paperswithbacktest/Commodities-Daily-Price
Commodities Daily Price This dataset includes daily price data for various commodities. 508,406 rows over 63 symbols, 7 columns, covering 1927-12-30 to 2026-07-31. Refreshed monthly. Strategies Built on This Data 259 papers in the Papers With Backtest catalogue declare this dataset as an input. 231 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.39, and 53% clear a t-statistic of 1.96 on their own sample… See the full description on the dataset page: https://huggingface.co/datasets/paperswithbacktest/Commodities-Daily-Price.
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