Package org.drip.investing.factorspec

Factor Value Categories and Ranges
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CapitalizationCategory
    CapitalizationCategory holds the Settings of the Market Cap Factor Category.
    CarryCategory
    CarryCategory holds the Settings of the Carry Factor Category.
    GrowthCategory
    GrowthCategory holds the Settings of the Growth Factor Category.
    InvestmentCategory
    InvestmentCategory holds the Settings of the Investment Factor Category.
    LeverageCategory
    LeverageCategory holds the Settings of the Leverage Factor Category.
    MarketCategory
    MarketCategory holds the Settings of the Market Factor Category.
    MomentumCategory
    MomentumCategory holds the Settings of the Momentum Factor Category.
    ProfitabilityCategory
    ProfitabilityCategory holds the Settings of the Profitability Factor Category.
    TermCategory
    TermCategory holds the Settings of the Term Factor Category.
    ValueCategory
    ValueCategory holds the Settings of the Value Factor Category.
    VolatilityCategory
    VolatilityCategory holds the Settings of the Volatility Factor Category.