braverock / braverock/FactorAnalytics

Check CRSP data transformations

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#57 1 comment 0 reactions 1 assignee Claimed by @JustinMShea View on GitHub
bug
Dominant language
R
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85
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Description

Check all data transforms in the sandbox/CRSP folder. switch transforms to xts and related functions if needed in `freqChange.R`. Recreate data sets created and marked with "Dan's code" if needed. These include

- Risk-free montly.csv
- risk-free weekly.csv

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