Overview
The Hugging Face page has quick download links, a guide to every file, and all past releases. No account is needed. The data is also accessible programmatically via ‘pip install openassetpricing‘ or ‘install.packages(“OpenSourceAP.DownloadR”)‘
Most of the current data run through December 2025. Predictors based on OptionMetrics implied volatility run only through December 2022 (and are taken from the August 2023 release) due to revisions to the underlying data. See the Github issue. A few other signals end earlier because their source data are no longer updated. See the release notes.
Documentation
- The current data release is October 2026 (created with code version 2.1.0)
- The data have moved from Google Drive to Hugging Face. Files are now parquet instead of zipped csvs, and each set of signals or portfolios is a single file. Google Drive could not handle the download volume (see Github issue 228).
- CRSP data now come from CRSP v2 (CIZ format) instead of the legacy format, which WRDS is retiring. The switch moves portfolio returns little. See the migration notes.
- 26 of 212 predictors have non-trivial revisions, mostly from bug fixes (e.g. PayoutYield, NetPayoutYield, CompositeDebtIssuance, IntanEP) and from CRSP v2’s updated industry codes. But changes to predictor performance is little changed. See release notes for details.
- Detailed info on the underlying papers and our implementations: Signal Browser or Signal Documentation csv file
- Includes acronyms, original paper (OP) references, hand-collected results from the OPs, and Google Scholar citation data (from Ivo Welch)
- Data release notes to help to get an overview of what is available
Previous data releases
See here for previous versions of our datasets (but you likely want to use the most recent one for your work). All releases are also on Hugging Face, one branch per release.