Changelog

You can find every single change in our commit history. We collect the most important changes for Tidy Finance with Python in the list below.

• August 4, 2024, Commit e30cff9: We switched to pyfixest instead of linearmodels for fixed effects regressions for better alignment with the R version.
• August 4, 2024, Commit 524bdd1: We added an additional filter to the Compustat download to exclude non-US companies in WRDS, CRSP, and Compustat.
• August 1, 2024, Commit 2980cf2: We updated the data until 2023-12-31 in all chapters.
• July 29, 2024, Commit cedec3e: We removed the month column from all chapters because it was misleading and consistently introduced date.
• July 16, 2024, Commit f4bbd00: We improved the documentation with respect to delisting returns in WRDS, CRSP, and Compustat. June 3, 2024, Commit 23d379f: We fixed a bug in Univaritate Portfolio Sorts, which led to wrong annual returns in Figure 3.
• May 15, 2024, Commit 2bb2e07: We added a new subsection about creating environment variables to Setting Up Your Environment.
• May 15, 2024, Commit adccfc9: We updated the filters in CRSP download, so that correct historical information is used and daily and monthly data are aligned.
• April 17, 2024, Commit b8c32aa: Corrects a typo in the TRACE download.
• April 15, 2024, Commit c0f5cc0: Fixes the definition of the dividend yield.