Overview¶
Generalized routine used to query datasets from Ken French’s online library at a given frequency and for a given sample period. |
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Query portfolio returns from Ken French’s online library at a given frequency and for a given sample period. |
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Query number of firms in each portfolio from Ken French’s online data library at a given frequency and for a given sample period. |
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Query average anomaly portfolio characteristics from Ken French’s online library at a given frequency and for a given sample period. |
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Query Fama-French-style factors from Ken French’s online library at a given frequency and for a given sample period. |