Quality Scores for the Russell 3000

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.


Reference manual

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install.packages("qmj")

0.2.1 by Yanrong Song, 2 years ago


Report a bug at https://github.com/anttsou/qmj/issues


Browse source code at https://github.com/cran/qmj


Authors: Anthoney Tsou [aut] , Eugene Choe [aut] , David Kane [aut] , Ryan Kwon [aut] , Yanrong Song [aut, cre] , Zijie Zhu [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports quantmod, dplyr, reticulate, rlang

Suggests testthat


See at CRAN