datasets / awesome-data

Curated list of quality open datasets

https://datahub.io/collections

748 stars 91 forks source link

Kenneth French Data Library #278

Open rufuspollock opened 5 years ago

rufuspollock commented 5 years ago

Kenneth French Data Library on his web page at Dartmouth:

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Stack of interesting time series data there.

Sample from webpage

Fama/French 3 Factors  TXT  CSV  Details 
Fama/French 3 Factors [Weekly]  TXT  CSV  Details 
Fama/French 3 Factors [Daily]  TXT  CSV  Details 

Fama/French 5 Factors (2x3)  TXT  CSV  Details 
Fama/French 5 Factors (2x3) [Daily]  TXT  CSV  Details

smartrus commented 4 years ago

Working on this data as part of my Technical on-boarding