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Introduce Fama-French values reader for the Indian Market - #1031

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Introduce Fama-French values reader for the Indian Market#1031
kirandasika0 wants to merge 1 commit into
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kirandasika0:ff-india

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Currently, there is a way to download Fama-French factors for doing analysis on the US market. This diff introduces a reader that downloads the files from the IIM Ahemdabad website to be used for analyzing portfolios and stocks in the Indian market.

References:

Checklist

  • closes #xxxx
  • tests added / passed
  • passes flake8 $(git diff --name-only origin/main -- '*.py')
  • passes black --check pandas_datareader
  • added entry to docs/source/whatsnew/vLATEST.txt

@kirandasika0
kirandasika0 marked this pull request as ready for review August 8, 2026 14:56
@kirandasika0
kirandasika0 force-pushed the ff-india branch 2 times, most recently from 797fdaa to aae48e3 Compare August 8, 2026 18:10
Currently, there is a way to download Fama-French factors for doing
analysis on the US market. This diff introduces a reader that downloads
the files from the IIM Ahemdabad website to be used for analysing
portfolios and stocks in the Indian market.

References:
- https://faculty.iima.ac.in/iffm/Indian-Fama-French-Momentum/
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