get_constituents: Get the constituents of a particular quantile for each date...
In WillPalmquist/PortfolioMgmt: Helper Functions for Multiple-Factor Portfolio Backtesting
Description
Usage
Arguments
Value
View source: R/get_constituents.R
Description
Get the constituents of a particular quantile for each date in backtest
Usage
1
get_constituents(model_quantile)
Arguments
model_quantile
single model quantile object
Value
list of tickers for each date in backtest
WillPalmquist/PortfolioMgmt documentation built on June 10, 2021, 10:35 p.m.
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Description Usage Arguments Value
View source: R/get_constituents.R
Description
Get the constituents of a particular quantile for each date in backtest
Usage
1 | get_constituents(model_quantile)
|
Arguments
model_quantile |
single model quantile object |
Value
list of tickers for each date in backtest
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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