The file "FF_Model_with_Explanation.py" should be your primary reference when replicating new factors in python

https://wrds-www.wharton.upenn.edu/pages/support/applications/python-replications/fama-french-factors-python/

Fama French SAS results on WRDS https://wrds-www.wharton.upenn.edu/pages/support/applications/risk-factors-and-industry-benchmarks/fama-french-factors/#top

https://wrds-web.wharton.upenn.edu/wrds/tools/variable.cfm?library_id=137&file_id=66976

The data comes from Kenneth French's web site at Dartmouth http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/index.html

Fama French Research Portfolios and Factors https://wrds-www.wharton.upenn.edu/pages/support/manuals-and-overviews/fama-french/fama-french-research-portfolios-and-factors/

Current Research Returns http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Fama French Support Articles http://wrds-www.wharton.upenn.edu/pages/support/support-articles/fama-french/

Location for SAS codes on RCC project2\dachxiu\hf_fama_french