def get_ffme_returns():
    '\n    Load the Fama-French Dataset for the returns of the Top and Bottom Deciles by MarketCap\n    '
    me_m = pd.read_csv('data/Portfolios_Formed_on_ME_monthly_EW.csv', header=0, index_col=0, na_values=(- 99.99))
    rets = me_m[['Lo 10', 'Hi 10']]
    rets.columns = ['SmallCap', 'LargeCap']
    rets = (rets / 100)
    rets.index = pd.to_datetime(rets.index, format='%Y%m').to_period('M')
    return rets
Load the Fama-French Dataset for the returns of the Top and Bottom Deciles by MarketCap
def get_ffme_returns():
    '\n    \n    '
    me_m = pd.read_csv('data/Portfolios_Formed_on_ME_monthly_EW.csv', header=0, index_col=0, na_values=(- 99.99))
    rets = me_m[['Lo 10', 'Hi 10']]
    rets.columns = ['SmallCap', 'LargeCap']
    rets = (rets / 100)
    rets.index = pd.to_datetime(rets.index, format='%Y%m').to_period('M')
    return rets