Datasets:
date date32 | ticker string | Close float64 | Volume float64 | dollar_volume float64 | ret_1 float64 | ret_5 float64 | ret_21 float64 | ret_63 float64 | ret_126 float64 | ret_252 float64 | dist_sma21 float64 | dist_sma50 float64 | dist_sma200 float64 | sma50_sma200_ratio float64 | vol_21 float64 | vol_63 float64 | vol_ratio_21_63 float64 | hl_range_21 float64 | volu_ratio_21 float64 | fwd_ret_21 float64 | fwd_ret_63 float64 | fwd_rank_21 float64 | fwd_rank_63 float64 | fwd_excess_ret_21 float64 | target_top_quintile_21 int32 | is_fomc_day int8 | days_to_next_fomc int16 | is_cpi_day int8 | days_to_next_cpi int16 | is_nfp_day int8 | is_opex_week int8 | is_month_end_window int8 | is_quarter_end_window int8 | breadth_pct_advancing float64 | breadth_pct_above_sma50 float64 | breadth_pct_above_sma200 float64 | breadth_net_high_low float64 | breadth_mcclellan_osc float64 | breadth_pct_above_sma50_chg5 float64 | breadth_pct_above_sma200_chg21 float64 | vix float64 | vix_chg5 float64 | vix_chg21 float64 | vix_term_spread float64 | hyg_lqd_ratio float64 | hyg_lqd_spread_ret1 float64 | spy_tlt_ret1 float64 | gld_usd_ret1 float64 | fred_T10Y2Y float64 | fred_T10Y3M float64 | fred_T10Y3M_chg21 float64 | fred_DFII10 float64 | fred_T10YIE float64 | fred_UNRATE float64 | fed_net_liquidity float64 | fed_net_liquidity_chg21 float64 | credit_spread_diff float64 | fred_DFF float64 | fred_UMCSENT_lag21 float64 | fred_NFCI float64 | fred_STLFSI4 float64 | fred_BAMLH0A0HYM2 float64 | sector string | market_tier string |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2000-01-02 | 1U1.DE | 7.05 | 34,641 | 244,219.056607 | 0.021739 | -0.007042 | -0.084416 | -0.117647 | -0.388065 | -0.374029 | -0.027522 | -0.081026 | -0.259954 | -0.194704 | 0.352652 | 0.600528 | 0.587139 | 0.038661 | 2.046914 | 0.241135 | 0.510638 | 0.852941 | 0.823529 | 0.214799 | 1 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | AIXA.DE | 67.555 | 19,850 | 1,340,966.756058 | -0.033548 | 0.022631 | -0.027986 | 0.398509 | 0.552989 | 1.190497 | -0.043875 | 0.036051 | 0.415222 | 0.365977 | 0.449476 | 0.591341 | 0.759968 | 0.034576 | 0.285249 | 0.362593 | 0.865147 | 0.970588 | 0.941176 | 0.336258 | 1 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Semiconductor industry | MidCap |
2000-01-02 | BN.PA | 27.246735 | 3,382,058 | 92,150,036.792542 | -0.01282 | 0.018519 | 0.006536 | -0.014085 | -0.083333 | 0.006536 | 0.025581 | 0.002578 | -0.040765 | -0.043232 | 0.185747 | 0.215122 | 0.863048 | 0.019085 | 0.821245 | -0.060606 | -0.025541 | 0.411765 | 0.382353 | -0.086942 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Consumer Defensive | LargeCap |
2000-01-02 | BPE.MI | 9.407412 | 90,800 | 854,192.971039 | 0.039993 | 0.087365 | 0.095039 | 0.057716 | 0.178185 | 0.619697 | 0.085277 | 0.095245 | 0.145678 | 0.046047 | 0.161869 | 0.125761 | 1.286094 | 0 | 2.345601 | 0.052627 | -0.087003 | 0.735294 | 0.264706 | 0.026292 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | DEZ.DE | 5.95 | 84,607 | 503,411.633862 | 0.011905 | 0.451219 | 0.214286 | -0.027778 | -0.132653 | -0.163151 | 0.214522 | 0.146259 | -0.061411 | -0.181172 | 1.024773 | 0.69531 | 1.473624 | 0.049851 | 1.442592 | -0.07563 | -0.134454 | 0.323529 | 0.088235 | -0.101966 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | DUE.DE | 5.9 | 12,400 | 73,160.001183 | 0.026087 | 0.063063 | 0.097674 | -0.026804 | -0.024793 | 0.067873 | 0.051984 | 0.033248 | -0.023583 | -0.055002 | 0.265143 | 0.258379 | 1.025784 | 0.010925 | 1.583123 | -0.069915 | -0.127119 | 0.352941 | 0.117647 | -0.096251 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | ERF.PA | 1.04 | 310,000 | 322,399.988174 | 0.051567 | 0.07772 | 0.083333 | 0.475177 | 0.464789 | 0.513828 | 0.036348 | 0.159938 | 0.499315 | 0.292581 | 0.593339 | 0.549967 | 1.078667 | 0.039913 | 0.252639 | 0.164423 | 0.818269 | 0.823529 | 0.882353 | 0.138088 | 1 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Healthcare | LargeCap |
2000-01-02 | GBF.DE | 17.616838 | 22,117 | 389,631.616114 | 0.005263 | 0.015957 | 0.032432 | -0.077295 | -0.217213 | 0.111758 | 0.053281 | 0.033673 | -0.127892 | -0.156301 | 0.39968 | 0.425867 | 0.938288 | 0.043657 | 1.252064 | -0.136126 | -0.21466 | 0.117647 | 0.029412 | -0.162461 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | nan | MidCap |
2000-01-02 | GFC.PA | 54.373821 | 6,939 | 377,299.945713 | -0.005357 | 0.013649 | -0.034662 | -0.025372 | -0.005357 | 0.10297 | 0.002915 | -0.014421 | 0.009527 | 0.024298 | 0.369951 | 0.247785 | 1.492429 | 0.025964 | 0.132429 | -0.017056 | -0.055655 | 0.5 | 0.323529 | -0.043391 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | HOT.DE | 33.200001 | 1,290 | 42,828.000984 | -0.084138 | -0.064789 | -0.102703 | -0.125165 | -0.273523 | 0.015291 | -0.046303 | -0.089882 | -0.162932 | -0.080264 | 0.731427 | 0.587796 | 1.244145 | 0.059669 | 0.052977 | -0.216566 | -0.141566 | 0 | 0.058824 | -0.242902 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Construction | MidCap |
