Tickers: Enter a valid ticker for any publicly traded security on North American markets. Reminder: Canadian securities should have the suffix ".to".
Classes of shares, such as BRK class A and B, should be entered with a dash ( - ).
Granularity: Only monthly data is available for factor regressions at the moment.
Inflation adjustment: This field will inflation adjust the data used to either a Canadian or American inflation benchmark.
Currency adjustment: This field will display data in either USD or CAD terms. Different securities are considered indepentently based off which currency they trade in. Note: this feature is currently not supported for CSV data.
Start date: This will be the start of the data. Leave blank to start the data at inception.
End date: This will be the end of the data. Leave blank to end the data at present.
Factor model: This is the model that returns will be regressed against. Fama French models are only available at the moment. AQR models will be comming soon!
Rolling regression: This feature will preform a rolling factor regression with a roll window of your choosing. NOTE: with multiple securities / portfolios, this may take a long time to compile, due to the amount of data needed.