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Datasets

Datasets

Access our datasets for quantitative investment research

Good quantitative strategies start with good research. And good research starts with good data. As part of its knowledge-sharing effort, we are happy to share the datasets used for some of our groundbreaking research papers in the field of factor investing. We hope this will encourage our readers to investigate further and get a better understanding of how factor-based strategies work.

Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929.
02-07-2019 | Data sets
Data sets – factor investing in corporate bonds
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
10-12-2018 | Data sets
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