Post #2865 by lizgdal on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Text files describing the Fama/French Industry Classifications can be found at:

Industry Portfolios
https://mba.tuck.dartmouth.edu/pages/faculty/ken.f...

Fama/French Industry Classifications
"I recently created a new set of the following field files:"
http://www.datahelper.com/mi/search.phtml?nofool=y...

Filename   Type            Description           Default Value  Start Date
 fincd.a   115   [Fama/French 49 Industry Code]        0         19251231
fincd10.a  115   [Fama/French 10 Industry Code]        0         19251231
fincd12.a  115   [Fama/French 12 Industry Code]        0         19251231
fincd17.a  115   [Fama/French 17 Industry Code]        0         19251231
fincd30.a  115   [Fama/French 30 Industry Code]        0         19251231
fincd38.a  115   [Fama/French 38 Industry Code]        0         19251231
fincd48.a  115   [Fama/French 48 Industry Code]        0         19251231
fincd49.a  115   [Fama/French 49 Industry Code]        0         19251231
fincd5.a   115   [Fama/French 5 Industry Code]         0         19251231

=================
For new screens, I use:
styp.a = 10!11!12!18!30!31!48

styp.a Security Type counts in gtr1
http://www.datahelper.com/mi/search.phtml?nofool=y...

"In order to make it easier to include or exclude certain kinds of securities like REITs, Limited Partnerships, Closed-End Funds, etc, I have added the field [Security Type] from the daily data source to the field file styp.a. "
http://www.datahelper.com/mi/search.phtml?nofool=y...

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