Datasets:

dddyym
/

ml-quant-trading-synthetic

date string	asset_id string	open float64	high float64	low float64	close float64	volume float64	vwap float64	tradable int64
2022-01-04T00:00:00.000000	SYN00000	41.874798	42.083382	41.611034	41.636463	6,975,061	41.801418	1
2022-01-04T00:00:00.000000	SYN00001	25.276588	25.620697	25.16342	25.465273	1,622,307.75	25.381495	1
2022-01-04T00:00:00.000000	SYN00002	49.464401	49.793186	48.817299	49.103672	2,052,431.12	49.29464	1
2022-01-04T00:00:00.000000	SYN00003	13.758237	13.801803	13.588634	13.668875	3,304,407.5	13.704387	1
2022-01-04T00:00:00.000000	SYN00004	5.056363	5.168982	5.054633	5.1427	5,573,919.5	5.10567	1
2022-01-04T00:00:00.000000	SYN00005	14.74722	14.807347	14.474262	14.530024	4,118,257.5	14.639713	1
2022-01-04T00:00:00.000000	SYN00006	38.67989	39.478874	38.530308	39.209694	1,501,954	38.97469	1
2022-01-04T00:00:00.000000	SYN00007	30.936434	31.105444	30.76198	30.876377	3,219,400.5	30.920059	1
2022-01-04T00:00:00.000000	SYN00008	6.763293	6.791289	6.676257	6.682471	3,578,513.5	6.728328	1
2022-01-04T00:00:00.000000	SYN00009	40.119469	40.242561	39.871578	39.97937	4,170,329	40.053246	1
2022-01-04T00:00:00.000000	SYN00010	20.0457	20.317488	19.92918	20.199392	1,689,992	20.12294	1
2022-01-04T00:00:00.000000	SYN00011	6.425045	6.426972	6.404783	6.410798	1,644,322.88	6.4169	1
2022-01-04T00:00:00.000000	SYN00012	42.430573	42.640541	42.215706	42.348194	5,117,551.5	42.408752	1
2022-01-04T00:00:00.000000	SYN00013	31.97789	32.625786	31.873877	32.374325	2,124,047.75	32.212971	1
2022-01-04T00:00:00.000000	SYN00014	5.706804	5.710707	5.660074	5.662169	2,330,463.75	5.684938	1
2022-01-04T00:00:00.000000	SYN00015	50.432209	50.787148	49.947617	50.00415	2,969,734	50.292782	1
2022-01-04T00:00:00.000000	SYN00016	19.712826	19.759777	19.604784	19.688208	3,802,057.75	19.691399	1
2022-01-04T00:00:00.000000	SYN00017	26.529064	26.638668	26.518255	26.558123	2,175,508	26.561028	1
2022-01-04T00:00:00.000000	SYN00018	19.460659	19.477844	19.455013	19.463768	3,648,701.25	19.464321	1
2022-01-04T00:00:00.000000	SYN00019	13.817043	13.987929	13.714616	13.796167	3,687,940	13.828939	1
2022-01-04T00:00:00.000000	SYN00020	46.149414	46.582222	45.70137	45.866028	2,409,923	46.07476	1
2022-01-04T00:00:00.000000	SYN00021	33.66935	33.826244	33.486294	33.581848	2,264,901.5	33.640934	1
2022-01-04T00:00:00.000000	SYN00022	14.50052	14.653128	14.467496	14.610581	4,025,925.75	14.557932	1
2022-01-04T00:00:00.000000	SYN00023	20.94878	21.047718	20.863083	20.981909	1,206,724.75	20.960373	1
2022-01-04T00:00:00.000000	SYN00024	50.777523	51.146915	49.919735	50.269508	4,176,394.25	50.52842	1
2022-01-04T00:00:00.000000	SYN00025	45.91396	46.095058	45.738167	45.793167	4,876,339	45.88509	1
2022-01-04T00:00:00.000000	SYN00026	44.568699	44.763371	44.509872	44.634491	2,486,580.75	44.619106	1
2022-01-04T00:00:00.000000	SYN00027	12.883198	13.177088	12.878207	13.140109	8,281,344.5	13.019651	1
2022-01-04T00:00:00.000000	SYN00028	41.323029	41.685089	40.978283	41.522423	4,523,529.5	41.377205	1
2022-01-04T00:00:00.000000	SYN00029	14.510439	14.617443	14.450234	14.608316	6,588,278.5	14.546608	1
2022-01-04T00:00:00.000000	SYN00030	19.33329	19.706274	19.249798	19.696917	4,253,681.5	19.496569	1
2022-01-04T00:00:00.000000	SYN00031	36.495842	36.997089	36.446438	36.809715	1,632,612	36.687271	1
