skfolio.datasets.load_nasdaq_dataset#

skfolio.datasets.load_nasdaq_dataset(data_home=None, download_if_missing=True)[source]#

Load the prices of 1455 assets from the NASDAQ Composite Index.

This dataset is composed of the daily prices of 1455 assets from the NASDAQ Composite starting from 2018-01-02 up to 2023-05-31.

The data comes from the Yahoo public API. The price is the adjusted close which is the closing price after adjustments for all applicable splits and dividend distributions. The adjustment uses appropriate split and dividend multipliers, adhering to the Center for Research in Security Prices (CRSP) standards.

Observations

1362

Assets

1455
Parameters:
data_homestr, optional

Specify another download and cache folder for the datasets. By default, all skfolio data is stored in ~/skfolio_data subfolders.

download_if_missingbool, default=True

If False, raise an OSError if the data is not locally available instead of trying to download the data from the source site.

Returns:
dfDataFrame of shape (n_observations, n_assets)

Prices DataFrame

Examples

>>> from skfolio.datasets import load_nasdaq_dataset
>>> prices = load_nasdaq_dataset()
>>> prices.head()
               AAL   AAOI    AAON    AAPL  ...  ZVRA   ZYME    ZYNE   ZYXI
Date                                       ...
2018-01-02  51.648  37.91  35.621  41.310  ...  66.4  7.933  12.995  2.922
2018-01-03  51.014  37.89  36.247  41.303  ...  72.8  7.965  13.460  2.913
2018-01-04  51.336  38.38  36.103  41.495  ...  78.4  8.430  12.700  2.869
2018-01-05  51.316  38.89  36.681  41.967  ...  77.6  8.400  12.495  2.780
2018-01-08  50.809  38.37  36.103  41.811  ...  82.4  8.310  12.550  2.825