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Conferences (1)
Data (2)
Op-Ed (1)
Recommender System (1)
Replications (1)
Workshops (1)

Tidy Finance Blog

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

An image of a bar in New York called Bond 45 by Björn Antonissen (https://unsplash.com/de/fotos/-VQMnroeFK4).

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

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. The room has a futuristic setting, with a backdrop of a digital, grid-like landscape symbolizing the internet. The color palette should be a combination of cool blues and warm yellow. Created with DALL-E 2.

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

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

Construction of a Historical S&P 500 Total Return Index
8 min
Data
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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  • © Christoph Frey, Chistoph Scheuch, Stefan Voigt & Patrick Weiss

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