2022-01-04T00:00:00.000000	SYN00032	25.126286	25.692453	25.067621	25.429245	4,480,382.5	25.328901	1
2022-01-04T00:00:00.000000	SYN00033	12.845489	13.006905	12.829893	12.98009	5,958,413	12.915594	1
2022-01-04T00:00:00.000000	SYN00034	24.080053	24.096211	23.823969	23.966938	2,311,902.75	23.991793	1
2022-01-04T00:00:00.000000	SYN00035	9.991458	10.069719	9.97099	10.034017	1,891,321.25	10.016546	1
2022-01-04T00:00:00.000000	SYN00036	29.362722	29.754618	29.277172	29.690977	5,718,878.5	29.521372	1
2022-01-04T00:00:00.000000	SYN00037	28.519178	28.619803	28.307028	28.350145	3,925,439	28.44904	1
2022-01-04T00:00:00.000000	SYN00038	34.132023	34.255734	33.374611	33.580219	3,915,371.25	33.835648	1
2022-01-04T00:00:00.000000	SYN00039	6.442139	6.462487	6.37631	6.416161	6,563,493.5	6.424274	1
2022-01-04T00:00:00.000000	SYN00040	37.233711	37.267792	36.842331	36.951664	5,432,114	37.073875	1
2022-01-04T00:00:00.000000	SYN00041	35.888165	36.352074	35.71233	36.21722	1,104,319.62	36.042446	1
2022-01-04T00:00:00.000000	SYN00042	8.320721	8.327896	8.227161	8.246331	2,707,760	8.280527	1
2022-01-04T00:00:00.000000	SYN00043	41.746796	41.931938	41.288384	41.613373	1,565,370	41.645123	1
2022-01-04T00:00:00.000000	SYN00044	24.536585	24.584892	24.265001	24.448879	3,559,492	24.458839	1
2022-01-04T00:00:00.000000	SYN00045	45.942875	46.151836	45.519344	45.728741	4,299,486	45.835701	1
2022-01-04T00:00:00.000000	SYN00046	40.17762	40.213455	39.871342	40.114731	7,414,151.5	40.094288	1
2022-01-04T00:00:00.000000	SYN00047	19.674845	19.979767	19.673405	19.857994	2,619,580.75	19.796503	1
2022-01-04T00:00:00.000000	SYN00048	49.086186	49.259708	48.383514	48.666874	6,612,101	48.849072	1
2022-01-04T00:00:00.000000	SYN00049	33.957996	34.651642	33.802834	34.487316	3,070,307.75	34.224949	1
2022-01-04T00:00:00.000000	SYN00050	16.835415	17.014151	16.486624	16.639889	1,392,323.38	16.744019	1
2022-01-04T00:00:00.000000	SYN00051	40.143623	40.316742	39.583363	39.728008	3,056,125.75	39.942936	1
2022-01-04T00:00:00.000000	SYN00052	13.663375	13.892644	13.652615	13.880203	3,099,043.5	13.772209	1
2022-01-04T00:00:00.000000	SYN00053	21.191881	21.618198	20.99577	21.451372	2,600,114.25	21.314306	1
2022-01-04T00:00:00.000000	SYN00054	47.822414	48.025906	47.678719	47.79496	9,343,355	47.830498	1
2022-01-04T00:00:00.000000	SYN00055	43.767628	44.407955	43.42831	44.243259	2,703,676.5	43.961788	1
2022-01-04T00:00:00.000000	SYN00056	5.54898	5.55333	5.492152	5.514418	4,113,018.25	5.52722	1
2022-01-04T00:00:00.000000	SYN00057	49.210194	49.409485	47.947868	48.02842	5,026,123	48.648991	1
2022-01-04T00:00:00.000000	SYN00058	36.330154	36.984333	36.247585	36.817596	3,209,068	36.594917	1
2022-01-04T00:00:00.000000	SYN00059	28.760243	29.414885	28.657599	29.233107	5,604,764.5	29.016459	1
2022-01-04T00:00:00.000000	SYN00060	8.667377	8.747342	8.514806	8.609307	7,079,951.5	8.634708	1
2022-01-04T00:00:00.000000	SYN00061	38.595478	39.004749	38.561615	38.732361	3,680,306.5	38.723553	1
2022-01-04T00:00:00.000000	SYN00062	18.875225	19.113659	18.830645	18.971514	3,363,891.5	18.947762	1
2022-01-04T00:00:00.000000	SYN00063	32.607208	33.080063	32.475067	32.936924	3,609,071.5	32.774815	1
2022-01-04T00:00:00.000000	SYN00064	18.833334	18.993588	18.709177	18.823141	2,261,614.5	18.839809	1
2022-01-04T00:00:00.000000	SYN00065	15.420078	15.686777	15.417585	15.612289	1,376,953.88	15.534183	1
