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qmj  

Quality Scores for the Russell 3000
View on CRAN: Click here


Download and install qmj package within the R console
Install from CRAN:
install.packages("qmj")

Install from Github:
library("remotes")
install_github("cran/qmj")

Install by package version:
library("remotes")
install_version("qmj", "0.2.1")



Attach the package and use:
library("qmj")
Maintained by
Yanrong Song
[Scholar Profile | Author Map]
First Published: 2025-01-15
Latest Update: 2025-01-15
Description:
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.
How to cite:
Yanrong Song (2025). qmj: Quality Scores for the Russell 3000. R package version 0.2.1, https://cran.r-project.org/web/packages/qmj. Accessed 20 Feb. 2025.
Previous versions and publish date:
No previous versions
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Complete documentation for qmj
Functions, R codes and Examples using the qmj R package
Full qmj package functions and examples
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