2000-01-02 | JEN.DE | 16.700001 | 8,225 | 137,357.506275 | 0.02454 | 0.034056 | 0.02454 | -0.144467 | 0.087948 | -0.034682 | 0.02457 | -0.01752 | 0.004904 | 0.022824 | 0.546394 | 0.423343 | 1.290362 | 0.032548 | 0.778409 | 0.341317 | 0.868263 | 0.941176 | 0.970588 | 0.314982 | 1 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | nan | MidCap |
2000-01-02 | JUN3.DE | 3.5 | 12,300 | 43,050 | 0.019418 | 0.071429 | 0.055277 | -0.12427 | -0.311475 | -0.117647 | -0.000816 | -0.031865 | -0.189721 | -0.163051 | 0.658417 | 0.448451 | 1.467876 | 0.03727 | 0.26653 | -0.141905 | -0.095238 | 0.088235 | 0.235294 | -0.16824 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Intralogistics, Mechanical engineering | MidCap |
2000-01-02 | MB.MI | 9.209523 | 2,291,362 | 21,102,351.500864 | -0.04541 | -0.032032 | 0.020042 | -0.079924 | -0.120909 | -0.100465 | -0.005972 | 0.001906 | -0.074012 | -0.075774 | 0.332146 | 0.276107 | 1.202525 | 0.030138 | 1.126481 | -0.078594 | -0.103413 | 0.294118 | 0.205882 | -0.104929 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | NDA.DE | 10.3 | 11,400 | 117,420.002174 | 0.019802 | 0.03 | 0.03 | 0.040404 | 0.05102 | -0.084444 | 0.028482 | 0.019035 | 0.052153 | 0.032499 | 0.178877 | 0.217108 | 0.82353 | 0.016941 | 2.962321 | -0.014563 | 0.097087 | 0.529412 | 0.676471 | -0.040899 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Metals | MidCap |
2000-01-02 | PFV.DE | 25.5 | 16,719 | 426,334.5 | 0.075949 | 0 | -0.055556 | -0.328947 | -0.245562 | -0.25 | -0.002868 | -0.124018 | -0.248596 | -0.142214 | 0.42697 | 0.407278 | 1.048091 | 0.032484 | 2.448048 | 0.25098 | 0.580392 | 0.882353 | 0.852941 | 0.224645 | 1 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | REC.MI | 1.03625 | 154,000 | 159,582.499266 | 0.03625 | 0.042767 | 0.114247 | 0.090789 | -0.041618 | 0.023457 | 0.082919 | 0.09312 | 0.004161 | -0.081382 | 0.390913 | 0.361098 | 1.082268 | 0.028197 | 2.882299 | -0.034982 | 0.314837 | 0.470588 | 0.764706 | -0.061317 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | SBMO.AS | 8.977717 | 130,541 | 1,171,960.207061 | 0.009655 | 0.06087 | -0.051813 | -0.2 | -0.01745 | 0.039773 | -0.006784 | -0.07391 | -0.106347 | -0.035026 | 0.411993 | 0.416233 | 0.989575 | 0.036005 | 0.212052 | 0.04918 | 0.196721 | 0.705882 | 0.705882 | 0.022845 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | SIX2.DE | 14.48 | 4,700 | 68,055.997849 | -0.021622 | -0.095 | -0.034667 | -0.241885 | -0.564511 | -0.525246 | -0.024744 | -0.126985 | -0.429364 | -0.346362 | 0.662675 | 0.592465 | 1.118316 | 0.053608 | 0.306772 | 0.018646 | -0.012776 | 0.647059 | 0.470588 | -0.007689 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | SPM.MI | 11.343979 | 102,851 | 1,166,739.571976 | 0 | -0.019126 | -0.091139 | -0.109181 | -0.062663 | 0.052786 | -0.011927 | -0.050666 | -0.087408 | -0.038703 | 0.261979 | 0.358966 | 0.729613 | 0.031483 | 0.361107 | -0.038997 | 0.337047 | 0.441176 | 0.794118 | -0.065333 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | SZG.DE | 9.4 | 1,700 | 15,979.999352 | 0.021739 | 0 | 0.13253 | 0.173533 | 0.18239 | 0.08046 | 0.042514 | 0.107655 | 0.160186 | 0.047426 | 0.349741 | 0.245276 | 1.425326 | 0.026777 | 0.103408 | 0.021277 | -0.085106 | 0.676471 | 0.294118 | -0.005059 | 0 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-02 | TEP.PA | 22.258085 | 334,079 | 7,435,958.86252 | 0.018817 | 0.002115 | 0.005839 | 0.458814 | 0.592437 | 0.762791 | 0.015645 | 0.11059 | 0.480625 | 0.333187 | 0.358324 | 0.408553 | 0.876841 | 0.027835 | 0.9061 | 0.258047 | 0.820581 | 0.911765 | 0.911765 | 0.231712 | 1 | 0 | 45 | 0 | 30 | 0 | 0 | 0 | 0 | 0.34 | 0.56 | 0.409091 | 0.045455 | 0 | null | null | 24.64 | 1.67 | 3.16 | null | null | null | null | null | 0.21 | null | null | null | null | null | null | null | null | 3.99 | 105.4 | -0.165 | 0.276 | null | Communication Services | LargeCap |
2000-01-03 | 1U1.DE | 7.15 | 10,216 | 73,044.400974 | 0.014184 | 0.036232 | -0.071429 | -0.138554 | -0.379385 | -0.389324 | -0.010152 | -0.061877 | -0.247937 | -0.198333 | 0.358038 | 0.595849 | 0.600786 | 0.040283 | 0.593756 | 0.286713 | 0.552448 | 0.929981 | 0.927435 | 0.25864 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-03 | AA | 97.246407 | 1,291,386 | 125,582,647.975662 | -0.024849 | 0.036829 | 0.165617 | 0.297595 | 0.269608 | 1.194915 | 0.052703 | 0.181101 | 0.304354 | 0.104355 | 0.381584 | 0.327089 | 1.16625 | 0.030491 | 0.806235 | -0.078764 | -0.113514 | 0.274348 | 0.2317 | -0.106837 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Materials | MidCap |
