Fama-French-model

Replicating the seminal 1993 paper "Common risk factors in the returns on stocks and bonds" published in JFE

Sourcing Data

You must have the following python packages installed:

• yfinance
• fredapi

You must register/create a FRED account and then request an API key to be created, the link to request a key can be found here. Once you've received an API key for your account (should be instantaneous), create a file in the main folder of this repository titled "FRED_api_key_file.txt". Afterwards, copy-&-paste your API key in this file and then save. You should now be able to run the script data_import.py.