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
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/biasTest.Rd
man/chart.FctRtn_scatter.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/getActivewgt.Rd
man/getMPs.Rd
man/getPort_opt.Rd
man/get_exp_rtn.Rd
man/getmodelPar.Rd
man/getrtn.LBH.Rd
man/getrtn.LSH.Rd
man/getrtn.bmk.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/port.getVolatility.Rd
man/port.wgt_align.Rd
man/regression_result.Rd
man/regression_result_summary.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
