and contains 7 columns. It includes 1825 valid records across all its columns, indicating a consistent daily data capture over the specified period. The dataset is expected to be updated on a monthly basis.Usage
This dataset is well-suited for a variety of applications and use cases:
- Learning and applying time series forecasting methods to predict stock prices.
- Developing and comparing different forecasting solutions for stock market movements.
- Conducting analysis of historical price information for the S&P 500 Index.
- Researching and implementing novel deep learning models like "Transformer and Time Embeddings" for advanced stock prediction.
- Investigating fundamental analysis techniques through price and volume data.
- Experimenting with emerging predictive models such as neural networks, genetic algorithms, and ensembling techniques.
- Studying market behaviour and potential impacts of unpredictable events, such as Black Swan Events.
- The concepts and knowledge derived from this S&P 500 index data can be applied to forecast other individual stocks.
Coverage
The dataset focuses on the S&P 500 Index, which comprises 500 stocks from various sectors of the US economy, making its geographic scope primarily the United States. The time range covered by the data extends from 23rd November 2015 to 20th November 2020. Historical stock price information is publicly available, and this dataset specifically leverages Yahoo Finance databases, retrieving S&P 500 index history using its ticker symbol, ^GSPC. It includes not only the closing price but also opening price, adjusted closing price, high, low, and volume.
License
CC0: Public Domain
Who Can Use It
This dataset is particularly valuable for:
- Data Scientists and Machine Learning Engineers: For designing, training, and validating various time series forecasting models, especially those employing deep learning techniques.
- Financial Analysts and Researchers: To delve into stock market dynamics, evaluate investment strategies, and identify market trends.
- Students and Academics: As a practical resource for educational purposes in financial data analysis, time series prediction, and advanced statistical modelling.
- Developers: For integrating historical stock price data or stock prediction functionalities into financial applications.
Dataset Name Suggestions
- S&P 500 Index Historical Daily Prices
- Yahoo Finance S&P 500 Time Series Data
- US Stock Market Index (S&P 500) Dataset
- Financial Forecasting S&P 500 Data
- Daily S&P 500 Performance Record
Attributes
Original Data Source: Yahoo Finance S&P 500 Time Series Data
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