Data Glimpses Report: FTSFR only#
Total FTSFR datasets: 29
This report provides enhanced analysis specifically for FTSFR (Financial Time Series Forecasting Repository) datasets, including:
Detailed null value analysis for all columns
Row uniqueness verification
Standard dataset metadata and glimpses
Summary of FTSFR Datasets by Task#
Organize Ftsfr Datasets#
ftsfr_tips_treasury_basis.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/basis_tips_treas/ftsfr_tips_treasury_basis.parquet
Size: 206374 bytes | Type: Parquet | Shape: 20,647 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='us', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-28.952341619528084, max=243.18891701256675, mean=24.87, median=23.50302543169036
Date/Datetime Column Statistics#
ds: min=2004-07-21 00:00:00, max=2025-05-30 00:00:00
ftsfr_treasury_sf_basis.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/basis_treas_sf/ftsfr_treasury_sf_basis.parquet
Size: 175432 bytes | Type: Parquet | Shape: 24,537 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='us', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-420.7967777777778, max=288.82433333333336, mean=-23.23, median=-10.56133333333333
Date/Datetime Column Statistics#
ds: min=2004-06-23 00:00:00, max=2025-01-08 00:00:00
ftsfr_treasury_swap_basis.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/basis_treas_swap/ftsfr_treasury_swap_basis.parquet
Size: 169214 bytes | Type: Parquet | Shape: 32,022 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='us', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-105.0, max=87.79999999999997, mean=-12.67, median=-10.899999999999999
Date/Datetime Column Statistics#
ds: min=2001-12-20 00:00:00, max=2025-08-11 00:00:00
ftsfr_CDS_bond_basis_aggregated.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/cds_bond_basis/ftsfr_CDS_bond_basis_aggregated.parquet
Size: 5308 bytes | Type: Parquet | Shape: 346 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-5.751113076375435, max=9.081822277149262, mean=1.81, median=2.002582027998724
Date/Datetime Column Statistics#
ds: min=2002-09-30 00:00:00, max=2022-09-30 00:00:00
ftsfr_CDS_bond_basis_non_aggregated.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/cds_bond_basis/ftsfr_CDS_bond_basis_non_aggregated.parquet
Size: 759958 bytes | Type: Parquet | Shape: 91,742 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-99.98623956278941, max=99.84502978149779, mean=2.32, median=3.127317613581347
Date/Datetime Column Statistics#
ds: min=2002-09-30 00:00:00, max=2022-09-30 00:00:00
ftsfr_CDS_contract_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/cds_returns/ftsfr_CDS_contract_returns.parquet
Size: 1.7 MB | Type: Parquet | Shape: 201,830 rows × 4 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
__index_level_0__ Int64
Numeric Column Statistics#
y: min=-1.805303277625713, max=1.2258522666583374, mean=0.00, median=0.0016596277982949825
__index_level_0__: min=0, max=657848, mean=330612.87, median=331160.0
Date/Datetime Column Statistics#
ds: min=2001-01-01 00:00:00, max=2023-12-01 00:00:00
ftsfr_CDS_portfolio_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/cds_returns/ftsfr_CDS_portfolio_returns.parquet
Size: 57422 bytes | Type: Parquet | Shape: 5,510 rows × 4 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
__index_level_0__ Int64
Numeric Column Statistics#
y: min=5.3628018753738094e-05, max=0.019341884154433435, mean=0.00, median=0.000844851743564012
__index_level_0__: min=0, max=5519, mean=2759.04, median=2759.5
Date/Datetime Column Statistics#
ds: min=2001-01-01 00:00:00, max=2023-12-01 00:00:00
ftsfr_CIP_spreads.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/cip/ftsfr_CIP_spreads.parquet
Size: 405282 bytes | Type: Parquet | Shape: 43,490 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-75.02010739148606, max=439.59367390435733, mean=18.90, median=12.660612223492215
Date/Datetime Column Statistics#
ds: min=2001-12-04 00:00:00, max=2025-02-28 00:00:00
ftsfr_commodities_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/commodities/ftsfr_commodities_returns.parquet
Size: 96067 bytes | Type: Parquet | Shape: 11,553 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.6026668174158621, max=0.6741843598832211, mean=0.00, median=-5.1923181702440147e-05
Date/Datetime Column Statistics#
ds: min=1970-01-30 00:00:00, max=2025-08-12 00:00:00
