Tidy Finance Helper Functions


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Documentation for package ‘tidyfinance’ version 0.5.0

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add_lagged_columns Add Lagged Columns via Join
assign_portfolio Assign Portfolios Based on Sorting Variable
breakpoint_options Create Breakpoint Options for Portfolio Sorting
check_supported_type Check if a Dataset Type is Supported
compute_breakpoints Compute Breakpoints Based on Sorting Variable
compute_long_short_returns Compute Long-Short Returns
compute_portfolio_returns Compute Portfolio Returns
compute_rolling_value Compute a Rolling Value by Period
create_summary_statistics Create Summary Statistics for Specified Variables
create_wrds_dummy_database Create WRDS Dummy Database
data_options Create Data Options
disconnect_connection Disconnect Database Connection
download_data Download and Process Data Based on Domain and Dataset
download_data_constituents Download Constituent Data
download_data_factors_ff Download and Process Fama-French Factor Data
download_data_factors_q Download and Process Global Q Factor Data
download_data_fred Download and Process Data from FRED
download_data_huggingface Download data from a Hugging Face dataset
download_data_macro_predictors Download and Process Macro Predictor Data
download_data_osap Download and Process Open Source Asset Pricing Data
download_data_risk_free Download Risk-Free Rate Data
download_data_stock_prices Download Stock Data
download_data_wrds Download Data from WRDS
download_data_wrds_ccm_links Download CCM Links from WRDS
download_data_wrds_compustat Download Data from WRDS Compustat
download_data_wrds_crsp Download Data from WRDS CRSP
download_data_wrds_fisd Download Filtered FISD Data from WRDS
download_data_wrds_trace_enhanced Download Enhanced TRACE Data from WRDS
estimate_betas Estimate Rolling Betas
estimate_fama_macbeth Estimate Fama-MacBeth Regressions
estimate_model Estimate a Linear Model
filter_options Create Filter Options
filter_sorting_data Filter Sorting Data
get_available_huggingface_files List Parquet Files in a Hugging Face Dataset
get_wrds_connection Establish a Connection to the WRDS Database
implement_portfolio_sort Implement Portfolio Sort
join_lagged_values Join Lagged Variable Values over a Date Range
list_supported_indexes List Supported Indexes
list_supported_types List All Supported Dataset Types
list_supported_types_ff List Supported Fama-French Dataset Types
list_supported_types_ff_legacy List Supported Legacy Fama-French Dataset Types
list_supported_types_macro_predictors List Supported Macro Predictor Dataset Types
list_supported_types_other List Supported Other Data Types
list_supported_types_q List Supported Global Q Dataset Types
list_supported_types_wrds List Supported WRDS Dataset Types
list_tidy_finance_chapters List Chapters of Tidy Finance
open_tidy_finance_website Open Tidy Finance Website or Specific Chapter in Browser
portfolio_sort_options Create Portfolio Sort Options
set_wrds_credentials Set WRDS Credentials
trim Trim a Numeric Vector
validate_dates Validate and Coerce Date Range Arguments
winsorize Winsorize a Numeric Vector