mk.1dFloMo.CtrySG: mk.1dFloMo.CtrySG

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

mk.1dFloMo.CtrySG

Description

SQL query for daily/weekly regional flow momentum

Usage

mk.1dFloMo.CtrySG(x, y, n, w, h, u = "E", v = F)

Arguments

x	= a flowdate/YYYYMMDD (backtest start)
y	= a string (Flow/AssetsStart/AssetsEnd/PortfolioChange)
n	= a string (one of Ctry/FX)
w	= a connection string/connection
h	= a frequency (T/F for daily/weekly)
u	= a filter vector
v	= a boolean (institutional/all share classes)

See Also

Other mk: mk.1dActWtTrend.Ctry, mk.1dActWtTrend.Sec, mk.1dFloMo.Ctry.data, mk.1dFloMo.Ctry.rslt, mk.1dFloMo.Ctry, mk.1dFloMo.FI, mk.1dFloMo.Indy, mk.1dFloMo.Rgn, mk.1dFloMo.Sec.rslt, mk.1dFloMo.Sec, mk.1dFloTrend.Ctry, mk.1dFloTrend.Sec, mk.1mActPas.Ctry, mk.1mActPas.Sec, mk.1mAllocMo, mk.1mBullish.Ctry, mk.1mBullish.Sec, mk.1mBullish.rslt, mk.1mFloMo.Ctry, mk.1wFloMo.CtryFlow.data, mk.1wFloMo.CtryFlow.local, mk.1wFloMo.CtryFlow.rslt, mk.1wFloMo.CtryFlow, mk.1wFloMo.IndyFlow.map, mk.1wFloMo.IndyFlow, mk.ActWt, mk.Alpha.daily, mk.Alpha, mk.EigenCentrality, mk.FloBeta, mk.Fragility, mk.Mem, mk.SRIMem, mk.SatoMem, mk.Wt, mk.avail, mk.beta, mk.isin, mk.sf.daily, mk.sqlDump, mk.vbl.chg, mk.vbl.diff, mk.vbl.lag, mk.vbl.max, mk.vbl.ratio, mk.vbl.rev, mk.vbl.scale, mk.vbl.sum, mk.vbl.trail.fetch, mk.vbl.trail.sum, mk.vbl.vol

vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.