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Dataset · Hugging Face

paperswithbacktest/Stocks-Quarterly-Earnings

Stocks Quarterly Earnings This dataset includes quarterly earnings report data for various stocks. 355,371 rows over 6,406 symbols, 8 columns, covering 1996-01-31 to 2026-07-31. Refreshed monthly. Strategies Built on This Data 490 papers in the Papers With Backtest catalogue declare this dataset as an input. 456 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.20, and 32% clear a t-statistic of 1.96 on their own… See the full description on the dataset page: https://huggingface.co/datasets/paperswithbacktest/Stocks-Quarterly-Earnings.

Author / organizationpaperswithbacktest
License (as declared)other
Downloads1.2K (as reported by Hugging Face)
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Created16 August 2024
Last updated at source2 October 2026
financequantitative-tradingbacktestingalgorithmic-tradingstocksequitiesquarterlyfundamentalsearnings
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