U.S. Stock Data
收藏arXiv2025-09-30 收录
下载链接:
https://api.tiingo.com/documentation/iex
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资源简介:
该数据集是从Tiingo获取的日常实际股票数据,时间跨度从2015年1月2日至2018年12月31日,包含了两只选定股票的1006个每日观测值。此外,该数据集还包括了经过公司行为调整的价格特征,并通过对数进行标准化处理。所选的交易对是AerCap(AER)和Air Lease Corporation(AL)。规模上,该数据集覆盖了7284家公司,并为所选交易对提供了1006个每日观测值。任务方面,是进行配对交易研究。
This dataset contains daily real-world stock data retrieved from Tiingo, spanning the timeframe from January 2, 2015 to December 31, 2018, and includes 1006 daily observations for two pre-selected stocks. Additionally, the dataset features price characteristics adjusted for corporate actions, which are standardized via logarithmic transformation. The two selected trading pairs are AerCap (with ticker symbol AER) and Air Lease Corporation (with ticker symbol AL). In terms of dataset scope, it covers a total of 7284 companies, while offering 1006 daily observations specifically for the aforementioned trading pairs. The primary supported task for this dataset is pairs trading research.
提供机构:
Tiingo



