Download Factor Data — download_factor

Downloads Fama-French factor data from the Kenneth French Data Library. No external package dependencies required (uses base R download + CSV parsing).

Usage

download_factor_data(
  model = c("ff3", "ff5", "mom"),
  frequency = c("daily", "monthly"),
  format_for_task = TRUE
)

Arguments

model: Factor model: "ff3" (default), "ff5", "mom" (momentum), or "ff3_monthly", "ff5_monthly".
frequency: Data frequency: "daily" (default) or "monthly".
format_for_task: Logical. If TRUE, formats for EventStudyTask factor_tbl.

Value

A tibble with factor data.