numeraire_dataset.load_ff_factors#
- numeraire_dataset.load_ff_factors(*, freq: str = 'monthly', start_date: str = '1926-07-01', end_date: str = '2023-12-31') DataFrame[source]#
Fama-French 3-factor tidy frame (
date, mkt_excess, smb, hml, risk_free), in decimals.mkt_excessis the excess market return,risk_freethe 1-month T-bill — the canonical academic market/risk-free pair.