ETF Cross-Asset Lead-Lag Discovery
ETF Cross-Asset Lead-Lag Discovery: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). You are given daily adjusted close prices for 10 ETFs spanning equities, rates, credit, commodities, gold, and real estate.
The task
You are given daily adjusted close prices for 10 ETFs spanning equities, rates, credit, commodities, gold, and real estate.
Part of codeslord/skilltrainbench-public.