API for raphael210/RFactorModel
A quantative tool for investment by factor Model
| Global functions | |
|---|---|
| MC.chart.IC | Man page |
| MC.chart.IC.corr | Man page |
| MC.chart.IC.decay | Man page |
| MC.chart.Ngroup.overall | Man page |
| MC.chart.Ngroup.size_spread | Man page |
| MC.chart.Ngroup.spread | Man page |
| MC.chart.reg.corr | Man page |
| MC.table.IC | Man page |
| MC.table.ICandNgroup | Man page |
| MC.table.Ngroup.overall | Man page |
| MC.wgt.CAPM | Man page |
| MF.chart.Fct_NA | Man page |
| MF.chart.Fct_box | Man page |
| MF.chart.Fct_corr | Man page |
| MF.chart.Fct_density | Man page |
| MF.chart.Fct_hist | Man page |
| MF.chart.IC | Man page |
| MF.chart.IC.decay | Man page |
| MF.chart.Ngroup.size_spread | Man page |
| MF.chart.Ngroup.spread | Man page |
| MF.table.Fct_corr | Man page |
| MF.table.Fct_descr | Man page |
| Model.RebDates | Man page |
| Model.TS | Man page |
| Model.TSF | Man page |
| Model.TSFR | Man page |
| Model.TSFRs | Man page |
| Model.TSF_byTS | Man page |
| Model.TSFs | Man page |
| Model.TSFs_byTS | Man page |
| Model.TSR | Man page |
| ModelMethods | Man page |
| PA_RA_Analysis | Man page |
| PortfolioBacktest | Man page |
| RFactorModel | Man page |
| RFactorModel-package | Man page |
| addConstr_FFV | Man page |
| addConstr_box | Man page |
| addConstr_fctExp_sector | Man page |
| addConstr_fctExp_style | Man page |
| addConstr_group | Man page |
| addConstr_leverage | Man page |
| addConstr_position | Man page |
| addConstr_sus_lim | Man page |
| addConstr_trackingerror | Man page |
| addConstr_turnover | Man page |
| add_rank_and_group | Man page |
| addrtn.hedge | Man page |
| addwgt2port | Man page |
| backtest.IC | Man page |
| backtest.Ngroup | Man page |
| backtest.longshort | Man page |
| biasTest | Man page |
| chart.FctRtn_scatter | Man page |
| chart.Fct_NA | Man page |
| chart.Fct_anova | Man page |
| chart.Fct_box | Man page |
| chart.Fct_density | Man page |
| chart.Fct_hist | Man page |
| chart.IC | Man page |
| chart.IC.decay | Man page |
| chart.Ngroup.box | Man page |
| chart.Ngroup.overall | Man page |
| chart.Ngroup.seri_bar | Man page |
| chart.Ngroup.seri_line | Man page |
| chart.Ngroup.seri_point | Man page |
| chart.Ngroup.size | Man page |
| chart.Ngroup.spread | Man page |
| chart.Ngroup.turnover | Man page |
| chart.Ngroup.violin | Man page |
| chart.PA.attr | Man page |
| chart.PA.exposure | Man page |
| chart.RA.attr | Man page |
| chart.longshort.rolling | Man page |
| chart.longshort.summary | Man page |
| chart.reg.fRtnBar | Man page |
| chart.reg.fRtnWealthIndex | Man page |
| chart.reg.rsquare | Man page |
| clearConstr | Man page |
| constr_default | Man page |
| exposure.TSWF | Man page |
| exposure.port | Man page |
| f_rtn_cov_delta | Man page |
| factor_VIF | Man page |
| factor_descriptive_statistics | Man page Man page |
| factor_select | Man page |
| factormodel | Man page |
| getActivewgt | Man page |
| getDelta | Man page |
| getMPs | Man page |
| getMPs_FactorLists | Man page |
| getMPs_time.intervals | Man page |
| getMPs_time.rebFreqs | Man page |
| getMPs_time.shiftbys | Man page |
| getMPs_univs | Man page |
| getPAData | Man page |
| getPort | Man page |
| getPort_opt | Man page |
| getPort_throughout | Man page |
| get_exp_rtn | Man page |
| getfCov | Man page |
| getfRtn | Man page |
| getmodelPar | Man page |
| getmodelPar.factor | Man page |
| getmodelPar.time | Man page |
| getmodelPar.title | Man page |
| getmodelPar.univ | Man page |
| getrtn.LBH | Man page |
| getrtn.LSH | Man page |
| getrtn.bmk | Man page |
| lcdb.build.RegTables | Man page |
| lcdb.update.RegTables | Man page |
| lcdb_regtables | Man page |
| modelPar.default | Man page |
| modelPar.factor | Man page |
| modelPar.time | Man page |
| modelPar.title | Man page |
| modelPar.univ | Man page |
| opt_constrain | Man page |
| package-factormodel | Man page |
| port.backtest | Man page |
| port.getVolatility | Man page |
| port.wgt_align | Man page |
| port_limitwgt | Man page |
| reg.TS | Man page |
| reg.TSFR | Man page |
| reg.factor_select | Man page |
| regression_result | Man page |
| regression_result_summary | Man page |
| seri.IC | Man page |
| seri.IC.decay | Man page |
| seri.Ngroup.rtn | Man page |
| seri.Ngroup.size | Man page |
| seri.Ngroup.spread | Man page |
| seri.Ngroup.turnover | Man page |
| setConstr_FFV | Man page |
| setConstr_box | Man page |
| setConstr_fctExp_sector | Man page |
| setConstr_fctExp_style | Man page |
| setConstr_group | Man page |
| setConstr_leverage | Man page |
| setConstr_position | Man page |
| setConstr_sus_lim | Man page |
| setConstr_trackingerror | Man page |
| setConstr_turnover | Man page |
| setmodelPar.factor | Man page |
| setmodelPar.factor_combi | Man page |
| setmodelPar.time | Man page |
| setmodelPar.title | Man page |
| setmodelPar.univ | Man page |
| table.Fct_anova | Man page |
| table.Fct_descr | Man page |
| table.IC | Man page |
| table.ICandNgroup | Man page |
| table.Ngroup.overall | Man page |
| table.Ngroup.spread | Man page |
| table.reg.fRtn | Man page |
| table.reg.rsquare | Man page |
| tables.PB | Man page |
| tables.longshort | Man page |
| ts | Man page |
