Man pages for chindhanai/factorAnalytics
Factor Analytics

chartCusumcusumActMgr Plots
chartRobRisk'riskBudget' Plots
CommonFactorsFactor set of several commonly used factors
cusumActMgrUsing Statistical Process Control to Monitor Active...
cusumDataParvest and Russell2500
factorDataSetDjiaDJIA stocks Compustat factors 14yrs
factorDataSetDjia5yrsDJIA stocks Compustat factors 5yrs
fitFfmFit a fundamental factor model using cross-sectional...
managersHypothetical Alternative Asset Manager and Benchmark Data
managers.ffmmanagers data for ffm
mktSPS&P 500 Returns
mktUSUS Market Returns
robRiskBudgetSimple and Robust Risk Budgeting with Expected Shortfall
RussellDataRussell data
simulateARLSimulation for thresholds of the Lindley's recursion
Stock.dfFundamental and return data for 447 NYSE stocks
StockReturnsStock Return Data
stocks145scores6CRSP stocks Capital IQ scores
summary.cusumActMgrSummarizing a cusumActMgr object
TreasuryYieldsTreasury yields at different maturities
wtsDjiaGmvDJIA GMV portfolio weights
wtsDjiaGmvLoDJIA GMV long-only portfolio weights
wtsStocks145GmvCRSP 145 stocks GMV portfolio weights
wtsStocks145GmvLoCRSP 145 stocks GMV long-only weights
chindhanai/factorAnalytics documentation built on Aug. 30, 2017, 10:22 p.m.