Silly question, but I’m not sure I understand the input data. Aren’t the rows supposed to be asset returns? Dates are not unique. Does that mean the level of granularity is e.g. minutes, but we can’t see that?
Thanks
Hello sporting-sina,
We don’t have the information on the granularity of the data, wether dates are days, weeks, months.
Each row corresponds to an asset at a point in time, with its features and its target. So for each date you have a number of assets which cannot be linked to any assets in other dates (data is obfuscated).
Does that answer your question ?