Download factor library returns for a vector of portfolio IDs

Given a vector of portfolio IDs from the tidy-finance/factor-library-grid Hugging Face dataset, downloads the corresponding return data from the tidy-finance/factor-library dataset on Hugging Face. The returns are stored in files of 1,000 consecutive IDs named after the range they cover (e.g., id_0000001-0001000.parquet), so the function downloads only the files that hold the requested IDs. The grid metadata is joined onto the result.

Usage

download_factor_library_ids(ids)

Arguments

ids

Integer or numeric vector of portfolio IDs to download. IDs correspond to rows of the tidy-finance/factor-library-grid dataset.

Value

A tibble with the columns id, date, and ret (the monthly long-short excess return) and the grid metadata columns for the requested IDs.

Details

Use this function when you already know the portfolio IDs you want (for example, from a previous call to download_data_huggingface() with dataset = "factor_library"). To resolve IDs from filter criteria (sorting variable, weighting scheme, breakpoints, etc.) and download in a single call, use download_data_huggingface() instead.

Raises an error if none of the requested IDs exist in the grid. IDs whose portfolio sort failed during the construction of the library have no returns and are absent from the result. Returns are stored in single precision, and months without a valid long-short return are stored as 0.

See also

Other download functions: download_data(), download_data_constituents(), download_data_factors_ff(), download_data_factors_q(), download_data_fred(), download_data_fred_md(), 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()

Examples

if (FALSE) { # \dontrun{
  download_factor_library_ids(c(1L, 2L, 3L))
} # }