{"id":37119,"date":"2025-12-16T02:27:11","date_gmt":"2025-12-16T01:27:11","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/dataset-multi-asset-market-signals-dataset-for-ml-leakage-safe-research-grade\/"},"modified":"2025-12-16T02:27:11","modified_gmt":"2025-12-16T01:27:11","slug":"dataset-multi-asset-market-signals-dataset-for-ml-leakage-safe-research-grade","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/dataset-multi-asset-market-signals-dataset-for-ml-leakage-safe-research-grade\/","title":{"rendered":"[Dataset] Multi-Asset Market Signals Dataset For ML (leakage-safe, Research-grade)"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p><strong>I\u2019ve released a research-grade financial dataset designed for machine<\/strong><\/p>\n<p><strong>learning and quantitative research, with a strong focus on preventing<\/strong><\/p>\n<p><strong>lookahead bias.<\/strong><\/p>\n<p><strong>The dataset includes:<\/strong><\/p>\n<p><strong>&#8211; Multi-asset daily price data<\/strong><\/p>\n<p><strong>&#8211; Technical indicators (momentum, volatility, trend, volume)<\/strong><\/p>\n<p><strong>&#8211; Macroeconomic features aligned by release dates<\/strong><\/p>\n<p><strong>&#8211; Risk metrics (drawdowns, VaR, beta, tail risk)<\/strong><\/p>\n<p><strong>&#8211; Strictly forward-looking targets at multiple horizons<\/strong><\/p>\n<p><strong>All features are computed using only information available at the time,<\/strong><\/p>\n<p><strong>and macro data is aligned using publication dates to ensure temporal<\/strong><\/p>\n<p><strong>integrity.<\/strong><\/p>\n<p><strong>The dataset follows a layered structure (raw \u2192 processed \u2192 aggregated),<\/strong><\/p>\n<p><strong>with full traceability and reproducible pipelines. A baseline,<\/strong><\/p>\n<p><strong>leakage-safe modeling notebook is included to demonstrate correct usage.<\/strong><\/p>\n<p><strong>The dataset is publicly available here:<\/strong><\/p>\n<p><strong>Kaggle link:<\/strong><\/p>\n<p><a href=\"https:\/\/www.kaggle.com\/datasets\/DIKKAT_LINKI_BURAYA_YAPISTIR\"><strong>https:\/\/www.kaggle.com\/datasets\/DIKKAT_LINKI_BURAYA_YAPISTIR<\/strong><\/a><\/p>\n<p><strong>Feedback and suggestions are very welcome.<\/strong><\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/subcomandante_65\"> \/u\/subcomandante_65 <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1pnot1a\/dataset_multiasset_market_signals_dataset_for_ml\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1pnot1a\/dataset_multiasset_market_signals_dataset_for_ml\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-37119 jlk' href='javascript:void(0)' data-task='like' data-post_id='37119' data-nonce='65e0e39b87' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-37119 lc'>0<\/span><\/a><\/div><\/div> <div class='status-37119 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>I\u2019ve released a research-grade financial dataset designed for machine learning and quantitative research, with a strong focus&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[85],"tags":[],"class_list":["post-37119","post","type-post","status-publish","format-standard","hentry","category-datatards","wpcat-85-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/37119","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=37119"}],"version-history":[{"count":0,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/37119\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=37119"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=37119"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=37119"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}