famafrench_factor_regression

Run fund regression analysis against the Fama-French factors

Usage

run_fund_regression(fund_symbol, fund_isin, freq, currency, quiet=False)

• fund_symbol: ticker symbol (Reuters)
• fund_isin: only used to retrieve the fund category from Morningstar.com
• freq: daily|monthly run regression on daily or monthly returns
• currency: USD|EUR run the regression analysis on USD or EUR returns
• quiet: True|False

Example: run_fund_regression('SLY', 'IE00B2QWCY14', freq='daily', currency='EUR', log_return=False, quiet=True)