ftsfr_corp_bond_portfolio_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/corp_bond_returns/ftsfr_corp_bond_portfolio_returns.parquet
Size: 21603 bytes | Type: Parquet | Shape: 2,420 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id Float64
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
unique_id: min=1.0, max=10.0, mean=5.50, median=5.5
y: min=-0.2357410309055786, max=0.21497478314108745, mean=0.00, median=0.004769802911585877
Date/Datetime Column Statistics#
ds: min=2002-08-31 00:00:00, max=2022-09-30 00:00:00
ftsfr_corp_bond_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/corp_bond_returns/ftsfr_corp_bond_returns.parquet
Size: 8.0 MB | Type: Parquet | Shape: 1,046,059 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.9753107633155358, max=3.68351, mean=0.00, median=0.0033377041526085
Date/Datetime Column Statistics#
ds: min=2002-08-31 00:00:00, max=2022-09-30 00:00:00
ftsfr_treas_yield_curve_zero_coupon.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/fed_yield_curve/ftsfr_treas_yield_curve_zero_coupon.parquet
Size: 2.4 MB | Type: Parquet | Shape: 374,312 rows × 4 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
__index_level_0__ Int64
Numeric Column Statistics#
y: min=0.0554, max=16.462, mean=5.60, median=5.2962389140670005
__index_level_0__: min=0, max=502889, mean=226669.36, median=211886.5
Date/Datetime Column Statistics#
ds: min=1961-06-14 00:00:00, max=2025-09-12 00:00:00
ftsfr_FX_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/foreign_exchange/ftsfr_FX_returns.parquet
Size: 548157 bytes | Type: Parquet | Shape: 52,473 rows × 4 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
__index_level_0__ Int64
Numeric Column Statistics#
y: min=-1.0326500049101444, max=8.548700375536482, mean=1.77, median=1.0010820813484795
__index_level_0__: min=726, max=61109, mean=30845.96, median=31254.0
Date/Datetime Column Statistics#
ds: min=1999-02-09 00:00:00, max=2025-02-28 00:00:00
ftsfr_he_kelly_manela_all.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/he_kelly_manela/ftsfr_he_kelly_manela_all.parquet
Size: 14697 bytes | Type: Parquet | Shape: 2,064 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.2811, max=2012.9658, mean=95.79, median=0.0509
Date/Datetime Column Statistics#
ds: min=1970-01-01 00:00:00, max=2012-12-01 00:00:00
ftsfr_he_kelly_manela_factors_daily.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/he_kelly_manela/ftsfr_he_kelly_manela_factors_daily.parquet
Size: 210033 bytes | Type: Parquet | Shape: 19,063 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.1603005169783573, max=4698.062377977052, mean=77.57, median=0.0327419481774856
Date/Datetime Column Statistics#
ds: min=2000-01-03 00:00:00, max=2018-12-11 00:00:00
ftsfr_he_kelly_manela_factors_monthly.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/he_kelly_manela/ftsfr_he_kelly_manela_factors_monthly.parquet
Size: 19717 bytes | Type: Parquet | Shape: 2,348 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.2811, max=2012.9658, mean=92.06, median=0.052500000000000005
Date/Datetime Column Statistics#
ds: min=1970-01-01 00:00:00, max=2018-11-01 00:00:00
ftsfr_french_portfolios_25_daily_size_and_bm.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/ken_french_data_library/ftsfr_french_portfolios_25_daily_size_and_bm.parquet
Size: 2.5 MB | Type: Parquet | Shape: 650,575 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.9998999999999999, max=1.2793999999999999, mean=0.00, median=0.0008
Date/Datetime Column Statistics#
ds: min=1926-07-01 00:00:00, max=2025-06-30 00:00:00
ftsfr_french_portfolios_25_daily_size_and_inv.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/ken_french_data_library/ftsfr_french_portfolios_25_daily_size_and_inv.parquet
Size: 1.1 MB | Type: Parquet | Shape: 390,075 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.2089, max=0.1524, mean=0.00, median=0.0008
Date/Datetime Column Statistics#
ds: min=1963-07-01 00:00:00, max=2025-06-30 00:00:00
ftsfr_french_portfolios_25_daily_size_and_op.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/ken_french_data_library/ftsfr_french_portfolios_25_daily_size_and_op.parquet
Size: 1.1 MB | Type: Parquet | Shape: 390,075 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.21719999999999998, max=0.3675, mean=0.00, median=0.0008
Date/Datetime Column Statistics#
ds: min=1963-07-01 00:00:00, max=2025-06-30 00:00:00
ftsfr_nyu_call_report_cash_liquidity.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/nyu_call_report/ftsfr_nyu_call_report_cash_liquidity.parquet
