factor'em!

AssetPricingFactor-class | S4 class for asset pricing factor objects |

CHPFactor-class | S4 class for commercial hedging pressure (CHP) factor objects |

CHP_factor-methods | Commercial hedging pressure (CHP) factor |

factorem | Construct an asset pricing factor |

factor_positions | Get time series of long and short factor positions |

factor_returns | Get return time series for factor as well as for long and... |

get_call-methods | Accesses the 'call' slot of S4 objects of class... |

get_data-methods | Accesses the 'data' slot of S4 objects of class... |

get_name-methods | Accesses the 'name' slot of S4 objects of class... |

get_parameters-methods | Accesses the 'parameters' slot of S4 objects of class... |

get_positions-methods | Accesses the 'positions' slot of S4 objects of class... |

get_returns-methods | Accesses the 'returns' slot of S4 objects of class... |

MarketFactor-class | S4 class for term structure factor objects |

market_factor-methods | Market factor |

MomentumFactor-class | S4 class for momentum factor objects |

momentum_factor-methods | Construct momentum factor |

OI_aggregate_factor-methods | Construct futures open interest growth (OI) aggregate factor |

OIFactor-class | S4 class for open interest (OI) factor objects |

OI_nearby_factor-methods | Open interest growth (OI) nearby factor |

pipe | Pipe operator |

show-methods | Show method for 'factorem' S4 objects. |

summary-methods | Factor performance summary |

TSFactor-class | S4 class for term structure factor objects |

TS_factor-methods | Term structure factor |

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