jck3114/ashare-book-benchmark-train

China A-share Book Benchmark: Train Training data for a benchmark where participants submit batches of JAX factor candidates and maintain their own evolving book. The benchmark performs fitting and admission privately. This repository contains data, not evaluator source or private scoring rules. Coverage Train only: 2012-01-04 through 2017-11-01, inclusive; 1,416 trading days. Minute grid: 240 observations per trading day, from 09:31 through 15:00, with the… See the full description on the dataset page: https://huggingface.co/datasets/jck3114/ashare-book-benchmark-train.

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