{"id":14067025,"url":"https://github.com/OpenSourceAP/CrossSectionDemos","last_synced_at":"2025-07-30T00:32:05.459Z","repository":{"id":109322143,"uuid":"364255477","full_name":"OpenSourceAP/CrossSectionDemos","owner":"OpenSourceAP","description":"Example code of simple things one can do with our open-source asset pricing data","archived":false,"fork":false,"pushed_at":"2024-08-23T14:43:27.000Z","size":61,"stargazers_count":45,"open_issues_count":0,"forks_count":26,"subscribers_count":4,"default_branch":"main","last_synced_at":"2024-12-04T07:36:25.117Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/OpenSourceAP.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2021-05-04T12:53:56.000Z","updated_at":"2024-12-03T17:25:39.000Z","dependencies_parsed_at":"2023-11-30T16:26:16.885Z","dependency_job_id":"a017e2c1-f264-4f5b-87e6-02a219ab8eb7","html_url":"https://github.com/OpenSourceAP/CrossSectionDemos","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/OpenSourceAP/CrossSectionDemos","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/OpenSourceAP%2FCrossSectionDemos","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/OpenSourceAP%2FCrossSectionDemos/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/OpenSourceAP%2FCrossSectionDemos/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/OpenSourceAP%2FCrossSectionDemos/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/OpenSourceAP","download_url":"https://codeload.github.com/OpenSourceAP/CrossSectionDemos/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/OpenSourceAP%2FCrossSectionDemos/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":267785742,"owners_count":24144120,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-07-29T02:00:12.549Z","response_time":2574,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-08-13T07:05:23.596Z","updated_at":"2025-07-30T00:32:05.177Z","avatar_url":"https://github.com/OpenSourceAP.png","language":"R","funding_links":[],"categories":["R"],"sub_categories":[],"readme":"# CrossSectionDemos\n\nExample code of simple things one can do with [Open Source Asset Pricing data](www.openassetpricing.com), created with our [open source code](https://github.com/OpenSourceAP/CrossSection).\n\nEach file is an **independent script** that **automatically downloads** data from the internet. You just need the googledrive R package and a Google Drive account.\n\n## List of Scripts\n\nScripts are listed from lightest / fastest (top) to heaviest / slowest (bottom).\n\n| File | Description |\n| --- | --- |\n| `plot_anomaly.R` | Downloads selected long-short returns and plots along with sample and publication dates  |\n| `openap_vs_frenchweb.R` | Downloads `BM` and `BMdec` portfolios and compares to Ken French's data |\n| `daily_covid_demo.R` | Downloads daily returns (all signals) and plots performance in March 2020 |  \n| `FF1993_style_implementation.R` | Downloads selected characteristic, constructs Fama-French 1993 style factor (building on 2x3 sort with Size), compares with Ken French's HML. (*2x3 implementations are part of our dataset as of March 2022*)|\n| `dl_signal_add_crsp.R` | Creates the data you need for machine learning stuff.  Downloads all downloadable predictor characteristics (1.5 gigs zipped), downloads CRSP signals from WRDS, merges, and saves to disk (5.6 gig csv). |\n|`mclean_pontiff_main.R`| Replicates the fact that returns are mostly there out-of-sample (McLean and Pontiff 2016) |\n|`old_vs_new_returns_check.R`| Compares returns from two different releases |\n\n## Details\n\n- Assumes working directory is the same folder the file is in.\n- Creates folder `temp/` in working directory and puts output and intermediate files there\n- **Links to Google Drive URLs may need to be updated**\n  - For the March 2022 Release use https://drive.google.com/drive/folders/1O18scg9iBTiBaDiQFhoGxdn4FdsbMqGo\n  - For the April 2021 Release use https://drive.google.com/drive/folders/1I6nMmo8k_zGCcp9tUvmMedKTAkb9734R\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FOpenSourceAP%2FCrossSectionDemos","html_url":"https://awesome.ecosyste.ms/projects/github.com%2FOpenSourceAP%2FCrossSectionDemos","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FOpenSourceAP%2FCrossSectionDemos/lists"}