list_supported_datasets.md
In tidyfinance: Tidy Finance Helper Functions

list_supported_datasets_ff returns expected structure

Code
  result
Output
  # A tibble: 297 x 4
     type                                dataset_name              file_url domain
     <chr>                               <chr>                     <chr>    <chr> 
   1 factors_ff_3_monthly                Fama/French 3 Factors     ftp/F-F~ Fama-~
   2 factors_ff_3_weekly                 Fama/French 3 Factors [W~ ftp/F-F~ Fama-~
   3 factors_ff_3_daily                  Fama/French 3 Factors [D~ ftp/F-F~ Fama-~
   4 factors_ff_5_2x3_monthly            Fama/French 5 Factors (2~ ftp/F-F~ Fama-~
   5 factors_ff_5_2x3_daily              Fama/French 5 Factors (2~ ftp/F-F~ Fama-~
   6 factors_ff_size_monthly             Portfolios Formed on Size ftp/Por~ Fama-~
   7 factors_ff_size_exdividends_monthly Portfolios Formed on Siz~ ftp/Por~ Fama-~
   8 factors_ff_size_daily               Portfolios Formed on Siz~ ftp/Por~ Fama-~
   9 factors_ff_bm_monthly               Portfolios Formed on Boo~ ftp/Por~ Fama-~
  10 factors_ff_bm_exdividends_monthly   Portfolios Formed on Boo~ ftp/Por~ Fama-~
  # i 287 more rows

list_supported_datasets_ff_legacy returns expected structure

Code
  result
Output
  # A tibble: 17 x 4
     type                           dataset_name                   file_url domain
     <chr>                          <chr>                          <chr>    <chr> 
   1 factors_ff3_daily              Fama/French 3 Factors [Daily]  ftp/F-F~ Fama-~
   2 factors_ff3_weekly             Fama/French 3 Factors [Weekly] ftp/F-F~ Fama-~
   3 factors_ff3_monthly            Fama/French 3 Factors          ftp/F-F~ Fama-~
   4 factors_ff5_daily              Fama/French 5 Factors (2x3) [~ ftp/F-F~ Fama-~
   5 factors_ff5_monthly            Fama/French 5 Factors (2x3)    ftp/F-F~ Fama-~
   6 factors_ff_industry_5_monthly  5 Industry Portfolios          ftp/5_I~ Fama-~
   7 factors_ff_industry_5_daily    5 Industry Portfolios [Daily]  ftp/5_I~ Fama-~
   8 factors_ff_industry_10_monthly 10 Industry Portfolios         ftp/10_~ Fama-~
   9 factors_ff_industry_10_daily   10 Industry Portfolios [Daily] ftp/10_~ Fama-~
  10 factors_ff_industry_30_monthly 30 Industry Portfolios         ftp/30_~ Fama-~
  11 factors_ff_industry_30_daily   30 Industry Portfolios [Daily] ftp/30_~ Fama-~
  12 factors_ff_industry_38_monthly 38 Industry Portfolios         ftp/38_~ Fama-~
  13 factors_ff_industry_38_daily   38 Industry Portfolios [Daily] ftp/38_~ Fama-~
  14 factors_ff_industry_48_monthly 48 Industry Portfolios         ftp/48_~ Fama-~
  15 factors_ff_industry_48_daily   48 Industry Portfolios [Daily] ftp/48_~ Fama-~
  16 factors_ff_industry_49_monthly 49 Industry Portfolios         ftp/49_~ Fama-~
  17 factors_ff_industry_49_daily   49 Industry Portfolios [Daily] ftp/49_~ Fama-~

list_supported_datasets_q returns expected structure

Code
  result
Output
  # A tibble: 6 x 3
    type                  dataset_name               domain  
    <chr>                 <chr>                      <chr>   
  1 factors_q5_daily      q5_factors_daily_2024      Global Q
  2 factors_q5_weekly     q5_factors_weekly_2024     Global Q
  3 factors_q5_weekly_w2w q5_factors_weekly_w2w_2024 Global Q
  4 factors_q5_monthly    q5_factors_monthly_2024    Global Q
  5 factors_q5_quarterly  q5_factors_quarterly_2024  Global Q
  6 factors_q5_annual     q5_factors_annual_2024     Global Q

list_supported_datasets_macro_predictors returns expected structure

Code
  result
Output
  # A tibble: 3 x 3
    type                       dataset_name           domain     
    <chr>                      <chr>                  <chr>      
  1 macro_predictors_monthly   PredictorData2022.xlsx Goyal-Welch
  2 macro_predictors_quarterly PredictorData2022.xlsx Goyal-Welch
  3 macro_predictors_annual    PredictorData2022.xlsx Goyal-Welch

list_supported_datasets_wrds returns expected structure

Code
  result
Output
  # A tibble: 7 x 3
    type                     dataset_name                                  domain
    <chr>                    <chr>                                         <chr> 
  1 wrds_crsp_monthly        crsp.msf, crsp.msenames, crsp.msedelist       WRDS  
  2 wrds_crsp_daily          crsp.dsf, crsp.msenames, crsp.msedelist       WRDS  
  3 wrds_compustat_annual    comp.funda                                    WRDS  
  4 wrds_compustat_quarterly comp.fundq                                    WRDS  
  5 wrds_ccm_links           crsp.ccmxpf_linktable                         WRDS  
  6 wrds_fisd                fisd.fisd_mergedissue, fisd.fisd_mergedissuer WRDS  
  7 wrds_trace_enhanced      trace.trace_enhanced                          WRDS

list_supported_datasets_other returns expected structure

Code
  result
Output
  # A tibble: 11 x 3
     type                 dataset_name              domain                   
     <chr>                <chr>                     <chr>                    
   1 stock_prices         YahooFinance              Stock Prices             
   2 constituents         various                   Index Constituents       
   3 fred                 various                   FRED                     
   4 osap                 Open Source Asset Pricing Open Source Asset Pricing
   5 jkp                  Global Factor Data        Global Factor Data       
   6 liquidity            Liquidity Factors         Pastor-Stambaugh         
   7 mispricing           Mispricing Factors        Stambaugh-Yuan           
   8 risk_free            Risk-Free Rate            Tidy Finance             
   9 high_frequency_sp500 High Frequency S&P 500    Tidy Finance             
  10 factor_library       Factor Library            Tidy Finance             
  11 factor_library_grid  Factor Library Grid       Tidy Finance