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Daily portfolio returns, more monthly implementations, completeness checks
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@chenandrewy chenandrewy released this 22 Apr 15:33
· 201 commits to master since this release
v1.1.0
c9dedef
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Learn about vigilant mode.

Major Updates:

  • Fixed missing FirmAge signal. Signal was missing in a couple of the data files.
  • Made daily portfolios ready for sharing. There was code before, but it wasn't ready to share.
  • Added more implementations and ways to access the data
  • Added code to prepare data for sharing and to check for completeness. Data should be more reliable now.
  • Improved README, overall more polished product

Minor updates:

  • Many usability issues resolved: removed unnecessary iclink.csv checks, sort data before posting, font download, package downloads, smaller daily crsp downloads for reliability, default view of SignalDocumentation
  • Fixed a few rebalancing frequencies and detailed descriptions in SignalDocumentation.xlsx

More details:

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