Size: 13.9 MB | Type: Parquet | Shape: 1,906,765 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=0.0, max=1.0230938416422288, mean=0.08, median=0.05780420579828501
Date/Datetime Column Statistics#
ds: min=1976-03-31 00:00:00, max=2020-03-31 00:00:00
ftsfr_nyu_call_report_holding_company_cash_liquidity.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/nyu_call_report/ftsfr_nyu_call_report_holding_company_cash_liquidity.parquet
Size: 6.1 MB | Type: Parquet | Shape: 832,902 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=0.0, max=0.9987931814753357, mean=0.07, median=0.05177395811931505
Date/Datetime Column Statistics#
ds: min=1976-03-31 00:00:00, max=2020-03-31 00:00:00
ftsfr_nyu_call_report_holding_company_leverage.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/nyu_call_report/ftsfr_nyu_call_report_holding_company_leverage.parquet
Size: 6.0 MB | Type: Parquet | Shape: 831,858 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=1.0, max=14698.6, mean=11.62, median=10.981269862683128
Date/Datetime Column Statistics#
ds: min=1976-03-31 00:00:00, max=2020-03-31 00:00:00
ftsfr_nyu_call_report_leverage.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/nyu_call_report/ftsfr_nyu_call_report_leverage.parquet
Size: 13.4 MB | Type: Parquet | Shape: 1,849,957 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=0.952712100139082, max=36527.066666666666, mean=11.86, median=11.121173104434908
Date/Datetime Column Statistics#
ds: min=1976-03-31 00:00:00, max=2020-03-31 00:00:00
ftsfr_cjs_option_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/options/ftsfr_cjs_option_returns.parquet
Size: 91630 bytes | Type: Parquet | Shape: 15,552 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.13864600229548996, max=2.791869182116687, mean=0.02, median=0.0
Date/Datetime Column Statistics#
ds: min=1996-01-31 00:00:00, max=2019-12-31 00:00:00
ftsfr_hkm_option_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/options/ftsfr_hkm_option_returns.parquet
Size: 39817 bytes | Type: Parquet | Shape: 5,184 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.07194785160690693, max=0.9284949815963346, mean=0.02, median=0.004017050151524223
Date/Datetime Column Statistics#
ds: min=1996-01-31 00:00:00, max=2019-12-31 00:00:00
ftsfr_treas_bond_portfolio_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/us_treasury_returns/ftsfr_treas_bond_portfolio_returns.parquet
Size: 59572 bytes | Type: Parquet | Shape: 6,659 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id String
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
y: min=-0.06045740780772699, max=0.1210504349533954, mean=0.00, median=0.0038475717070697857
Date/Datetime Column Statistics#
ds: min=1970-01-31 00:00:00, max=2025-08-31 00:00:00
ftsfr_treas_bond_returns.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/us_treasury_returns/ftsfr_treas_bond_returns.parquet
Size: 919213 bytes | Type: Parquet | Shape: 121,827 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id Float64
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
unique_id: min=200636.0, max=208448.0, mean=204544.46, median=204055.0
y: min=-0.15135394584216577, max=0.1751899693786838, mean=0.00, median=0.003016939008775532
Date/Datetime Column Statistics#
ds: min=1970-01-31 00:00:00, max=2025-08-31 00:00:00
ftsfr_CRSP_monthly_stock_ret.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/wrds_crsp_compustat/ftsfr_CRSP_monthly_stock_ret.parquet
Size: 15.7 MB | Type: Parquet | Shape: 3,810,519 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id Int64
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
unique_id: min=10000, max=93436, mean=49672.81, median=48195.0
y: min=-1.0, max=26.583827, mean=0.01, median=0.0
Date/Datetime Column Statistics#
ds: min=1926-01-30 00:00:00, max=2024-12-31 00:00:00
ftsfr_CRSP_monthly_stock_retx.parquet#
Path: /Users/jbejarano/GitRepositories/ftsfr/_data/formatted/wrds_crsp_compustat/ftsfr_CRSP_monthly_stock_retx.parquet
Size: 14.4 MB | Type: Parquet | Shape: 3,810,519 rows × 3 columns
All rows unique: ✅ Yes
Columns#
unique_id Int64
ds Datetime(time_unit='ns', time_zone=None)
y Float64
Numeric Column Statistics#
unique_id: min=10000, max=93436, mean=49672.81, median=48195.0
y: min=-1.0, max=26.583827, mean=0.01, median=0.0
Date/Datetime Column Statistics#
ds: min=1926-01-30 00:00:00, max=2024-12-31 00:00:00