A-share Market Indices Data
收藏arXiv2025-09-30 收录
下载链接：
https://github.com/gta0804/MASS
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资源简介：
该数据集涵盖了2023年至2024年期间真实世界的A股市场指数数据，其中包括了每支股票的新闻、财务报告、基础数据、价格成交量特征以及基本面股票数据。此外，数据集还包含了诸如中国10年期国债收益率和消费者价格指数（CPI）同比增速等宏观经济数据。规模上，数据集涵盖了多个A股股票池，包括上证50、创业板100和沪深300。该数据集的任务是用于投资组合构建及其绩效评估。
This dataset covers real-world A-share market index data spanning from 2023 to 2024, including news, financial reports, basic data, price-volume characteristics, and fundamental stock data for each listed stock. Additionally, it incorporates macroeconomic indicators such as China's 10-year Treasury bond yield and the year-on-year growth rate of the Consumer Price Index (CPI). In terms of coverage scope, this dataset includes multiple A-share stock pools, namely the SSE 50 Index, ChiNext 100 Index, and CSI 300 Index. This dataset is designed for portfolio construction and performance evaluation.
提供机构：
Open-source implementation by the authors
