Features:

- Risk Index Momentum Factor CRSP (1, 2)

- Investing Factors Factor Model Shell (4, 5)

- Investing Factors Factor Model - Code (6, 7)

- Investing Factors Factor Model - Description (8, 9)

- Investing Factors Factor Model - Set (10, 11)

- Investing Factors Factor Model - Constructor (12, 13, 14)

- Investing Factors Factor Model - Map (15, 16)

- Investing Factors Factor Model - Add (17, 18, 19)

- Investing Factors Factor Model - Contains (20, 21)

- Investing Factors Factor Model - Set (22, 23)

- Investing Factors Factor Model - Code Set (24, 25)

- Investing Risk Index Market Factor (26, 27)

- Investing Risk Index Market Factor - Constructor (28, 29, 30)

- Investing Factor Component Loading Category (31, 32)

Bug Fixes/Re-organization:

- Eliminate Factor Index Category #1 (33, 34)

- Eliminate Factor Index Category #2 (35, 36)

- Special Function Lanczos Estimator (37, 38, 39)

- Special Function Lanczos Estimator - A Series (40, 41)

- Special Function Lanczos Estimator - Constructor (42, 43)

- Special Function Lanczos Estimator - Evaluate (44, 45, 46)

- Special Function Lanczos Estimator - Series Estimate Native (47)

- Special Function Log Gamma Binet Integral First Kind Estimator (48, 49, 50)

- Special Function Log Gamma Binet Integral First Kind Estimator - Constructor (51)

- Special Function Log Gamma Binet Integral First Kind Estimator - Evaluate (52, 53, 54)

- Special Function Log Gamma Binet Integral Second Kind Estimator (55, 56)

- Special Function Log Gamma Binet Integral Second Kind Estimator - Constructor (57)

- Special Function Log Gamma Binet Integral Second Kind Estimator - Evaluate (58, 59, 60)

Samples:

IdeaDRIP:

- Factor Investing SKU v0.04 - 08:47 28 Feb 2024 (3)