tidyfinance0.4.5 package

Add Lagged Versions of Columns to a Data Frame

Assign Portfolios Based on Sorting Variable

Create Breakpoint Options for Portfolio Sorting

Check if a Dataset Type is Supported

Compute Breakpoints Based on Sorting Variable

Compute Long-Short Returns

Compute Portfolio Returns

Create Summary Statistics for Specified Variables

Create WRDS Dummy Database

Create Data Options

Disconnect Database Connection

Download Constituent Data

Download and Process Fama-French Factor Data

Download and Process Global Q Factor Data

Download and Process Factor Data

Download and Process Data from FRED

Download and Process Macro Predictor Data

Download and Process Open Source Asset Pricing Data

Download Stock Data

Download CCM Links from WRDS

Download Data from WRDS Compustat

Download Data from WRDS CRSP

Download Filtered FISD Data from WRDS

Download Enhanced TRACE Data from WRDS

Download Data from WRDS

Download and Process Data Based on Type

Estimate Rolling Betas

Estimate Fama-MacBeth Regressions

Estimate Model Coefficients

Get a Random User Agent

Establish a Connection to the WRDS Database

Lag a Column Based on Date and Time Range

List Supported Indexes

List Supported Legacy Fama-French Dataset Types

List Supported Fama-French Dataset Types

List Supported Macro Predictor Dataset Types

List Supported Other Data Types

List Supported Global Q Dataset Types

List Supported WRDS Dataset Types

List All Supported Dataset Types

List Chapters of Tidy Finance

Open Tidy Finance Website or Specific Chapter in Browser

Set WRDS Credentials

tidyfinance: Tidy Finance Helper Functions

Trim a Numeric Vector

Winsorize a Numeric Vector