From: Forecasting relative returns for S&P 500 stocks using machine learning
No | Date (current day i) | X(i,260) | X(i,180) | … | X(i,15) | X(i,10) | X(i,5) | X(i,1) |
---|---|---|---|---|---|---|---|---|
1 | 2018-01-16 | 16.96 | 5.85 | … | 2.16 | 3.49 | 0.43 | 0.35 |
2 | 2018-01-17 | 17.59 | 4.76 | … | 2.12 | 2.17 | 0.5 | -0.19 |
3 | 2018-01-18 | 16.40 | 4.20 | … | 2.19 | 0.94 | 0.51 | -0.113 |
⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ |
989. | 2021-12-16 | 32.19 | 19.50 | … | − 0.44 | − 0.96 | − 2.18 | − 0.48 |