Man pages for AvinashAcharya/Test_factorAnalytics
Development of factorAnalytics package as a part of GSoC-2016
| factorDataSetDjia | DJIA stocks Compustat factors 14yrs |
| factorDataSetDjia5Yrs | DJIA stocks Compustat factors 5yrs |
| ffmRsq | Factor Model R-squared and VIF Values |
| ffmTstats | t-stats and Plots for a fitted Fundamental Factor Model |
| fitFfm | Fit a fundamental factor model using cross-sectional... |
| managers | time-series data |
| managers.ffm | managers data for ffm |
| portEsDecomp | Decompose portfolio ES into individual factor contributions |
| portSdDecomp | Decompose portfolio standard deviation into individual factor... |
| portVaRDecomp | Decompose portfolio VaR into individual factor contributions |
| repExposures | Portfolio Exposures Report |
| repReturn | Portfolio return decomposition report |
| repRisk | Decompose portfolio risk into individual factor contributions... |
| stocks145scores6 | CRSP stocks Capital IQ scores |
| tsPlotMP | Time Series Plots |
| wtsDjiaGmv | DJIA GMV portfolio weights |
| wtsDjiaGmvLo | DJIA GMV long-only portfolio weights |
| wtsStocks145Gmv | CRSP 145 stocks GMV portfolio weights |
| wtsStocks145GmvLo | CRSP 145 stocks GMV long-only weights |
