Andrew Y. Chen commited on
Commit ·
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Parent(s): 57a9973
README: main mirrors the latest release; add dataset viewer configs
Browse filesClaude-Session: https://claude.ai/code/session_019jhbPVKzWGSubG2HoKReUR
README.md
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- anomalies
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size_categories:
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- 100M<n<1B
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---
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# Open Source Cross-Sectional Asset Pricing (data releases)
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The official data page and FAQ are at [openassetpricing.com](https://www.openassetpricing.com), which
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includes a [browser for signal descriptions](https://openassetpricing.com/SignalDoc-Browser.html).
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-
**Each data release is its own branch of this repo.** The
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-
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The data are licensed under [CC BY 4.0](https://creativecommons.org/licenses/by/4.0/). If you
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use them, please cite [Chen and Zimmermann (2022)](#citation).
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- anomalies
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size_categories:
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- 100M<n<1B
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# dataset viewer tables (files on main, which mirrors the latest release)
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configs:
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- config_name: long_short_returns
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data_files: "Portfolios/Full Sets OP/PredictorLSretWide.parquet"
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default: true
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- config_name: predictor_portfolios
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data_files: "Portfolios/Full Sets OP/PredictorPortsFull.parquet"
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- config_name: placebo_portfolios
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data_files: "Portfolios/Full Sets OP/PlaceboPortsFull.parquet"
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- config_name: signal_doc
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data_files: "SignalDoc.parquet"
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- config_name: predictors
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data_files: "Firm Level Characteristics/Predictors.parquet"
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---
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# Open Source Cross-Sectional Asset Pricing (data releases)
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The official data page and FAQ are at [openassetpricing.com](https://www.openassetpricing.com), which
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includes a [browser for signal descriptions](https://openassetpricing.com/SignalDoc-Browser.html).
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**Each data release is its own branch of this repo.** The latest release is on branch
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`Data-Release-2026.10`, and the `main` branch holds a copy of it (plus this README), so
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downloads without `revision=` get the latest data.
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The data are licensed under [CC BY 4.0](https://creativecommons.org/licenses/by/4.0/). If you
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use them, please cite [Chen and Zimmermann (2022)](#citation).
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