ml-finance-python

python scripts for finance machine learning

git clone https://9o.is/git/ml-finance-python.git

edhec-hedgefundindices.csv

(21557B)


      1 date,Convertible Arbitrage,CTA Global,Distressed Securities,Emerging Markets,Equity Market Neutral,Event Driven,Fixed Income Arbitrage,Global Macro,Long/Short Equity,Merger Arbitrage,Relative Value,Short Selling,Funds Of Funds
      2 31/01/1997,1.19,3.93,1.78,7.91,1.89,2.13,1.91,5.73,2.81,1.50,1.80,-1.66,3.17
      3 28/02/1997,1.23,2.98,1.22,5.25,1.01,0.84,1.22,1.75,-0.06,0.34,1.18,4.26,1.06
      4 31/03/1997,0.78,-0.21,-0.12,-1.20,0.16,-0.23,1.09,-1.19,-0.84,0.60,0.10,7.78,-0.77
      5 30/04/1997,0.86,-1.70,0.30,1.19,1.19,-0.05,1.30,1.72,0.84,-0.01,1.22,-1.29,0.09
      6 31/05/1997,1.56,-0.15,2.33,3.15,1.89,3.46,1.18,1.08,3.94,1.97,1.73,-7.37,2.75
      7 30/06/1997,2.12,0.85,2.17,5.81,1.65,2.58,1.08,2.18,2.23,2.31,1.98,-0.65,2.25
      8 31/07/1997,1.93,5.91,2.34,5.60,2.47,3.07,0.95,7.38,4.54,2.00,1.81,-4.29,4.35
      9 31/08/1997,1.34,-4.73,1.47,-0.66,0.17,0.71,0.87,-1.80,1.07,0.79,1.03,-0.72,0.51
     10 30/09/1997,1.22,1.98,3.50,2.29,2.02,3.29,1.19,2.90,4.29,1.97,1.83,-1.55,3.34
     11 31/10/1997,1.00,-0.98,-0.64,-5.72,0.95,0.61,-0.32,-1.42,0.10,0.94,0.79,5.72,-0.99
     12 30/11/1997,0.00,1.33,0.54,-3.78,0.41,1.34,0.53,1.06,-0.26,2.23,1.11,2.17,-0.34
     13 31/12/1997,0.68,2.86,0.73,1.60,0.66,1.54,0.79,2.64,1.04,1.58,0.82,1.61,0.89
     14 31/01/1998,1.45,1.04,0.95,-4.29,0.60,0.55,-0.26,-0.50,0.13,0.55,1.32,0.14,-0.36
     15 28/02/1998,1.46,-0.65,2.27,3.39,1.35,2.94,0.98,1.28,3.42,2.12,1.30,1.55,2.56
     16 31/03/1998,1.44,1.22,2.52,3.18,1.79,2.63,1.28,5.70,3.36,1.64,1.45,6.37,3.73
     17 30/04/1998,1.26,-2.96,1.65,0.41,0.67,1.04,0.75,0.34,1.20,1.39,1.45,6.57,1.25
     18 31/05/1998,0.56,1.93,0.06,-8.25,0.80,-0.83,0.40,0.95,-0.87,-0.09,0.53,14.37,-0.72
     19 30/06/1998,-0.06,0.51,-0.47,-4.22,1.08,0.02,-0.80,1.20,1.67,0.72,0.26,-0.53,0.21
     20 31/07/1998,0.60,-0.10,-0.69,0.19,0.12,-0.37,1.06,0.58,-0.06,0.07,0.11,3.43,-0.07
     21 31/08/1998,-3.19,6.91,-8.36,-19.22,-1.07,-8.86,-1.43,-2.63,-5.52,-5.44,-3.41,24.63,-6.16
     22 30/09/1998,-1.96,4.54,-2.15,-3.95,0.61,-1.10,-3.62,-0.59,2.06,0.76,0.05,-3.76,-0.37
     23 31/10/1998,-2.14,0.04,-0.29,1.40,0.52,0.91,-8.01,-2.23,1.69,1.59,-1.40,-10.77,-0.02
     24 30/11/1998,2.69,-0.89,1.64,4.30,1.58,2.44,0.52,1.94,2.91,2.20,1.98,-7.56,2.20
