Man pages for AvinashAcharya/Test_factorAnalytics
Development of factorAnalytics package as a part of GSoC-2016

factorDataSetDjiaDJIA stocks Compustat factors 14yrs
factorDataSetDjia5YrsDJIA stocks Compustat factors 5yrs
ffmRsqFactor Model R-squared and VIF Values
ffmTstatst-stats and Plots for a fitted Fundamental Factor Model
fitFfmFit a fundamental factor model using cross-sectional...
managerstime-series data
managers.ffmmanagers data for ffm
portEsDecompDecompose portfolio ES into individual factor contributions
portSdDecompDecompose portfolio standard deviation into individual factor...
portVaRDecompDecompose portfolio VaR into individual factor contributions
repExposuresPortfolio Exposures Report
repReturnPortfolio return decomposition report
repRiskDecompose portfolio risk into individual factor contributions...
stocks145scores6CRSP stocks Capital IQ scores
tsPlotMPTime Series Plots
wtsDjiaGmvDJIA GMV portfolio weights
wtsDjiaGmvLoDJIA GMV long-only portfolio weights
wtsStocks145GmvCRSP 145 stocks GMV portfolio weights
wtsStocks145GmvLoCRSP 145 stocks GMV long-only weights
AvinashAcharya/Test_factorAnalytics documentation built on May 28, 2017, 6 p.m.