README.md

Fama-French industry SIC code mapping

Python code to read the industry definitions files from Ken French's Data Library and return a dictionary that maps from SIC code to Fama-French industry code.

Installation and Use

To install, run this in a terminal:

pip install git+https://github.com/stoffprof/ff_industries.git

To use the mapping in Python, do:

import ff_industries

ff_map = ff_industries.get_sic_map(num_ports)

where num_ports is the number of industry portfolios you want.