aqr_umd_monthly: Get the Up Minus Down Factor

View source: R/factors_monthly.R

aqr_umd_monthlyR Documentation

Get the Up Minus Down Factor

Description

Downloads data with the self-financing returns of equity Up Minus Down (UMD) factors.

Usage

aqr_umd_monthly(.tidy = TRUE)

Arguments

.tidy

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

Value

A tibble.

Examples

if (FALSE) {
  aqr_umd_monthly()
}

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