def get_fff_returns():
    '\n    Load the Fama-French Research Factor Monthly Dataset\n    '
    rets = (pd.read_csv('data/F-F_Research_Data_Factors_m.csv', header=0, index_col=0, na_values=(- 99.99)) / 100)
    rets.index = pd.to_datetime(rets.index, format='%Y%m').to_period('M')
    return rets
Load the Fama-French Research Factor Monthly Dataset
def get_fff_returns():
    '\n    \n    '
    rets = (pd.read_csv('data/F-F_Research_Data_Factors_m.csv', header=0, index_col=0, na_values=(- 99.99)) / 100)
    rets.index = pd.to_datetime(rets.index, format='%Y%m').to_period('M')
    return rets