Patrick Weiss

| financial economist @ Reykjavik University

[Patrick Weiss @PatrickWeiss]

Starting my new position as #data #editor for the Review of Financial Studies with @SFSjournals. Very excited for all that is to come.

[Patrick Weiss @PatrickWeiss]

@webmozart He will be dearly missed #RIP

[Bernhard Schussek (webmozart.bsky.social) @webmozart]

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

[Patrick Weiss @PatrickWeiss]

@bjornhagstromer Niklas Landsberg and @bjornhagstromer deliver outstanding #opensource resources for market microstructure. There is so much content here!

Their #rstats code comes in two flavors: #datatable and #tidyverse syntax. Two for one.

[Björn Hagströmer 🇺🇦 🇸🇪 @bjornhagstromer]

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

[Patrick Weiss @PatrickWeiss]

@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?

[Patrick Weiss @PatrickWeiss]

Btw, still in love with #rstats.

[Patrick Weiss @PatrickWeiss]

#Tidyfinance goes #python! Check out the #opensource book Tidy Finance with Python here: https://t.co/1acPIVUaX1

Quite the transition but very rewarding due to my co-authors @dsforecast, @KriseScheuch, and @stefan__voigt.

#AcademicTwitter #pandas #Finance #anaconda #data

[Patrick Weiss @PatrickWeiss]

@akshatkum1 @FINRA @WhartonWRDS Sorry for the late reply. Check out https://t.co/XOiZGVdcVP

[Patrick Weiss @PatrickWeiss]

#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 👍

[Patrick Weiss @PatrickWeiss]

@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

[Patrick Weiss @PatrickWeiss]

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.

[Patrick Weiss @PatrickWeiss]

New #tidyfinance blog: Non-standard errors in portfolio sorts. The post guides you through conducting #portfoliosorts with #rstats in ~70,000 ways.

👉 Check it out: https://t.co/WDjZELriIS

#tidyverse #assetmanagement

[Patrick Weiss @PatrickWeiss]

@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.

[Rob Calver @RobCalver5]

Very excited to see this fantastic book on '#Tidy #Finance with #RStats' publishing in the @CRC_MathStats R Series. Congratulations to @KriseScheuch, @stefan__voigt, and @PatrickWeiss. https://t.co/uFNKoLIGpq #DataScience #Statistics @crcgrubbsd

[Patrick Weiss @PatrickWeiss]

@CavaliereGiu @wu_vienna Alois actually taught this script to me at the master in quantitative finance. He is an excellent instructor!

[Raman Uppal @RamanUppalProf]

@stefan__voigt, @KriseScheuch, and @PatrickWeiss have an excellent book ''Tidy Finance with R'' (https://t.co/nlzxtwXk4v), that should be the starting point for empirical work in Finance.
#CrossSectionalAssetPricing #EmpiricalAssetPricing #rstats #datascience @rstats4ds

[Patrick Weiss @PatrickWeiss]

@toniwhited @VGSFVIENNA Welcome back! Looking forward to seeing you :-)

[Patrick Weiss @PatrickWeiss]

@KriseScheuch @stefan__voigt Very true. I guess it is mine as well.

[Patrick Weiss @PatrickWeiss]

@KriseScheuch @stefan__voigt So you like the diff-in-diff chapter best! Now we know 🤓

[Patrick Weiss @PatrickWeiss]

@CRCPress @stefan__voigt If anybody is interested, you can pre-order the book already: https://t.co/ZPn2QpXm8X