OpenSourceAP/CrossSection resource
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing" observed · 2026-08-28
Health v2 · maintenance only
49/100
- Activity 48
- Release rhythm 21
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-02. Adoption (stars, forks) is never an input.
- gap_med: 378
- age_days: 2308
- days_rel: 315
- days_push: 315
- n_releases_24m: 2
Adoption not part of the score
1034 stars · 283 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
Code and data accompanying Chen and Zimmermann's paper on open source cross-sectional asset pricing. It reproduces dozens of stock-level predictor signals in Python and portfolio constructions in R, with downloadable outputs at openassetpricing.com.
Use cases
- reproduce cross-sectional asset pricing signals from academic papers
- download stock characteristic data for factor research
- understand how a predictor like BrandInvest is constructed
- build stock portfolios from firm characteristics
- replicate quantitative finance research results
When to choose
- you need transparent, reproducible implementations of stock return predictors
- you want open-source alternatives to commercial factor libraries
- you're doing academic research on cross-sectional equity returns
When to avoid
- you need real-time trading infrastructure or backtesting engines
- you lack WRDS access and only need the code rather than the data
- you want a maintained library API rather than research scripts
Facets
dataset · maturity active
data-science etl data-generation fintech data-science analytics python cli asset-pricing quantitative-finance reproducible-research stock-signals wrds factor-portfolios r
1 source
- readme: https://github.com/OpenSourceAP/CrossSection · fetched 2026-08-28 · e5cef7f9bf3a
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| OpenSourceAP/CrossSection | main | 49 |
For agents
markdown · JSON · MCP: product_card(name="OpenSourceAP/CrossSection")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem