Duplicate from tidy-finance/factor-library

Co-authored-by: Stefan Voigt <voigtstefan@users.noreply.huggingface.co>

.gitattributes

@@ -0,0 +1,60 @@
+*.7z filter=lfs diff=lfs merge=lfs -text
+*.arrow filter=lfs diff=lfs merge=lfs -text
+*.avro filter=lfs diff=lfs merge=lfs -text
+*.bin filter=lfs diff=lfs merge=lfs -text
+*.bz2 filter=lfs diff=lfs merge=lfs -text
+*.ckpt filter=lfs diff=lfs merge=lfs -text
+*.ftz filter=lfs diff=lfs merge=lfs -text
+*.gz filter=lfs diff=lfs merge=lfs -text
+*.h5 filter=lfs diff=lfs merge=lfs -text
+*.joblib filter=lfs diff=lfs merge=lfs -text
+*.lfs.* filter=lfs diff=lfs merge=lfs -text
+*.lz4 filter=lfs diff=lfs merge=lfs -text
+*.mds filter=lfs diff=lfs merge=lfs -text
+*.mlmodel filter=lfs diff=lfs merge=lfs -text
+*.model filter=lfs diff=lfs merge=lfs -text
+*.msgpack filter=lfs diff=lfs merge=lfs -text
+*.npy filter=lfs diff=lfs merge=lfs -text
+*.npz filter=lfs diff=lfs merge=lfs -text
+*.onnx filter=lfs diff=lfs merge=lfs -text
+*.ot filter=lfs diff=lfs merge=lfs -text
+*.parquet filter=lfs diff=lfs merge=lfs -text
+*.pb filter=lfs diff=lfs merge=lfs -text
+*.pickle filter=lfs diff=lfs merge=lfs -text
+*.pkl filter=lfs diff=lfs merge=lfs -text
+*.pt filter=lfs diff=lfs merge=lfs -text
+*.pth filter=lfs diff=lfs merge=lfs -text
+*.rar filter=lfs diff=lfs merge=lfs -text
+*.safetensors filter=lfs diff=lfs merge=lfs -text
+saved_model/**/* filter=lfs diff=lfs merge=lfs -text
+*.tar.* filter=lfs diff=lfs merge=lfs -text
+*.tar filter=lfs diff=lfs merge=lfs -text
+*.tflite filter=lfs diff=lfs merge=lfs -text
+*.tgz filter=lfs diff=lfs merge=lfs -text
+*.wasm filter=lfs diff=lfs merge=lfs -text
+*.xz filter=lfs diff=lfs merge=lfs -text
+*.zip filter=lfs diff=lfs merge=lfs -text
+*.zst filter=lfs diff=lfs merge=lfs -text
+*tfevents* filter=lfs diff=lfs merge=lfs -text
+# Audio files - uncompressed
+*.pcm filter=lfs diff=lfs merge=lfs -text
+*.sam filter=lfs diff=lfs merge=lfs -text
+*.raw filter=lfs diff=lfs merge=lfs -text
+# Audio files - compressed
+*.aac filter=lfs diff=lfs merge=lfs -text
+*.flac filter=lfs diff=lfs merge=lfs -text
+*.mp3 filter=lfs diff=lfs merge=lfs -text
+*.ogg filter=lfs diff=lfs merge=lfs -text
+*.wav filter=lfs diff=lfs merge=lfs -text
+# Image files - uncompressed
+*.bmp filter=lfs diff=lfs merge=lfs -text
+*.gif filter=lfs diff=lfs merge=lfs -text
+*.png filter=lfs diff=lfs merge=lfs -text
+*.tiff filter=lfs diff=lfs merge=lfs -text
+# Image files - compressed
+*.jpg filter=lfs diff=lfs merge=lfs -text
+*.jpeg filter=lfs diff=lfs merge=lfs -text
+*.webp filter=lfs diff=lfs merge=lfs -text
+# Video files - compressed
+*.mp4 filter=lfs diff=lfs merge=lfs -text
+*.webm filter=lfs diff=lfs merge=lfs -text

