download_data_factors_q: Download and Process Global Q Factor Data

In tidyfinance: Tidy Finance Helper Functions

Download and Process Global Q Factor Data

Description

Downloads and processes Global Q factor data based on the specified dataset, date range, and source URL. The processing includes date conversion, renaming variables to a standardized format, scaling factor values, and filtering by the specified date range.

Usage

download_data_factors_q(
  dataset = NULL,
  start_date = NULL,
  end_date = NULL,
  type = deprecated(),
  url = "https://global-q.org/uploads/1/2/2/6/122679606/"
)

Arguments

dataset	The name of the dataset to download (e.g., "q5_factors_daily_2023.csv", "q5_factors_monthly_2023.csv").
start_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the start date for the data. If not provided, the full dataset is returned.
end_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the end date for the data. If not provided, the full dataset is returned.
type	Use dataset instead.
url	The base URL from which to download the dataset files.

Value

A tibble with processed factor data, including the date, risk-free rate, market excess return, and other factors, filtered by the specified date range.

References

Hou, K., Xue, C., & Zhang, L. (2015). Digesting anomalies: An investment approach. Review of Financial Studies, 28(3), 650-705. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/rfs/hhu068")}

Hou, K., Mo, H., Xue, C., & Zhang, L. (2019). Which factors? Review of Finance, 23(1), 1-35. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/rof/rfy032")}

See Also

Other download functions: download_data(), download_data_constituents(), download_data_factors_ff(), download_data_fred(), download_data_huggingface(), download_data_jkp(), download_data_macro_predictors(), download_data_osap(), download_data_pastor_stambaugh(), download_data_risk_free(), download_data_stambaugh_yuan(), download_data_stock_prices(), download_factor_library_grid(), download_factor_library_ids()

Examples

download_data_factors_q("q5_factors_daily_2024", "2020-01-01", "2020-12-31")
download_data_factors_q("q5_factors_annual_2024")

tidyfinance documentation built on July 3, 2026, 1:09 a.m.