This a subdatset from the Kenneth French Data Library. This datapacke consists of a collection of the U.S. Research Returns Data section.
Please check the cleaned data located in the data
folder.
The process.py
script can provide you with a data summary of each dataset. Run it python scripts/us-research-returns/process.py
. It generates a file named FILE_COMMENTS.md
containing all the comments inserted into the raw data.