Man pages for raphael210/RFactorModel
A quantative tool for investment by factor Model

add_rank_and_groupadd_rank_and_group
addrtn.hedgeaddrtn.hedge
backtest.ICbacktest.IC
backtest.longshortbacktest.longshort
backtest.Ngroupbacktest.Ngroup
backtestPar.defaultbacktestPar.default
backtestPar.feebacktestPar.fee
backtestPar.ICbacktestPar.IC
backtestPar.longshortbacktestPar.longshort
backtestPar.NgroupbacktestPar.Ngroup
biasTestbiasTest
buildFactorListsbuildFactorLists
chart.FctRtn_scatterchart.FctRtn_scatter
default.factorNamedefault.factorName
exposure.portcalculate port exposure
exposure.TSWFcalculate factor exposure
factor_descriptive_statisticsFactor descriptive statistics
factor_selectfactor_select
fl2tblfl2tbl
f_rtn_cov_deltafactor return,covariance and delta
getActivewgtget active wgt
getbacktestPargetbacktestPar
getmodelPargetmodelPar
getMPsget modelPar-lists
getplotPargetplotPar
getPort_optgetPort_opt
getPort_opt_oldgetPort_opt_old
getrtn.bmkgetrtn.bmk
getrtn.LBHgetrtn.LBH
getrtn.LSHgetrtn.LSH
gf_demoA demo function of factor-getting
lcdb_regtableslcdb_regtables
MC.wgt.CAPMMC.wgt.CAPM
ModelMethodsModel methods
modelPar.defaultmodelPar.default
modelPar.factormodelPar.factor
modelPar.timemodelPar.time
modelPar.titlemodelPar.title
modelPar.univmodelPar.univ
opt_constrainopt_constrain
opt_objectopt_object
PA_RA_AnalysisPA_RA_Analysis
plotPar.defaultplotPar.default
plotPar.ICplotPar.IC
plotPar.longshortplotPar.longshort
plotPar.MCplotPar.MC
plotPar.NgroupplotPar.Ngroup
plotPar.regplotPar.reg
plotPar.TSFRScatterplotPar.TSFRScatter
PortfolioBacktestportfolio building and backtesting
regression_resultregression_result
regression_result_summaryregression_result_summary
RFactorModelBuilding,testing,reporting the factor model.
summary.factor_refinesummary of factor-refine-methods comparing
table.Fct_anovaANOVA ANALYSIS
table.ICandNgrouptable.ICandNgroup
tables.PBtables.PB
tsdemo dataset: TSF.
raphael210/RFactorModel documentation built on April 10, 2018, 4:12 p.m.