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christianjauregui committed Apr 26, 2020
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## Contributing
I welcome recommendations, contributions and/or future collaborations. I am ambitious and plan to expand the module to include construction of additional factor-based datasets relevant for empirical asset pricing. These include the following:

- [AQR Capital Management's](https://www.aqr.com/library/data-sets):
- `Betting Against Beta` (BAB)
- `Quality Minus Junk` (QMJ)
- `Modified Value - High Minus Low` (HMLD)
- [AQR Capital Management's](https://www.aqr.com/library/data-sets):
- `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)
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