No articles match
CoinGecko integration: a second source for crypto22 months ago
Why a second source? | Build a survivorship-bias-free price history (free, no key) | Preconditions | What you get back | Function reference | cg_list() -- the universe | cg_listings() -- current cross-section | cg_history() -- the workhorse | cg_info() -- per-coin metadata | What is NOT in the free tier | Cross-checking against CMC
CoinGecko Pro backfill: one-shot survivorship-bias archive2 months ago
Scope | Setup | A polite Pro client | Recipe 1: full historic id/slug mapping | Recipe 2: full historic OHLC per coin | Recipe 3: persist as a parquet dataset | Where to host the mapping for other users | Rate-limit budgeting
Cross-source reconciliation: CMC vs CoinGecko2 months ago
Why compare? | The date-convention pitfall | A worked example: Bitcoin reconciliation | What's expected to differ -- and what isn't | The built-in test | When to override the default
Empirical Asset Pricing with FFdownload5 months ago
1 Data | 1.1 Download | 1.2 Extract factors | 1.3 Extract test portfolios | 1.4 Build long panels | 2 Time-Series Tests: 25 Size×BM Portfolios | 2.1 CAPM: large and structured pricing errors | 2.2 FF3: modest improvement over the full sample | 2.3 Side-by-side comparison | 3 GRS Test | 4 Momentum: The Anomaly FF3 Cannot Explain | 5 Fama-MacBeth Cross-Sectional Regressions | 5.1 Helper functions | 5.2 Prepare 100-portfolio matrices | 5.3 Run FMB for all four models | 5.4 Results | 5.5 Interpretation | 6 Summary
How-to in the Tidyverse5 months ago
Quick start: FFget() (new in v1.2.0) | Dataset discovery: FFlist() and FFmatch() | Bulk download with FFdownload() (classic API) | New parameters | Working with the result
How-to xts5 months ago
Step 1: Browse available datasets | Option A — FFlist() (recommended, new in v1.2.0) | Option B — listsave (classic approach, still supported) | Verifying your search strings with FFmatch() | Step 2: Download selected datasets | Step 3: Process downloaded files | Step 4: Inspect the result | Step 5: Use the data