README.md

metadata

dataset_info:
  features:
    - name: scenario_id
      dtype: string
    - name: final_pnl_ratio
      dtype: float64
    - name: max_drawdown
      dtype: float64
    - name: total_trades
      dtype: int64
    - name: synthetic_ohlcv_close
      sequence: float64
    - name: garch_params_used_for_sim_str
      dtype: string
    - name: strategy_params_str
      dtype: string
    - name: strategy_exit_rules_str
      dtype: string
  splits:
    - name: train
      num_bytes: 9935009874
      num_examples: 1000000
  download_size: 0
  dataset_size: 9935009874
configs:
  - config_name: default
    data_files:
      - split: train
        path: data/train-*
license: cc-by-nc-sa-4.0
tags:
  - finance

Kreasof AI Capital (KAC) QuantFin-1M

We employ GARCH-based synthetic price generation, combined with our proprietary trading algorithm. The synthetic price path originally length in 28800 steps with 1-minute interval, but subsampled to 1028 steps with 28-minutes interval to save storage.

License: cc-by-nc-sa-4.0 (non-commercial)