bt_fillmonths: Month Fill function updated for Clarifi Data
In WillPalmquist/PortfolioMgmt: Helper Functions for Multiple-Factor Portfolio Backtesting
View source: R/bt_fillmonths.R
Description
the month fill function will convert quarterly fundamental data
to monthly by filling reported financials forward
Usage
1
bt_fillmonths(b, metric, lookback = 12)
Arguments
b
environment with symbols time series
metric
user specified financial metric named according to Clarifi export
WillPalmquist/PortfolioMgmt documentation built on June 10, 2021, 10:35 p.m.
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View source: R/bt_fillmonths.R
Description
the month fill function will convert quarterly fundamental data to monthly by filling reported financials forward
Usage
1 | bt_fillmonths(b, metric, lookback = 12)
|
Arguments
b |
environment with symbols time series |
metric |
user specified financial metric named according to Clarifi export |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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