Tidy Finance is an opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages.
A clean coding environment is a prerequisite for building a relevant investment platform and conducting meaningful factor research. Tidy Finance is the name of the game, giving aspiring academics and finance practitioners just what they need to perform clean and reproducible research. Highly recommended.
Harald Lohre
Executive Director at Robeco
Honorary Researcher at Lancaster University Management School
From our crowd-sourced paper on non-standard errors, I learned how important clean coding is. Tidy Finance is a rich resource for empirical finance researchers, offering clean coding techniques that benefit both beginners and experts.
Albert J. Menkveld
Professor of Finance at Vrije Universiteit Amsterdam
Fellow at Tinbergen Institute
A fantastic book bringing together financial theory, sound econometrics, thorough data processing and powerful programming techniques using R. An absolute must for every student and scholar in empirical finance.
Nikolaus Hautsch
Professor of Finance & Statistics at University of Vienna
Tidy Finance is a fantastic resource that lowers the threshold for entry into empirical finance, all in the spirit of open and reproducible science.
Björn Hagströmer
Professor of Finance at Stockholm Business School
To have a deep understanding of empirical asset pricing, one needs to write code using actual data. To learn how to do this, there is no better starting point than Tidy Finance. [...] I strongly recommend Tidy Finance to both beginners and experts.
Raman Uppal
Professor of Finance at EDHEC Business School
Students and professionals alike are led step by step until they suddenly find themselves coding on their own. A brilliant and required resource!
Mark Salmon
Professor of Economics at University of Cambridge
Independent Expert in Finance & Data
LinkedIn →Assistant Professor of Finance at University of Copenhagen
Website →Assistant Professor of Finance at Reykjavik University
Website →Quantitative Researcher
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