https://www.sebastianstoeckl.com/tags/fama-french/Fama-FrenchHugoBlox Kit (https://hugoblox.com)en-usWed, 13 Mar 2019 17:00:00 +0000https://www.sebastianstoeckl.com/media/icon_hu_579dce1bfbea7b2a.pnghttps://www.sebastianstoeckl.com/tags/fama-french/https://www.sebastianstoeckl.com/blog/20190313_ffdownload/Wed, 13 Mar 2019 17:00:00 +0000https://www.sebastianstoeckl.com/blog/20190313_ffdownload/<p>Tens of thousands of papers rely on 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.</p> <p>The R package solves this. It is available on :</p> <div class="highlight"><pre tabindex="0" class="chroma"><code class="language-r" data-lang="r"><span class="line"><span class="cl"><span class="nf">install.packages</span><span class="p">(</span><span class="s">&#34;FFdownload&#34;</span><span class="p">)</span> </span></span></code></pre></div><p><strong>Key functions:</strong></p> <ul> <li><code>FFlist()</code> — browse all available datasets as a searchable data frame</li> <li><code>FFget()</code> — download a single dataset directly as a tibble (quickest way)</li> <li><code>FFmatch()</code> — fuzzy-match dataset names before downloading</li> <li><code>FFdownload()</code> — bulk download with full control over daily/monthly/annual files, caching, and re-processing</li> </ul> <p>One line to get the FF 3-factor data:</p> <div class="highlight"><pre tabindex="0" class="chroma"><code class="language-r" data-lang="r"><span class="line"><span class="cl"><span class="n">FF3</span> <span class="o">&lt;-</span> <span class="nf">FFget</span><span class="p">(</span><span class="n">input</span> <span class="o">=</span> <span class="s">&#34;F-F_Research_Data_Factors&#34;</span><span class="p">,</span> <span class="n">dest</span> <span class="o">=</span> <span class="nf">tempdir</span><span class="p">())</span> </span></span></code></pre></div><p>→ <strong>Full documentation, vignettes, and examples: </strong></p>