numeraire_dataset.load_ff_portfolio_view#

numeraire_dataset.load_ff_portfolio_view(*, portfolio_set: Literal['industry_10', 'size_bm_25', 'momentum'] = 'industry_10', freq: Literal['monthly', 'daily'] = 'monthly', start_date: str = '1926-07-01', end_date: str = '2023-12-31', asset_cols: list[str] | None = None, horizon: int = 1) → tuple[Any, str][source]#

Ken French multi-asset view plus a non-secret data_vintage provenance stamp.

This is the optional numeraire bridge over load_ff_portfolios(). Tidyfinance-backed vintages record its dataset/version and the calendar-normalization recipe. The direct daily momentum fallback instead records the official URL, HTTP source timestamp, content SHA-256, and parse recipe. Live releases can drift; reports that require fixed numbers should pin the returned digest or a public fixture.