Kewei, Chen, and I have finally launched our q-factors data library at:
The old google site at "https://sites.google.com/site/theqfactormodel/" listed on the title page of Hou, Xue, and Zhang (2015, Review of Financial Studies) has been deleted.
As a first step, the new data library site contains our q-factors series as well as testing portfolios formed on 50 anomaly variables, a subset from Hou, Xue, and Zhang ("Replicating anomalies," forthcoming, Review of Financial Studies).
We will post more data online as our empirical work progresses.
Thank you for your patience!
Please feel free to drop us an email if you have comments on the data library and/or our work.