numeraire_dataset.load_aqr_bab_original#

numeraire_dataset.load_aqr_bab_original(path: str | Path, *, series: str = 'U.S. Equities', start_date: str | None = None, end_date: str | None = None) → DataFrame[source]#

Load a caller-supplied AQR BAB Original workbook as decimal monthly returns.

This is deliberately a path-only runtime adapter. It never downloads, searches for, copies, or caches AQR bytes. The workbook must have the exact Original-paper sheet/header envelope and contain the static 1929-04–2012-03 U.S. series. Office zip limits, active content, formulas, dates, continuity, percent display format, and values are validated before the requested series is returned as date, bab decimal returns. The workbook’s underlying values are already decimals; its 0.00% cell format is presentation metadata, so values are not divided again.

Provenance, readable through frame_provenance(), records only the official AQR source and terms pages, source-content SHA-256, parser/unit recipe, release semantics, selected slice, and redistributable=false. It never contains the caller’s local path. Install the optional aqr extra for the spreadsheet parser. AQR source data remain subject to AQR’s terms and must not be placed in a wheel, source tree, or redistributable fixture.