The most important critical thing that needs to be done before moving on to other issues with FactorAnalytics is to create the proper CRSP names for the CRSP data. I have taken a step toward solving this Issue by creating the new sandbox folder Data Details CRSP SPGMI, and put into it the updated document "FAdataCRSPandSPGMI.pdf", along with two GICS documents and two CRSP documents.
The document "FAdataCRSPandSPGMI.pdf" contains the following: (1) what I believe to be the correct official CRSP names of the various stocks data sets, which include risk-free data sets and a CRSP market data set. Brian and Justin should check these to make sure I have not missed anything or made any mistakes; (2) the official names of the 14 factors in the factorsSPGMI data sets; (3) A table of the 8 GICS Sectors for which we will have stocks, when finalized, and alternate short names for the Sectors.
The most important critical thing that needs to be done before moving on to other issues with FactorAnalytics is to create the proper CRSP names for the CRSP data. I have taken a step toward solving this Issue by creating the new sandbox folder Data Details CRSP SPGMI, and put into it the updated document "FAdataCRSPandSPGMI.pdf", along with two GICS documents and two CRSP documents.
The document "FAdataCRSPandSPGMI.pdf" contains the following: (1) what I believe to be the correct official CRSP names of the various stocks data sets, which include risk-free data sets and a CRSP market data set. Brian and Justin should check these to make sure I have not missed anything or made any mistakes; (2) the official names of the 14 factors in the factorsSPGMI data sets; (3) A table of the 8 GICS Sectors for which we will have stocks, when finalized, and alternate short names for the Sectors.