Installation

pip install numeraire-dataset

This installs the tidyfinance-backed frame loaders and the self-built builders. Python 3.11+ is required; tidyfinance is a hard dependency (the primary backend for standard sources).

Extras

pip install "numeraire-dataset[numeraire]"   # + the point-in-time view helpers (numeraire bridge)
pip install "numeraire-dataset[wrds]"        # + live CRSP / Compustat pulls (your own WRDS account)

The plain frame loaders (load_ff_factors, load_goyal_welch) carry no numeraire dependency and are usable on their own. The [numeraire] extra adds the *_view helpers that return a numeraire TimeSeriesView. The framework can also pull this package in for you:

pip install "numeraire[data]"   # numeraire + numeraire-dataset

With uv:

uv add numeraire-dataset

Verify

from importlib.metadata import version

import numeraire_dataset  # noqa: F401

print(version("numeraire-dataset"))