Package index • tidyfinance

All functions

add_lagged_columns(): Add Lagged Columns via Join
assign_portfolio(): Assign Portfolios Based on Sorting Variable
breakpoint_options(): Create Breakpoint Options for Portfolio Sorting
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
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_fred_md(): Download and Process FRED-MD / FRED-QD (McCracken-Ng) Databases
download_data_huggingface(): Download data from a Hugging Face dataset
download_data_jkp(): Download and Process Global Factor Data
download_data_macro_predictors(): Download and Process Macro Predictor Data
download_data_osap(): Download and Process Open Source Asset Pricing Data
download_data_pastor_stambaugh(): Download and Process Pastor-Stambaugh Liquidity Factors
download_data_pseudo_ccm_links(): Generate Pseudo CCM Links
download_data_pseudo_compustat(): Generate Pseudo Compustat Data
download_data_pseudo_crsp(): Generate Pseudo CRSP Data
download_data_risk_free(): Download Risk-Free Rate Data
download_data_stambaugh_yuan(): Download and Process Stambaugh-Yuan Mispricing Factors
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
download_factor_library_grid(): Download the Factor Library Grid from Hugging Face
download_factor_library_ids(): Download factor library returns for a vector of portfolio IDs
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_datasets() list_supported_types(): List All Supported Datasets
list_supported_datasets_ff(): List Supported Fama-French Datasets
list_supported_datasets_ff_legacy(): List Supported Legacy Fama-French Datasets
list_supported_datasets_macro_predictors(): List Supported Macro Predictor Datasets
list_supported_datasets_other(): List Supported Other Datasets
list_supported_datasets_pseudo(): List Supported Pseudo WRDS Datasets
list_supported_datasets_q(): List Supported Global Q Datasets
list_supported_datasets_wrds(): List Supported WRDS Datasets
list_supported_indexes(): List Supported Indexes
list_supported_jkp_factors(): List Supported Global Factor Data Regions and Factors
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