Context Predicting the stock index movement (i.e., UP or DOWN?) using some useful features. Content **Label:** 0 (DOWN) or 1 (UP), if the close price of following one day is lower (higher) than today's close price. **Features:** OHLC and Volume data are from yahoo finence, macroeconomic features from FREM (see https://fred.stlouisfed.org/) **Frequence:** Daily **Period:** 2008.4-2018.3 Version (Features) ● Version 1: Macroeconomic Features ● Version 2: OHLC+Volume+Macroeconomic Features ● Version 3: Add DJIA (Dow30) and Nasdaq stock index Attention Relative Kernels have also been displayed (based on deep-learning algorithms) Join us Things will always be great if we can study relative financial problem and forecasting algorithms together: My github profile: https://github.com/jmq19950824 My email: jiangmq95@163.com