Improve data documentation regarding timing #159

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Open
Improve data documentation regarding timing#159
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documentationImprovements or additions to documentation

Description

@chenandrewy
chenandrewy
opened on Nov 5, 2024

We sometimes get questions like:

  1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
  2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?

We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.

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      , 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Add copy buttons to all 
       blocks\n(function() {\n function addCopyButtons() {\n document.querySelectorAll('pre code').forEach(function(codeBlock) {\n if (codeBlock.parentElement.hasAttribute('data-copy-added')) return;\n codeBlock.parentElement.setAttribute('data-copy-added', 'true');\n \n var btn = document.createElement('button');\n btn.textContent = 'Copy';\n btn.style.cssText = 'position:absolute;top:4px;right:4px;padding:2px 8px;font-size:11px;background:#4ecdc4;border:none;border-radius:4px;color:#1a1a2e;cursor:pointer;opacity:0.7;transition:opacity 0.2s;';\n btn.onmouseover = function() { this.style.opacity = '1'; };\n btn.onmouseout = function() { this.style.opacity = '0.7'; };\n btn.onclick = function() {\n navigator.clipboard.writeText(codeBlock.textContent).then(function() {\n btn.textContent = 'Copied!';\n setTimeout(function() { btn.textContent = 'Copy'; }, 1500);\n });\n };\n codeBlock.parentElement.style.position = 'relative';\n codeBlock.parentElement.appendChild(btn);\n });\n }\n \n addCopyButtons();\n \n // Re-run on dynamic content\n var observer = new MutationObserver(addCopyButtons);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Add Copy Buttons to Code Blocks");
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '

      Skip to content
      Improve data documentation regarding timing #159
      Open
      Open
      Improve data documentation regarding timing#159
      Labels
      documentationImprovements or additions to documentation
      Description
      @chenandrewy
      chenandrewy
      opened on Nov 5, 2024
      We sometimes get questions like:
      1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
      2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
      We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
      Activity
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix");
}
} catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

          Skip to content
          Improve data documentation regarding timing #159
          Open
          Open
          Improve data documentation regarding timing#159
          Labels
          documentationImprovements or additions to documentation
          Description
          @chenandrewy
          chenandrewy
          opened on Nov 5, 2024
          We sometimes get questions like:
          1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
          2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
          We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
          Activity
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms");
}
} catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

              Skip to content
              Improve data documentation regarding timing #159
              Open
              Open
              Improve data documentation regarding timing#159
              Labels
              documentationImprovements or additions to documentation
              Description
              @chenandrewy
              chenandrewy
              opened on Nov 5, 2024
              We sometimes get questions like:
              1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
              2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
              We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
              Activity
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links");
}
} catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); }
})();
(function(){
try {
var __m = "youtube.com";
var __re = new RegExp('^' + "youtube\\.com" + '

                  Skip to content
                  Improve data documentation regarding timing #159
                  Open
                  Open
                  Improve data documentation regarding timing#159
                  Labels
                  documentationImprovements or additions to documentation
                  Description
                  @chenandrewy
                  chenandrewy
                  opened on Nov 5, 2024
                  We sometimes get questions like:
                  1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
                  2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
                  We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
                  Activity
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                  No one assigned
                    Labels
                    documentationImprovements or additions to documentation
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                      None yet
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default");
}
} catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

                      Skip to content
                      Improve data documentation regarding timing #159
                      Open
                      Open
                      Improve data documentation regarding timing#159
                      Labels
                      documentationImprovements or additions to documentation
                      Description
                      @chenandrewy
                      chenandrewy
                      opened on Nov 5, 2024
                      We sometimes get questions like:
                      1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
                      2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
                      We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
                      Activity
                      Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
                      Metadata
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                        Labels
                        documentationImprovements or additions to documentation
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers");
}
} catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

                          Skip to content
                          Improve data documentation regarding timing #159
                          Open
                          Open
                          Improve data documentation regarding timing#159
                          Labels
                          documentationImprovements or additions to documentation
                          Description
                          @chenandrewy
                          chenandrewy
                          opened on Nov 5, 2024
                          We sometimes get questions like:
                          1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
                          2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
                          We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode");
}
} catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); }
})();
})();

                              Skip to content
                              Improve data documentation regarding timing #159
                              Open
                              Open
                              Improve data documentation regarding timing#159
                              Labels
                              documentationImprovements or additions to documentation
                              Description
                              @chenandrewy
                              chenandrewy
                              opened on Nov 5, 2024
                              We sometimes get questions like:
                              1. For monthly predictors like MaxRet, should we apply a one-month lag to forecast returns?
                              2. For predictors based on Compustat Annual data, are these variables already lagged? For example, is gross profitability (GP) from July of year t to June of year t+1 measured using the prior fiscal year ending in t-1?
                              We should answer these more clearly. At a minimum, I think this means putting this timing in the Release Notes docx files (under the Directory heading, where all the files are listed). But I think we should also add the timing discussion to the FAQs both on Github and on the data page.
                              Activity
                              Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
                              Metadata
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                              Assignees
                              No one assigned
                                Labels
                                documentationImprovements or additions to documentation
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                                  No milestone
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