In nygaardspace/norquantpackage:
This package generates the Norquant ranking matrix. The Norquant ranking matrix lists all factor rankings for each stock in the universe. The first column is a list with stock TICKERS. Every columns represents a variable needed for calculation or a factor.
Factors are only added when sufficiently evidence is availabe that they give a premium return on investments. [references ...]
Data input
Stock info and price data is imported from Infront (https://www.infrontfinance.com/).
nygaardspace/norquantpackage documentation built on June 1, 2019, 3:57 a.m.
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This package generates the Norquant ranking matrix. The Norquant ranking matrix lists all factor rankings for each stock in the universe. The first column is a list with stock TICKERS. Every columns represents a variable needed for calculation or a factor.
Factors are only added when sufficiently evidence is availabe that they give a premium return on investments. [references ...]
Data input
Stock info and price data is imported from Infront (https://www.infrontfinance.com/).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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