Dataframe: P0:ff_factors - Fama-French Factors

Dataframe: `P0:ff_factors` - Fama-French Factors#

This dataset contains the Fama-French 5 factors, Momentum, and Short-Term Reversal factors.

Rows: 1508
Columns: 4
$ Mkt-RF <f64> -0.0076
$ SMB    <f64> 0.0007000000000000001
$ HML    <f64> -0.0009
$ RF     <f64> 0.0002

Dataframe Name	Fama-French Factors
Dataframe ID	ff_factors
Data Sources	WRDS
Data Providers	Fama-French
Links to Providers	https://wrds-www.wharton.upenn.edu/
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)	None
Data available up to (max)	None
Dataframe Path	/Users/yandong/Documents/GitHub/p02_van_binsbergen_han_lopez-lira_2022/_data/FF_FACTORS.parquet

Linked Charts:

Pipeline Name	Man vs. Machine Learning
Pipeline ID	P0
Lead Pipeline Developer	Dong Yan, Yilong Lin
Contributors	Dong Yan, Yilong Lin
Git Repo URL
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-02-06 15:21:11
OS Compatibility
Linked Dataframes	P0:crsp_m P0:compa P0:ibes_forecast P0:ff_factors P0:fred