2000-01-03 | AB | 29.75 | 259,300 | 7,714,175 | -0.006263 | -0.016529 | -0.014493 | 0.099307 | -0.077519 | 0.15534 | -0.021056 | -0.018273 | 0.03367 | 0.05291 | 0.237271 | 0.388799 | 0.610111 | 0.024126 | 2.482221 | 0.310924 | 0.386555 | 0.937619 | 0.882877 | 0.282852 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ABCB | 8.713251 | 58,480 | 509,550.92514 | 0.011765 | 0.005848 | -0.026415 | -0.002898 | -0.044444 | 0.021782 | -0.01981 | -0.016581 | -0.038731 | -0.022524 | 0.578409 | 0.393914 | 1.467989 | 0.034693 | 4.995566 | -0.023256 | -0.069767 | 0.464036 | 0.32718 | -0.051329 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | SmallCap |
2000-01-03 | ABM | 10.15625 | 241,600 | 2,453,750 | -0.003067 | -0.012158 | -0.009146 | -0.193548 | -0.328512 | -0.394786 | -0.033902 | -0.073256 | -0.227106 | -0.166012 | 0.296513 | 0.250699 | 1.182273 | 0.026902 | 1.344919 | 0.006154 | 0.175385 | 0.577976 | 0.791852 | -0.021919 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | SmallCap |
2000-01-03 | ABT | 15.711531 | 10,635,087 | 167,093,495.742662 | -0.036145 | -0.058823 | -0.068607 | -0.069767 | -0.213483 | -0.282051 | -0.036382 | -0.062267 | -0.179951 | -0.125499 | 0.569111 | 0.48534 | 1.17236 | 0.036019 | 0.867209 | -0.055357 | 0.057143 | 0.352005 | 0.644176 | -0.08343 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Health Care | Mega/Large |
2000-01-03 | ACGL | 1.277778 | 433,800 | 554,300.109172 | -0.089109 | -0.089109 | -0.123809 | -0.226891 | -0.178572 | -0.485674 | -0.045808 | -0.087505 | -0.194427 | -0.117175 | 0.610783 | 0.526073 | 1.160803 | 0.059194 | 0.958702 | 0.222826 | 0.396739 | 0.910248 | 0.88415 | 0.194753 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | Mega/Large |
2000-01-03 | ACH | 5.75 | 80,850 | 464,887.5 | -0.034965 | 0.014706 | -0.041667 | -0.132075 | -0.206897 | -0.463035 | 0.002942 | -0.017164 | -0.166176 | -0.151614 | 0.349757 | 0.46634 | 0.749843 | 0.04265 | 0.473061 | -0.036232 | 0.217391 | 0.416295 | 0.815404 | -0.064305 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ACHC | 3.375 | 375 | 1,265.625 | 0.125 | 0.125 | 0.038462 | -0.15625 | -0.325 | -0.4375 | 0.048059 | -0.002954 | -0.149539 | -0.14702 | 1.222904 | 1.366508 | 0.894847 | 0.121069 | 0.054556 | 1.888889 | 0.851852 | 0.998727 | 0.961171 | 1.860816 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Health Care | SmallCap |
2000-01-03 | ACHV | 111,375 | 3 | 334,125 | 0.125 | 0.184211 | 0.097561 | -0.25 | -0.53125 | -0.618644 | -0.01357 | 0.006036 | -0.427171 | -0.430608 | 1.871719 | 1.2899 | 1.450945 | 0.153889 | 0.732558 | 0.866667 | 0.422222 | 0.986633 | 0.892425 | 0.838594 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ACIW | 8.9375 | 1,335,300 | 11,934,243.75 | -0.042411 | -0.011521 | -0.236655 | 0.036232 | -0.331776 | -0.438482 | -0.102242 | -0.155578 | -0.170165 | -0.017274 | 0.621281 | 0.673041 | 0.922958 | 0.058817 | 0.475914 | -0.195804 | 0.02331 | 0.057925 | 0.556334 | -0.223877 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | SmallCap |
2000-01-03 | ACNT | 7.5 | 2,900 | 21,750 | 0 | 0.090909 | 0.071429 | 0.071429 | 0.034483 | -0.166667 | 0.067231 | 0.071668 | 0.031881 | -0.037126 | 0.502329 | 0.474833 | 1.057683 | 0.048171 | 0.098017 | 0.029167 | -0.033333 | 0.653724 | 0.406111 | 0.001094 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AD | 100.375 | 238,700 | 23,959,512.5 | -0.005573 | 0 | -0.090085 | 0.370307 | 0.808559 | 1.694631 | -0.028489 | -0.001964 | 0.513709 | 0.516688 | 0.382417 | 0.423389 | 0.903016 | 0.036989 | 0.834237 | -0.297634 | -0.300125 | 0.012094 | 0.036919 | -0.325707 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ADBE | 16.390625 | 7,384,400 | 121,034,931.25 | -0.025093 | 0.012548 | -0.044627 | 0.112997 | 0.542647 | 1.625782 | 0.013573 | -0.038497 | 0.344493 | 0.398323 | 0.673115 | 0.49145 | 1.369373 | 0.061625 | 0.696837 | -0.064824 | 0.610105 | 0.321451 | 0.936983 | -0.092896 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | Mega/Large |
2000-01-03 | ADC | 13.9375 | 24,500 | 341,468.75 | -0.02193 | -0.008889 | -0.042918 | -0.152091 | -0.251678 | -0.236301 | -0.017621 | -0.047497 | -0.165763 | -0.124163 | 0.357898 | 0.272165 | 1.31452 | 0.033087 | 0.984461 | -0.004484 | -0.049327 | 0.530872 | 0.367282 | -0.032557 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Real Estate | MidCap |
2000-01-03 | ADI | 45.09375 | 3,655,600 | 164,844,712.5 | -0.030242 | 0.118605 | 0.287244 | 0.615901 | 0.893701 | 1.993776 | 0.158416 | 0.369616 | 0.801307 | 0.315191 | 0.644295 | 0.707302 | 0.910791 | 0.055049 | 1.319212 | 0.067221 | 0.645184 | 0.753024 | 0.940165 | 0.039148 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | Mega/Large |
