Issues

• load data("factorDataSetDjia5Yrs") error

  braverock/FactorAnalytics#91 · Filter by author silent0506 opened on Apr 3, 2024
  1

• A bug

  braverock/FactorAnalytics#89 · Filter by author NenoJo opened on Feb 16, 2023

• Market Cap Groupings in factorsSPGMI and stocksCRSP

  braverock/FactorAnalytics#87 · Filter by author spinnj opened on Apr 2, 2022
  1

• stocksCRPS and factorsSPGMI sectors misspelled and not official GICS naming conventions used

  braverock/FactorAnalytics#86 · Filter by author spinnj opened on Apr 2, 2022
  2

• factorsSPGMI and stocksCRSP incorrect sector assignments

  braverock/FactorAnalytics#85 · Filter by author spinnj opened on Mar 26, 2022
  1

• Monthly and Weekly CRSP Risk-Free Rate Returns

  braverock/FactorAnalytics#81 · Filter by author martinrd3D opened on Jan 28, 2022

• fitFfmDT man page and all related functions man pages

  braverock/FactorAnalytics#78 · Filter by author martinrd3D opened on Dec 27, 2021

• Update DESCRIPTION file Description

  bugenhancement
  braverock/FactorAnalytics#76 · Filter by author JustinMShea opened on Dec 24, 2021
  1

  

• Replace all unit tests using data factorDataSetDjia5Yrs with CRSP/SPGMI data

  enhancement
  braverock/FactorAnalytics#75 · Filter by author JustinMShea opened on Dec 23, 2021
  

• fitFfmDT: unit test test-VIF.R Error

  bug
  braverock/FactorAnalytics#74 · Filter by author JustinMShea opened on Dec 20, 2021
  1

  

• Only 1 stock for the RealEstate Sector

  bug
  braverock/FactorAnalytics#73 · Filter by author martinrd3D opened on Dec 16, 2021
  3

  

• plot.ffm, some chart options not working

  bug
  braverock/FactorAnalytics#70 · Filter by author JustinMShea opened on Dec 13, 2021
  4

  

• Replace all examples using data factorDataSetDjia5Yrs with CRSP/SPGMI data

  bugenhancement
  braverock/FactorAnalytics#69 · Filter by author JustinMShea opened on Dec 10, 2021
  

• FitFfmDT(addIntercept = TRUE/FALSE) ERROR

  bugenhancement
  braverock/FactorAnalytics#65 · Filter by author JustinMShea opened on Dec 5, 2021
  2

  

• Warning Message in vignette vignette code "fitFfmDT New_DougFixed 11 24 21.R

  bug
  braverock/FactorAnalytics#64 · Filter by author martinrd3D opened on Nov 24, 2021
  2

  

• Update README

  bugenhancement
  braverock/FactorAnalytics#59 · Filter by author JustinMShea opened on Sep 4, 2021
  1

  

• Examples removed from fmXXDecomp.R manual pages, and saved for future replacement

  enhancement
  braverock/FactorAnalytics#58 · Filter by author martinrd3D opened on Sep 2, 2021
  4

  

• Check CRSP data transformations

  bug
  braverock/FactorAnalytics#57 · Filter by author JustinMShea opened on Aug 30, 2021
  1

  

• fitTsfmLagLeadBeta, fitTsfmUpDn, fitTsfmMT

  enhancementquestion
  braverock/FactorAnalytics#54 · Filter by author martinrd3D opened on Aug 23, 2021
  

• stocksCRSPweekly.rda

  bugenhancement
  braverock/FactorAnalytics#49 · Filter by author martinrd3D opened on Aug 15, 2021
  1

  

• -R CMD Check: NOTE installed size is 8.9Mb

  bugquestion
  braverock/FactorAnalytics#45 · Filter by author JustinMShea opened on Jul 28, 2021
  

• -R CMD Check ERROR: Running examples in ‘FactorAnalytics-Ex.R’ failed

  bug
  braverock/FactorAnalytics#43 · Filter by author JustinMShea opened on Jul 28, 2021
  20

  

• Add script to import larger data from "extra_data" folder

  enhancement
  braverock/FactorAnalytics#28 · Filter by author JustinMShea opened on Jul 19, 2021
  3

  

• Demo folder

  bug
  braverock/FactorAnalytics#24 · Filter by author martinrd3D opened on Jul 18, 2021
  3