zscore_filter_stocks: Filter stocks by factors z-score

Description Usage Arguments Value

View source: R/model-zscore.R

Description

Filter stocks by ranking the z-score of factors. The group of z-score of factors will keep in the results

Usage

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zscore_filter_stocks(
  ds_zscores,
  ranking_field = "stk_score",
  ranking_number = 5
)

Arguments

ds_zscores

a z-score datasets of factors

ranking_field

the name of field for ranking

ranking_number

the number of ranking N, positive number N means top N negative number N means last N

Value

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       a datasets of filtered stocks

chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.