antshi/ffData: Automatic download of returns' data from the Kenneth R. French Data Library

The package "ffData" allows the automatic download of returns' data from the Kenneth R. French data library. The user can define start and end date for the download, returns type and subtype and further relevant criteria as dividends,NAs-removal etc. The user-defined returns are downloaded and then saved in a convenient .csv-format. Only one type of returns can be downloaded at a time.

Getting started

Package details

AuthorAntoniya Shivarova
MaintainerAntoniya Shivarova <[email protected]>
LicenseGPL3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("antshi/ffData")
antshi/ffData documentation built on May 18, 2019, 1:30 p.m.