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

The package 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 time-series of the respective returns are downloaded and then saved in a convenient .csv-format. Only one type of returns can be downloaded at a time.

install.packages("remotes")
remotes::install_github("antshi/ffData")