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FinBen · FinTrade (training data)

📄 Paper · 💻 Code · 🏆 Leaderboard · 🌐 The Fin AI

Part of FinBen — FinBen: A Holistic Financial Benchmark for Large Language Models (arXiv:2402.12659).

Daily DRIV price and news for 2020-03-13 to 2020-10-08 (146 trading days), converted from DRIV_train.pkl to parquet. Note: JNJ_train.pkl and MSFT_train.pkl in this repository are byte-identical copies of the DRIV file, not JNJ/MSFT data; the .pkl files are kept only for backward compatibility.

Task stock trading
Original dataset FinTrade (introduced in FinBen)
Evaluation metric CR, SR, DV, AV, MD
Source license MIT License
Language en

Quick Start

from datasets import load_dataset

ds = load_dataset("TheFinAI/en-fintrade-train", split="train")
print(ds[0])

Dataset Structure

Split Rows
train 146
Field Description
date Trading day
ticker Ticker symbol
price Price on that day
news News snippets for that day (may be empty)
filing_k 10-K filing text (empty in this release)
filing_q 10-Q filing text (empty in this release)

License

The original data is released under MIT License (FinBen paper, Table 2).

Citation

Please cite FinBen and the original dataset (FinTrade (introduced in FinBen)):

@misc{xie2024finbenholisticfinancialbenchmark,
      title={FinBen: A Holistic Financial Benchmark for Large Language Models},
      author={Qianqian Xie and Weiguang Han and Zhengyu Chen and Ruoyu Xiang and Xiao Zhang and Yueru He and Mengxi Xiao and Dong Li and Yongfu Dai and Duanyu Feng and Yijing Xu and Haoqiang Kang and Ziyan Kuang and Chenhan Yuan and Kailai Yang and Zheheng Luo and Tianlin Zhang and Zhiwei Liu and Guojun Xiong and Zhiyang Deng and Yuechen Jiang and Zhiyuan Yao and Haohang Li and Yangyang Yu and Gang Hu and Jiajia Huang and Xiao-Yang Liu and Alejandro Lopez-Lira and Benyou Wang and Yanzhao Lai and Hao Wang and Min Peng and Sophia Ananiadou and Jimin Huang},
      year={2024},
      eprint={2402.12659},
      archivePrefix={arXiv},
      primaryClass={cs.CL},
      url={https://arxiv.org/abs/2402.12659},
}
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