README.md

@@ -0,0 +1,211 @@
+---
+pretty_name: Tidy Finance Factor Library Portfolio Returns
+license: cc0-1.0
+language:
+- en
+tags:
+- finance
+- asset-pricing
+- factor-models
+- portfolio-sorts
+- empirical-finance
+size_categories:
+- 10M<n<100M
+task_categories:
+- tabular-regression
+- time-series-forecasting
+---
+
+# Tidy Finance Factor Library: Portfolio Returns
+
+Long-short portfolio returns for 50 financial risk factors across a comprehensive grid of methodological specifications. The dataset covers US equities from 1960 to 2024.
+
+## Dataset Details
+
+### Dataset Description
+
+The dataset contains monthly long-short portfolio returns for 50 sorting variables commonly used in empirical asset pricing. Each sorting variable is evaluated across all valid combinations of preprocessing choices (sample exclusions, lagging conventions, breakpoint definitions, weighting schemes, and rebalancing frequencies), yielding hundreds of specification paths per variable. The selection of sorting variables follows the cross-section of characteristics studied by Jensen, Kelly, and Pedersen (2023).
+
+- **Curated by:** Christoph Frey (Lancaster University), Christoph Scheuch (Tidy Intelligence), Stefan Voigt (University of Copenhagen), Patrick Weiss (Reykjavík University)
+- **License:** MIT
+
+### Dataset Sources
+
+- **R package:** [github.com/tidy-finance/r-tidyfinance](https://github.com/tidy-finance/r-tidyfinance)
+- **Python package:** [github.com/tidy-finance/py-tidyfinance](https://github.com/tidy-finance/py-tidyfinance)
+- **Demo:** [factors.tidy-finance.org/](https://factors.tidy-finance.org/)
+
+## Uses
+
+### Direct Use
+
+- Empirical asset pricing research: evaluating factor models, testing anomalies, and benchmarking portfolio strategies.
+- Robustness analysis: comparing factor returns across different methodological specifications.
+- Teaching and replication: reproducing canonical results from the asset pricing literature.
+- Sensitivity analysis: studying how preprocessing choices (breakpoints, weighting, rebalancing) affect factor premia.
+
+### Out-of-Scope Use
+
+- Live trading signals. The dataset reflects historical, backward-looking portfolio returns and does not account for transaction costs, market impact, or real-time data availability.
+- Causal inference about individual firm outcomes.
+
+## Dataset Structure
+
+The dataset consists of 150 Parquet files with 6 columns. The id column maps to a separate specification grid that documents all preprocessing choices for each specification (breakpoints, exclusions, rebalancing frequency, etc.).
+
+
+<table>
+  <thead>
+    <tr>
+      <th>Column</th>
+      <th>Type</th>
+      <th>Description</th>
+    </tr>
+  </thead>
+  <tbody>
+    <tr>
+      <td><code>id</code></td>
+      <td>int32</td>
+      <td>Unique specification identifier linking to the portfolio sort grid</td>
+    </tr>
+    <tr>
+      <td><code>date</code></td>
+      <td>date32</td>
+      <td>Month of the portfolio return</td>
+    </tr>
+    <tr>
+      <td><code>ret_type</code></td>
+      <td>string</td>
+      <td>Return type: <code>vw</code> (value-weighted) or <code>ew</code> (equal-weighted)</td>
+    </tr>
+    <tr>
+      <td><code>ret</code></td>
+      <td>double</td>
+      <td>Monthly long-short portfolio excess return</td>
+    </tr>
+    <tr>
+      <td><code>sorting_variable</code></td>
+      <td>string</td>
+      <td>Sorting characteristic (e.g., <code>ag</code> for asset growth, <code>bm</code> for book-to-market)</td>
+    </tr>
+    <tr>
+      <td><code>sorting_variable_lag</code></td>
+      <td>string</td>
+      <td>Lagging convention: <code>3m</code>, <code>6m</code>, or <code>ff</code> (Fama-French)</td>
+    </tr>
+  </tbody>
+</table>
+
+
+
+
+The `sorting_variable` partition key identifies the characteristic (e.g., `ag` for asset growth, `bm` for book-to-market). The `sorting_variable_lag` partition key identifies the lagging convention (`3m`, `6m`, or `ff` for the Fama-French convention). The `id` column maps to a separate specification grid that documents all preprocessing choices for each specification (breakpoints, exclusions, rebalancing frequency, etc.).
