anttsou/qmj: Quality Scores for the Russell 3000

Produces quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) <http://www.aqr.com/library/working-papers/quality-minus-junk>. The package includes datasets for users who wish to view the most recently uploaded quality scores. It also provides tools to automatically gather relevant financials and stock price information, allowing users to update their data and customize their universe for further analysis.

Getting started

Package details

MaintainerRyan Kwon <[email protected]>
LicenseGPL-3
Version0.2.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("anttsou/qmj")
anttsou/qmj documentation built on June 3, 2017, 9 p.m.