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Produces quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) <http://www.aqr.com/library/working-papers/quality-minus-junk>. The package includes datasets for users who wish to view the most recently uploaded quality scores. It also provides tools to automatically gather relevant financials and stock price information, allowing users to update their data and customize their universe for further analysis.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | quantmod (≥ 0.4-3), dplyr, reticulate, rlang |
| Suggests: | testthat |
| Published: | 2025-01-15 |
| DOI: | 10.32614/CRAN.package.qmj |
| Author: | Anthoney Tsou [aut], Eugene Choe [aut], David Kane [aut], Ryan Kwon [aut], Yanrong Song [aut, cre], Zijie Zhu [aut] |
| Maintainer: | Yanrong Song <yrsong129 at gmail.com> |
| BugReports: | https://github.com/anttsou/qmj/issues |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | qmj results |
| Reference manual: | qmj.pdf |
| Vignettes: |
qmj (source, R code) |
| Package source: | qmj_0.2.1.tar.gz |
| Windows binaries: | r-devel: qmj_0.2.1.zip, r-release: qmj_0.2.1.zip, r-oldrel: qmj_0.2.1.zip |
| macOS binaries: | r-release (arm64): qmj_0.2.1.tgz, r-oldrel (arm64): qmj_0.2.1.tgz, r-release (x86_64): qmj_0.2.1.tgz, r-oldrel (x86_64): qmj_0.2.1.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.