ME breakpoints in fama french factors library

[MichaelWS]

ME_breakpoints.zip is not read because it is a different format.
In this zip, there is only one file "ME_Breakpoints.txt". How should this be handed?

[MichaelWS]

I am happy to put a PR that just reads the file using an if statement.

[jreback]

@MichaelWS where/what is this breakpoints file?

[MichaelWS]

the breakpoints between the deciles. For example what is the 5%, 10%, etc.

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html#Breakpoints
It's in the same location as the rest. for example:
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/ME_Breakpoints.zip

[MichaelWS]

I am not sure how much this should be in pandas in general, but I feel like it should just work if famafrench is there.

Someone brought this particular file up to me today.

[jreback]

to the extent that other FamaFrench data exists not adverse to adding this. That said, might make sense to sping off some of these data utils to a new repo, maybe pandas-data, interested?

[MichaelWS]

I agree that it makes sense.

[MichaelWS]

I definitely think some of the data makes more sense in a separate repo. I feel like data needs much more urgent releases than pandas would

[MichaelWS]

jreback, how would you envision pandas-data to work

[jorisvandenbossche]

@MichaelWS let's discuss this in a separate issue (I am creating one)

[mmeanwe]

Not sure this is right place for this but new to Pandas and trying FamaFrench pandas:
This works:

read data from Ken French's website

ff = web.DataReader('F-F_Research_Data_Factors', 'famafrench')[0]
ff.columns = ['xsm', 'smb', 'hml', 'rf']

But this does not

read data from Ken French's website

ff = web.DataReader('F-F_Momentum_Factor', 'famafrench')[0]
ff.columns = ['mom']
Throws KeyError: 0
Any suggestions? Thanks

[jorisvandenbossche]

@gitmmeanwell web.DataReader('F-F_Momentum_Factor', 'famafrench') returns a dict with keys [1, 2], so that is why get a KeyError.