Overview

kfLibrary

Generalized routine used to query datasets from Ken French’s online library at a given frequency and for a given sample period.

getkfPortfolioReturns

Query portfolio returns from Ken French’s online library at a given frequency and for a given sample period.

getkfNumFirms

Query number of firms in each portfolio from Ken French’s online data library at a given frequency and for a given sample period.

getkfCharacs

Query average anomaly portfolio characteristics from Ken French’s online library at a given frequency and for a given sample period.

getkfFFfactors

Query Fama-French-style factors from Ken French’s online library at a given frequency and for a given sample period.