git4casey/FactorResearch: Functions for working with Barra Models Direct data from VIMC's QIAR_DB.

Functions for estimating equity risk using Barra risk models Data is housed within VIMC QIAR team's Data mart QIAR_DB and currently covers CAE5 (long and short) and GEMLT (long and short)

Getting started

Package details

AuthorVIMC Quant Team
MaintainerVIMC Quant Team <[email protected]>
LicenseGNU General Public License version 3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
git4casey/FactorResearch documentation built on March 18, 2018, 8:55 p.m.