famafrench.utils.get_kfpriorfactors_directly¶
-
famafrench.utils.
get_kfpriorfactors_directly
(kflib_name, kflib_freq, kf_factor)[source]¶ Directly download (from Ken French’s online library) zipped monthly or annual datafiles for the Short-Term Reversal or Long-Term Reversal Fama-French-style factors. This is required since the
pandas_datareader.web()
method is broken for such datafiles.- Parameters
kflib_name (str) – Name of zipped datafile.
kflib_freq (str) –
Observation frequency of factor portfolios. Possible choices are:
M
: monthlyA
: annual
kf_factor (str) –
The name or “label” of the Fama-French-style factor. Possible choices are:
ST_Rev
: Short-Term Reversal - based on Prior (1-1) returnsLT_Rev
: Long-Term Reversal - based on Prior (13-60) returns
- Returns
kflib_data – Dataset with time-series of the Fama-French-style factor.
- Return type