+
+### Sorting variables
+
+The 50 sorting variables span seven categories: investment, profitability, valuation, momentum, intangibles, trading frictions, and financing. See the companion paper for the full list and definitions.
+
+### Specification grid
+
+Each sorting variable is evaluated across combinations of:
+
+<table>
+  <thead>
+    <tr>
+      <th>Choice</th>
+      <th>Options</th>
+    </tr>
+  </thead>
+  <tbody>
+    <tr>
+      <td>Size exclusion</td>
+      <td>None; bottom 20th NYSE percentile</td>
+    </tr>
+    <tr>
+      <td>Exclusion of financials</td>
+      <td>No; Yes</td>
+    </tr>
+    <tr>
+      <td>Exclusion of utilities</td>
+      <td>No; Yes</td>
+    </tr>
+    <tr>
+      <td>Exclusion of neg. earnings</td>
+      <td>No; Yes</td>
+    </tr>
+    <tr>
+      <td>Sorting variable lag</td>
+      <td>3 months; 6 months; Fama-French</td>
+    </tr>
+    <tr>
+      <td>Rebalancing</td>
+      <td>Monthly; Annual (July)</td>
+    </tr>
+    <tr>
+      <td>Breakpoint quantiles (main)</td>
+      <td>5; 10</td>
+    </tr>
+    <tr>
+      <td>Double sort</td>
+      <td>Single; Dependent; Independent</td>
+    </tr>
+    <tr>
+      <td>Breakpoint quantiles (secondary)</td>
+      <td>2; 5</td>
+    </tr>
+    <tr>
+      <td>Breakpoint exchanges</td>
+      <td>NYSE; All</td>
+    </tr>
+    <tr>
+      <td>Weighting</td>
+      <td>Equal-weighted; Value-weighted</td>
+    </tr>
+  </tbody>
+</table>
+
+
+## Dataset Creation
+
+### Curation Rationale
+
+Existing factor libraries (e.g., the French Data Library) provide canonical factor series but without code or detailed workflows, limiting reproducibility and methodological comparison. We constructed this dataset to offer a transparent, fully replicable factor library that covers a comprehensive grid of specification choices.
+
+### Source Data
+
+#### Data Collection and Processing
+
+Raw data comes from CRSP (monthly stock returns, market capitalization, exchange, industry) and Compustat (annual financial statements) via WRDS. The `tidyfinance` R package handles all data acquisition, cleaning, variable construction, and portfolio aggregation. Preprocessing steps include restricting to common equity of US-incorporated corporate issuers on major exchanges, computing excess returns relative to the Fama-French risk-free rate, and constructing sorting variables with appropriate lagging conventions. See the companion paper and the `tidyfinance` package documentation for full details.
+
+#### Who are the source data producers?
+
+- CRSP (Center for Research in Security Prices) at the University of Chicago
+- Compustat (S&P Global Market Intelligence)
+
+### Personal and Sensitive Information
+
+The dataset contains aggregated portfolio-level returns only. No individual-level, personal, or sensitive information is included.
+
+## Bias, Risks, and Limitations
+
+- **Survivorship and look-ahead bias:** We follow standard academic conventions (e.g., Fama-French lagging) to mitigate look-ahead bias, but the dataset reflects the CRSP/Compustat universe with its known survivorship characteristics.
+- **US equities only:** The current version covers US-listed stocks. International markets are not included.
+- **Historical data:** Returns reflect past market conditions and do not predict future performance.
+- **Data vendor dependence:** Reproducing the dataset from scratch requires WRDS access (CRSP and Compustat subscriptions).
+
+### Recommendations
+
+Researchers should consult the companion paper for detailed variable definitions and the specification grid documentation before using the data. When reporting results, specify the exact specification path (identified by `id`) to ensure reproducibility.
+
+## Citation
+
+**BibTeX:**
+
+```bibtex
+@article{Frey.2026,
+  title={A Transparent Financial Risk Factor Library},
+  author={Frey, Christoph and Scheuch, Christoph and Voigt, Stefan and Weiss, Patrick},
+  year={2026},
+  journal={Working Paper}
+}
+

