ECON

This repository hosts a comprehensive dataset used in the paper titled "Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors, and Historical Prices."

Data Component

The dataset includes information on 42 blue-chip stocks spanning from 01/06/2020 to 31/05/2023. A complete list of these stocks and their respective sectors can be found in the ’Stock_info‘ . This dataset comprises three main components as fellows:

1. Filtered Tweets: Data sourced from Twitter.
2. Macroeconomic Features: Acquired from FRED (Federal Reserve Economic Data) and Google Trends.
3. Stock Features: Data obtained from Yahoo Finance.