Skip to content

difference btw required dataset #7

@weidwayne

Description

@weidwayne

Thanks for sharing the repo accompanying the paper. I wonder what is the difference btw "MonthlyDataUnnormalized.npz" and "MonthlyData.npz" when initializing the factor models? Are these dataset original or processed from the monthly firm characteristics dataset?

Would you be able to show a snippet of dataset with column names? As the code processes the data by referring to column numbers a lot as below

Thanks!
image

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions