group_factor: group factor

In QuantAndrew/quantbox: Auxiliary toolbox for quant research.

Description

group factor

Usage

gf.SIZE(TS, refinePar = refinePar_default(type = "scale", sectorAttr =
  defaultSectorAttr()), FactorLists, wgt)

gf.GROWTH(TS, refinePar = refinePar_default(type = "scale", sectorAttr =
  defaultSectorAttr()), FactorLists, wgt)

gf.TRADING(TS, refinePar = refinePar_default(type = "scale", sectorAttr =
  defaultSectorAttr()), FactorLists, wgt)

gf.EARNINGYIELD(TS, refinePar = refinePar_default(type = "scale", sectorAttr =
  defaultSectorAttr()), FactorLists, wgt)

gf.VALUE(TS, refinePar = refinePar_default(type = "scale", sectorAttr =
  defaultSectorAttr()), FactorLists, wgt)

gf.OTHER(TS, refinePar = refinePar_default(type = "scale", sectorAttr =
  defaultSectorAttr()), FactorLists, wgt)

lcdb.build.CT_GroupFactorLists()

Arguments

TS	is TS object.

Value

a TSF

QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.