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[PyPortfolioOpt] Add Support for Fama-French 3/5 Factor Model to Expected Return Module

Enhance the expected_returns module by adding a new function ff_expected_return() that computes expected returns using the Fama-French 3-factor and 5-factor models via OLS regression.

Original Source

@@DSM2499 | 0 pts | 5/16/2025

Enhance the expected_returns module by adding a new function ff_expected_return() that computes expected returns using the Fama-French 3-factor and 5-factor models via OLS regression. This will expand the current set of return estimation methods (mean_historical_return, capm_return, etc.) with a more advanced and academically grounded model, improving flexibility for users in quantitative finance applications. def ff_expected_return( prices: pd.DataFrame, factor_data: pd.DataFrame, returns_data: bool = False, model: str = "ff3", compounding: bool = True, frequency: int = 252, log_returns: bool = False, ) -> pd.Series:

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