Overview

getNyseThresholdsAndRet	Select NYSE stocks used in the construction of breakpoints (ie thresholds) for portfolio sorting.
getPortfolios	Generalized routine used to construct datasets containing portfolio returns (which may include factor returns), number of firms in each portfolio, or average anomaly portfolio characteristics at a given frequency and for a given sample period.
getPortfolioReturns	Construct dataset w/ portfolio returns (which may include factor returns) at a given frequency and for a given sample period.
getNumFirms	Construct dataset w/ number of firms in each portfolio at a given frequency and for a given sample period.
getCharacs	Construct average anomaly portfolio characteristics at a given frequency and for a given sample period.
getFFfactors	Construct dataset w/ Fama-French-style factors at a given frequency and for a given sample period.