aqr_qmj_monthly: Get the Quality Minus Junk Factor

View source: R/factors_monthly.R

aqr_qmj_monthlyR Documentation

Get the Quality Minus Junk Factor

Description

Downloads data with the self-financing returns of a of a long/short Quality Minus Junk (QMJ) factors.

Usage

aqr_qmj_monthly(.tidy = TRUE)

Arguments

.tidy

A flag. Should the output be tidy? The default is TRUE.

Value

A tibble.

Examples

if (FALSE) {
  aqr_qmj_monthly()
}

Reckziegel/aqqr documentation built on Aug. 26, 2023, 1:15 p.m.