Data

The data module provides access to assets and related datasets used throughout the package. It exposes a clean public API for loading asset data and retrieving available columns, while keeping internal implementation details hidden.

load_assets	Load a Polars DataFrame of assets data between two dates.
load_assets_by_date	Load a Polars DataFrame of assets data for a single date.
load_crsp_daily	Load a Polars DataFrame of CRSP daily data between two dates.
load_crsp_monthly	Load a Polars DataFrame of CRSP monthly data between two dates.
load_benchmark	Load benchmark data between two dates.
load_exposures	Load a Polars DataFrame of factor exposures data between two dates.
load_factors	Load a Polars DataFrame of factor returns(%) between two dates.
get_assets_columns	Return the available columns in the assets dataset.
get_crsp_daily_columns	Return the available columns in the CRSP daily dataset.
get_crsp_monthly_columns	Return the available columns in the CRSP monthly dataset.
get_exposures_columns	Return the available columns in the exposures dataset.
get_factors_columns	Return the available columns in the factors dataset.
get_factor_names	Return the list of available factor names.
construct_covariance_matrix	Construct the asset covariance matrix from a factor model.