Download data from Kenneth French Data Library, e.g. Fama and French factors
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### Description
Matlab function to import data from [Kenneth French's Data Library](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html), like the series of the Fama and French 3/5 factors, and much more.
**NOTE**: it does not support a small subset of datasets due to their transposed format. Raise an [issue](https://github.com/okomarov/importFrenchData/issues), if not already reported, to request support for those files, which will be provided depending on the amount of requests.
### Syntax
importFrenchData()
Lists available datasets, their ZIPNAMEs and the description.
importFrenchData(ZIPNAME)
Imports into a table the dataset specified by 'ZIPNAME'.
importFrenchData(...,OUTPATH)
Specify name and folder where to save the imported data. By default
the dataset will be saved under the current directory as '.\ZIPNAME.mat'
Cite As
Oleg Komarov (2026). okomarov/importFrenchData (https://github.com/okomarov/importFrenchData), GitHub. Retrieved .
General Information
- Version 1.0.0.0 (3.01 KB)
-
View License on GitHub
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
Versions that use the GitHub default branch cannot be downloaded
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