     25 31/12/1998,1.13,2.21,1.08,-0.98,2.09,2.19,1.20,2.33,4.08,2.24,1.64,-5.31,2.22
     26 31/01/1999,2.19,-1.67,1.81,-1.20,1.01,2.01,1.58,0.86,2.58,1.12,1.95,-6.65,2.02
     27 28/02/1999,0.82,1.97,-0.21,1.02,0.23,-0.42,2.08,-1.11,-1.69,0.36,0.85,8.33,-0.63
     28 31/03/1999,1.36,-0.65,1.59,5.85,0.33,1.93,1.60,0.24,2.29,1.33,1.16,-1.54,2.13
     29 30/04/1999,2.43,2.10,4.18,6.30,1.07,4.29,1.06,3.29,3.12,2.18,2.38,-3.75,4.00
     30 31/05/1999,1.66,-1.50,2.07,0.61,0.89,2.15,0.72,-0.55,0.95,2.10,1.46,0.09,1.19
     31 30/06/1999,1.02,2.34,2.73,6.54,1.68,2.97,0.88,2.14,3.15,2.22,1.48,-4.12,2.82
     32 31/07/1999,1.01,-0.51,0.84,-0.61,1.35,0.96,0.51,-0.18,1.77,1.47,1.10,0.92,0.88
     33 31/08/1999,0.48,-0.27,0.20,-1.47,0.95,-0.27,-0.28,-0.61,0.22,0.50,0.62,4.68,0.28
     34 30/09/1999,0.96,0.64,-0.41,-0.69,0.95,0.90,0.92,-0.02,1.13,1.16,1.05,4.01,0.52
     35 31/10/1999,0.45,-3.54,0.27,2.88,0.66,0.54,0.87,0.73,2.12,0.96,0.70,-1.30,1.30
     36 30/11/1999,1.24,1.66,2.20,6.92,1.33,2.84,1.06,4.05,4.81,2.37,1.37,-12.39,4.83
     37 31/12/1999,1.40,1.42,3.00,12.30,1.98,2.86,0.97,6.12,7.45,0.90,1.83,-11.37,6.22
     38 31/01/2000,2.27,1.28,0.88,0.77,0.75,0.88,0.41,0.21,0.75,1.43,1.73,4.27,1.69
     39 29/02/2000,2.67,-0.22,4.21,5.28,2.53,3.46,0.97,4.08,6.99,2.39,1.85,-13.40,6.66
     40 31/03/2000,2.43,-1.38,1.03,3.18,1.34,0.69,-0.61,-1.04,0.06,1.31,1.63,-2.30,0.39
     41 30/04/2000,2.23,-2.41,-1.01,-5.41,1.68,-0.59,-0.06,-3.04,-2.01,1.88,0.92,10.28,-2.69
     42 31/05/2000,1.49,1.14,-1.32,-4.33,0.62,-0.34,1.07,-0.70,-0.97,1.46,0.80,7.04,-1.22
     43 30/06/2000,1.79,-1.24,2.03,3.34,1.71,2.68,0.58,1.54,3.49,1.67,1.76,-11.07,3.11
     44 31/07/2000,0.93,-1.31,0.64,0.25,0.63,0.57,0.18,0.37,0.06,1.16,0.84,5.53,-0.22
     45 31/08/2000,1.62,1.89,1.40,3.68,2.10,1.73,1.07,2.48,3.45,1.57,1.57,-11.35,2.67
     46 30/09/2000,1.41,-2.08,-0.19,-4.62,0.58,0.48,0.76,-1.49,-0.16,1.37,0.75,12.04,-0.69
     47 31/10/2000,0.52,0.75,-0.73,-2.56,0.40,-0.68,0.06,-0.24,-0.84,0.26,-0.04,7.84,-1.04
     48 30/11/2000,-0.81,4.25,-2.09,-3.85,0.45,-1.36,0.66,1.25,-1.53,1.02,0.06,16.57,-2.05
     49 31/12/2000,-0.02,6.82,0.01,1.16,1.60,1.27,0.48,4.72,2.48,1.25,0.75,0.63,1.33
     50 31/01/2001,3.44,0.25,3.08,5.86,0.75,2.98,1.63,2.14,1.65,1.11,3.33,-2.71,2.23
     51 28/02/2001,1.82,-0.16,1.00,-2.21,1.20,0.45,0.54,-0.72,-2.64,0.54,0.30,10.21,-0.89