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=bivariate-dependent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:0435a326d5b502c057099bcf4f1feadca7806b148ecd01dd92eb94ec587672b9
+size 6929938

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=bivariate-dependent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:ef154d707629925d252eef72ade9cf3e8668bf0baa3cf1363178da513f28917b
+size 6945622

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=bivariate-dependent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:f08171402ab94b45a0a5a3f38cd293f199b7e1c01eb22be5f9792db15ccb5fad
+size 6951821

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=bivariate-independent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:3e78f22e69942b1bba03d6a0cf984eb3064c3e637fededa7400b2954ec17318a
+size 6941471

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=bivariate-independent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:1d61f0745e45e9e2a1ab663809900c2be06f4fb3e48af8d9b66103f9b28965d9
+size 6983960

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=bivariate-independent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:729501cdd515b811a83c2315f7fec0db3a11789ce5d2ae49a94e0593928709fa
+size 6947951

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=univariate/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:2bf3ee67455c7321fd6fd8d70f19ef981215821a0e0c929f342c9ec5e41ab802
+size 3563638

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=univariate/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:90517f29fd9a52c821988169e373502939e4e222d8cbe73b79fb5a32c62c478c
+size 3580584

sorting_variable=52w/sorting_variable_lag=3m/sorting_method=univariate/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:cef86f2e97b01bd971f62cca568a827a577b0f832cee8861996ce79fbfb69892
+size 3574841

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=bivariate-dependent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:90662b4610ac1fa7a0249bf2d28deb00a723bff333d18f786f1c0e22b087b183
+size 7051936

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=bivariate-dependent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:7e9527c992fac74102f2187a15d3c7e433ff723a44f6b479e56cb55934241d8b
+size 7041029

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=bivariate-dependent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:f3d70f80b182b5c8a641dac18532084df3533e501ae0f49ef3396fea91c18caa
+size 7082083

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=bivariate-independent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:7536d326b7688a86923bddb63b4cb02054ca5a581c8c4249a41b83509c0c89d0
+size 7049769

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=bivariate-independent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:2be50cdcaab22117b88ca9abad4d3befb37250307eee48a7f09288ca40a9aedc
+size 7070833

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=bivariate-independent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:bc4853a45a08e232f34a96cbe197163f54d341691b542060ccf94b549d9007c4
+size 7074012

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=univariate/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:b45b57f463a297485f89575f6cca22f88ab3c9e990f093d16ad6b51053c204b6
+size 3609864

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=univariate/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:3573d1eea6fa89453690af352d36ae0f98587c380a453cd197dc69a483ac32f6
+size 3630732

sorting_variable=52w/sorting_variable_lag=6m/sorting_method=univariate/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:9d9d7e856820f54f20f84375d5075b9c21597214d1de7aff202776ac2b1df374
+size 3633983

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=bivariate-dependent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:bfbf3778aed32670c59235abfa44a28f666b9cce40dbfef53247e7547f7de803
+size 6976036

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=bivariate-dependent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:826703fabe754e2dd69978c18cc76e6bee1ab609c548f281fd0432f7efad74a7
+size 6977919

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=bivariate-dependent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:497a596134784bf5dfb1562c2bf64526f2e6958f27f7684a7badbdb78d565032
+size 6954453

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=bivariate-independent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:bef928cf14e9bd252d79af9a0a1b94337dc0c5193353d211ce1513478a0746ec
+size 6925192

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=bivariate-independent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:2daa74ad3f9284322ed928ffaba1f016e910b3867e12c51ae7f6797cb2918771
+size 7009987

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=bivariate-independent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:8e85640d26d694a34cb9211713c6c6ccaefc713dddb3b2ab751fb7dfe9b01019
+size 7032098

