Constarium
← Search

Table · dataset · 2024

Bonds Daily Price

Listed in Hugging Face Datasets

Bonds Daily Price This dataset includes daily rate data for various bonds. 1,415,096 rows over 209 symbols, 7 columns, covering 1969-04-30 to 2026-07-31.

Description

Refreshed monthly. Strategies Built on This Data 590 papers in the Papers With Backtest catalogue declare this dataset as an input. 560 of them have been coded and run over their own full history.

The median replicated Sharpe ratio is +0.48, and 59% clear a t-statistic of 1.96 on their own sample, against 48%… See the full description on the dataset page: huggingface.co/datasets/paperswithbacktest/Bonds-Daily-Price.

Links

Get the data

Catalogue records · 1

Topics

Provenance · 1 source records, 12 field assertions
SourceKeyLast seenRaw
Hugging Face Datasetspaperswithbacktest/Bonds-Daily-Price14 d agoJSON v1
FieldAssertionExtractorEvidence
access_levelsource · Hugging Faceconnector:huggingface@1.0.0/gated
concepts[field].local:field:computer-science-aimapping · Hugging Faceconnector:huggingface@1.0.0
concepts[modality].hf_modality:tabularsource · Hugging Faceconnector:huggingface@1.0.0
concepts[modality].hf_modality:textsource · Hugging Faceconnector:huggingface@1.0.0
concepts[task].hf_task:tabular-regressionsource · Hugging Faceconnector:huggingface@1.0.0/tags[task_categories:*]
concepts[task].hf_task:time-series-forecastingsource · Hugging Faceconnector:huggingface@1.0.0/tags[task_categories:*]
created_datesource · Hugging Faceconnector:huggingface@1.0.0
descriptionsource · Hugging Faceconnector:huggingface@1.0.0/description
license_textsource · Hugging Faceconnector:huggingface@1.0.0
publication_datesource · Hugging Faceconnector:huggingface@1.0.0
titlesource · Hugging Faceconnector:huggingface@1.0.0/id
updated_datesource · Hugging Faceconnector:huggingface@1.0.0