Stock Market Data for Global Indexes

Citation Author(s):
Jay
Oza
Submitted by:
Jay Oza
Last updated:
Mon, 11/20/2023 - 00:32
DOI:
10.21227/8egp-1493
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Abstract 

The dataset tracks the performance of 4 major global stock market indexes over a 5 year period from August 2018 to August 2023. It includes the S&P 500 (USA), Nasdaq 100 (USA), Shanghai Composite (China), and Taiwan Weighted Index (Taiwan). The indexes represent key benchmarks for the US, Chinese, and Taiwanese equity markets. Analysis of the dataset can provide insights into relative performance, correlations, and volatility across these major markets. As a longitudinal sample, it enables study of market reactions to macroeconomic events, trade policy shifts, and other global developments over the time period. The breadth of indexes makes this a valuable dataset for researchers and analysts examining international stock market trends.

Instructions: 

Data Dictionary:

The dataset contains the daily closing prices for the following 4 stock market indexes:

S&P 500 (USA)
Nasdaq 100 (USA)
Shanghai Composite (China)
Taiwan Weighted Index (Taiwan)
The data covers the period from August 31, 2018 to August 31, 2023.

Each row contains the date and the closing price for each of the 4 indexes. The dates are formatted as MM-DD-YYYY. The prices are numeric values.

Instructions for Use:

This dataset can be used to analyze and compare the performance of major stock indexes across the US, China, and Taiwan markets over a recent 5 year period.

Potential analyses include:

Calculating and comparing returns across the different indexes
Analyzing correlations between the indexes
Examining volatility and risk metrics
Studying reactions to macroeconomic events and news
Backtesting quantitative trading strategies

The data is provided in CSV format and can be easily loaded into Python