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OpenSourceAP.DownloadR  

Download Open Source Asset Pricing (OpenAP) Data Directly
View on CRAN: Click here


Download and install OpenSourceAP.DownloadR package within the R console
Install from CRAN:
install.packages("OpenSourceAP.DownloadR")

Install from Github:
library("remotes")
install_github("cran/OpenSourceAP.DownloadR")

Install by package version:
library("remotes")
install_version("OpenSourceAP.DownloadR", "0.1.0")



Attach the package and use:
library("OpenSourceAP.DownloadR")
Maintained by
Tom Zimmermann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-01-17
Latest Update: 2026-01-17
Description:
Convenient download functions enabling access Open Source Asset Pricing (OpenAP) data. This package enables users to download predictor portfolio returns (over 200 cross-sectional predictors with multiple portfolio construction methods) and firm characteristics (over 200 characteristics replicated from the academic asset pricing literature). Center for Research in Security Prices (CRSP)-based variables such as Price, Size, and Short-term Reversal can be downloaded with a Wharton Research Data Services (WRDS, <https://wrds-www.wharton.upenn.edu/>) subscription. For a full list of what is available, see <https://www.openassetpricing.com/>.
How to cite:
Tom Zimmermann (2026). OpenSourceAP.DownloadR: Download Open Source Asset Pricing (OpenAP) Data Directly. R package version 0.1.0, https://cran.r-project.org/web/packages/OpenSourceAP.DownloadR. Accessed 09 Oct. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for OpenSourceAP.DownloadR
Functions, R codes and Examples using the OpenSourceAP.DownloadR R package
Full OpenSourceAP.DownloadR package functions and examples
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