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Historical SPY Index Metrics
Stock & Market Data
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About
This collection offers daily financial metrics for the S&P 500 index, providing detailed stock data spanning nearly three decades. The primary purpose of this resource is to facilitate the analysis of historical market movements and the development of quantitative and algorithmic trading strategies. This dataset serves as a valuable foundation for individuals aiming to test hypotheses regarding market behaviour or to achieve the challenging goal of outperforming the SPY index.
Columns
- Date: The calendar date corresponding to the stock record.
- Open: The starting price of the stock recorded at the beginning of the trading day.
- High: Represents the peak value the stock achieved during that specific trading day.
- Low: Represents the minimum value the stock reached during that specific trading day.
- Close: The final price of the stock recorded at the end of the trading day.
- Adj Close: The stock price adjusted to reflect corporate actions such as dividends or stock splits.
- Volume: The total quantity of shares traded throughout the day.
Distribution
The dataset contains day-to-day records of stock prices, structured across seven distinct columns. It contains 7,029 validated records, with the file typically provided as
spy.csv. All recorded metrics, including date, price points, and volume, are fully accounted for, exhibiting zero missing or mismatched values across the entries.Usage
This data is perfectly suited for several high-value applications, including:
- Developing and rigorous backtesting of automated trading algorithms.
- Executing deep financial research into long-term market trends and volatility.
- Providing a robust source for educational purposes in the fields of finance and investment.
- Building predictive models using machine learning techniques to forecast future stock performance.
Coverage
The temporal scope of the data ranges from the beginning of 1993, specifically 29 January 1993, and extends through to the end of 2020, concluding on 24 December 2020. The scope focuses entirely on the daily performance indicators of the S&P 500 index. There are 7,029 records covering this entire duration.
License
CC0: Public Domain
Who Can Use It
- Quantitative Analysts: To develop, refine, and test complex trading models designed to challenge or outperform market benchmarks.
- Students of Finance: For academic projects, studying historical pricing movements, and understanding financial market structure.
- Hobbyist Traders and Developers: To experiment with different investment philosophies and learn practical data access techniques.
Dataset Name Suggestions
- S & P 500 Daily Stock Data 1993–2020
- Historical SPY Index Metrics
- US Equity Market Daily Performance
- Financial Algo Trading Backtesting Data
Attributes
Original Data Source: Historical SPY Index Metrics
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