{"repo":"tidy-finance/r-tidyfinance","free":true,"listed":false,"github":"https://github.com/tidy-finance/r-tidyfinance","clone":"git clone https://github.com/tidy-finance/r-tidyfinance.git","description":"R package with helper functions for developers and researchers familiar with Tidy Finance","language":"R","stars":26,"topics":["finance","r"],"license":null,"category":"trading","readme_excerpt":"tidyfinance This repository contains an R package that collects helper functions for developers and researchers familiar with Tidy Finance with R. The functions provide shortcuts to selected issues that the book discusses in detail. Installation You can install the released version of tidyfinance from CRAN via: You can install the development version of tidyfinance from GitHub via: # install.packages(\"pak\") pak::pak(\"tidy-finance/r-tidyfinance\") Usage Load the package: Download Open Source Data The main functionality of the tidyfinance package centers around data download. You can download most of the data that we used in Tidy Finance with R using the download data() function or its children. The function always requires a domain argument and depending on the domain typically also a dataset . For instance, to download monthly Fama-French factors, you have to provide the dataset name according to Ken French’s Data Library: For q factors, you provide the relevant file name: To download the Welch and Goyal (2008) macroeconomic predictors for monthly, quarterly, or annual frequency: To download data from Open Source Asset Pricing (OSAP): To download characteristic-managed portfolio (factor) returns from Global Factor Data, select a region, the factor content (a single factor, a theme, \"all themes\" , or \"all factors\" ), a frequency, and a weighting scheme: The dataset argument also gives access to the underlying long-short portfolios ( \"portfolios\" ), industry returns ( \"industry\"","default_branch":null,"files":null,"tree":[],"storefront":"/r/tidy-finance","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/tidy-finance/r-tidyfinance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}