Files in raphael210/RFactorModel
A quantative tool for investment by factor Model

.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/RFactorModel-package.R R/demo_data.R R/fct00_modelsettingFuncs.R R/fct02_portBuildingFuncs.R R/fct03_backtestingFuncs.R R/fct04_modelMethods.R R/fct05_regressionBacktest.R R/fct06_portOptimizing.R R/tmp01_common_fl.R
RFactorModel.Rproj
data/ts.rda
data/tsf.rda
data/tsfr.rda
man/MC.wgt.CAPM.Rd man/ModelMethods.Rd man/PA_RA_Analysis.Rd man/PortfolioBacktest.Rd man/RFactorModel.Rd man/add_rank_and_group.Rd man/addrtn.hedge.Rd man/backtest.IC.Rd man/backtest.Ngroup.Rd man/backtest.longshort.Rd man/backtestPar.IC.Rd man/backtestPar.Ngroup.Rd man/backtestPar.default.Rd man/backtestPar.fee.Rd man/backtestPar.longshort.Rd man/biasTest.Rd man/buildFactorLists.Rd man/chart.FctRtn_scatter.Rd man/default.factorName.Rd man/exposure.TSWF.Rd man/exposure.port.Rd man/f_rtn_cov_delta.Rd man/factor_descriptive_statistics.Rd man/factor_select.Rd man/fl2tbl.Rd man/getActivewgt.Rd man/getMPs.Rd man/getPort_opt.Rd man/getPort_opt_old.Rd man/getbacktestPar.Rd man/getmodelPar.Rd man/getplotPar.Rd man/getrtn.LBH.Rd man/getrtn.LSH.Rd man/getrtn.bmk.Rd man/gf_demo.Rd man/lcdb_regtables.Rd man/modelPar.default.Rd man/modelPar.factor.Rd man/modelPar.time.Rd man/modelPar.title.Rd man/modelPar.univ.Rd man/opt_constrain.Rd man/opt_object.Rd man/plotPar.IC.Rd man/plotPar.MC.Rd man/plotPar.Ngroup.Rd man/plotPar.TSFRScatter.Rd man/plotPar.default.Rd man/plotPar.longshort.Rd man/plotPar.reg.Rd man/regression_result.Rd man/regression_result_summary.Rd man/summary.factor_refine.Rd man/table.Fct_anova.Rd man/table.ICandNgroup.Rd man/tables.PB.Rd man/ts.Rd vignettes/reg-demo.R vignettes/reg-demo.Rmd
vignettes/reg-demo.html
raphael210/RFactorModel documentation built on April 10, 2018, 4:12 p.m.