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.
Lists available datasets, their ZIPNAMEs and the description.
Imports into a table the dataset specified by 'ZIPNAME'.
Specify name and folder where to save the imported data. By default
the dataset will be saved under the current directory as '.\ZIPNAME.mat'
Oleg Komarov (2022). okomarov/importFrenchData (https://github.com/okomarov/importFrenchData), GitHub. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!