Description Usage Arguments Details Value
Download data with daily frequency from Ken French datalibrary
1 | download_french(data_url, skip)
|
data_url |
subset of url specific to data, see details |
skip |
how many header rows in csv file to skip, see details |
the base url for all downloads is
'http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/', each
csv download has a unique url to add after the base, e.g., the data_url
for momentum is 'F-F_Momentum_Factor_daily_CSV.zip'. The amount of rows to
skip is different for each dataset. You can check by downloading the csv in
the datalibray https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
and seeing how many header rows above the data there are. As of 11/1/2020 some
common skips are: daily 3 factor = 4, daily momentum = 12, daily 10 sector = 9.
xts with time-series
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