Following along without a WRDS subscription | Step 1: Download the data | Step 2: Construct and lag the signal | Step 3: Align the signal with returns | Step 4: Sort stocks into portfolios | Step 5: Customize the sort | Step 6: Run an asset-pricing test | Where to go next | References
This package is considered a duplicate. The official version of this package is found at:https://tidy-finance.r-universe.dev/tidyfinance
Package: tidyfinance 0.8.0
Christoph Scheuch
tidyfinance: Tidy Finance Helper Functions
Helper functions for empirical research in financial economics, addressing a variety of topics covered in Scheuch, Voigt, and Weiss (2023) <doi:10.1201/b23237>. The package is designed to provide shortcuts for issues extensively discussed in the book, facilitating easier application of its concepts. For more information and resources related to the book, visit <https://www.tidy-finance.org/index.html>.
Authors:
tidyfinance_0.8.0.tar.gz
tidyfinance_0.8.0.tar.gz(r-4.7-any)tidyfinance_0.8.0.tar.gz(r-4.6-any)
tidyfinance_0.8.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
tidyfinance/json (API)
| # Install 'tidyfinance' in R: |
| install.packages('tidyfinance', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/tidy-finance/r-tidyfinance/issues
Pkgdown/docs site:https://r.tidy-finance.org
Last updated from:076c838ac9. Checks:4 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 153 | ||
| source / vignettes | OK | 267 | ||
| linux-release-x86_64 | OK | 165 | ||
| wasm-release | OK | 137 |
Exports:add_lagged_columnsassign_portfoliobreakpoint_optionscompute_breakpointscompute_long_short_returnscompute_portfolio_returnscompute_rolling_valuecreate_summary_statisticsdata_optionsdisconnect_connectiondownload_datadownload_data_constituentsdownload_data_factors_ffdownload_data_factors_qdownload_data_freddownload_data_huggingfacedownload_data_jkpdownload_data_macro_predictorsdownload_data_osapdownload_data_pastor_stambaughdownload_data_pseudo_ccm_linksdownload_data_pseudo_compustatdownload_data_pseudo_crspdownload_data_risk_freedownload_data_stambaugh_yuandownload_data_stock_pricesdownload_data_wrdsdownload_data_wrds_ccm_linksdownload_data_wrds_compustatdownload_data_wrds_crspdownload_data_wrds_fisddownload_data_wrds_trace_enhanceddownload_factor_library_griddownload_factor_library_idsestimate_betasestimate_fama_macbethestimate_modelfilter_optionsfilter_sorting_dataget_available_huggingface_filesget_wrds_connectionimplement_portfolio_sortjoin_lagged_valueslist_supported_datasetslist_supported_indexeslist_supported_jkp_factorslist_supported_typeslist_tidy_finance_chaptersopen_tidy_finance_websiteportfolio_sort_optionsset_wrds_credentialstrimwinsorize
Dependencies:askpassbitbit64blobclicpp11curlDBIdbplyrdplyrgenericsgluehmshttr2jsonlitelatticelifecyclelubridatemagrittrnanoparquetopensslpillarpkgconfigpurrrR6rappdirsrlangRPostgressandwichsliderstringistringrsystibbletidyrtidyselecttimechangeutf8vctrswarpwithrzoo
