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... |
famamcbeth | Fama-McBeth cross-sectional regression |
FamaMcBeth-class | S4 class for Fama-McBeth objects |
get_betas-methods | Accesses the 'betas' slot of S4 objects of class FamaMcBeth... |
get_call-methods | Accesses the 'call' slot of S4 'factorem' objects. |
get_data-methods | Accesses the 'data' slot of S4 objects of class... |
get_lambdas-methods | Accesses the 'lambdas' slot of S4 objects of class FamaMcBeth... |
get_means-methods | Accesses the 'means' slot of S4 objects of class FamaMcBeth... |
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 |
PressureFactor-class | S4 class for market pressure factor objects |
pressure_factor-methods | Market participant pressure factor |
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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