download_data_factors {tidyfinance} | R Documentation |
Download and Process Factor Data
Description
Downloads and processes factor data based on the specified type (Fama-French or Global Q), and date range. This function delegates to specific functions based on the type of factors requested: Fama-French or Global Q. It checks if the specified type is supported before proceeding with the download and processing.
Usage
download_data_factors(type, start_date, end_date)
Arguments
type |
The type of dataset to download, indicating the factor model and frequency. |
start_date |
The start date for filtering the data, in "YYYY-MM-DD" format. |
end_date |
The end date for filtering the data, in "YYYY-MM-DD" format. |
Value
A tibble with processed factor data, including dates, risk-free rates, market excess returns, and other factors, filtered by the specified date range.
Examples
download_data_factors("factors_ff_3_monthly", "2000-01-01", "2020-12-31")
download_data_factors("factors_ff_3_daily")
download_data_factors("factors_q5_daily", "2020-01-01", "2020-12-31")
[Package tidyfinance version 0.3.0 Index]