Reference

asset pricing factors Fama & French asset pricing factors data time series:
factors	Fama/French research factors
sort portfolios Fama & French sort potfolios:
portfolios_univariate	Fama/French univariate sorts
portfolios_bivariate	Fama/French bivariate sorts
portfolios_trivariate	Fama/French three-way sorts
portfolios_industries	Fama/French industry portfolios
others Helper datasets:
breakpoints	Fama/French variable breakpoints
variables	Fama/French variables