Dataset: Stock

The stock dataset summarizes the daily log returns for various stocks over the course of six months in a single file. The first 11 columns contain a selection of stocks that are not part of the Dow Jones index. The 12th column is the Dow Jones index. For this dataset, you will investigate how well the Dow Jones index can be predicted from stocks outside of the index.

Dependent variable:  

The Dow Jones index. The column name is DJIA and its column index is defined in DJIA.

Predictor variables:  

The variable STOCKS contains the column numbers for a mix of stocks that are not in the Dow Jones index.

File paths:

data/stock/training.csv
data/stock/testing.csv