2000-01-03 | ADM | 10.884354 | 984,753 | 10,718,399.897781 | -0.010309 | -0.005181 | -0.044776 | 0 | -0.16 | -0.242105 | -0.034252 | -0.034594 | -0.107128 | -0.075134 | 0.394745 | 0.421396 | 0.936534 | 0.029593 | 0.624865 | -0.020833 | -0.125 | 0.47613 | 0.206875 | -0.048906 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Staples | Mega/Large |
2000-01-03 | ADP | 41.239334 | 2,698,899 | 111,300,797.580551 | -0.034803 | -0.016548 | 0.036115 | 0.162011 | 0.186876 | 0.281972 | 0.007598 | 0.040904 | 0.177784 | 0.131501 | 0.315685 | 0.267891 | 1.177966 | 0.027091 | 2.036018 | -0.123798 | -0.038462 | 0.151496 | 0.399109 | -0.151871 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | Mega/Large |
2000-01-03 | ADS.DE | 18.58 | 784,844 | 14,582,401.460121 | -0.013015 | 0.013224 | -0.004687 | -0.068088 | -0.171922 | -0.174222 | 0.011845 | 0.009133 | -0.122524 | -0.130465 | 0.486206 | 0.389843 | 1.246865 | 0.033715 | 0.920043 | -0.20479 | -0.211518 | 0.05156 | 0.095481 | -0.232863 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Apparel | LargeCap |
2000-01-03 | ADSK | 8.34375 | 2,845,600 | 23,742,975 | -0.011111 | 0.072289 | 0.089796 | 0.575221 | 0.10559 | -0.25419 | 0.039898 | 0.272231 | 0.268126 | -0.003227 | 0.646669 | 0.646581 | 0.999982 | 0.053484 | 0.665695 | -0.044944 | 0.318352 | 0.377467 | 0.859325 | -0.073017 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | Mega/Large |
2000-01-03 | ADTN | 25.578125 | 251,600 | 6,435,456.25 | -0.005468 | 0.062642 | 0.346217 | 0.418544 | 0.406357 | 1.631833 | 0.05404 | 0.203013 | 0.498504 | 0.245626 | 0.68559 | 0.556983 | 1.230678 | 0.065133 | 0.39371 | 0.336591 | 0.054368 | 0.943348 | 0.635264 | 0.308518 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ADX | 22.291668 | 117,450 | 2,618,156.399345 | -0.003724 | 0.011342 | 0.096312 | 0.158009 | 0.128692 | 0.255869 | 0.038643 | 0.067907 | 0.14414 | 0.071386 | 0.139321 | 0.176622 | 0.788359 | 0.015867 | 2.237405 | -0.013084 | 0.115888 | 0.501591 | 0.732654 | -0.041157 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AEE | 32.3125 | 700,800 | 22,644,600 | -0.013359 | -0.024528 | -0.06 | -0.170144 | -0.171474 | -0.243045 | -0.019839 | -0.073867 | -0.145262 | -0.07709 | 0.139824 | 0.172472 | 0.810239 | 0.015114 | 1.427385 | 0.007737 | -0.03675 | 0.585614 | 0.402292 | -0.020336 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Utilities | Mega/Large |
2000-01-03 | AEF | 11.5 | 113,200 | 1,301,800 | 0.022222 | 0.069767 | 0.045455 | 0.115152 | -0.070707 | 0.234899 | 0.05 | 0.084011 | 0.035482 | -0.044768 | 0.330084 | 0.278656 | 1.184136 | 0.025744 | 2.07268 | 0.027174 | -0.076087 | 0.647358 | 0.308721 | -0.000899 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AEG | 47.235577 | 368,576 | 17,409,899.891846 | 0.028796 | 0.014194 | 0.094708 | 0.134199 | 0.304564 | -0.221782 | 0.045577 | 0.071984 | 0.137652 | 0.061258 | 0.237379 | 0.209951 | 1.130103 | 0.011839 | 1.484377 | -0.239822 | -0.133588 | 0.027371 | 0.195417 | -0.267895 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AEIS | 45.375 | 94,000 | 4,265,250 | -0.07868 | -0.008197 | 0.122102 | 0.423529 | 0.163462 | 0.936 | 0.067871 | 0.114677 | 0.311813 | 0.176855 | 0.821582 | 0.73781 | 1.113392 | 0.074403 | 0.445224 | 0.219008 | 0.028926 | 0.906429 | 0.572247 | 0.190935 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | MidCap |
2000-01-03 | AEM | 7.1875 | 68,400 | 491,625 | -0.033613 | -0.041667 | -0.008621 | -0.228188 | 0.173469 | 0.691176 | 0.018987 | -0.028716 | 0.113316 | 0.146231 | 0.357988 | 0.420455 | 0.851227 | 0.030112 | 0.653081 | -0.191304 | -0.234783 | 0.061108 | 0.079567 | -0.219377 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AEO | 9.777778 | 5,825,700 | 56,962,399.382687 | -0.022222 | -0.090439 | -0.108861 | -0.160906 | -0.122195 | 0.472803 | -0.046132 | -0.000192 | 0.023336 | 0.023532 | 0.483973 | 0.688638 | 0.702695 | 0.05048 | 2.290998 | -0.210227 | -0.225852 | 0.045194 | 0.085933 | -0.2383 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Discretionary | SmallCap |
2000-01-03 | AEP | 31.4375 | 396,900 | 12,477,543.75 | -0.021401 | -0.034549 | 0.008016 | -0.120629 | -0.134251 | -0.34076 | -0.013956 | -0.038811 | -0.14912 | -0.114763 | 0.166016 | 0.194742 | 0.852054 | 0.013622 | 0.903285 | 0.069583 | -0.05169 | 0.759389 | 0.362826 | 0.04151 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Utilities | Mega/Large |
2000-01-03 | AES | 36.25 | 1,334,400 | 48,372,000 | -0.0301 | 0.020229 | 0.240642 | 0.237994 | 0.248654 | 0.481481 | 0.099774 | 0.187503 | 0.294386 | 0.090007 | 0.444407 | 0.342943 | 1.295483 | 0.036857 | 0.868168 | 0.093966 | 0.074138 | 0.798854 | 0.669637 | 0.065893 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Utilities | Mega/Large |
