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web.DataReader('F-F_Momentum_Factor', 'famafrench') returns a dict of 1,2 pointing to monthly, annual data.
I believe the dicts should indicate about the data.
https://github.com/pydata/pandas/issue…
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In `utils.load_portfolio_risk_factors` there is a call to `get_returns_cached(filepath, get_fama_french, end)`.
However, the FamaFrench data only goes up to Sept 30, so if `end>"Sept 30"`, then the ch…
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```
/usr/share/themes/Lubuntu-default/gtk-2.0/apps/thunar.rc:55: error: invalid string constant "thunar-statusbar", expected valid string constant
Traceback (most recent call last):
File "test.py", …
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https://github.com/pydata/pandas-datareader/ is the new package for loading yahoo finance. they also have fama french loaders.
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A user is reporting that calling create_returns_tear_sheet on current master is causing:
```
/CFD/Programme/CONDA_2/lib/python2.7/site-packages/matplotlib/__init__.py:872: UserWarning: axes.color_cyc…
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For the "UMD" (Momentum) factor, the source data column seems to have changed its name from "UMD" to "Mom"
![image](https://cloud.githubusercontent.com/assets/6541022/10168031/c0e8d676-667f-11e5-98c0…
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Hi, I use your library extensively, and it seems the Fama french option doesnt work anymore -
![image](https://cloud.githubusercontent.com/assets/9622083/8870382/22c89a06-320b-11e5-9919-d803262ca726.…
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Not look into detail because I'm out, filenames seem to be changed. It fails in current pandas master also. See pydata/pandas#10591.
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_librar…
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We should look into directly pulling this data since the csv can get out of date really quickly. Maybe we supply a default csv (if we can) as well as expose a function to pull the data from the unive…
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Although hdf5 is certainly the better format it's an additional requirement. For this simple file we might want to just use `csv` instead.