JustinMShea/ExpectedReturns
Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns

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JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
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Man pages for JustinMShea/ExpectedReturns
Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns

DHS3.monthlyDaniel-Hirshleifer-Sun Three-Factors Data Set
ExpectedReturns-packageReproduction of Investment Strategies presented in Antti...
FF3.monthlyFama-French 3 Factors Data Set
FF4.monthlyFama-French-Carhart 4 Factors Data Set
FF5.monthlyFama-French 5 Factors Data Set
FF6.monthlyFama-French 6 Factors Data Set
GetFactorsScrape Academic Financial Data Libraries
MomSignalMomentum Trading Signal
Q4.monthlyHou-Xue-Zhang q-factor Four-Factors Data Set
Q5.monthlyHou-Xue-Zhang q-factor Five-Factors Data Set
SetFactorModelHelper Function for Factor Model Data Preprocessing
SignalStatsCompute Trading Signals Statistics
SY4.monthlyStambaugh–Yuan Four-Factors Data Set
JustinMShea/ExpectedReturns documentation built on Sept. 9, 2023, 9:41 p.m.

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