Man pages for rexmacey/factorModel
Factor Model Creation and Evaluation

AddFactorAdd a Factor
convert_prices_to_monthly_returnsConvert Daily Prices to Monthly Returns
factorGroups3 Item List Grouping the Factors Into Regions
factorReturns14 RAFI Factor Returns Across 3 Regions
factorReturns.EM4 RAFI Factor Returns Across Emerging Markets
factorReturns.Intl5 RAFI Factor Returns Across International Developed Markets
factorReturns.US5 RAFI Factor Returns Across the U.S.
FindMaxCommonDateRangeFind Maximum Common Date Range Finds the maximum common date...
GetFundReturnsGet Fund Returns
get_lower_triGet lower triangle of a correlation matrix
get_monthly_returnsGet Monthly Returns
get_upper_triGet upper triangle of a correlation matrix
plot_corrPlots a correlation matrix
rexmacey/factorModel documentation built on May 17, 2019, 12:11 a.m.