Stocks daily data for comparing performance metrics applied to ML algorithms

SQL database (accessed with SQlite3 in Python)Daily OHLCV of DJIU, CACA40, BEL20, AEX and FTSE for testing main performance metrics and D-ratio with AI models predicting asset returns.1. Daily returns are computed as target variable2. Various AI models (MLP, LSTM, ResNet, XGB, PPO,...) have been tested for their ability to predict returns3. Dozens of performance metrics usually applied in the literature have been assessed to identify the best performing algorithms: MSE, RMSE, MAE, MAPE,... , Accuracy, F1, precision, recall, R, R², Matthews correlation coefficient, Cohen's kappa, Sharpe, Sortino, Calmar,... 4. A new metric "D-ratio" has been tested