Quality Scores for the Russell 3000
Overview
Produces quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) http://www.aqr.com/library/working-papers/quality-minus-junk. The package includes datasets for users who wish to view the most recently uploaded quality scores. It also provides tools to automatically gather relevant financials and stock price information, allowing users to update their data and customize their universe for further analysis.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 21includes a package overview page
- Examples that run
- 64%7 run in a plain check · 4 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 92%
- Documented parameters
- 96%
- Return-value docs
- 100%
- Help pages citing references
- 5%
- qmj PDF
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 1
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
Issues over time
PRs over time
2 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/anttsou/qmj on 2026-10-21.
Dependencies
Installing qmj adds 28 packages (19 with compiled code, 12 MB of source tarballs). Heaviest: Rcpp 1.8 MB, reticulate 1.6 MB, jsonlite 1.0 MB.
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.2.1Latest2025-01-15 · current release
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2025-01-15
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 3.4 MB / 4 files
- Download size
- 3.5 MB
Cite
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