Original Data-Factor Augmentation with DM

Description

Here is the original data of article "Diffusion Model based Factor Augmentation in Portfolio Management". The technological factor is calculated from price-relative data using python module "pandas_ta", including MACD, RSI and WR. The zip "factor+price+macro" is the original data after filter processing which is downloaded from "Open Source Asset Pricing'' , "https://www.alphavantage.co/" and Yahoo! Finance. They each own the copyright of the corresponding dataset. The zip "total_data" is total data including technological, financial and macro factor data that could be read in python through "pandas"

Institutions

• Hunan University

Categories

Related Links

Licence