feat: create README.md

README.md

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+---
+license: mit
+language:
+- en
+size_categories:
+- 1GB < n < 10GB
+tags:
+- finance
+- portfolio-management
+- multi-asset
+- benchmark
+- LLM
+- correlation
+---
+
+[![Paper](https://img.shields.io/badge/arXiv-2605.27887-b31b1b)](https://arxiv.org/abs/2605.27887)
+[![Code](https://img.shields.io/badge/GitHub-PortBench-blue)](https://github.com/AgenticFinLab/portbench)
+[![Homepage](https://img.shields.io/badge/Homepage-portbench.github.io-orange)](https://portbench.github.io/)
+
+# PortBench-RawData
+
+This repository contains the **raw collected data and preprocessed asset files** for [PortBench](https://github.com/AgenticFinLab/portbench). 
+
+The data spans **2015–2025** across **six heterogeneous asset classes**: Equities, Bonds, Commodities, Real Estate, Cryptocurrency, and Cash.
+
+---
+
+## Repository Structure
+
+```
+PortBench-RawData/
+├── raw_data/                          # Raw collected data (~4.6 GB)
+│   ├── fred/                          # FRED macroeconomic indicators (60 series)
+│   │   ├── bonds/                     # Yield curve, credit spreads, TIPS
+│   │   ├── cash/                      # Fed funds rate, CPI, GDP, employment
+│   │   ├── commodities/               # Oil, gold, agriculture spot indices
+│   │   └── real_estate/               # Case-Shiller, HPI, REIT indices
+│   ├── kaggle/                        # Kaggle supplementary data (~4 GB)
+│   │   ├── commodities/               # Commodity futures and spot prices
+│   │   ├── cryptocurrency/            # Crypto OHLCV data
+│   │   ├── equities/                  # Stock data with news text
+│   │   └── real_estate/               # REIT and property data
+│   ├── sec/                           # SEC EDGAR filings
+│   │   └── equities/                  # 10-K, 10-Q filings for US equities
+│   ├── yahoo/                         # Yahoo Finance price data
+│   │   ├── bonds/                     # Bond ETF prices and yields
+│   │   ├── cash/                      # Money market and treasury ETF data
+│   │   ├── commodities/               # Commodity ETF data
+│   │   ├── cryptocurrency/            # Crypto ETF and trust data
+│   │   ├── equities/                  # 72 tickers (broad-market, sector, factor ETFs)
+│   │   └── real_estate/               # REIT ETF data
+│   └── metadata.json                  # Dataset metadata summary
+│
+└── processed/                         # Preprocessed asset data
+    ├── equities.csv                   # 126 equity tickers, aligned daily
+    ├── bonds.csv                      # 15 bond series, aligned daily
+    ├── commodities.csv                # 16 commodity series, aligned daily
+    ├── real_estate.csv                # 10 real estate series, aligned daily
+    ├── cryptocurrency.csv             # 12 cryptocurrency series, aligned daily
+    ├── cash.csv                       # 4 cash equivalent series, aligned daily
+    ├── correlation_matrix.csv         # 183×183 Pearson correlation matrix
+    ├── asset_class_map.json           # Ticker-to-asset-class mapping
+    └── time_ranges.json               # Per-ticker date coverage ranges
+```
+
+---
+
+## Data Sources
+
+| Source | Coverage | Content | Tickers/Series |
+|--------|----------|---------|----------------|
+| [Yahoo Finance](https://finance.yahoo.com/) | 2015–2025 | Daily OHLCV, adjusted close, volume for ETFs and stocks across all 6 asset classes | 72 tickers |
+| [FRED](https://fred.stlouisfed.org/) | 2015–2025 | Macroeconomic indicators: yield curve (DGS1–DGS30), TIPS real yields (DFII5/10/30), breakeven inflation (T5YIE/T10YIE), Fed funds rate (DFF/FEDFUNDS), CPI (CPIAUCSL/CPILFESL), GDP, employment (PAYEMS), housing (CSUSHPINSA), VIX | 60 series |
+| [Kaggle](https://www.kaggle.com/) | 2015–2025 | Supplementary cryptocurrency OHLCV, commodity futures, equities with news sentiment, real estate data | ~45 datasets |
+| [SEC EDGAR](https://www.sec.gov/edgar/) | 2015–2025 | 10-K and 10-Q filings for US equities, parsed text | Equity filings |
+
+---
+
+## Coverage by Asset Class
+
+| Asset Class | Raw Tickers | Processed | Role in Portfolio |
+|-------------|------------|-----------|-------------------|
+| **Equities** | 127 | 126 | Return engine; diversified via sector/factor ETFs (SPY, QQQ, XLE, XLF, VXUS, etc.) |
+| **Bonds** | 15 | 15 | Fixed-income hedging; Treasury, corporate, high-yield (TLT, IEF, HYG, LQD, etc.) |
+| **Commodities** | 16 | 16 | Inflation hedge; gold, oil, natural gas, agriculture (GLD, USO, UNG, DBC, etc.) |
+| **Real Estate** | 10 | 10 | Diversification; REIT sector ETFs (VNQ, IYR, SCHH, etc.) |
+| **Cryptocurrency** | 12 | 12 | High-risk allocation; major + mid-cap (BTC, ETH, SOL, DOGE, etc.) |
+| **Cash** | 4 | 4 | Capital preservation; money market, short-term Treasuries (BIL, SGOV, SHV) |
+
+Cross-asset correlations exhibit the key structural property exploited by PortBench's dual-layer scoring: **intra-class correlations are strongly positive** (0.4–0.6+), while **inter-class correlations are near-zero or negative**, meaning true diversification requires cross-class allocation, not just many tickers within one class.
+
+---
+
+## Preprocessing Details
+
+- **Calendar alignment**: All series aligned to a common business-day calendar; gaps ≤5 days forward-filled; longer gaps retained as NaN for pairwise-complete correlation estimation.
+- **Market regime labels**: Each asset class labeled as bull/bear/sideways/crisis using MA crossover (50/200-day) + 15% max-drawdown crisis threshold.
+- **Data splits**: Train (2015–2022), Validation (2023–2024), Test (2025), with year-end boundaries.
+- **Correlation matrix**: 183×183 Pearson correlation matrix computed from daily simple returns over the full training period using pairwise-complete observations; frozen and not re-estimated.
+
+---
+
+## Related Datasets
+
+This repository contains the raw data foundation. See also:
+
+- [PortBench-Market](https://huggingface.co/datasets/AgenticFinLab/PortBench-Market) — The processed market base dataset (`portbench.csv`) with all six asset classes merged at daily frequency, plus visualization figures.
+- [PortBench-QA](https://huggingface.co/datasets/AgenticFinLab/PortBench-QA) — 6,269 question-answer pairs across 7 templates (T1–T7) probing correlation-based financial reasoning, with train/val/test splits.
+
+Both are part of the [PortBench collection](https://huggingface.co/collections/AgenticFinLab/portbench).
+
+---
+
+## Citation
+
+```bibtex
+@article{zhao2026portbench,
+  title={PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management},
+  author={Zhao, Yuxuan and Chen, Sijia and Su, Ningxin},
+  journal={arXiv preprint arXiv:2605.27887},
+  year={2026}
+}
+```
+
+---
+
+## License
+
+This dataset is released under the MIT License. Data sourced from Yahoo Finance, FRED, Kaggle, and SEC EDGAR is subject to their respective terms of service.