     52 31/03/2001,1.62,4.38,-0.37,-1.75,1.08,-0.42,0.51,0.38,-1.99,-0.61,-0.11,6.20,-0.68
     53 30/04/2001,1.57,-3.62,0.48,1.14,0.75,1.10,0.94,0.49,2.46,0.58,1.74,-9.91,1.04
     54 31/05/2001,0.33,0.81,2.35,2.78,0.77,1.85,0.68,0.32,0.43,1.61,1.41,-1.30,0.80
     55 30/06/2001,0.12,-0.77,3.60,1.60,0.17,0.63,0.17,0.17,0.19,-0.87,0.19,1.10,0.13
     56 31/07/2001,0.91,-0.40,0.73,-2.86,0.31,0.49,0.54,-0.40,-1.44,0.79,0.10,3.53,-0.40
     57 31/08/2001,1.42,1.53,1.06,0.30,0.94,0.90,1.05,0.06,-0.96,0.99,-0.31,7.52,0.19
     58 30/09/2001,0.78,2.46,-0.14,-4.25,0.23,-2.54,-0.13,-0.70,-3.48,-2.67,-2.21,9.41,-1.42
     59 31/10/2001,1.17,3.36,1.03,2.78,0.58,1.48,1.34,2.08,0.99,0.85,1.64,-2.98,0.95
     60 30/11/2001,0.80,-5.43,0.86,4.83,0.55,1.05,-0.24,0.21,2.00,0.14,1.36,-6.55,0.58
     61 31/12/2001,-0.94,1.48,0.15,4.21,0.56,1.07,0.53,1.38,1.80,0.45,0.97,-2.51,0.99
     62 31/01/2002,1.48,-0.72,1.86,2.73,0.65,0.78,0.86,0.69,-0.37,0.77,0.97,3.43,0.30
     63 28/02/2002,-0.49,-2.02,-0.33,1.81,-0.07,-0.71,0.56,-0.35,-1.23,-0.44,-0.11,3.90,-0.15
     64 31/03/2002,0.53,0.09,0.52,3.31,0.47,1.53,0.45,0.64,1.55,0.73,1.45,-4.46,0.90
     65 30/04/2002,0.96,-1.04,1.39,1.44,0.76,0.46,1.13,0.98,-0.42,-0.13,0.70,4.83,0.52
     66 31/05/2002,0.33,2.70,0.91,0.01,0.53,0.01,0.99,1.23,-0.34,0.00,0.31,3.46,0.50
     67 30/06/2002,0.04,6.55,-1.17,-2.92,0.22,-2.83,0.69,-0.22,-2.49,-1.70,-1.07,5.48,-0.95
     68 31/07/2002,-1.59,4.13,-1.33,-3.09,-0.13,-3.00,0.57,-0.78,-3.89,-1.74,-1.85,6.44,-1.40
     69 31/08/2002,0.50,2.20,0.09,1.19,0.69,0.60,0.97,0.63,0.41,0.61,0.58,0.15,0.37
     70 30/09/2002,1.46,2.84,-0.44,-2.52,0.15,-0.70,-0.33,0.54,-1.60,-0.28,-1.10,7.31,-0.33
     71 31/10/2002,1.04,-3.76,-0.31,1.54,0.16,0.31,-0.63,-0.86,1.23,0.32,0.84,-4.05,-0.31
     72 30/11/2002,2.51,-1.64,2.39,1.90,0.25,2.16,0.54,0.47,2.24,0.54,1.85,-5.47,1.06
     73 31/12/2002,1.57,4.89,2.22,0.48,0.94,0.44,1.53,1.92,-1.49,0.46,0.23,4.43,0.77
     74 31/01/2003,2.83,4.41,2.43,0.12,0.83,1.54,1.06,1.82,0.05,0.40,0.67,1.62,0.72
     75 28/02/2003,1.33,4.02,0.92,0.84,0.24,0.26,0.79,1.66,-0.37,0.18,-0.04,1.30,0.31
     76 31/03/2003,0.89,-4.45,1.13,0.19,0.15,0.83,0.19,-1.22,0.20,-0.07,0.49,-0.75,-0.04
     77 30/04/2003,1.50,0.65,3.45,4.50,0.31,2.72,0.91,1.17,2.98,0.99,1.86,-6.56,1.34
     78 31/05/2003,1.36,4.90,2.70,4.33,1.07,3.01,2.07,3.97,3.62,1.54,2.12,-4.99,2.05
     79 30/06/2003,-0.58,-1.92,2.67,2.68,0.34,1.81,0.44,0.56,1.28,0.48,0.71,-1.62,0.68
