Links to Code and Data
Curated links to data sources, replication code, and learning resources for empirical finance and econometrics.
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2 min read
Introducing crypto2: Survivorship-Bias-Free Cryptocurrency Data in R
The `crypto2` R package (on CRAN) retrieves historical cryptocurrency data — including delisted tokens — from CoinMarketCap, providing survivorship-bias-free data for academic …
Sebastian Stöckl
Introducing FFdownload: Fama-French Data Directly into R
The `FFdownload` R package (on CRAN) automates downloading and processing all datasets from Kenneth French's data library — no more manual CSV wrangling.
Sebastian Stöckl