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=univariate/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:dbbc32fd41d1a7f781703cb9f523f14f8dbe5f88d76e5c688659b6bacec1468b
+size 3581517

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=univariate/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:1f5db3e86580ff2e4efc1f89f6b67b0341084288f26d3a109338687f5627bf61
+size 3584875

sorting_variable=52w/sorting_variable_lag=ff/sorting_method=univariate/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:30d161553f9329793c5a335d754ef5ee4a1ea46bad2335d73709a700902ca243
+size 3569194

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=bivariate-dependent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:3d4aff6d1114d9467c67b517f7a44881d067827d1bd8a83eced46242833457ac
+size 6852624

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=bivariate-dependent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:0f1b9303ca530c019acbeb8f69833a45eb1c20c471a060fbe4adb924d59f6339
+size 6795107

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=bivariate-dependent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:a99a6edb52833a741e1c9fd7c98e731f3d93e3c8c5883e6d879b510fa52f8314
+size 6838492

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=bivariate-independent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:778c654ad69cdc113e5d718ee92e09a631d10cb721e94c94bc5ecd927aa68c94
+size 6826534

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=bivariate-independent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:cd12203c054aee2943b8d4175be1ff95a27569f310943d088af697180e3caf7e
+size 6810316

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=bivariate-independent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:890b30f4b02c6dd05158fe3cc3f757a4dfe521d00bf43d5a57810b1ded2af34c
+size 6830406

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=univariate/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:e5fc5ef6360bffb4e805f8e9d69d8bc5698b2806bc1850828c1a8356afc66bdf
+size 3481560

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=univariate/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:f06ce476145457c06df86b09c5b6523273188725ed3fc2cffc59b4446573c397
+size 3503088

sorting_variable=aci/sorting_variable_lag=3m/sorting_method=univariate/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:1e389537d7f2bc53a105aebf1c1dfa29ec6c88b61d7d2d4414ea920d8927fa89
+size 3475627

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=bivariate-dependent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:2734a13029bcab9aafd1366fe15b43de4f9b011a0a7b3a5da5a5f181937f31eb
+size 6789080

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=bivariate-dependent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:438a3da6bb4c8703d93333656ffb9a57179ee42f7760620066e08828c1421f24
+size 6798286

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=bivariate-dependent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:fb7bee5268ab39945e7c2259914e92da625a91baf191704e801d8d8057284412
+size 6829069

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=bivariate-independent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:9abe44e55b810079da4bc804aac4b32945cb2806ecc72bf8074c3a1e9ab2eb6a
+size 6784323

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=bivariate-independent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:89d7a389e3964546f7c00b59b9d1373970a1d916c262d5775cdc4315db3990b4
+size 6833970

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=bivariate-independent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:34e40f7b6b358017e30b277aa8d2a378c2410b22086fa5450b77f6246f9d4e67
+size 6792590

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=univariate/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:5172656595ea2afa5a3a02e0ef48d713d3ae35be485876dd98532c52f83593f6
+size 3468272

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=univariate/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:e9b2ca51d2818b61b0a4dfbefe429783f267264fb70b50bf763bf4ff408bf610
+size 3470352

sorting_variable=aci/sorting_variable_lag=6m/sorting_method=univariate/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:e333f3a017e6e012028e1b319f4be31dc7dec36acc72f494521ced8ee3fffdc3
+size 3495459

sorting_variable=aci/sorting_variable_lag=ff/sorting_method=bivariate-dependent/n_portfolios_main=10/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:0daf2de20e90c54e118e468b6e3ac69b92ed82207df2cd222f6bc949b582a9cd
+size 6751346

sorting_variable=aci/sorting_variable_lag=ff/sorting_method=bivariate-dependent/n_portfolios_main=3/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:07d4027d3b4d818d374e0b6da0b9f08b1d7e468b9173ddb6d1eb4fe267959fd4
+size 6766211

sorting_variable=aci/sorting_variable_lag=ff/sorting_method=bivariate-dependent/n_portfolios_main=5/part-0.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:0870ae91c4b44c847828dd234ce7a36ba4c967efef48d8f633604f1721155944
+size 6740610