africaen
Data sets

Data sets

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 data sets 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 - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929.
02-03-2020 | Data sets
Data sets – historical returns of the market portfolio
Data sets – historical returns of the market portfolio
A research-driven approach is at the core of everything we do.
06-01-2020 | 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
Share this page
Logo

Disclaimer

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree