get_peresec_erf_data: Get Equity Risk Factor Data for the South African Equity...

In ces0491/fdoR: Financial Data OpenR

Description

Get Equity Risk Factor Data for the South African Equity Market from Peresec

Usage

get_peresec_erf_data(
  reqd_file = c("long_only_alsi", "long_short_alsi", "quintile_alsi", "decile_alsi",
    "long_only_constrained", "long_short_constrained", "quintile_constrained",
    "decile_constrained"),
  reqd_factor = c("ff3", "ff5", "carhart4", "aqr6", "peresec7lowvol",
    "peresec7lowbeta"),
  weight = c("equal", "market_cap"),
  download_directory = NULL
)

Arguments

reqd_file	string indicating the required file e.g. long_short_alsi
reqd_factor	string indicating the factors you require from the file e.g. ff3
weight	string indicating whether to return equal or market cap weighted data
download_directory	optional string indicating the destination directory for downloaded files - defaults to chromeDL temp dir

Value

tbl_df with

ces0491/fdoR documentation built on July 19, 2021, 8:47 a.m.