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French Global Factors

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I have said it already in multiple posts, but Kenneth French’s data library is one of the most generous and powerful contributions to the financial community.  To build on Systematic Investor’s series on factors, I thought I should run some basic analysis on the Global Factors maintained by Kenneth French.  I cannot imagine how long this would take without the data library and the incredible set of R packages available.

From TimelyPortfolio
From TimelyPortfolio
From TimelyPortfolio
From TimelyPortfolio
From TimelyPortfolio
From TimelyPortfolio

R code from GIST:

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