We provide 10 quality-sorted, long-only portfolios for a US long sample (starting 1956) and a global broad sample (starting 1986), and update them monthly. About the AQR Data Library · AQR Momentum Indices... · Quality Minus Junk

5 окт. 2017 г. · About the AQR Data Library ... Each data set is associated with a specific paper. Users can view and download all related return series at once, ...

5 окт. 2017 г. · The data library contains historical and updated return series from the increasing roster of papers and indices associated with AQR.

Note: as of November 2014 the data library has been moved to: https://www.aqr.com/library/data-sets (you will be redirected when clicking on the file).

Get the datasets computed by the AQR research team in R. Installation. You can install the development version of aqrr from GitHub with:.

30 сент. 2024 г. · A quality-minus-junk (QMJ) strategy, in which an investor goes long high-quality stocks and shorts low-quality stocks, has earned significant historical risk- ...

30 сент. 2024 г. · We have updated and extended the data set for the paper, “Value and Momentum Everywhere.” Our research shows consistent value and momentum ...

30 сент. 2024 г. · This paper challenges the standard method for measuring “value” used in academic work on factor pricing and behavioral finance.

30 сент. 2024 г. · We construct market-neutral betting-against-beta (BAB) factors, which are long leveraged low-beta assets and short high-beta assets.

pandas aims to be the fundamental high-level building block for doing practical, real world data analysis in Python. Project roadmap · Team · Project governance · Sponsors