Reference retrieval status is retained in the release evidence. A link is not proof of permission to redistribute source data. This release redistributes its own synthetic inputs, not licensed security histories. Bot-blocked or unavailable references remain explicitly unconfirmed in the release record.
- Morningstar / CRSP: US Stock Databases
- Kenneth French: Data Library and Historical Archives
- Kenneth French: Monthly Momentum Factor
- Kenneth French: Portfolios Formed on Investment
- Kenneth French: Portfolios Formed on Operating Profitability
- Kenneth French: Description of Fama/French Five Factors
- Kenneth French: eligible-stock conditions for portfolio formation
- Kenneth French: Variable Definitions
- Harvey, Liu and Zhu: ... and the Cross-Section of Expected Returns
- scikit-learn: TimeSeriesSplit
- AQR: Transactions Costs - Practical Application
- Frazzini, Israel and Moskowitz: Trading Costs
- Bailey, Borwein, Lopez de Prado and Zhu: The Probability of Backtest Overfitting
- LSEG: Actuals Data for I/B/E/S Estimates
- MSCI Quality Indexes Methodology, May 2022 (historical version)
- MSCI: Minimum Volatility Indexes
- MSCI: World Sector Neutral Quality Index
- Robert Novy-Marx: The Other Side of Value (NBER working paper)
- NYSE: Closing Auction - Immediate Market Impact, Price Drift and Transaction Cost
- NYSE: Auctions
- SEC: Developer Resources
- SEC: Form 8-K, Item 2.02
- SEC: Trading Basics - Understanding the Different Ways to Buy and Sell Stock
- SEC: Key Points About Regulation SHO (legacy educational explanation)
- SEC: Non-GAAP Financial Measures
- SEC: EDGAR Application Programming Interfaces
- S&P Dow Jones Indices: Index Mathematics, corporate actions and total returns
- S&P Dow Jones Indices: Index Mathematics Methodology