Man pages for raphael210/RFactorModel
A quantative tool for investment by factor Model
| add_rank_and_group | add_rank_and_group |
| addrtn.hedge | addrtn.hedge |
| backtest.IC | backtest.IC |
| backtest.longshort | backtest.longshort |
| backtest.Ngroup | backtest.Ngroup |
| biasTest | biasTest |
| chart.FctRtn_scatter | chart.FctRtn_scatter |
| exposure.port | calculate port exposure |
| exposure.TSWF | calculate factor exposure |
| factor_descriptive_statistics | Factor descriptive statistics |
| factor_select | factor_select |
| f_rtn_cov_delta | factor return,covariance and delta |
| getActivewgt | get active wgt |
| get_exp_rtn | get_exp_rtn |
| getmodelPar | getmodelPar |
| getMPs | get modelPar-lists |
| getPort_opt | getPort_opt |
| getrtn.bmk | getrtn.bmk |
| getrtn.LBH | getrtn.LBH |
| getrtn.LSH | getrtn.LSH |
| lcdb_regtables | lcdb_regtables |
| MC.wgt.CAPM | MC.wgt.CAPM |
| ModelMethods | Model methods |
| modelPar.default | modelPar.default |
| modelPar.factor | modelPar.factor |
| modelPar.time | modelPar.time |
| modelPar.title | modelPar.title |
| modelPar.univ | modelPar.univ |
| opt_constrain | opt_constrain |
| PA_RA_Analysis | PA_RA_Analysis |
| PortfolioBacktest | portfolio building and backtesting |
| port.getVolatility | GET VOLATILITY OF PORT |
| port.wgt_align | port.wgt_align |
| regression_result | regression_result |
| regression_result_summary | regression_result_summary |
| RFactorModel | Building,testing,reporting the factor model. |
| table.Fct_anova | ANOVA ANALYSIS |
| table.ICandNgroup | table.ICandNgroup |
| tables.PB | tables.PB |
| ts | demo dataset: TSF. |
