mk.1dFloMo.Sec: mk.1dFloMo.Sec

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

mk.1dFloMo.Sec

Description

SQL query for daily/weekly CBE flow momentum

Usage

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

Arguments

x	= a flowdate/YYYYMMDD (depending on whether daily/weekly)
y	= a string (Flow/AssetsStart/AssetsEnd/PortfolioChange)
n	= a connection string/connection
w	= a frequency (T/F for daily/weekly or D/W/M)
h	= a list (elements Region/Filter/Group)
u	= a boolean (foreign/all allocations)
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.CtrySG, mk.1dFloMo.Ctry, mk.1dFloMo.FI, mk.1dFloMo.Indy, mk.1dFloMo.Rgn, mk.1dFloMo.Sec.rslt, 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.scale, mk.vbl.sum, mk.vbl.trail.fetch, mk.vbl.trail.sum, mk.vbl.vol

vsrimurthy/EPFR documentation built on April 26, 2024, 9:26 a.m.