Tidy Finance Helper Functions
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Documentation for package ‘tidyfinance’ version 0.4.0
Help Pages
| assign_portfolio | Assign Portfolios Based on Sorting Variable |
| breakpoint_options | Create Breakpoint Options for Portfolio Sorting |
| check_supported_type | Check if a Dataset Type is Supported |
| compute_breakpoints | Compute Breakpoints Based on Sorting Variable |
| compute_long_short_returns | Compute Long-Short Returns |
| compute_portfolio_returns | Compute Portfolio Returns |
| create_summary_statistics | Create Summary Statistics for Specified Variables |
| create_wrds_dummy_database | Create WRDS Dummy Database |
| data_options | Create Data Options |
| disconnection_connection | Disconnect Database Connection |
| download_data | Download and Process Data Based on Type |
| download_data_constituents | Download Constituent Data |
| download_data_factors | Download and Process Factor 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_macro_predictors | Download and Process Macro Predictor Data |
| download_data_osap | Download and Process Open Source Asset Pricing Data |
| 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_clean_trace | Download Cleaned TRACE Data 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 |
| estimate_betas | Estimate Rolling Betas |
| estimate_fama_macbeth | Estimate Fama-MacBeth Regressions |
| estimate_model | Estimate Model Coefficients |
| get_random_user_agent | Get a Random User Agent |
| get_wrds_connection | Establish a Connection to the WRDS Database |
| lag_column | Lag a Column Based on Date and Time Range |
| list_supported_indexes | List Supported Indexes |
| list_supported_types | List All Supported Dataset Types |
| list_supported_types_ff | List Supported Fama-French Dataset Types |
| list_supported_types_ff_legacy | List Supported Legacy Fama-French Dataset Types |
| list_supported_types_macro_predictors | List Supported Macro Predictor Dataset Types |
| list_supported_types_other | List Supported Other Data Types |
| list_supported_types_q | List Supported Global Q Dataset Types |
| list_supported_types_wrds | List Supported WRDS Dataset Types |
| list_tidy_finance_chapters | List Chapters of Tidy Finance |
| open_tidy_finance_website | Open Tidy Finance Website or Specific Chapter in Browser |
| set_wrds_credentials | Set WRDS Credentials |
| trim | Trim a Numeric Vector |
| winsorize | Winsorize a Numeric Vector |