p2-etf-trendfolios-replication-data

该数据集是一个综合性的金融数据集，包含多个配置，分别针对股票和固定收益数据。数据集涵盖了日历数据、增长指标、纳入标准、最优参数、收益、滚动统计、汇总统计以及权重等多个方面。每个配置都详细列出了特征、数据类型、数据分割和文件大小。数据集还包括元数据、OHLCV（开盘-最高-最低-收盘-成交量）和价格数据配置。所有配置均以训练为目的，包含一个'train'分割。具体配置包括：股票日历、股票增长、股票纳入、股票最新最优、股票最新权重、股票最优参数、股票收益、股票滚动、股票汇总、股票权重；固定收益日历、固定收益增长、固定收益纳入、固定收益最新最优、固定收益最新权重、固定收益最优参数、固定收益收益、固定收益滚动、固定收益汇总、固定收益权重；以及元数据、OHLCV和价格数据。

This dataset is a comprehensive financial dataset featuring multiple configurations designed for stock and fixed income data respectively. It covers a wide range of aspects including calendar data, growth indicators, inclusion criteria, optimal parameters, returns, rolling statistics, summary statistics, weights and more. Each configuration elaborates on features, data types, data splits and file sizes. The dataset also encompasses metadata, OHLCV (Open-High-Low-Close-Volume) and price data configurations. All configurations are developed for training purposes and include a "train" split. The specific configurations are as follows: stock calendar, stock growth, stock inclusion, stock latest optimal, stock latest weight, stock optimal parameters, stock returns, stock rolling, stock summary, stock weights; fixed income calendar, fixed income growth, fixed income inclusion, fixed income latest optimal, fixed income latest weight, fixed income optimal parameters, fixed income returns, fixed income rolling, fixed income summary, fixed income weights; alongside metadata, OHLCV and price data.