Get the High Minus Low Factor

Downloads data with the self-financing returns of equity High Minus Low Devil (HML Devil) factors using the Book to Market definition of Asness and Frazzini (2013).

Usage

aqr_hml_devil_monthly(.tidy = TRUE)

Arguments

.tidy

A flag. Should the output be tidy? The default is TRUE.

Value

A tibble.

Examples

if (FALSE) {
  aqr_hml_devil_monthly()
}