| Metadata-Version: |
2.1 |
| Name: |
famafrench |
| Version: |
0.1.4 |
| Summary: |
Python package designed to construct and replicate datasets from Ken French's online library (https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html) via remote access to wrds-cloud. |
| Author: |
Christian Jauregui |
| Author-Email: |
chris.jauregui[at]berkeley.edu |
| Home-Page: |
https://github.com/christianjauregui/famafrench |
| Project-Url: |
Documentation, https://christianjauregui.github.io/famafrench/ |
| Project-Url: |
Source, https://github.com/christianjauregui/famafrench |
| Project-Url: |
Tracker, https://github.com/christianjauregui/famafrench/issues |
| License: |
Apache License 2.0 |
| Keywords: |
alpha,alpha-factors,beta,capm,econometrics,equities,equity-returns,expected-returnsfactor-investing,factor-model,factor-returns,fama-french,finance,growth,investment,momentum,portfolio,risk-model,securities,stock-returns,value |
| Classifier: |
Development Status :: 4 - Beta |
| Classifier: |
Programming Language :: Python :: 3.4 |
| Classifier: |
Programming Language :: Python :: 3.5 |
| Classifier: |
Programming Language :: Python :: 3.6 |
| Classifier: |
Programming Language :: Python :: 3.7 |
| Classifier: |
Programming Language :: Python :: 3.8 |
| Classifier: |
License :: OSI Approved :: Apache Software License |
| Classifier: |
Operating System :: OS Independent |
| Classifier: |
Intended Audience :: End Users/Desktop |
| Classifier: |
Intended Audience :: Financial and Insurance Industry |
| Classifier: |
Intended Audience :: Education |
| Classifier: |
Intended Audience :: Science/Research |
| Classifier: |
Topic :: Office/Business :: Financial |
| Classifier: |
Topic :: Office/Business :: Financial :: Investment |
| Classifier: |
Topic :: Scientific/Engineering |
| Classifier: |
Topic :: Scientific/Engineering :: Information Analysis |
| Requires-Python: |
>=3.4.0 |
| Requires-Dist: |
IPython (>=7.12.0) |
| Requires-Dist: |
numpy (>=1.16.1) |
| Requires-Dist: |
numpydoc (>=0.9.2) |
| Requires-Dist: |
numba (>=0.48.0) |
| Requires-Dist: |
methodtools (>=0.1.0) |
| Requires-Dist: |
pandas (>=0.24.2) |
| Requires-Dist: |
pandas-datareader (>=0.7.0) |
| Requires-Dist: |
pandas-market-calendars (>=1.1) |
| Requires-Dist: |
python-dateutil (>=2.8.1) |
| Requires-Dist: |
python-dotenv (>=0.13.0) |
| Requires-Dist: |
sqlalchemy (>=1.3.13) |
| Requires-Dist: |
sphinx (>=2.0) |
| Requires-Dist: |
termcolor (>=1.1.0) |
| Requires-Dist: |
tqdm (>=4.41.1) |
| Requires-Dist: |
wrds (>=3.0.8) |
| Description-Content-Type: |
text/markdown |