download_data_factors_q {tidyfinance}

Download and Process Global Q Factor Data

Description

Downloads and processes Global Q factor data based on the specified type (daily, monthly, etc.), date range, and source URL. The function first checks if the specified type is supported, identifies the dataset name from the supported types, then downloads and processes the data from the provided URL. The processing includes date conversion, renaming variables to a standardized format, scaling factor values, and filtering by the specified date range.

Usage

download_data_factors_q(
  type,
  start_date,
  end_date,
  url = "http://global-q.org/uploads/1/2/2/6/122679606/"
)

Arguments

type

The type of dataset to download (e.g., "factors_q5_daily", "factors_q5_monthly").

start_date

Optional. A character string or Date object in "YYYY-MM-DD" format specifying the start date for the data. If not provided, the full dataset is returned.

end_date

Optional. A character string or Date object in "YYYY-MM-DD" format specifying the end date for the data. If not provided, the full dataset is returned.

url

The base URL from which to download the dataset files, with a specific path for Global Q datasets.

Value

A tibble with processed factor data, including the date, risk-free rate, market excess return, and other factors, filtered by the specified date range.

Examples

  download_data_factors_q("factors_q5_daily", "2020-01-01", "2020-12-31")