2022-01-04T00:00:00.000000	SYN00066	21.462318	21.641211	21.111919	21.240393	2,473,956.25	21.36396	1
2022-01-04T00:00:00.000000	SYN00067	18.789042	19.010439	18.75519	18.991028	4,132,048.25	18.886425	1
2022-01-04T00:00:00.000000	SYN00068	17.29846	17.438952	17.266092	17.376703	3,673,844.5	17.345053	1
2022-01-04T00:00:00.000000	SYN00069	9.659926	9.762195	9.639464	9.691374	5,442,201	9.688239	1
2022-01-04T00:00:00.000000	SYN00070	13.004847	13.061335	12.791042	12.83141	9,384,219	12.922158	1
2022-01-04T00:00:00.000000	SYN00071	21.540072	21.570408	21.307552	21.454132	2,485,942.75	21.468041	1
2022-01-04T00:00:00.000000	SYN00072	44.527676	44.797134	44.026154	44.684589	2,761,954.75	44.508888	1
2022-01-04T00:00:00.000000	SYN00073	16.006556	16.042601	15.812397	15.916223	2,966,964.5	15.944445	1
2022-01-04T00:00:00.000000	SYN00074	13.488786	13.5782	13.373469	13.556413	2,935,667	13.499217	1
2022-01-04T00:00:00.000000	SYN00075	28.455833	28.498684	28.237223	28.340389	6,494,736.5	28.383034	1
2022-01-04T00:00:00.000000	SYN00076	36.356758	36.770317	36.179199	36.443817	1,926,568.75	36.437523	1
2022-01-04T00:00:00.000000	SYN00077	37.100185	37.287308	36.959675	37.226139	3,334,364.25	37.143326	1
2022-01-04T00:00:00.000000	SYN00078	22.013676	22.098236	21.696732	21.925634	1,427,184.88	21.933569	1
2022-01-04T00:00:00.000000	SYN00079	6.933628	6.948881	6.89743	6.920863	2,214,120.5	6.9252	1
2022-01-04T00:00:00.000000	SYN00080	21.700655	21.729799	21.437162	21.647682	5,444,672.5	21.628824	1
2022-01-04T00:00:00.000000	SYN00081	25.279383	25.386063	25.191944	25.292254	6,151,830.5	25.287411	1
2022-01-04T00:00:00.000000	SYN00082	12.880068	12.973447	12.802346	12.839972	2,185,902.25	12.873959	1
2022-01-04T00:00:00.000000	SYN00083	43.691479	44.020527	43.491859	44.000889	3,152,177	43.801189	1
2022-01-04T00:00:00.000000	SYN00084	15.951543	16.10437	15.796089	15.981034	2,073,033.88	15.958259	1
2022-01-04T00:00:00.000000	SYN00085	24.993559	25.021414	24.697475	24.845329	2,196,332	24.889444	1
2022-01-04T00:00:00.000000	SYN00086	33.57188	33.649799	33.365501	33.435295	4,859,978.5	33.505619	1
2022-01-04T00:00:00.000000	SYN00087	32.781513	33.032784	32.747139	33.018597	1,727,601.75	32.895008	1
2022-01-04T00:00:00.000000	SYN00088	48.084438	48.583	47.78215	48.490421	5,204,115.5	48.235001	1
2022-01-04T00:00:00.000000	SYN00089	27.387056	27.717459	27.284258	27.556578	1,736,527.38	27.486338	1
2022-01-04T00:00:00.000000	SYN00090	18.199768	18.282263	18.040226	18.240349	1,255,810.12	18.190651	1
2022-01-04T00:00:00.000000	SYN00091	23.191607	23.473324	23.086916	23.463944	5,129,070	23.303947	1
2022-01-04T00:00:00.000000	SYN00092	31.53764	31.726534	31.251688	31.65848	1,459,144.5	31.543585	1
2022-01-04T00:00:00.000000	SYN00093	23.464272	23.664797	23.272099	23.355925	2,579,180.75	23.439272	1
2022-01-04T00:00:00.000000	SYN00094	15.744134	15.790824	15.376091	15.409507	2,165,888.25	15.580139	1
2022-01-04T00:00:00.000000	SYN00095	4.999956	5.061181	4.98883	5.044224	982,558.875	5.023548	1
2022-01-04T00:00:00.000000	SYN00096	39.130077	39.276318	39.101261	39.215702	2,424,964.25	39.18084	1
2022-01-04T00:00:00.000000	SYN00097	20.169815	20.230173	20.102177	20.171618	1,994,740.25	20.168446	1
2022-01-04T00:00:00.000000	SYN00098	14.988042	15.010945	14.911581	14.914978	2,805,439.25	14.956387	1
2022-01-04T00:00:00.000000	SYN00099	34.41095	34.775806	34.233749	34.71283	10,589,977	34.533333	1

