paperswithbacktest/Stocks-Quarterly-FactorSignals

Stocks Quarterly FactorSignals Quarterly factor exposures and scores for US equities. 763,836 rows over 22,791 symbols, 35 columns, covering 1998-03-31 to 2026-06-30. Refreshed monthly. Strategies Built on This Data 53 papers in the Papers With Backtest catalogue declare this dataset as an input. 52 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.52, and 58% clear a t-statistic of 1.96 on their own sample… See the full description on the dataset page: https://huggingface.co/datasets/paperswithbacktest/Stocks-Quarterly-FactorSignals.