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Update README.md
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christianjauregui committed Apr 26, 2020
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Expand Up @@ -17,8 +17,8 @@ for use with the [`Pandas-Py`](https://github.com/pandas-dev/pandas) package.
| **Supports** | Python 3.4+ |
| | [![forthebadge made-with-python](http://ForTheBadge.com/images/badges/made-with-python.svg)](https://www.python.org/) |
| | [![Python 3](https://pyup.io/repos/github/christianjauregui/famafrench/python-3-shield.svg)](https://pyup.io/repos/github/christianjauregui/famafrench/) |
| **Release** | [![GitHub release (latest by date)](https://img.shields.io/github/v/release/christianjauregui/famafrench?style=for-the-badge)](https://github.com/christianjauregui/famafrench/releases) |
| | ![GitHub Release Date](https://img.shields.io/github/release-date/christianjauregui/famafrench) |
| **Latest Release** | ![GitHub Release Date](https://img.shields.io/github/release-date/christianjauregui/famafrench) |
| | [![PyPI version](https://badge.fury.io/py/famafrench.svg)](https://badge.fury.io/py/famafrench) |
| **Code Quality** | [![Updates](https://pyup.io/repos/github/christianjauregui/famafrench/shield.svg)](https://pyup.io/repos/github/christianjauregui/famafrench/) |
| | [![Codacy Badge](https://api.codacy.com/project/badge/Grade/a81ccb9c22144f6bbf7b25d6926c5217)](https://app.codacy.com/manual/christianjauregui/famafrench?utm_source=github.com&utm_medium=referral&utm_content=christianjauregui/famafrench&utm_campaign=Badge_Grade_Dashboard) | |
| **Citation** | [![DOI](https://sandbox.zenodo.org/badge/doi/10.5072/zenodo.530634.svg)](https://sandbox.zenodo.org/record/530634#.XqNawZNKi_s) |
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- [AQR Capital Management](https://www.aqr.com/library/data-sets):

- `Betting Against Beta` (BAB)
- `Quality Minus Junk` (QMJ)
- `Modified Value - High Minus Low` (HMLD)
- *Betting Against Beta* (BAB)
- *Quality Minus Junk* (QMJ)
- *Modified Value - High Minus Low* (HMLD)

- [Lettau, Ludvigson, and Ma (2019)](https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12772) Capital Share Factor:

- `Capital Share of Aggregate Income` (KS)
- *Capital Share of Aggregate Income* (KS)

- [Pastor and Stambaugh (2003)](https://faculty.chicagobooth.edu/-/media/faculty/lubos-pastor/data/liq_data_1962_2019.txt) Liquidity Factors:

- `Non-Traded Liquidity Factor`
- `Traded Liquidity Factor`
- *Non-Traded Liquidity Factor*
- *Traded Liquidity Factor*

- [Sadka (2006)](https://drive.google.com/file/d/1hTnBk7uasanA3x1gRFBNg6hFE1A0JJEO/view) Liquidity Factors:

- `Fixed-Transitory Factor`
- `Variable-Permanent Factor`
- *Fixed-Transitory Factor*
- *Variable-Permanent Factor*

- [Stambaugh and Yuan (2017)](https://academic.oup.com/rfs/article/30/4/1270/2965095) *Clustered* Mispricing Factors:

- `Management-related Factor` (MGMT)
- `Performance-related Factor` (PERF)
- `Mispricing (non-clustered) Factor` (UMO)
- *Management-related Factor* (MGMT)
- *Performance-related Factor* (PERF)
- *Mispricing (non-clustered) Factor* (UMO)


Performance and speed improvements are also appreciated.
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