|
|
| --- |
| language: |
| - en |
| license: other |
| task_categories: |
| - tabular-regression |
| features: |
| - name: symbol |
| dtype: string |
| - name: date |
| dtype: string |
| - name: open |
| dtype: float64 |
| - name: high |
| dtype: float64 |
| - name: low |
| dtype: float64 |
| - name: close |
| dtype: float64 |
| - name: volume |
| dtype: int64 |
| 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." |
| --- |
| # Dataset Information |
|
|
| This dataset includes daily rates data for various bonds. |
|
|
| ## Instruments Included |
|
|
| **Austria** |
|
|
| - AT10Y: Austria Government Bond 10Y |
|
|
| **Australia (AU)** |
|
|
| - AU10Y: Australia Government Bond 10Y |
| - AU1Y: Australia Government Bond 1Y |
| - AU20Y: Australia Government Bond 20Y |
| - AU2Y: Australia Government Bond 2Y |
| - AU30Y: Australia Government Bond 30Y |
| - AU3Y: Australia Government Bond 3Y |
| - AU5Y: Australia Government Bond 5Y |
| - AU7Y: Australia Government Bond 7Y |
|
|
| **Belgium** |
|
|
| - BE10Y: Belgium Government Bond 10Y |
|
|
| **Brazil** |
|
|
| - BG10Y: Brazil Government Bond 10Y |
| - BR10Y: Brazil Government Bond 10Y |
| - BR1Y: Brazil Government Bond 1Y |
| - BR2Y: Brazil Government Bond 2Y |
| - BR3M: Brazil Government Bond 3M |
| - BR3Y: Brazil Government Bond 3Y |
| - BR5Y: Brazil Government Bond 5Y |
| - BR6M: Brazil Government Bond 6M |
|
|
| **Canada** |
|
|
| - CA10Y: Canada Government Bond 10Y |
| - CA1M: Canada Government Bond 1M |
| - CA1Y: Canada Government Bond 1Y |
| - CA20Y: Canada Government Bond 20Y |
| - CA2Y: Canada Government Bond 2Y |
| - CA30Y: Canada Government Bond 30Y |
| - CA3M: Canada Government Bond 3M |
| - CA3Y: Canada Government Bond 3Y |
| - CA5Y: Canada Government Bond 5Y |
| - CA6M: Canada Government Bond 6M |
| - CA7Y: Canada Government Bond 7Y |
|
|
| **Switzerland** |
|
|
| - CH10Y: Switzerland Government Bond 10Y |
|
|
| **Chile** |
|
|
| - CL10Y: Chile Government Bond 10Y |
|
|
| **China** |
|
|
| - CN10Y: China Government Bond 10Y |
| - CN1Y: China Government Bond 1Y |
| - CN20Y: China Government Bond 20Y |
| - CN2Y: China Government Bond 2Y |
| - CN30Y: China Government Bond 30Y |
| - CN3Y: China Government Bond 3Y |
| - CN5Y: China Government Bond 5Y |
| - CN7Y: China Government Bond 7Y |
|
|
| **Colombia** |
|
|
| - CO10Y: Colombia Government Bond 10Y |
|
|
| **Czech Republic** |
|
|
| - CZ10Y: Czech Republic Government Bond 10Y |
|
|
| **Germany** |
|
|
| - DE10Y: Germany Government Bond 10Y |
| - DE1M: Germany Government Bond 1M |
| - DE1Y: Germany Government Bond 1Y |
| - DE2Y: Germany Government Bond 2Y |
| - DE30Y: Germany Government Bond 30Y |
| - DE3M: Germany Government Bond 3M |
| - DE3Y: Germany Government Bond 3Y |
| - DE5Y: Germany Government Bond 5Y |
| - DE6M: Germany Government Bond 6M |
| - DE7Y: Germany Government Bond 7Y |
|
|
| **Denmark** |
|
|
| - DK10Y: Denmark Government Bond 10Y |
|
|
| **Spain** |
|
|
| - ES10Y: Spain Government Bond 10Y |
| - ES1Y: Spain Government Bond 1Y |
| - ES3M: Spain Government Bond 3M |
| - ES3Y: Spain Government Bond 3Y |
| - ES5Y: Spain Government Bond 5Y |
| - ES6M: Spain Government Bond 6M |
| - ESDE2Y: Spain Government Bond 2Y |
|
|
| **European Union** |
|
|
| - EU10Y: European Union Government Bond 10Y |
|
|
| **Finland** |
|
|
| - FI10Y: Finland Government Bond 10Y |
|
|
| **France** |
|
|
| - FR10Y: France Government Bond 10Y |
| - FR1M: France Government Bond 1M |
| - FR1Y: France Government Bond 1Y |
| - FR20Y: France Government Bond 20Y |
| - FR2Y: France Government Bond 2Y |
| - FR30Y: France Government Bond 30Y |
| - FR3M: France Government Bond 3M |
| - FR3Y: France Government Bond 3Y |
