Introducing FFdownload: Fama-French Data Directly into R

Tens of thousands of papers rely on Kenneth French’s data library for US and international asset pricing factors and portfolios. The problem: the zipped CSV files are notoriously tedious to import and require constant manual updates.

The FFdownload R package solves this. It is available on CRAN:

install.packages("FFdownload")

Key functions:

• FFlist() — browse all available datasets as a searchable data frame
• FFget() — download a single dataset directly as a tibble (quickest way)
• FFmatch() — fuzzy-match dataset names before downloading
• FFdownload() — bulk download with full control over daily/monthly/annual files, caching, and re-processing

One line to get the FF 3-factor data:

FF3 <- FFget(input = "F-F_Research_Data_Factors", dest = tempdir())

→ Full documentation, vignettes, and examples: sebastianstoeckl.com/ffdownload