Update dataset card

README.md

@@ -21,11 +21,11 @@ Lookup table mapping specification IDs to portfolio sorting configurations. Use
 
 ### Dataset Description
 
-The dataset contains approximately 180,000 unique specification paths for constructing long-short portfolio returns. Each row defines a complete set of preprocessing and sorting choices (sample exclusions, lagging convention, breakpoint definition, weighting scheme, rebalancing frequency). The `id` column links to the corresponding return series in the Portfolio Returns dataset.
+The dataset contains approximately 960,000 unique specification paths for constructing long-short portfolio returns. Each row defines a complete set of preprocessing and sorting choices (sample exclusions, lagging convention, breakpoint definition, weighting scheme, rebalancing frequency). The `id` column links to the corresponding return series in the Portfolio Returns dataset.
 
 - **Curated by:** Christoph Frey (Lancaster University), Christoph Scheuch (Tidy Intelligence), Stefan Voigt (University of Copenhagen), Patrick Weiss (Reykjavík University)
 - **Funded by:** Danish Finance Institute
-- **License:** MIT
+- **License:** CC0 1.0
 
 ### Dataset Sources
 
@@ -48,84 +48,24 @@ The dataset contains approximately 180,000 unique specification paths for constr
 
 ## Dataset Structure
 
-The dataset consists of a single Parquet file with 13 columns and approximately 180,000 rows.
-
-<table>
-  <thead>
-    <tr>
-      <th>Column</th>
-      <th>Type</th>
-      <th>Description</th>
-    </tr>
-  </thead>
-  <tbody>
-    <tr>
-      <td><code>id</code></td>
-      <td>int32</td>
-      <td>Unique specification identifier, foreign key to the Portfolio Returns dataset</td>
-    </tr>
-    <tr>
-      <td><code>sorting_variable</code></td>
-      <td>string</td>
-      <td>Sorting characteristic (e.g., <code>sv_ag</code> for asset growth, <code>sv_bm</code> for book-to-market)</td>
-    </tr>
-    <tr>
-      <td><code>exclude_size</code></td>
-      <td>double</td>
-      <td>Size exclusion threshold: <code>0</code> (none) or <code>0.2</code> (bottom 20th NYSE percentile)</td>
-    </tr>
-    <tr>
-      <td><code>exclude_financials</code></td>
-      <td>bool</td>
-      <td>Whether financial firms (SIC 6000-6799) are excluded</td>
-    </tr>
-    <tr>
-      <td><code>exclude_utilities</code></td>
-      <td>bool</td>
-      <td>Whether utility firms (SIC 4900-4999) are excluded</td>
-    </tr>
-    <tr>
-      <td><code>exclude_negative_earnings</code></td>
-      <td>bool</td>
-      <td>Whether firms with negative earnings are excluded</td>
-    </tr>
-    <tr>
-      <td><code>sorting_variable_lag</code></td>
-      <td>string</td>
-      <td>Lagging convention: <code>3m</code>, <code>6m</code>, or <code>ff</code> (Fama-French)</td>
-    </tr>
-    <tr>
-      <td><code>rebalancing</code></td>
-      <td>string</td>
-      <td>Rebalancing frequency: <code>monthly</code> or <code>annual</code> (July)</td>
-    </tr>
-    <tr>
-      <td><code>breakpoints_main</code></td>
-      <td>double</td>
-      <td>Number of quantile portfolios for the primary sort: <code>5</code> or <code>10</code></td>
-    </tr>
-    <tr>
-      <td><code>sorting_method</code></td>
-      <td>string</td>
-      <td>Sorting method: <code>univariate</code>, <code>bivariate-dependent</code>, or <code>bivariate-independent</code></td>
-    </tr>
-    <tr>
-      <td><code>breakpoints_secondary</code></td>
-      <td>double</td>
-      <td>Number of quantile portfolios for the secondary sort (size): <code>2</code>, <code>5</code>, or <code>NA</code> for univariate sorts</td>
-    </tr>
-    <tr>
-      <td><code>breakpoints_exchanges</code></td>
-      <td>string</td>
-      <td>Exchanges used for breakpoint computation: <code>NYSE</code> or <code>AMEX|NASDAQ|NYSE</code></td>
-    </tr>
-    <tr>
-      <td><code>weighting_scheme</code></td>
-      <td>string</td>
-      <td>Portfolio weighting: <code>EW</code> (equal-weighted) or <code>VW</code> (value-weighted)</td>
-    </tr>
-  </tbody>
-</table>
+The dataset consists of a single Parquet file with 14 columns and approximately 960,000 rows.
+
+| Column | Type | Description |
+|--------|------|-------------|
+| `id` | int32 | Unique specification identifier, foreign key to the Portfolio Returns dataset |
+| `sorting_variable` | string | Sorting characteristic (e.g., `sv_ag` for asset growth, `sv_bm` for book-to-market) |
+| `min_size_quantile` | double | Minimum NYSE size quantile for sample inclusion: `NA` (none) or `0.2` (bottom 20th percentile excluded) |
+| `exclude_financials` | bool | Whether financial firms (SIC 6000-6799) are excluded |
+| `exclude_utilities` | bool | Whether utility firms (SIC 4900-4999) are excluded |
+| `exclude_negative_earnings` | bool | Whether firms with negative earnings are excluded |
+| `sorting_variable_lag` | string | Lagging convention: `3m`, `6m`, or `ff` (Fama-French) |
+| `rebalancing` | string | Rebalancing frequency: `monthly` or `annual` (July) |
+| `n_portfolios_main` | double | Number of quantile portfolios for the primary sort: `3`, `5`, or `10` |
+| `sorting_method` | string | Sorting method: `univariate`, `bivariate-dependent`, or `bivariate-independent` |
+| `breakpoints_min_size_threshold` | double | Minimum NYSE size quantile used when computing breakpoints: `NA` (none) or `0.2` |
+| `n_portfolios_secondary` | double | Number of quantile portfolios for the secondary sort (size): `2`, `5`, or `NA` for univariate sorts |
+| `breakpoints_exchanges` | string | Exchanges used for breakpoint computation: `NYSE` or `AMEX\|NASDAQ\|NYSE` |
+| `weighting_scheme` | string | Portfolio weighting: `EW` (equal-weighted), `VW` (value-weighted), or `capped VW` |
 
 ## Dataset Creation
 
@@ -167,9 +107,12 @@ Always join with the Portfolio Returns dataset via the `id` column. When reporti
   year={2026},
   journal={Working Paper}
 }
-
 Dataset Card Authors
 Christoph Frey, Christoph Scheuch, Stefan Voigt, Patrick Weiss
 
 Dataset Card Contact
-Stefan Voigt (stefan.voigt@econ.ku.dk), Patrick Weiss (patrickw@ru.is)
+Stefan Voigt (stefan.voigt@econ.ku.dk), Patrick Weiss (patrickw@ru.is)
+
+
+
+---