Retrieve Fama-French factors via pandas-datareader
    Returns
    -------
    pandas.DataFrame
        Percent change of Fama-French factors

def get_fama_french():
    """
    Retrieve Fama-French factors via pandas-datareader
    Returns
    -------
    pandas.DataFrame
        Percent change of Fama-French factors
    """

    start = '1/1/1970'
    research_factors = web.DataReader('F-F_Research_Data_Factors_daily',
                                      'famafrench', start=start)[0]
    momentum_factor = web.DataReader('F-F_Momentum_Factor_daily',
                                     'famafrench', start=start)[0]
    five_factors = research_factors.join(momentum_factor).dropna()
    five_factors /= 100.
    five_factors.index = five_factors.index.tz_localize('utc')

    five_factors.columns = five_factors.columns.str.strip()

    return five_factors