okomarov/importFren​chData

Version 1.0.0.0 (3.01 KB) by Oleg Komarov
Download data from Kenneth French Data Library, e.g. Fama and French factors
5.0
(2)
242 Downloads
Updated 29 Aug 2015
View License on GitHub

### Description
Matlab function to import data from [Kenneth French's Data Library](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html), like the series of the Fama and French 3/5 factors, and much more.
**NOTE**: it does not support a small subset of datasets due to their transposed format. Raise an [issue](https://github.com/okomarov/importFrenchData/issues), if not already reported, to request support for those files, which will be provided depending on the amount of requests.
### Syntax

importFrenchData()
Lists available datasets, their ZIPNAMEs and the description.

importFrenchData(ZIPNAME)
Imports into a table the dataset specified by 'ZIPNAME'.

importFrenchData(...,OUTPATH)
Specify name and folder where to save the imported data. By default
the dataset will be saved under the current directory as '.\ZIPNAME.mat'

Cite As

Oleg Komarov (2024). okomarov/importFrenchData (https://github.com/okomarov/importFrenchData), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.