Skills

A skill is a package of structured files that teaches an AI coding agent how to work with a specific tool or framework. The skill below was generated by Great Docs from this project’s documentation. Install it in your agent and it will be able to run commands, edit configuration, write content, and troubleshoot problems without step-by-step guidance from you.

Any agent — install with npx:

npx skills add https://python.tidy-finance.org/

Codex / OpenCode

Tell the agent:
Fetch the skill file at https://python.tidy-finance.org/skill.md and follow the instructions.

Manual — download the skill file:

curl -O https://python.tidy-finance.org/skill.md

Or browse the SKILL.md file.

SKILL.md

---
name: tidyfinance
description: >
  Tidy Finance Helper Functions. Use when writing Python code that uses the tidyfinance package.
license: MIT
compatibility: Requires Python >=3.11.
---

# tidyfinance

Tidy Finance Helper Functions

## Installation

```bash
pip install tidyfinance
```

## API overview

### 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`: Tidy Finance hosted data downloads for tidyfinance

### 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`

## Resources

- [Full documentation](https://python.tidy-finance.org/)
- [llms.txt](llms.txt) — Indexed API reference for LLMs
- [llms-full.txt](llms-full.txt) — Comprehensive documentation for LLMs
- [Source code](https://github.com/tidy-finance/py-tidyfinance)