SPY
S&P 500
Detailed inspection of market data: variables, quality, statistical tests and sentiment.
Overview
Basic metrics of the price series. Adjust the time window with the slider or presets.
From 2024-09-14 to 2026-09-14 · ~2.0 years
2000-01-032025-09-14
Granularity
Variables & features
ML features computed by the pipeline (volatility windows, momentum, and macro spread).
Statistical tests
Tests on log-returns: stationarity (ADF, KPSS), normality (Jarque-Bera) and descriptives.
Data quality
Nulls per feature and outliers detected on the log-return series.
Nulls per feature (last year)
Outliers in log-returns
Time granularity
Filter data by weekday or aggregate into periods.
Result: 0 records after applying the filter.
Sentiment
Market sentiment indicators and qualitative distribution.