The ERP contest is about prediction of the stock market. The
objective is to build a predictive model for weekly S&P 500
For this purpose Hull Tactical is providing you with
this data set
of variables that may aid this task.
There are numerous ways to build a prediction model, ranging from a
simple linear regression to more sophisticated methods from
The data file above contains various financial variables over a
span of 1952-2018. A brief description of each of these variables may be
found here. To get started on building an intuition as to why
these may hold predictive power, you may look at the
(SIM, TOM) and
You can find all of these variables in the description files
** Please do not use the Hull Tactical data set for any purpose other than the ERP contest.