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--- |
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language: |
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- en |
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license: other |
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task_categories: |
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- tabular-regression |
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features: |
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- name: symbol |
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dtype: string |
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- name: date |
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dtype: string |
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- name: open |
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dtype: float64 |
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- name: high |
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dtype: float64 |
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- name: low |
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dtype: float64 |
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- name: close |
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dtype: float64 |
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- name: volume |
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dtype: int64 |
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extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." |
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--- |
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# Dataset Information |
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This dataset includes daily price data for various commodities. |
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## Instruments Included |
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- BDIY: Baltic Dry Index |
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- BEEF: Beef (dollars per pound) |
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- BIT: Bitumen (dollars per metric ton) |
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- C1: Corn (dollars per bushel) |
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- CC1: Cocoa (dollars per metric ton) |
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- CHE: Cheese (dollars per pound) |
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- CL1: Crude Oil (dollars per barrel) |
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- CO1: Brent Crude Oil (dollars per barrel) |
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- CRYTR: CRB Index |
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- CT1: Cotton (cents per pound) |
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- DA: Milk (dollars per hundredweight) |
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- DL1: Ethanol (dollars per gallon) |
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- FC1: Feeder Cattle (cents per pound) |
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- GC1: Gold (dollars per troy ounce) |
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- HG1: Copper (dollars per pound) |
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- HO1: Heating Oil (dollars per gallon) |
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- IMR: Manganese (dollars per metric ton) |
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- JBP: Steel (dollars per metric ton) |
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- JN1: Rubber (dollars per kilogram) |
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- JO1: Orange Juice (cents per pound) |
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- KC1: Coffee (cents per pound) |
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- LB1: Lumber (dollars per thousand board feet) |
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- LC: Lithium (dollars per metric ton) |
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- LC1: Live Cattle (cents per pound) |
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- LCO1: Cobalt (dollars per metric ton) |
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- LH1: Lean Hogs (cents per pound) |
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- LL1: Lead (dollars per metric ton) |
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- LMAHDS03: Aluminum (dollars per metric ton) |
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- LMSNDS03: Tin (dollars per metric ton) |
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- LMZSDS03: Zinc (dollars per metric ton) |
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- LME: LME Index |
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- LN1: Nickel (dollars per metric ton) |
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- MOB: Naphtha (dollars per metric ton) |
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- MOLYBDEN: Molybdenum (dollars per metric ton) |
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- NG1: Natural Gas (dollars per mmbtu) |
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- O1: Oat (dollars per bushel) |
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- OL1: Wool (dollars per pound) |
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- PL1: Platinum (dollars per troy ounce) |
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- PLO: Palm Oil (dollars per metric ton) |
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- PNL: Propane (dollars per gallon) |
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- POUL: Poultry (cents per pound) |
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- RG1: Russell Growth Index |
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- RR1: Rice (dollars per cwt) |
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- RS1: Canola (dollars per metric ton) |
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- S1: Soybeans (dollars per bushel) |
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- SB1: Sugar No. 11 (cents per pound) |
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- SCO: Iron Ore (dollars per dry metric ton) |
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- SI1: Silver (dollars per troy ounce) |
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- SODASH: Soda Ash (dollars per metric ton) |
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- SPGSCITR: S&P GSCI |
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- SREMNDM: Neodymium (dollars per metric ton) |
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- TEA: Tea (dollars per pound) |
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- TIOC: Iron Ore 62% fe (dollars per dry metric ton) |
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- UXA: Uranium (dollars per pound) |
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- W1: Wheat (dollars per bushel) |
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- XAL1: Coal (dollars per metric ton) |
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- XB1: Gasoline (dollars per gallon) |
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- XPDUSD: Palladium (dollars per troy ounce) |
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- XPTUSD: Platinum (dollars per troy ounce) |
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- XRH: Rhodium (dollars per troy ounce) |
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## Dataset Columns |
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- `symbol`: The symbol of the commodity. |
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- `date`: The date of the data. |
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- `open`: The opening price of the commodity. |
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- `high`: The highest price of the commodity. |
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- `low`: The lowest price of the commodity. |
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- `close`: The closing price of the commodity. |
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- `volume`: The volume of the commodity. |
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## Data Splits |
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The data is split into a training set. |
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## Dataset Maintenance |
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The dataset is updated on a monthly basis by [Papers With Backtest](https://paperswithbacktest.com). |
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