Dataset · Hugging Face

tidy-finance/factor-library

Name: factor-library
Creator: tidy-finance
License: cc0-1.0
Keywords: task_categories:tabular-regression, task_categories:time-series-forecasting, language:en, license:cc0-1.0, size_categories:1B<n<10B, region:us, finance, asset-pricing, factor-models, portfolio-sorts, empirical-finance

Tidy Finance Factor Library: Portfolio Returns Monthly long-short portfolio returns for 179 firm characteristics across 4,105,728 portfolio construction specifications. The data cover US common stocks from January 1960 to December 2024. Dataset Details Dataset Description The dataset contains monthly long-short portfolio returns for 179 sorting variables: the continuous predictors published by Open Source Asset Pricing (Chen and Zimmermann, 2022)… See the full description on the dataset page: https://huggingface.co/datasets/tidy-finance/factor-library.

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Author / organization	tidy-finance
License (as declared)	cc0-1.0
Downloads	845 (as reported by Hugging Face)
Likes	4
Created	4 March 2026
Last updated at source	15 September 2026

financeasset-pricingfactor-modelsportfolio-sortsempirical-finance

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