     80 31/07/2003,-0.72,-1.71,1.17,1.04,-0.06,1.19,-0.92,-0.35,1.18,0.53,0.41,-3.61,0.25
     81 31/08/2003,-0.87,0.78,1.37,3.74,0.31,1.33,0.43,2.02,1.79,0.70,0.58,-3.54,0.78
     82 30/09/2003,1.71,-0.19,2.42,2.64,0.78,1.33,1.05,2.15,0.94,0.77,0.86,1.36,1.21
     83 31/10/2003,1.46,1.04,2.67,2.59,1.15,1.91,0.35,1.11,2.99,1.11,1.59,-6.56,1.52
     84 30/11/2003,0.92,0.18,1.54,0.96,0.46,1.16,0.69,0.31,1.30,0.44,1.02,-1.36,0.70
     85 31/12/2003,0.54,3.81,1.98,4.03,0.54,1.72,1.01,2.93,1.91,0.98,1.27,-1.78,1.39
     86 31/01/2004,1.19,1.99,3.01,2.51,1.09,2.34,0.92,1.17,1.92,0.97,1.46,-0.90,1.56
     87 29/02/2004,0.17,5.29,0.75,2.53,0.63,1.13,0.84,1.50,1.23,0.51,0.57,0.18,1.11
     88 31/03/2004,0.61,-0.51,0.46,1.72,0.32,0.16,0.03,0.64,0.41,0.17,0.38,-1.48,0.43
     89 30/04/2004,0.20,-5.32,0.93,-2.52,-0.82,0.02,0.62,-1.78,-1.65,-0.39,-0.45,3.84,-0.68
     90 31/05/2004,-1.28,-1.18,-0.10,-1.81,0.24,-0.23,0.40,-0.81,-0.35,0.00,-0.37,-0.24,-0.82
     91 30/06/2004,-1.06,-3.16,2.02,0.20,0.42,1.13,0.55,-0.19,0.91,0.17,0.22,-0.51,0.34
     92 31/07/2004,0.13,-1.19,0.19,-0.27,0.06,-0.82,0.62,-0.14,-1.54,-0.92,0.07,6.38,-0.49
     93 31/08/2004,0.40,-0.84,0.88,1.33,-0.09,0.35,0.36,-0.39,-0.22,0.11,0.31,1.26,-0.10
     94 30/09/2004,-0.17,2.20,1.04,2.80,0.85,1.03,0.12,0.08,2.10,0.42,0.52,-2.16,0.99
     95 31/10/2004,-0.44,3.58,1.43,1.85,-0.05,1.24,0.28,1.38,0.74,0.74,0.40,-0.92,0.68
     96 30/11/2004,0.81,4.75,3.37,3.28,1.40,3.06,0.75,2.80,3.08,1.64,1.49,-5.74,2.44
     97 31/12/2004,0.56,0.00,2.66,2.01,0.58,2.44,0.60,0.33,1.78,1.33,0.99,-3.91,1.45
     98 31/01/2005,-0.96,-4.38,0.37,1.43,0.81,0.04,0.44,-0.47,-0.17,0.00,0.12,3.87,0.06
     99 28/02/2005,-0.58,0.05,1.34,3.46,0.80,1.44,0.85,1.71,2.10,0.65,0.81,1.18,1.36
    100 31/03/2005,-1.40,-0.06,0.32,-1.97,0.19,-0.04,0.24,-0.27,-0.96,0.32,-0.42,2.44,-0.44
    101 30/04/2005,-3.16,-3.54,-0.52,-0.49,-0.30,-1.28,-0.03,-0.80,-1.84,-1.05,-1.08,3.93,-1.41
    102 31/05/2005,-1.33,2.32,0.06,0.72,0.47,0.65,-0.10,0.88,1.15,0.95,-0.02,-4.75,0.18
    103 30/06/2005,1.07,2.60,1.33,1.60,0.81,1.33,0.10,1.16,1.95,0.85,0.95,-0.32,1.31
    104 31/07/2005,1.64,-0.13,1.73,2.57,0.78,2.15,0.81,1.19,2.65,1.15,1.49,-2.42,1.34
    105 31/08/2005,0.66,1.00,1.24,1.52,0.62,0.92,0.36,0.83,0.97,0.61,0.53,2.59,0.79
    106 30/09/2005,1.42,0.79,1.12,4.02,0.87,1.00,0.62,2.69,2.22,0.35,1.22,1.98,1.47