2000-01-03 | AFG | 16.875 | 58,950 | 994,781.25 | -0.040284 | -0.033413 | -0.051522 | -0.085779 | -0.251386 | -0.407028 | -0.015967 | -0.07093 | -0.186902 | -0.124826 | 0.231762 | 0.293487 | 0.789413 | 0.027508 | 0.51626 | -0.155556 | 0.123457 | 0.094844 | 0.743475 | -0.183628 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | MidCap |
2000-01-03 | AFL | 11.1875 | 2,388,800 | 26,724,700 | -0.051656 | -0.004172 | -0.082051 | 0.01273 | -0.056653 | 0.017045 | -0.036833 | -0.079502 | -0.062086 | 0.01892 | 0.357117 | 0.346836 | 1.029345 | 0.032839 | 1.199781 | -0.00838 | 0.050279 | 0.514959 | 0.62508 | -0.036453 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | Mega/Large |
2000-01-03 | AGCO | 12.25 | 257,600 | 3,155,600 | -0.088372 | -0.092593 | -0.084112 | -0.024876 | 0.076923 | 0.633333 | -0.06497 | 0.000613 | 0.119201 | 0.118515 | 0.568696 | 0.580774 | 0.979035 | 0.046826 | 0.791697 | -0.035714 | -0.096939 | 0.418205 | 0.267982 | -0.063787 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | MidCap |
2000-01-03 | AGM | 19.3125 | 4,100 | 79,181.25 | -0.043344 | -0.006431 | -0.009615 | 0.033445 | -0.164865 | 0.476115 | -0.046016 | 0.031444 | -0.023135 | -0.052915 | 0.585634 | 0.504091 | 1.161533 | 0.030363 | 0.226209 | 0 | -0.197411 | 0.542966 | 0.105665 | -0.028073 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AGYS | 14.375 | 433,000 | 6,224,375 | -0.004329 | 0.040724 | 0.138614 | 0.055046 | 0.050228 | 0.455696 | 0.050343 | 0.070066 | 0.20617 | 0.127192 | 0.556368 | 0.510501 | 1.089633 | 0.051785 | 2.28719 | -0.026087 | 0.06087 | 0.456397 | 0.648631 | -0.05416 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | SmallCap |
2000-01-03 | AIG | 1,385.833374 | 166,575 | 230,845,194.277954 | -0.038728 | -0.030886 | 0.008643 | 0.212099 | 0.074289 | 0.304109 | -0.029546 | -0.008806 | 0.077139 | 0.086709 | 0.304069 | 0.385985 | 0.78757 | 0.028012 | 1.070142 | -0.015634 | 0.13169 | 0.49268 | 0.75557 | -0.043707 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | Mega/Large |
2000-01-03 | AIN | 15.125 | 53,700 | 812,212.5 | -0.024194 | 0.043103 | -0.032 | 0.02 | -0.323726 | -0.206302 | 0.016376 | -0.009957 | -0.163568 | -0.155156 | 0.361609 | 0.404941 | 0.89277 | 0.027778 | 0.941504 | -0.033058 | -0.033058 | 0.429663 | 0.407384 | -0.061131 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | SmallCap |
2000-01-03 | AIR | 17.5625 | 109,000 | 1,914,312.5 | -0.020906 | 0.0369 | -0.003546 | 0.089147 | -0.21727 | -0.228022 | 0.004597 | 0.021818 | -0.083242 | -0.102817 | 0.584865 | 0.49958 | 1.17048 | 0.047924 | 0.895147 | 0.049822 | -0.05694 | 0.715468 | 0.351369 | 0.021749 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | SmallCap |
2000-01-03 | AIT | 7.388889 | 24,975 | 184,537.498677 | 0 | 0.015267 | -0.014815 | -0.022059 | -0.101351 | 0.156522 | -0.006094 | 0.000809 | 0.054567 | 0.053714 | 0.133861 | 0.204801 | 0.653293 | 0.014911 | 0.483902 | -0.018797 | -0.026316 | 0.483132 | 0.422661 | -0.04687 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | MidCap |
2000-01-03 | AIV | 5.065947 | 1,361,443 | 6,896,998.157512 | -0.045526 | 0.032258 | 0.018425 | 0.004959 | -0.091181 | 0.006622 | 0.026779 | 0.015975 | -0.033678 | -0.048873 | 0.320781 | 0.223048 | 1.437525 | 0.020265 | 0.909361 | -0.003289 | 0 | 0.535328 | 0.486951 | -0.031362 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AIXA.DE | 70.5 | 44,964 | 3,169,962 | 0.043594 | 0.048171 | -0.009831 | 0.431182 | 0.6179 | 1.226782 | -0.001723 | 0.075759 | 0.471191 | 0.367584 | 0.467633 | 0.595498 | 0.785149 | 0.037997 | 0.668219 | 0.347518 | 0.702128 | 0.945894 | 0.94844 | 0.319445 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Semiconductor industry | MidCap |
2000-01-03 | AJG | 15.90625 | 258,400 | 4,110,175 | -0.017375 | -0.009728 | 0.16476 | 0.206161 | 0.275689 | 0.431786 | 0.074595 | 0.138041 | 0.229639 | 0.080488 | 0.292733 | 0.264092 | 1.108031 | 0.021114 | 1.488307 | -0.138507 | 0.02947 | 0.122852 | 0.574157 | -0.16658 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | Mega/Large |
2000-01-03 | AKR | 4.875 | 52,000 | 253,500 | 0.054054 | 0.04 | 0 | -0.04878 | -0.113636 | -0.071429 | 0.035398 | 0.004378 | -0.058085 | -0.062191 | 0.442166 | 0.341434 | 1.294648 | 0.031674 | 2.19004 | 0.025641 | 0.076923 | 0.642266 | 0.674729 | -0.002432 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Real Estate | SmallCap |
2000-01-03 | AKZA.AS | 56.756241 | 712,533 | 40,440,694.557816 | 0.013052 | 0.007992 | 0.111723 | 0.255287 | 0.209832 | 0.622186 | 0.029652 | 0.133504 | 0.198001 | 0.056901 | 0.302187 | 0.302764 | 0.997767 | 0.026202 | 0.398208 | -0.137364 | -0.144698 | 0.126671 | 0.18205 | -0.165437 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | LargeCap |
