Factors

This repository contains portfolio specifications to generate factor return streams.

See the factor-coefficients section to get an idea of what these return streams are used for.

The specs here are not the ones we use on the site; however, in the future these specs will be the source of truth for what the factors are.

Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
.github/workflows		.github/workflows
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
credit_portfolio.yml		credit_portfolio.yml
duration_portfolio.yml		duration_portfolio.yml
emerging_developed_portfolio.yml		emerging_developed_portfolio.yml
high_beta_low_beta_portfolio.yml		high_beta_low_beta_portfolio.yml
inflation_portfolio.yml		inflation_portfolio.yml
market_portfolio.yml		market_portfolio.yml
risk_free_portfolio.yml		risk_free_portfolio.yml
size_portfolio.yml		size_portfolio.yml
style_portfolio.yml		style_portfolio.yml
us_tilt_non_us_portfolio.yml		us_tilt_non_us_portfolio.yml
vol_portfolio.yml		vol_portfolio.yml
vol_term_structure_portfolio.yml		vol_term_structure_portfolio.yml
yield_curve_portfolio.yml		yield_curve_portfolio.yml

portfoliotree/factors