    107 31/10/2005,-0.15,-0.92,-0.32,-2.30,0.01,-1.73,0.57,-0.74,-1.74,-1.45,-0.38,2.33,-1.49
    108 30/11/2005,0.04,3.79,1.00,2.79,0.61,1.25,0.15,1.64,2.11,1.12,0.67,-3.00,1.60
    109 31/12/2005,0.92,-1.53,1.22,2.84,0.68,1.42,0.54,1.35,2.49,1.38,1.26,-0.35,1.91
    110 31/01/2006,2.50,1.74,2.53,5.26,1.15,3.41,0.93,2.58,3.81,2.72,2.38,-2.88,2.86
    111 28/02/2006,1.16,-1.86,0.65,1.61,0.46,0.51,0.41,0.02,0.16,1.04,0.73,0.64,0.37
    112 31/03/2006,1.07,2.84,1.72,1.22,0.98,1.85,0.55,0.94,2.38,1.44,1.57,-1.39,1.64
    113 30/04/2006,0.64,3.87,1.93,3.65,1.02,1.64,1.21,2.38,1.72,1.19,1.26,-0.12,1.71
    114 31/05/2006,0.91,-1.46,0.86,-3.89,0.02,0.08,0.59,-1.55,-2.48,0.09,-0.25,2.46,-1.33
    115 30/06/2006,0.12,-1.42,-0.15,-0.97,0.63,0.12,0.36,-0.15,-0.62,0.87,0.21,1.18,-0.28
    116 31/07/2006,0.66,-2.16,0.09,0.67,0.51,-0.11,0.64,0.06,-0.31,0.58,0.17,1.73,-0.05
    117 31/08/2006,0.98,0.20,0.99,1.33,-0.09,1.12,0.37,-0.39,1.14,0.53,0.92,-1.56,0.66
    118 30/09/2006,0.93,-0.55,0.33,0.11,0.09,0.35,0.14,-0.67,0.05,0.41,0.40,-2.36,-0.03
    119 31/10/2006,0.54,1.02,1.94,2.57,0.65,2.06,0.67,0.97,1.94,1.32,1.32,-3.80,1.63
    120 30/11/2006,0.92,2.26,1.79,3.23,0.75,1.82,0.60,1.99,2.00,1.42,1.29,-2.68,1.85
    121 31/12/2006,1.27,1.46,1.65,2.91,1.07,1.68,0.72,1.16,1.53,1.33,1.28,0.39,1.75
    122 31/01/2007,1.30,1.13,1.50,0.79,0.83,2.01,0.69,0.61,1.21,1.91,1.35,-1.07,1.21
    123 28/02/2007,1.17,-1.44,1.45,1.00,0.51,2.07,1.06,0.18,0.82,2.55,1.14,0.28,0.96
    124 31/03/2007,0.60,-1.41,1.08,1.85,1.01,1.46,0.60,0.27,1.15,0.63,0.81,-0.51,0.96
    125 30/04/2007,0.26,2.41,1.64,2.55,0.89,1.97,0.71,1.52,1.98,1.60,1.34,-2.65,1.63
    126 31/05/2007,1.10,2.30,1.80,2.70,1.21,2.13,0.55,1.92,2.24,1.71,1.56,-1.99,2.04
    127 30/06/2007,0.11,2.29,0.27,2.36,0.77,-0.07,0.48,1.07,0.77,-0.53,1.00,2.36,0.82
    128 31/07/2007,-0.53,-1.22,-0.56,2.75,0.51,-0.32,0.07,1.16,0.09,-0.54,0.04,4.86,0.41
    129 31/08/2007,-1.45,-2.80,-1.18,-2.74,-0.94,-1.44,-0.48,-1.16,-1.60,0.01,-0.77,0.92,-2.22
    130 30/09/2007,1.61,4.69,0.95,4.28,1.23,1.34,1.64,3.30,2.56,1.31,1.53,-2.07,1.99
    131 31/10/2007,1.77,2.80,1.75,4.85,1.68,2.14,1.14,3.04,2.81,1.91,2.00,-0.26,3.03
    132 30/11/2007,-1.31,-0.16,-1.69,-2.37,-0.18,-2.02,-0.94,-0.63,-2.25,-1.49,-1.12,7.19,-1.48
    133 31/12/2007,-0.77,1.17,0.02,1.30,0.54,0.07,0.36,1.04,0.43,-0.25,0.22,0.56,0.40
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