Function reference • factorem

workhorse Full scale factor constructor:
`factorem()`	Construct an asset pricing factor
wrappers Factor construction helpers:
`market_factor()`	Market factor
`momentum_factor()`	Construct momentum factor
`CHP_factor()`	Commercial hedging pressure (CHP) factor
`OI_nearby_factor()`	Open interest growth (OI) nearby factor
`OI_aggregate_factor()`	Construct futures open interest growth (OI) aggregate factor
`TS_factor()`	Term structure factor
accessors Access returned data:
`get_name()`	Accesses the `name` slot of S4 objects of class AssetPricingFactor (factorem).
`get_positions()`	Accesses the `positions` slot of S4 objects of class AssetPricingFactor (factorem).
`get_returns()`	Accesses the `returns` slot of S4 objects of class AssetPricingFactor (factorem).
`get_data()`	Accesses the `data` slot of S4 objects of class AssetPricingFactor (factorem).
`get_parameters()`	Accesses the `parameters` slot of S4 objects of class AssetPricingFactor (factorem).
`get_call()`	Accesses the `call` slot of S4 factorem objects.
others Other bespoke methods:
`summary()`	Factor performance summary

Reference