EPFR.r Library

The R-based EPFR Library, created by members of the EPFR Quant Team, has an extensive list of applicable functions for use on our data and will be used in this demonstration of our strategies.

This library includes a variety of different functions that can help create signals, rank factors, evaluate performance of strategies, along with a list of other useful tools for handling EPFR data.

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To install the library EPFR.r, click here to download the zip file from github, or you can find the code to do this below.

library("devtools")
install_github("EPFR/EPFR-Quant-Library-R")
library("EPFR.r")

To learn more please refer to the library documentation for all of the descriptions and complete list of parameters for each function, which is easily accessible via the help function in R (tip: ?fcn_name()).

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