Dataset selection

InveLab works by selecting a dataset and a dataset-specific time range (the input), in order to perform operations on it. The result can then be used for further operations (the output). The list of available datasets and valid time ranges is as follows, where asterisks indicate default values:

Dataset	Resources	Time Range (Frequency)	Currency	Data Type
Chinese Equity*	RESSET & WIND	Daily Weekly Monthly* Quarterly Yearly	CNY* USD	Total return* Market cap Price adjusted Price unadjusted Return w/o dividends Shares outstanding Trading volume
Chinese Index	RESSET & WIND	Daily Weekly Monthly* Quarterly Yearly	CNY* USD	Total return* Price adjusted
Chinese Industry Portfolios	RESSET & WIND	Daily Weekly Monthly* Quarterly Yearly	CNY* USD	Total return* Price adjusted
CN Equity Unbalanced	RESSET & WIND	Monthly*	CNY*	Total return* Average return T-2-12 Book-to-Market ratio Market Cap T-1 Market Cap Price adjusted Price unadjusted Return without dividends Shares outstanding Trading volume
CN Factors	RESSET & WIND	Daily Weekly Monthly*	CNY*	Total return* Excess return
CN Hedge Fund	SUNTIME & WIND	Monthly* Quarterly Yearly	CNY*	Total return* Net asset value Strategy
CN Hedge Fund Index	SUNTIME	Weekly Monthly* Quarterly Yearly	CNY*	Total return* Price adjusted
CN Replication	Multiple	Daily Weekly Monthly* Quarterly Yearly	CNY*	Total return*
Exchange Rate	Refinitiv	Daily Weekly Monthly* Quarterly Yearly	USD*	Carry Trade Return* CIP Excess Return Forward 1-Month Forward 1-Week Forward 3-Month Spot Exchange Rate Spot Total Return
Global Equity Index	Refinitiv	Daily Weekly Monthly* Quarterly Yearly	Local currency* USD	Total return* Index level
Global Sovereign Bonds	Refinitiv	Daily Weekly Monthly* Quarterly Yearly	Local currency* USD	Total return* Index level
Interest Rate	Refinitiv	Daily Weekly Monthly* Yearly	Local currency*	Interest rate 1-month* Interest rate 1-week Interest rate 2-month Interest rate 2-week Interest rate 3-month Interest rate 6-month Interest rate overnight
US Book-to-Market Sorted Portfolios	Fama-French	Daily Monthly* Yearly	USD* CNY	Total return*
US Equity	Compustat & CRSP	Daily Weekly Monthly* Quarterly Yearly	USD* CNY	Total return* Market capitalization Price adjusted Price unadjusted Return without dividends Shares outstanding Trading volume
US Equity Unbalanced	Compustat & CRSP	Monthly*	USD*	Total return* Average return T-2-12 Book-to-market ratio Market cap T-1 Market capitalization Price adjusted Price unadjusted Return without dividends Shares outstanding Trading volume
US ETF	Yahoo Finance	Daily Weekly Monthly* Quarterly Yearly	USD*	Total return* Price adjusted
US Factors	Fama-French	Daily Weekly Monthly*	USD*	Total return* Price adjusted
US Hedge Fund	TASS	Monthly* Quarterly Yearly	USD*	Total return* Asset under management Net asset value Strategy
US Hedge Fund Index	Credit Suisse HF	Monthly*	USD*	Total return* Assets under management
US Index	Compustat & CRSP	Daily Weekly Monthly* Quarterly Yearly	USD* CNY	Total return* Price adjusted
US Industry Portfolios	Fama-French	Monthly* Yearly	USD* CNY	Total return*
US Replication	Multiple	Daily Weekly Monthly* Quarterly Yearly	USD*	Total return*