Accessing and Managing Financial Data with
Tidy Finance
useR! Conference
2024-07-09
A few years ago …
Two PhD students in Vienna
- Hardly any public code or data
- Hard to reproduce papers
- 80% of time spent preparing data
What is Tidy Finance?
A transparent, open-source approach to research in financial economics, featuring multiple programming languages
What is Tidy Finance?
A transparent, open-source approach to research in financial economics, featuring multiple programming languages
The tidyfinance
packages is a simple way to:
- Load our approach into R
- Use helper functions to download & process data
- Easily compile multiple data sources
Why tidy?
- Write code that is easy to read for humans
- Compose simple functions to solve complex problems
- Embrace functional programming for reproducible results
- Reuse data structures across applications
Recap: what is tidy data?
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