Kenneth French Data Library

[rufuspollock]

Kenneth French Data Library on his web page at Dartmouth:

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Stack of interesting time series data there.

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Sample from webpage

Fama/French 3 Factors  TXT  CSV  Details 
Fama/French 3 Factors [Weekly]  TXT  CSV  Details 
Fama/French 3 Factors [Daily]  TXT  CSV  Details 

Fama/French 5 Factors (2x3)  TXT  CSV  Details 
Fama/French 5 Factors (2x3) [Daily]  TXT  CSV  Details 

[smartrus]

Working on this data as part of my Technical on-boarding