Man pages for tidyfinance
Tidy Finance Helper Functions

add_lagged_columnsAdd Lagged Columns via Join
assign_portfolioAssign Portfolios Based on Sorting Variable
breakpoint_optionsCreate Breakpoint Options for Portfolio Sorting
compute_breakpointsCompute Breakpoints Based on Sorting Variable
compute_long_short_returnsCompute Long-Short Returns
compute_portfolio_returnsCompute Portfolio Returns
compute_rolling_valueCompute a Rolling Value by Period
create_summary_statisticsCreate Summary Statistics for Specified Variables
data_optionsCreate Data Options
disconnect_connectionDisconnect Database Connection
download_dataDownload and Process Data Based on Domain and Dataset
download_data_constituentsDownload Constituent Data
download_data_factors_ffDownload and Process Fama-French Factor Data
download_data_factors_qDownload and Process Global Q Factor Data
download_data_fredDownload and Process Data from FRED
download_data_huggingfaceDownload data from a Hugging Face dataset
download_data_macro_predictorsDownload and Process Macro Predictor Data
download_data_osapDownload and Process Open Source Asset Pricing Data
download_data_pseudo_ccm_linksGenerate Pseudo CCM Links
download_data_pseudo_compustatGenerate Pseudo Compustat Data
download_data_pseudo_crspGenerate Pseudo CRSP Data
download_data_risk_freeDownload Risk-Free Rate Data
download_data_stock_pricesDownload Stock Data
download_data_wrdsDownload Data from WRDS
download_data_wrds_ccm_linksDownload CCM Links from WRDS
download_data_wrds_compustatDownload Data from WRDS Compustat
download_data_wrds_crspDownload Data from WRDS CRSP
download_data_wrds_fisdDownload Filtered FISD Data from WRDS
download_data_wrds_trace_enhancedDownload Enhanced TRACE Data from WRDS
download_factor_library_gridDownload the Factor Library Grid from Hugging Face
download_factor_library_idsDownload factor library returns for a vector of portfolio IDs
estimate_betasEstimate Rolling Betas
estimate_fama_macbethEstimate Fama-MacBeth Regressions
estimate_modelEstimate a Linear Model
filter_optionsCreate Filter Options
filter_sorting_dataFilter Sorting Data
get_available_huggingface_filesList Parquet Files in a Hugging Face Dataset
get_wrds_connectionEstablish a Connection to the WRDS Database
implement_portfolio_sortImplement Portfolio Sort
join_lagged_valuesJoin Lagged Variable Values over a Date Range
list_supported_datasetsList All Supported Datasets
list_supported_datasets_ffList Supported Fama-French Datasets
list_supported_datasets_ff_legacyList Supported Legacy Fama-French Datasets
list_supported_datasets_macro_predictorsList Supported Macro Predictor Datasets
list_supported_datasets_otherList Supported Other Datasets
list_supported_datasets_pseudoList Supported Pseudo WRDS Datasets
list_supported_datasets_qList Supported Global Q Datasets
list_supported_datasets_wrdsList Supported WRDS Datasets
list_supported_indexesList Supported Indexes
list_tidy_finance_chaptersList Chapters of Tidy Finance
open_tidy_finance_websiteOpen Tidy Finance Website or Specific Chapter in Browser
portfolio_sort_optionsCreate Portfolio Sort Options
set_wrds_credentialsSet WRDS Credentials
tidyfinance-packagetidyfinance: Tidy Finance Helper Functions
trimTrim a Numeric Vector
validate_datesValidate and Coerce Date Range Arguments
winsorizeWinsorize a Numeric Vector
tidyfinance documentation built on June 1, 2026, 1:06 a.m.