In LiamMoorfieldYee/MoLo: Relative Strength Predicting Future Returns

knitr::opts_chunk$set(echo = TRUE)
library(MoLo)
library(knitr)
library(dplyr)

data(tbl1, package = "MoLo")
tb1 <- tbl1
kable(tb1, col.names = c("CA/26 Group Rank", "Average 4/C Ratios", "Average 4/C rank", 
                         "Average 26/C Ratios", "Average 26/C Rank"))

TABLE 2 - A

4-Week Performance By Stock Group As Classified To Historical Relative
Strength Ranks And Subclassified According To Historical Volatility Ranks

Volatility Ranks

Top 25% Middle 50% Bottom 25%

data(tbl2, package = "MoLo")
tb2 <- tbl2 %>% select(ca26groupings, avg.C4.ratios.x, avg.C4.rank.x, avg.C4.ratios.y, avg.c26.rank.y,
                       avg.C4.ratios, avg.c26.rank)
kable(tb2, col.names = c("CA/26 Group Rank", "Average 4/C Ratios", "Average 4/C rank", 
                         "Average 4/C Ratios", "Average 4/C rank",
                         "Average 4/C Ratios", "Average 4/C rank"))

LiamMoorfieldYee/MoLo documentation built on May 8, 2019, 11:20 p.m.