Visualize factors for Fama-French Three Factor Modal

ff3fm_factors

from datetime import datetime

import pandas as pd
import numpy as np
from matplotlib import pyplot as plt

factors = pd.read_csv("./factors.csv", index_col="Date")

# convert Date index to datetime object
factors.index= pd.to_datetime(factors.index, format="%Y%m%d")

# calculate cumulative sum of factors
factors_cum = factors.cumsum()

factors_cum.plot.line()