tidy-finance/factor-library-grid
Tidy Finance Factor Library: Specification Grid Lookup table that maps each specification id to its portfolio construction choices. Use it together with the Portfolio Returns dataset to select return series and to identify the choices behind each series. Dataset Details Dataset Description The grid contains 4,105,728 specifications for 179 sorting variables. Each row defines a complete set of construction choices: sample exclusions, lagging… See the full description on the dataset page: https://huggingface.co/datasets/tidy-finance/factor-library-grid.
Document the grid slices and the list of sorting variables
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Publish the OSAP grid: 4,105,728 specifications over 179 sorting variables
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Update column name conventions
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Extended grid
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