Historical Stock Price Data
收藏arXiv2025-09-30 收录
下载链接：
https://github.com/youngandbin/LLM-MVO-BLM
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资源简介：
该数据集包含了来自市值排名前50的标准普尔500指数成分股的历史股价数据，用于评估投资组合优化方法。此外，该数据集还用于对基于历史价格数据，每两周重新平衡一次的LLM优化投资组合进行回测。其规模覆盖了市值最大的50家标准普尔500指数成分股。该数据集的任务是利用LLM生成的观点，在黑-利特曼模型中进行投资组合优化。
This dataset comprises historical stock price data from the top 50 constituent stocks of the S&P 500 Index sorted by market capitalization, and is intended for evaluating portfolio optimization methodologies. Furthermore, it is used to backtest LLM-optimized portfolios that undergo rebalancing every two weeks based on historical price data. This dataset covers the 50 S&P 500 constituent stocks with the largest market capitalization. The task enabled by this dataset is to perform portfolio optimization within the Black-Litterman model using views generated by large language models (LLMs).
提供机构：
Yahoo Finance
