Found 8 datasets matching filters.
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These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by comparing their...
Search relevance: 1.00 | Views last month: 9 | Published on: 2026-01-24 -
These reports collect information on market activity from primary dealers in U.S. government securities. This family of reports consists of the Weekly Report of Dealer Positions (FR 2004A), the...
Search relevance: 1.00 | Views last month: 5 | Published on: 2026-01-24 -
The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of transactions (turnover) in the...
Search relevance: 1.00 | Views last month: 4 | Published on: 2026-01-24 -
The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--foreign exchange, interest rate,...
Search relevance: 1.00 | Views last month: 3 | Published on: 2026-01-24 -
The FR 2510 will collect granular exposure data on the assets, liabilities, and off-balance sheet holdings of U.S. G-SIBs, providing breakdowns by instrument, currency, maturity, and sector. The...
Search relevance: 1.00 | Views last month: 2 | Published on: 2026-01-24 -
teqp is a library written in C++ that allows for calculation of numerical derivatives of thermodynamic equations of state with respect to the independent variables with numerical differentiation...
Search relevance: 1.00 | Views last month: 1 | Published on: 2025-08-02 -
The Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) is a quarterly survey providing information about the availability and terms of credit in securities financing and...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24 -
The library multicomplex is an implementation of multicomplex algebra in C++ to allow for higher-order derivatives of numerical functions. Many (though not all) mathematical functions are...
Search relevance: 1.00 | Views last month: 0 | Published on: 2025-08-02
