tidyfinance
v0.5.2
Reference
Changelog
API
/
download_tidy_finance
API Index
Download data
download.download_data
Open Source
download_open_source.list_supported_indexes
download_open_source.get_available_famafrench_datasets
Tidy Finance
download_tidy_finance
WRDS
download_wrds.get_wrds_connection
download_wrds.disconnect_connection
download_wrds.load_wrds_credentials
download_wrds.process_trace_data
download_wrds.set_wrds_credentials
Portfolio analysis
portfolios.data_options
portfolios.assign_portfolio
portfolios.breakpoint_options
portfolios.compute_breakpoints
portfolios.filter_options
portfolios.portfolio_sort_options
portfolios.compute_portfolio_returns
portfolios.compute_long_short_returns
portfolios.filter_sorting_data
portfolios.implement_portfolio_sort
Estimation
regression.estimate_betas
regression.estimate_fama_macbeth
regression.estimate_model
Rolling and lagging
lagging.get_backend
lagging.add_lagged_columns
lagging.join_lagged_values
lagging.compute_rolling_value
Supported datasets
supported_datasets.list_supported_datasets
Utilities
utilities.create_summary_statistics
utilities.list_supported_indexes
utilities.list_supported_jkp_factors
utilities.list_tidy_finance_chapters
utilities.open_tidy_finance_website
utilities.winsorize
utilities.trim
Backend
backend.set_backend
backend.get_backend
download_tidy_finance
download_tidy_finance
Usage
Tidy Finance hosted data downloads for tidyfinance.