Our portfolio has several well-known software components. See for example:
▬ ASROL: For rolling-window and group statistics
▬ ASREG: For rolling-window regressions
▬ ASCOL: Converts data from daily to higher frequ.
▬ ASM: For momentum portfolios
▬ ASTILE – For making qauntiles or portfolio groups
▬ ASTX – Export summary statistics to Excel
▬ SEARCHFOR – Searches for texts in selected or all string variables