Function reference
-
aqr_bab_daily()
- Get the Bet Against Beta Factor
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aqr_bab_monthly()
- Get the Bet Against Beta Factor
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aqr_commodities_long_run()
- Long Run Commodities Performance
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aqr_credit_risk_premium()
- Credit Risk Premium
-
aqr_factor_premia_monthly()
- Premia From a Wide Array of Factors
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aqr_hml_devil_daily()
- Get the High Minus Low Factor
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aqr_hml_devil_monthly()
- Get the High Minus Low Factor
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aqr_hml_ff_daily()
- Get the High Minus Low Factor
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aqr_hml_ff_monthly()
- Get the High Minus Low Factor
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aqr_mkt_daily()
- Get the Market Factor
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aqr_mkt_monthly()
- Get the Market Factor
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aqr_momentum_monthly()
- Get the AQR Momentum Indexes
-
aqr_qmj_daily()
- Get the Up Quality Minus Junk Factor
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aqr_qmj_monthly()
- Get the Quality Minus Junk Factor
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aqr_smb_daily()
- Get the Small Minus Big Factor
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aqr_smb_monthly()
- Get the Small Minus Big Factor
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aqr_umd_daily()
- Get the Up Minus Down Factor
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aqr_umd_monthly()
- Get the Up Minus Down Factor