2000-01-03 | AKZOY | 19.237988 | 239,494 | 4,607,382.58271 | 0.030151 | 0.012346 | 0.163121 | 0.19883 | 0.19708 | 0.164773 | 0.041364 | 0.133129 | 0.169203 | 0.031836 | 0.374976 | 0.311263 | 1.204307 | 0.016228 | 0.681183 | -0.192683 | -0.159756 | 0.059835 | 0.159771 | -0.220756 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ALB | 9 | 134,000 | 1,206,000 | -0.061889 | 0.006993 | -0.052632 | -0.067961 | -0.119266 | -0.251948 | -0.01402 | -0.027027 | -0.081603 | -0.056092 | 0.401086 | 0.396507 | 1.011293 | 0.034485 | 1.416333 | -0.020833 | 0.111111 | 0.476766 | 0.728199 | -0.048906 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Materials | Mega/Large |
2000-01-03 | ALCO | 16.375 | 600 | 9,825 | -0.022388 | -0.050725 | 0.039683 | 0.087137 | 0.060729 | -0.077465 | -0.013625 | 0.031212 | 0.047131 | 0.015437 | 0.340533 | 0.277428 | 1.227024 | 0.029633 | 0.076169 | -0.038168 | -0.053435 | 0.407384 | 0.36028 | -0.066241 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ALG | 10.125 | 100 | 1,012.5 | -0.012195 | 0.051948 | 0.0125 | 0.125 | 0.157143 | -0.124324 | 0.066123 | 0.065789 | 0.107125 | 0.038783 | 0.433531 | 0.366476 | 1.18265 | 0.031356 | 0.004411 | 0.191358 | 0.148148 | 0.890516 | 0.77212 | 0.163285 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | SmallCap |
2000-01-03 | ALK | 8.75 | 900,400 | 7,878,500 | -0.003559 | -0.015817 | -0.054054 | -0.194245 | -0.180088 | -0.194245 | -0.004065 | -0.058159 | -0.161145 | -0.109345 | 0.279787 | 0.311408 | 0.898171 | 0.031949 | 0.810572 | -0.091071 | -0.171429 | 0.239338 | 0.138765 | -0.119144 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | MidCap |
2000-01-03 | ALKS | 25.5 | 1,252,800 | 31,946,400 | 0.038168 | -0.028571 | 0.164051 | 0.658537 | 1.071066 | 1.181818 | 0.088173 | 0.192686 | 0.574036 | 0.31974 | 0.598108 | 0.628532 | 0.951444 | 0.049948 | 1.853852 | 0.482843 | 0.692402 | 0.965627 | 0.945894 | 0.45477 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Health Care | SmallCap |
2000-01-03 | ALL | 23.5 | 2,993,100 | 70,337,850 | -0.023377 | -0.028424 | -0.115294 | -0.030928 | -0.340351 | -0.399361 | -0.072205 | -0.120241 | -0.281888 | -0.183739 | 0.247608 | 0.398043 | 0.621906 | 0.032248 | 0.907381 | -0.007979 | 0.042553 | 0.516868 | 0.611712 | -0.036052 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | Mega/Large |
2000-01-03 | ALNT | 1.166667 | 29,400 | 34,300.009346 | 0.076924 | 0.333334 | 0.400001 | -0.317073 | -0.017544 | 1.000002 | 0.340935 | 0.328274 | -0.049841 | -0.284667 | 0.969224 | 1.499094 | 0.646497 | 0.102777 | 2.54209 | 0.464285 | 3.357141 | 0.964354 | 0.996817 | 0.436212 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ALV | 21.253601 | 127,002 | 2,699,249.843628 | 0.008547 | 0.012875 | -0.028807 | -0.213333 | -0.024793 | -0.230016 | 0.013497 | -0.040533 | -0.120715 | -0.083569 | 0.299776 | 0.24944 | 1.201313 | 0.025432 | 2.561267 | -0.065678 | -0.04661 | 0.318905 | 0.374284 | -0.093751 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Discretionary | MidCap |
2000-01-03 | ALV.DE | 317.5 | 814,220 | 258,514,850 | -0.052239 | -0.037879 | 0.104348 | 0.138401 | 0.100329 | -0.005326 | 0.052159 | 0.064799 | 0.1408 | 0.071376 | 0.487373 | 0.350467 | 1.390242 | 0.030165 | 1.647775 | 0.065197 | 0.365354 | 0.749204 | 0.877785 | 0.037124 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financial Services | LargeCap |
2000-01-03 | ALX | 78.5 | 500 | 39,250 | -0.006329 | -0.003965 | 0.043189 | 0.121429 | 0.062606 | 0.003195 | 0.010575 | 0.044213 | 0.056785 | 0.01204 | 0.085032 | 0.074057 | 1.146643 | 0.002441 | 0.554939 | -0.001592 | -0.187898 | 0.54042 | 0.11585 | -0.029665 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AMAT | 31.625 | 14,356,400 | 454,021,150 | -0.00148 | -0.0093 | 0.174014 | 0.541508 | 0.697987 | 1.854725 | 0.08423 | 0.199095 | 0.621412 | 0.352196 | 0.502453 | 0.503282 | 0.998154 | 0.046896 | 0.703288 | 0.136858 | 0.411067 | 0.851687 | 0.888606 | 0.108785 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | Mega/Large |
2000-01-03 | AMD | 15.5 | 7,843,200 | 121,569,600 | 0.071274 | 0.071274 | 0.016393 | 0.734266 | 0.810219 | 0.107143 | 0.056068 | 0.181684 | 0.550921 | 0.312467 | 0.558425 | 0.779183 | 0.716588 | 0.053217 | 1.444235 | 0.163306 | 0.96371 | 0.873329 | 0.9669 | 0.135234 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | Mega/Large |
2000-01-03 | AME | 2.814815 | 576,450 | 1,622,600.132346 | -0.003279 | 0.048276 | -0.047022 | -0.0559 | -0.160221 | -0.155555 | -0.007308 | -0.025078 | -0.10417 | -0.081126 | 0.253586 | 0.255523 | 0.992034 | 0.020907 | 1.954227 | -0.019737 | 0.036184 | 0.481222 | 0.596435 | -0.04781 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | Mega/Large |
2000-01-03 | AMG | 24.5 | 744,000 | 18,228,000 | -0.09119 | 0.020833 | 0.267241 | 0.390071 | 0.171315 | 0.248408 | 0.081356 | 0.192843 | 0.280613 | 0.073581 | 0.622918 | 0.470192 | 1.324535 | 0.036751 | 4.880943 | -0.032313 | 0.22449 | 0.432209 | 0.818587 | -0.060386 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | MidCap |
