A week ago, my good friend Florian Mair died in a tragic bicycle accident. He's leaving behind a wife, a 4yo daughter and a small baby boy. My heart is broken. 💔If you can, please consider donating for the kids: https://t.co/Dduj14PiU9 #RIP
What is best practice in empirical market microstructure? We have written a beginner’s guide to market quality measurement in high-frequency data, out today at the Tidy Finance website. https://t.co/aS5s2sAFKV
@achenfinance What do we learn for future papers? Could be an argument to consider various time windows for testing proposed factors. But do we want to artificially limit already constrained samples?
#TidyFinance will include an easy-to-use function to download @FINRA's TRACE data from @WhartonWRDS.
Open #rstudio, select bonds, and download clean bond transactions data. Easy, fast, and #opensource
Making bond research accessible with #tidyverse and #rstats! Great fun 👍
@Darin_T80 Indeed, this is the way. #TidyFinance is all about sharing.
Did you know that we opened the #TidyFinanceBlog so that people can contribute their ideas?
https://t.co/WAWdgOs1V2
The post is based on a joint paper with @Dominik22090274 and
@rdgrwbr.
👉New version: https://t.co/4MiSWpZO79.
👉#Opensource replication code and an all-in-one implementation: https://t.co/i2Iiwkx3ZV.
Always interested in your opinion! Reach out.
@RobCalver5 @KriseScheuch @CRC_MathStats @stefan__voigt @crcgrubbsd Thanks to CRC! The publishing process was very efficient and the option of having an open-source website (https://t.co/ipRrnNbslH) shows your vision.