| Feature | Category | Explanation |
| S&P 500 daily return lag one day | Stock Index | Denote Standard & Poor’s 500 adjust close price c(n), daily return is (c(t)-c(t − 1))/c(t − 1) |
| S&P 500 daily volume | Stock Index | Standard & Poor’s 500 daily trading volume |
| FTSE daily return | Stock Index | A stock index for London Stock Exchange with 100 companies’ stocks |
| Nikkei daily return | Stock Index | A stock index for the Tokyo Stock Exchange |
| SSE daily return | Stock Index | A stock index of A shares and B shares that traded at the Shanghai Stock Exchange |
| USDGBP daily return | Currency Rate | British Pound-US Dollar exchange rate |
| USDCNY daily return | Currency Rate | Chinese RMB-US Dollar exchange rate |
| USDJPY daily return | Currency Rate | Japanese Yen-US Dollar exchange rate |
| DJIA daily return | Stock Index | Dow Jones Industrial Average |
| NASDAQ daily return | Stock Index | A stock index including common stocks and similar securities listed on the NASDAQ stock market |
| Gold price daily return | Commodity | Commodity price of gold |
| Crude oil daily return | Commodity | Commodity price of crude oil |
| S&P 500 Momentum (n = 4) | Stock Index | (c(t)-c(t − 4))/c(t − 4) |
| S&P 500 ROC (n = 4) | Stock Index | Price rate-of-change c(t)/c(t − 4) |
| S&P 500 Momentum (n = 3) | Stock Index | (c(t)-c(t − 3))/c(t − 3) |
| S&P 500 ROC (n = 3) | Stock Index | Price rate-of-change c(t)/c(t − 3) |