sfpd.FloTrend: sfpd.FloTrend

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

sfpd.FloTrend

Description

<h> factor

Usage

sfpd.FloTrend(x, y, n, w, h, u, v)

Arguments

x	= a matrix/data frame (flows)
y	= a matrix/data frame (holdings)
n	= a matrix/data frame (FundHistory)
w	= a flowdate
h	= a variable vector (FloTrend/FloDiff/FloDiff2)
u	= a matrix/data frame (prior holdings)
v	= a matrix/data frame (security history)

See Also

Other sfpd: sfpd.ActWtTrend, sfpd.AllocMo, sfpd.AllocSkew, sfpd.FloDollar, sfpd.FloMo.underlying, sfpd.FloMo, sfpd.FloTrend.holdings, sfpd.FloTrend.parameterize.wrapper, sfpd.FloTrend.parameterize, sfpd.FloTrend.underlying, sfpd.Flow, sfpd.Holdings, sfpd.ION, sfpd.Wt, sfpd.filter

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