Files in chindhanai/factorAnalytics
Factor Analytics
.Rbuildignore
.gitignore
Active_Returns.pdf
DESCRIPTION
NAMESPACE
R/chartCusum.R
R/chartRobRisk.R
R/cusumActMgr.R
R/datasets.R
R/fitFfm.R
R/repCusum.R
R/robRiskBudget.R
R/simulateARL.R
README.md
data/CommonFactors.RData
data/RussellData.rda
data/Stock.df.RData
data/StockReturns.RData
data/TreasuryYields.RData
data/cusumData.rda
data/factorDataSetDjia.rda
data/factorDataSetDjia5Yrs.rda
data/managers.ffm.rda
data/managers.rda
data/mktSP.rda
data/mktUS.rda
data/stocks145scores6.rda
data/wtsDjiaGmv.rda
data/wtsDjiaGmvLo.rda
data/wtsStocks145Gmv.rda
data/wtsStocks145GmvLo.rda
factorAnalytics.Rproj
inst/extdata/factorDataSet.csv
inst/extdata/timeSeriesReturns.csv
inst/scripts/test-ReturnExposureReporting.R
inst/tests/test-fitTsfm.r
man/.Rapp.history
man/CommonFactors.Rd
man/RussellData.Rd
man/Stock.df.Rd
man/StockReturns.Rd
man/TreasuryYields.Rd
man/chartCusum.Rd
man/chartRobRisk.Rd
man/cusumActMgr.Rd
man/cusumData.Rd
man/factorDataSetDjia.Rd
man/factorDataSetDjia5yrs.Rd
man/fitFfm.Rd
man/managers.Rd
man/managers.ffm.Rd
man/mktSP.Rd
man/mktUS.Rd
man/robRiskBudget.Rd
man/simulateARL.Rd
man/stocks145scores6.Rd
man/summary.cusumActMgr.Rd
man/wtsDjiaGmv.Rd
man/wtsDjiaGmvLo.Rd
man/wtsStocks145Gmv.Rd
man/wtsStocks145GmvLo.Rd
vignettes/GSoC2017 - Cusum Active Manager Vignette.pdf
vignettes/GSoC2017 - New Factor Model Vignette.pdf
vignettes/GSoC2017 - Robust Risk Budget Vignette.pdf
