What do the data column names mean?

[EXJUSTICE]

Hello,

Excellent work on this. I wanted to evaluate the performance of your models on some other index. I took a look at your data csv files, and found the column names (",datadate,tic,prccd,ajexdi,prcod,prchd,prcld,cshtrd")
I understand what the ticker and datadate represent, but could you elaborate on the other ones?

I would also appreciate a more detailed explanation of the backtesting process, I found the script a little bit sparse, are you simply comparing model result CSVs against the index average?

Thank you!

[s-diaco]

For the first part of your question:

• datadate: Date
• tic: Ticker
• prccd: Close Price (Daily)
• prcod: Open Price (Daily)
• prchd: High Price (Daily)
• prcld: Low Price (Daily)
• ajexdi: Daily Adjustment Factor
• cshtrd: Common Shares Traded