Tidy Finance Blog

Experimental and external contributions based on Tidy Finance with R. Contribute your ideas!

A 3D computer-rendered image of two stylized high rise office buildings, one small building and one large building, both buildings visible in the frame. Created with DALL-E 3.

Comparing Fama-French Three vs Five Factors
7 min
Data
Replications
R
An explanation for the difference in the size factors of Fama and French 3 and 5 factor data
Christoph Scheuch
Oct 2, 2023

A 3D computer-rendered image of a stylized company building on a screen in the middle of a room. Created with DALL-E 2.

Dummy Data for Tidy Finance Readers without Access to WRDS
12 min
Data
R
R code to generate dummy data that can be used to run the code chunks in Tidy Finance with R
Christoph Scheuch
Sep 26, 2023

A 3D computer-rendered image of a stylized bar with the name BOND on a street in the style of New York of the 1960s.

Convert Raw TRACE Data to a Local SQLite Database
37 min
Data
R
An R code that converts TRACE files from FINRA into a SQLite for facilitated analysis and filtering
Kevin Riehl, Lukas Müller
Jun 14, 2023

A 3d rendered image of two stylized AI robots sitting at a round table, immersed in a discussion with a large, abstract, holographic projection of a collaborative filtering algorithm matrix in the middle. Created with DALL-E 3.

Tidy Collaborative Filtering: Building A Stock Recommender
13 min
Recommender System
R
A simple implementation for prototyping multiple collaborative filtering algorithms
Christoph Scheuch
May 22, 2023

Non-Standard Errors in Portfolio Sorts
39 min
Replications
R
An all-in-one implementation of non-standard errors in portfolio sorts
Patrick Weiss
May 10, 2023

A 3D computer-rendered image of a historical stock exchange building. Created with DALL-E 3.

Construction of a Historical S&P 500 Total Return Index
8 min
Data
R
An approximation of total returns using Robert Shiller’s stock market data
Christoph Scheuch
Feb 15, 2023

What is Tidy Finance?
5 min
Op-Ed
An op-ed about the motives behind Tidy Finance with R
Christoph Scheuch, Stefan Voigt, Patrick Weiss
Jan 16, 2023

Tidy Finance at Workshops for Ukraine
2 min
Workshops
You can learn Tidy Finance and support Ukraine at the same time
Patrick Weiss
Nov 19, 2022

Tidy Finance at the useR!2022 Conference
1 min
Conferences
Tidy Finance presentation at the gathering supported by the R Foundation
Patrick Weiss
Jun 23, 2022
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