Online Portfolio Selection Toolbox
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
OLPS is an open-source toolbox for On-Line Portfolio Selection, which includes a collection of classical and state-of-the-art on-line portofolio selection strategies implemented in Matlab/Octave.
Related Publication: Li, B., & Hoi, S. C. (2014). Online portfolio selection: A survey. ACM Computing Surveys, 46(3), 35. http://dx.doi.org/10.1145/2512962