End of preview. Expand in Data Studio

ml-quant-trading deterministic synthetic panel

This dataset is the zero-account smoke-test panel generated by ml-quant-trading. It contains no real instruments, proprietary market data, or investment signals.

Associated paper

This artifact accompanies Machine Learning Enhanced Multi-Factor Quantitative Trading (arXiv:2507.07107).

Dataset structure

Rows: 100,000 (500 dates × 200 synthetic assets)
Columns: date, asset_id, OHLCV, vwap, and tradable
Generator commit: faababb851b22061759f748c252f1cca1eaf0202
Data SHA-256: 2a76fa09d2567f707abd1f48f2e0d8d59e140ad20083de2e92313ecadc2e7186

Asset identifiers are synthetic labels and do not map to listed securities. Prices come from the repository's deterministic GBM-style generator. Missing and untradable cells are simulated to exercise masks and pipeline behavior.

Load

from datasets import load_dataset

dataset = load_dataset("dddyym/ml-quant-trading-synthetic")
print(dataset["train"][0])

Intended use

test installation and data-loading paths;
reproduce the public synthetic demo;
exercise factor, model, portfolio, and backtest code without market-data access;
build CI or teaching examples.

Not intended for

estimating real-market performance;
training or evaluating a deployable trading strategy;
mapping synthetic asset IDs to real securities;
investment decisions.

Regenerate the bundle from the source repository:

mlquant demo
python scripts/export_huggingface_artifacts.py

See the project's Research Card and Reality Check.

Downloads last month: 32

Models trained or fine-tuned on dddyym/ml-quant-trading-synthetic

dddyym/ml-quant-trading-synthetic-mlp

Tabular Regression • Updated 1 day ago

Paper for dddyym/ml-quant-trading-synthetic

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Paper • 2507.07107 • Published May 9