2000-01-03 | AMGN | 62.9375 | 22,914,900 | 1,442,206,518.75 | 0.047867 | 0.183314 | 0.406425 | 0.4626 | 1.133475 | 1.344587 | 0.241021 | 0.349197 | 0.620733 | 0.201258 | 0.641127 | 0.537007 | 1.193666 | 0.063385 | 2.76848 | 0.011917 | -0.056604 | 0.602164 | 0.352642 | -0.016156 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Health Care | Mega/Large |
2000-01-03 | AMKR | 28.5 | 864,800 | 24,646,800 | 0.00885 | 0.060465 | 0.011086 | 0.695167 | 1.730539 | 1.867925 | 0.078378 | 0.166598 | 0.817729 | 0.558144 | 0.790691 | 0.748789 | 1.055819 | 0.064746 | 1.139128 | 0.39693 | 0.614035 | 0.950987 | 0.938256 | 0.368857 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | MidCap |
2000-01-03 | AMRN | 900 | 28 | 25,200 | -0.052632 | -0.076923 | -0.162791 | -0.409836 | -0.389831 | 0.014085 | -0.101871 | -0.216625 | -0.37023 | -0.196081 | 0.573429 | 0.671729 | 0.853535 | 0.026587 | 2.660633 | 0.611111 | 0.527778 | 0.975812 | 0.919796 | 0.583038 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AMSC | 295.625 | 49,040 | 14,497,450 | 0.055804 | 0.271505 | 0.516026 | 0.784906 | 0.847656 | 1.798817 | 0.288661 | 0.427623 | 0.968844 | 0.379107 | 0.917948 | 0.659341 | 1.39201 | 0.079401 | 2.50386 | -0.082452 | 0.234672 | 0.258434 | 0.824316 | -0.110525 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AMT | 29.3125 | 433,900 | 12,718,693.75 | -0.0409 | -0.010549 | 0.106132 | 0.53268 | 0.205656 | 0.019565 | -0.009952 | 0.141953 | 0.242759 | 0.088275 | 0.563522 | 0.486829 | 1.1573 | 0.039112 | 0.477678 | 0.339019 | 0.539446 | 0.943985 | 0.925525 | 0.310946 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Real Estate | Mega/Large |
2000-01-03 | AMZN | 4.46875 | 322,352,000 | 1,440,510,500 | 0.174056 | 0.101695 | 0.003509 | 0.159773 | 0.408867 | 0.510829 | -0.021888 | 0.075722 | 0.25849 | 0.169902 | 1.073917 | 0.904225 | 1.187534 | 0.075737 | 1.396376 | -0.223077 | -0.288811 | 0.038829 | 0.042011 | -0.25115 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Discretionary | Mega/Large |
2000-01-03 | AN | 9.0625 | 413,100 | 3,743,718.75 | -0.02027 | 0.028369 | 0.013986 | -0.224599 | -0.454887 | -0.410569 | -0.015837 | -0.054266 | -0.303119 | -0.263133 | 0.662107 | 0.5002 | 1.323421 | 0.053502 | 0.227937 | -0.275862 | -0.02069 | 0.01846 | 0.436028 | -0.303935 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Discretionary | MidCap |
2000-01-03 | ANDE | 2.729167 | 2,400 | 6,550.000763 | -0.007576 | 0.023437 | -0.007576 | -0.064286 | -0.357843 | -0.284153 | 0.026493 | 0.004678 | -0.225413 | -0.229021 | 0.476261 | 0.420915 | 1.131219 | 0.039027 | 0.087134 | -0.08397 | -0.129771 | 0.254615 | 0.199873 | -0.112042 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Staples | SmallCap |
2000-01-03 | ANF | 27.5 | 906,100 | 24,917,750 | 0.030445 | 0.023256 | -0.123506 | -0.236111 | -0.417989 | -0.181395 | 0.01072 | 0.01673 | -0.267149 | -0.279208 | 0.838473 | 0.922705 | 0.908613 | 0.061417 | 0.692678 | -0.231818 | -0.427273 | 0.032463 | 0.017187 | -0.259891 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Consumer Discretionary | MidCap |
2000-01-03 | ANIK | 7 | 32,500 | 227,500 | -0.00885 | 0 | -0.00885 | 0.217391 | -0.138462 | 0.382716 | -0.004655 | 0.082126 | 0.122624 | 0.037425 | 0.345631 | 0.412898 | 0.836883 | 0.043882 | 0.692176 | 0.071429 | 0.232143 | 0.761299 | 0.822406 | 0.043356 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | ANIX | 19.53125 | 5,260 | 102,734.375 | -0.038462 | -0.137931 | -0.193548 | -0.390244 | -0.519231 | -0.431818 | -0.119128 | -0.200256 | -0.440653 | -0.300593 | 2.034686 | 1.307821 | 1.555665 | 0.166872 | 0.300718 | 0.7 | 1.84 | 0.977721 | 0.988542 | 0.671927 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Broad_Market_Equities | Small_Growth_Startup |
2000-01-03 | AON | 39 | 659,800 | 25,732,200 | -0.025 | -0.031056 | 0.104425 | 0.356522 | -0.064468 | 0.048152 | 0.043395 | 0.056866 | 0.017234 | -0.037499 | 0.392802 | 0.486124 | 0.807862 | 0.028156 | 0.988315 | -0.299679 | -0.190705 | 0.011458 | 0.110757 | -0.327752 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Financials | Mega/Large |
2000-01-03 | AORT | 7.75 | 26,400 | 204,600 | -0.010638 | -0.079208 | -0.122641 | -0.065327 | -0.010638 | -0.010638 | -0.079208 | -0.090465 | -0.043972 | 0.051117 | 0.692969 | 0.464456 | 1.49168 | 0.044697 | 0.505184 | 0.27957 | 0.38172 | 0.928708 | 0.882241 | 0.251497 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Health Care | SmallCap |
2000-01-03 | AOS | 3.614583 | 113,400 | 409,893.713951 | -0.008571 | 0.00289 | 0.020588 | -0.272537 | -0.239035 | -0.117048 | 0.052882 | -0.020936 | -0.13922 | -0.120813 | 0.420886 | 0.383645 | 1.096785 | 0.028273 | 0.374716 | -0.095101 | -0.152738 | 0.22979 | 0.168046 | -0.123174 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | Mega/Large |