| - FR5Y: France Government Bond 5Y |
| - FR6M: France Government Bond 6M |
| - FR7Y: France Government Bond 7Y |
|
|
| **United Kingdom** |
|
|
| - GB10Y: United Kingdom Government Bond 10Y |
| - GB1M: United Kingdom Government Bond 1M |
| - GB1Y: United Kingdom Government Bond 1Y |
| - GB20Y: United Kingdom Government Bond 20Y |
| - GB30Y: United Kingdom Government Bond 30Y |
| - GB3M: United Kingdom Government Bond 3M |
| - GB3Y: United Kingdom Government Bond 3Y |
| - GB5Y: United Kingdom Government Bond 5Y |
| - GB6M: United Kingdom Government Bond 6M |
| - GB7Y: United Kingdom Government Bond 7Y |
|
|
| **Greece** |
|
|
| - GR10Y: Greece Government Bond 10Y |
| - GR1M: Greece Government Bond 1M |
| - GR20Y: Greece Government Bond 20Y |
| - GR2Y: Greece Government Bond 2Y |
| - GR3M: Greece Government Bond 3M |
| - GR6M: Greece Government Bond 6M |
|
|
| **Hong Kong** |
|
|
| - HK10Y: Hong Kong Government Bond 10Y |
|
|
| **Croatia** |
|
|
| - HR10Y: Croatia Government Bond 10Y |
|
|
| **Hungary** |
|
|
| - HU10Y: Hungary Government Bond 10Y |
|
|
| **Indonesia** |
|
|
| - ID10Y: Indonesia Government Bond 10Y |
| - ID1M: Indonesia Government Bond 1M |
| - ID1Y: Indonesia Government Bond 1Y |
| - ID20Y: Indonesia Government Bond 20Y |
| - ID30Y: Indonesia Government Bond 30Y |
| - ID3M: Indonesia Government Bond 3M |
| - ID3Y: Indonesia Government Bond 3Y |
| - ID5Y: Indonesia Government Bond 5Y |
| - ID6M: Indonesia Government Bond 6M |
|
|
| **Ireland** |
|
|
| - IE10Y: Ireland Government Bond 10Y |
|
|
| **Israel** |
|
|
| - IL10Y: Israel Government Bond 10Y |
|
|
| **India** |
|
|
| - IN10Y: India Government Bond 10Y |
| - IN1Y: India Government Bond 1Y |
| - IN2Y: India Government Bond 2Y |
| - IN30Y: India Government Bond 30Y |
| - IN3M: India Government Bond 3M |
| - IN3Y: India Government Bond 3Y |
| - IN5Y: India Government Bond 5Y |
| - IN6M: India Government Bond 6M |
| - IN7Y: India Government Bond 7Y |
|
|
| **Iceland** |
|
|
| - IS10Y: Iceland Government Bond 10Y |
|
|
| **Italy** |
|
|
| - IT10Y: Italy Government Bond 10Y |
| - IT1M: Italy Government Bond 1M |
| - IT1Y: Italy Government Bond 1Y |
| - IT20Y: Italy Government Bond 20Y |
| - IT2Y: Italy Government Bond 2Y |
| - IT30Y: Italy Government Bond 30Y |
| - IT3M: Italy Government Bond 3M |
| - IT3Y: Italy Government Bond 3Y |
| - IT5Y: Italy Government Bond 5Y |
| - IT6M: Italy Government Bond 6M |
| - IT7Y: Italy Government Bond 7Y |
|
|
| **Japan** |
|
|
| - JP10Y: Japan Government Bond 10Y |
| - JP1M: Japan Government Bond 1M |
| - JP1Y: Japan Government Bond 1Y |
| - JP20Y: Japan Government Bond 20Y |
| - JP2Y: Japan Government Bond 2Y |
| - JP30Y: Japan Government Bond 30Y |
| - JP3M: Japan Government Bond 3M |
| - JP3Y: Japan Government Bond 3Y |
| - JP5Y: Japan Government Bond 5Y |
| - JP6M: Japan Government Bond 6M |
| - JP7Y: Japan Government Bond 7Y |
|
|
| **Kenya** |
|
|
| - KE10Y: Kenya Government Bond 10Y |
|
|
| **South Korea** |
|
|
| - KR10Y: South Korea Government Bond 10Y |
| - KR1Y: South Korea Government Bond 1Y |
| - KR20Y: South Korea Government Bond 20Y |
| - KR2Y: South Korea Government Bond 2Y |
| - KR30Y: South Korea Government Bond 30Y |
| - KR3Y: South Korea Government Bond 3Y |
| - KR5Y: South Korea Government Bond 5Y |
|
|
| **Lithuania** |
|
|
| - LT10Y: Lithuania Government Bond 10Y |
|
|
| **Latvia** |
|
|
| - LV10Y: Latvia Government Bond 10Y |
|
|
| **Mexico** |
|
|
| - MX10Y: Mexico Government Bond 10Y |
|
|
| **Malaysia** |
|
|
| - MY10Y: Malaysia Government Bond 10Y |
|
|
| **Nigeria** |
|
|
| - NG10Y: Nigeria Government Bond 10Y |
|
|
| **Netherlands** |
|
|
