By far which anomalies (characteristics) universe we have to make to our research live in

Anomalies (Characteristics available)

There are currently several standard available datasets and codes for constructing the existing documented firm-level characteristics and anomalies, including Green et al. (2017), Gu et al. (2019), Kozak et al. (2020) and Chen and Zimmermann (2020). To my limited research experience, among which the work done by Chen and Zimmermann (2021) is by far the most comprehensive one providing the detailed information about firm-level characteristics and the associated portfolios constructed by sorting on these characteristics. I just noted this excellent research project when I was working on one of my researches recently. For detailed description, please refer to the website link where the authors have generoulsy shared their codes and data. I do appreciate their efforts on this project and hopefully they can constantly maintain this project, which will surely bring much convenience to other researchers. I also shared my codes for simple visualization of this data along with some brief descriptions. Besides, Jensen, Kelly and Pedersen (2021) also provides a comprehensive analysis of characteristic universe around the world.
[Code] [Demo] [Note]