2000-01-03 | APA | 14.772727 | 1,082,697 | 15,994,387.218398 | -0.076142 | -0.080808 | -0.035336 | -0.18018 | -0.150855 | 0.414508 | -0.012488 | -0.082322 | -0.090279 | -0.00867 | 0.610658 | 0.546582 | 1.117027 | 0.047852 | 0.490577 | 0.10989 | 0.432234 | 0.819223 | 0.896881 | 0.081817 | 1 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Energy | Mega/Large |
2000-01-03 | APD | 30.35384 | 595,847 | 18,086,244.427563 | -0.022346 | 0.062753 | 0.005747 | 0.086957 | -0.22452 | -0.158654 | 0.045123 | 0.077232 | -0.085183 | -0.150771 | 0.460889 | 0.468666 | 0.983197 | 0.041224 | 0.868492 | -0.074286 | -0.081905 | 0.287715 | 0.298536 | -0.102359 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Materials | Mega/Large |
2000-01-03 | APH | 1.050781 | 8,403,200 | 8,829,922.996521 | 0.010329 | 0.024761 | -0.013749 | 0.317012 | 0.70253 | 1.27004 | 0.01514 | 0.045777 | 0.40869 | 0.347026 | 0.364018 | 0.336412 | 1.081738 | 0.023409 | 0.480215 | 0.024164 | 0.497212 | 0.638447 | 0.910248 | -0.003909 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Information Technology | Mega/Large |
2000-01-03 | APOG | 5.625 | 222,200 | 1,249,875 | 0.111111 | 0.022727 | -0.0625 | -0.189189 | -0.581395 | -0.473684 | 0.020518 | -0.09329 | -0.398572 | -0.336691 | 0.834089 | 0.799696 | 1.042877 | 0.076593 | 1.585621 | -0.144444 | -0.283333 | 0.112667 | 0.045831 | -0.172517 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | SmallCap |
2000-01-03 | ARCB | 12.5625 | 91,700 | 1,151,981.25 | 0.046875 | -0.014706 | -0.033654 | 0.02551 | 0.248447 | 1.392857 | -0.028874 | -0.051036 | 0.132091 | 0.192976 | 0.467388 | 0.467731 | 0.999054 | 0.044355 | 1.071428 | -0.084577 | -0.104478 | 0.252069 | 0.250796 | -0.11265 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Industrials | SmallCap |
2000-01-03 | ARE | 31.25 | 48,500 | 1,515,625 | -0.017682 | 0.072961 | 0.061571 | 0.05042 | 0.008065 | 0.004016 | 0.059964 | 0.06103 | 0.056546 | -0.004226 | 0.258415 | 0.213678 | 1.208803 | 0.019354 | 1.510408 | -0.046 | -0.032 | 0.371738 | 0.40993 | -0.074073 | 0 | 0 | 17 | 0 | 6 | 0 | 0 | 0 | 0 | 0.326087 | 0.500278 | 0.417207 | -0.010607 | -0.020517 | null | null | 24.21 | 1.12 | 2.49 | null | null | null | null | null | 0.2 | null | null | null | null | null | null | null | null | 5.43 | 105.4 | -0.165 | 0.276 | null | Real Estate | Mega/Large |
End of preview. Expand in Data Studio
PulseEdge Trading AI v2
Broader follow-up to NickTheCoolst/pulseedge-trading-ai (v1).
Equities/ETFs only. No crypto. No raw ITCH. No SEC archives.
Research use only. Not investment advice. Survivorship bias in the liquidity universe. Use purged walk-forward splits. Label columns leak the future by construction.
What is new vs v1
| v1 | v2 | |
|---|---|---|
| Liquidity bar | $250k, 2y, $2 | $80k, 1y, $1 |
| Daily features (filtered) | 24.1M / 6,896 | 25.6M / 7,505 |
| Daily features (full panel) | — | 26.7M / 8,050 (*_full) |
| Daily OHLCV | 29.0M | 31.1M |
| Hourly | — | 26.3M filtered + 35.6M full |
| 15m | — | 5.2M filtered + 5.7M full |
| 5m | — | 9.6M / 1,956 symbols |
| 1m | — | 10.4M / 5,964 symbols |
| 5-day panel | — | filtered + full |
Files
Filtered (trading-ready, train cutoff 2024-12-31):
| File | Role |
|---|---|
ohlcv_daily.parquet (+ _train / _test) |
TSFM daily bars |
ohlcv_1h.parquet (+ splits) |
Hourly bars |
ohlcv_15m.parquet (+ _test; train empty because 15m starts 2026-06) |
15-minute bars |
ohlcv_5m.parquet |
5-minute bars |
ohlcv_1m.parquet |
1-minute bars |
features_daily_fwd21.parquet (+ splits) |
65-col 21d/63d ranking panel |
features_weekly_fwd21.parquet |
Wednesday snapshot |
features_fwd5.parquet (+ splits) |
5-day target panel |
features_infer_liquid.parquet |
Live-inference liquid subset |
universe_tickers.json |
7,505 tickers that passed the v2 filter |
Full unfiltered extras (*_full): same tables without the v2 liquidity cut.
Context: market_breadth.parquet, psychology_features.parquet, fred_macro_sentiment.parquet, macro_events_calendar.parquet, tickers_metadata.parquet, news_headlines.parquet.
Filters (filtered files only)
- Median dollar volume ≥ $80,000
- ≥ 252 daily bars
- Average close ≥ $1
- Drop crypto suffixes
- Drop
|ret_1| ≥ 2.0and|fwd_ret_21| ≥ 8.0 - OHLCV: positive prices,
high ≥ low, volume > 0
Snapshot
- Features 21d filtered: 25,586,679 rows, 7,505 tickers, 2000-01-02 → 2026-08-11
- OHLCV 1d: 31,063,094
- OHLCV 1h: 26,308,934 (2023-09-04 → 2026-09-04)
- OHLCV 15m: 5,201,596
- OHLCV 5m: 9,565,194
- OHLCV 1m: 10,371,499
- Built: 2026-09-08
Labels (do not use as features at inference)
fwd_ret_21, fwd_ret_63, fwd_rank_21, fwd_rank_63, fwd_excess_ret_21, target_top_quintile_21, y_fwd_5
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