anttsou/qmjdata: Data for the qmj package

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>.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1-0
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/qmjdata")
anttsou/qmjdata documentation built on June 3, 2017, 9 p.m.