Exploiting market state information for index price forecasting

This project encompasses a comprehensive database of stock prices, focusing on the components of Dow Jones and Nasdaq-100 indices. It collates historical price data alongside market state information, capturing the fluctuations and trends of stocks. The database serves as a foundation for analyzing market behaviors, testing financial theories, and developing predictive models for stock price movements. Designed with research and analysis in mind, this dataset provides a valuable resource for financial researchers, economists, and data scientists interested in stock market dynamics, forecasting, and the evaluation of investment strategies. SQL Format