Chart: Fama-French Explore#
Exploratory chart for FF factors.
Chart#
Sources: WRDS
Fama-French Explore#
Exploratory chart for FF factors.
Chart Specs#
Chart Name |
Fama-French Explore |
|---|---|
Chart ID |
explore_ff |
Topic Tags |
Factors, Exploratory |
Data Series Start Date |
1986-01-01 |
Data Frequency |
Monthly |
Observation Period |
Month End |
Lag in Data Release |
Variable |
Data Release Timing |
|
Seasonal Adjustment |
None |
Units |
Percent |
Data Series |
m, k, t, r, f |
HTML Chart |
Dataframe Manifest#
Dataframe Name |
Fama-French Factors |
|---|---|
Dataframe ID |
|
Data Sources |
WRDS |
Data Providers |
Fama-French |
Links to Providers |
|
Topic Tags |
Asset Pricing, Factors |
Type of Data Access |
S,u,b,s,c,r,i,p,t,i,o,n |
How is data pulled? |
WRDS API via Python |
Data available up to (min) |
|
Data available up to (max) |
|
Dataframe Path |
/Users/yandong/Documents/GitHub/p02_van_binsbergen_han_lopez-lira_2022/_data/FF_FACTORS.parquet |
Linked Charts:
Pipeline Manifest#
Pipeline Name |
Man vs. Machine Learning |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
Dong Yan, Yilong Lin |
Contributors |
Dong Yan, Yilong Lin |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-02-06 15:21:11 |
OS Compatibility |
|
Linked Dataframes |