HaiwenWang/sp500-pit-benchmark

SP500-PIT Multi-Scale Forecasting Benchmark v1 Internal benchmark for testing time-series / cross-sectional forecasting models on strictly point-in-time US equity data at three frequencies (daily / 30-minute / 1-minute). Built 2026-09; frozen. LICENSE / SHARING NOTICE: bars are derived from licensed market data (CRSP and a commercial intraday vendor). Do NOT redistribute publicly. Private, authorized collaborators only. 1. What the data is Core inputs are… See the full description on the dataset page: https://huggingface.co/datasets/HaiwenWang/sp500-pit-benchmark.