[ANN] FamaFrenchData.jl - easy access to Fama-French data

Package Announcements
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Nice work. You can also retrieve fama french factor data via wrds following this thread:

Below is a snippet of the codes:

#Querying WRDS Data using Julia

#load required packages
################################################################
using LibPQ, Tables, DataFrames 
################################################################


#1. connect to wrds
wrds = LibPQ.Connection("""
                        host = wrds-pgdata.wharton.upenn.edu 
                        port = 9737
                        user='wrds account' 
                        password='wrds password'
                        sslmode = 'require' 
                        dbname = wrds
                        """)



#2. determine the datasets within the fama french (ff) library:
res = execute(wrds, "SELECT distinct table_name
                    FROM information_schema.columns
                    WHERE table_schema='ff'
                    ORDER BY table_name")

data = DataFrame(columntable(res))
res = 0
data


#3. Fama French 4 factors
res = execute(wrds, "SELECT * FROM ff.factors_daily
WHERE date BETWEEN '1991-01-01' AND '2018-12-31'")

data = DataFrame(columntable(res))
res = 0
data