Python · GPL-2.0
OpenSourceAP/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
★ 1.1k
Stars
293 forks · 18 open issues
+5.0/wk
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
32.4
Momentum / 100
see the breakdown below
6y ago
Created
last push 11d ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 4.5 | +5.0/wk, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 4.9 | last week ran 1.33× the monthly pace |
| Freshness | 15 | 14.3 | last push 11d ago; decays to zero at 180 days |
| Scale | 15 | 8.8 | 1.1k stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 32.4 | sum of the above |
Detail
| Topics | asset-pricingfinancequantitative-financereproducible-researchstocks |
| Matched on | Finance (quantitative-finance) |
| Short window | +5 stars over 7 days = 0.7/day |
| Long window | +14 stars over 26 days = 0.5/day |
| Lifetime average | 0.45 stars/day over 2,372 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |