File Exchange

image thumbnail

okomarov/importFren​chData

version 1.0.0.0 by Oleg Komarov
Download data from Kenneth French Data Library, e.g. Fama and French factors

1 Download

Updated 29 Aug 2015

GitHub 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'

Comments and Ratings (1)

Jesse Liang

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Discover Live Editor

Create scripts with code, output, and formatted text in a single executable document.


Learn About Live Editor