Get the Quality Minus Junk Factor

Downloads data with the self-financing returns of a of a long/short Quality Minus Junk (QMJ) factors.

Usage

aqr_qmj_monthly(.tidy = TRUE)

Arguments

.tidy

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

Value

A tibble.

Examples

if (FALSE) {
  aqr_qmj_monthly()
}