Factors: Factors Class

In MislavSag/findata: Collect data fro trading and financial ML

Factors Class

Description

Function calculates factor often (and less often) used in asset pricing factor investing literature.

Super class

findata::DataAbstract -> Factors

Public fields

source

Data source for calculating factors.

fmp

Help field to hold FMP class.

import

Help field to hold Import class.

utilsdata

Help field to hold Import class.

sp500_symbols

Path to QuantConnect SPY file.

Methods

Public methods

• Factors$new()

• Factors$get_factors()

• Factors$clone()

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Method new()

Create a new Factors object.

Usage

Factors$new(sp500_symbols, source = "fmp", fredr_apikey = NULL)

Arguments

sp500_symbols

Path to QuantConnect SPY file.

source

Data source for calculating factors.

fredr_apikey

FRED api key

Returns

A new 'Factors' object.

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Method get_factors()

Main function that calculates factors.

Usage

Factors$get_factors(...)

Arguments

...

Arguemnts of get_data_fmp method of Import class.

Returns

Data.table with factors.

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Method clone()

The objects of this class are cloneable with this method.

Usage

Factors$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

MislavSag/findata documentation built on June 2, 2025, 12:34 p.m.