| - NL10Y: Netherlands Government Bond 10Y |
| - NL3M: Netherlands Government Bond 3M |
| - NL6M: Netherlands Government Bond 6M |
|
|
| **Norway** |
|
|
| - NO10Y: Norway Government Bond 10Y |
|
|
| **New Zealand** |
|
|
| - NZ10Y: New Zealand Government Bond 10Y |
|
|
| **Peru** |
|
|
| - PE9Y: Peru Government Bond 9Y |
|
|
| **Philippines** |
|
|
| - PH10Y: Philippines Government Bond 10Y |
|
|
| **Pakistan** |
|
|
| - PK10Y: Pakistan Government Bond 10Y |
|
|
| **Poland** |
|
|
| - PL10Y: Poland Government Bond 10Y |
|
|
| **Portugal** |
|
|
| - PT10Y: Portugal Government Bond 10Y |
| - PT1M: Portugal Government Bond 1M |
| - PT1Y: Portugal Government Bond 1Y |
| - PT20Y: Portugal Government Bond 20Y |
| - PT2Y: Portugal Government Bond 2Y |
| - PT30Y: Portugal Government Bond 30Y |
| - PT3M: Portugal Government Bond 3M |
| - PT3Y: Portugal Government Bond 3Y |
| - PT5Y: Portugal Government Bond 5Y |
| - PT6M: Portugal Government Bond 6M |
| - PT7Y: Portugal Government Bond 7Y |
|
|
| **Qatar** |
|
|
| - QA10Y: Qatar Government Bond 10Y |
|
|
| **Romania** |
|
|
| - RO10Y: Romania Government Bond 10Y |
|
|
| **Russia** |
|
|
| - RU10Y: Russia Government Bond 10Y |
| - RU1M: Russia Government Bond 1M |
| - RU1Y: Russia Government Bond 1Y |
| - RU20Y: Russia Government Bond 20Y |
| - RU2Y: Russia Government Bond 2Y |
| - RU3M: Russia Government Bond 3M |
| - RU3Y: Russia Government Bond 3Y |
| - RU5Y: Russia Government Bond 5Y |
| - RU6M: Russia Government Bond 6M |
| - RU7Y: Russia Government Bond 7Y |
|
|
| **Sweden** |
|
|
| - SE10Y: Sweden Government Bond 10Y |
|
|
| **Singapore** |
|
|
| - SG10Y: Singapore Government Bond 10Y |
|
|
| **Slovenia** |
|
|
| - SI10Y: Slovenia Government Bond 10Y |
|
|
| **Slovakia** |
|
|
| - SK10Y: Slovakia Government Bond 10Y |
|
|
| **Thailand** |
|
|
| - TH10Y: Thailand Government Bond 10Y |
|
|
| **Turkey** |
|
|
| - TR10Y: Turkey Government Bond 10Y |
|
|
| **Taiwan** |
|
|
| - TW10Y: Taiwan Government Bond 10Y |
|
|
| **United States** |
|
|
| - US10Y: United States Government Bond 10Y |
| - US10YT: United States Treasury Bond 10Y |
| - US1M: United States Government Bond 1M |
| - US1Y: United States Government Bond 1Y |
| - US20Y: United States Government Bond 20Y |
| - US2Y: United States Government Bond 2Y |
| - US30Y: United States Government Bond 30Y |
| - US30YT: United States Treasury Bond 30Y |
| - US3M: United States Government Bond 3M |
| - US3Y: United States Government Bond 3Y |
| - US5Y: United States Government Bond 5Y |
| - US5YT: United States Treasury Bond 5Y |
| - US6M: United States Government Bond 6M |
| - US7Y: United States Government Bond 7Y |
|
|
| **Venezuela** |
|
|
| - VE10Y: Venezuela Government Bond 10Y |
|
|
| **Vietnam** |
|
|
| - VN10Y: Vietnam Government Bond 10Y |
|
|
| **South Africa** |
|
|
| - ZA10Y: South Africa Government Bond 10Y |
| - ZA20Y: South Africa Government Bond 20Y |
| - ZA2Y: South Africa Government Bond 2Y |
| - ZA30Y: South Africa Government Bond 30Y |
| - ZA3M: South Africa Government Bond 3M |
| - ZA3Y: South Africa Government Bond 3Y |
| - ZA5Y: South Africa Government Bond 5Y |
|
|
| ## Dataset Columns |
|
|
| - `symbol`: The symbol of the bond. |
| - `date`: The date of the data. |
| - `open`: The opening price of the bond. |
| - `high`: The highest price of the bond. |
| - `low`: The lowest price of the bond. |
| - `close`: The closing price of the bond. |
| - `volume`: The volume of the bond. |
|
|
| ## Data Splits |
|
|
| The data is split into a training set. |
|
|
| ## Dataset Maintenance |
|
|
| The dataset is updated on a monthly basis by [Papers With Backtest](https://paperswithbacktest.com). |
| |
