https://www.sebastianstoeckl.com/tags/r/RHugoBlox Kit (https://hugoblox.com)en-usMon, 23 Feb 2026 00:00:00 +0000https://www.sebastianstoeckl.com/media/icon_hu_579dce1bfbea7b2a.pnghttps://www.sebastianstoeckl.com/tags/r/https://www.sebastianstoeckl.com/teaching/links/Mon, 23 Feb 2026 00:00:00 +0000https://www.sebastianstoeckl.com/teaching/links/<h2 id="useful-links">Useful Links</h2> <table> <thead> <tr> <th>Resource</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Free online textbook by Hyndman &amp; Athanasopoulos — the go-to reference for time-series forecasting in R</td> </tr> <tr> <td> </td> <td>Free online textbook by Coqueret &amp; Guida — ML methods applied to equity asset allocation, with reproducible R code</td> </tr> <tr> <td> </td> <td>Introduction to reproducible research practices with R and Git (archived workshop materials)</td> </tr> <tr> <td> </td> <td>Quantitative methods syllabi and materials spanning courses from introductory stats to Bayesian methods</td> </tr> </tbody> </table> <hr> <h2 id="replications--code">Replications &amp; Code</h2> <table> <thead> <tr> <th>Resource</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Replication of 200+ asset pricing signals; download returns and characteristics from the published literature</td> </tr> <tr> <td> </td> <td>Jensen, Kelly &amp; Pedersen (2023) factor database — 153 characteristics across 93 countries with a common task framework</td> </tr> <tr> <td> </td> <td>Interactive exploration of anomaly interactions in the cross-section of stock returns</td> </tr> <tr> <td> </td> <td>R code for factor model replication and time-series methods</td> </tr> <tr> <td> </td> <td>Blog-style replications of classic finance papers in R</td> </tr> <tr> <td> </td> <td>R code and data for accounting and finance research</td> </tr> </tbody> </table> <hr> <h2 id="machine-learning">Machine Learning</h2> <table> <thead> <tr> <th>Resource</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Interactive neural network visualization — ideal for building intuition about deep learning</td> </tr> <tr> <td> </td> <td>Free textbook with R (and Python) code for ML in asset management</td> </tr> </tbody> </table> <hr> <h2 id="esg-investing">ESG Investing</h2> <table> <thead> <tr> <th>Resource</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Lecture slides and course materials on portfolio construction and ESG from a practitioner/academic perspective</td> </tr> <tr> <td> </td> <td>Research page including work on ESG, green returns, and sustainable equity investing</td> </tr> </tbody> </table> <hr> <h2 id="data">Data</h2> <table> <thead> <tr> <th>Resource</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Gateway to the Critical Finance Review, data resources, and editorial work</td> </tr> <tr> <td> </td> <td>Annual and monthly predictor data from Goyal &amp; Welch (2008), regularly updated</td> </tr> <tr> <td> </td> <td>Comprehensive equity predictor dataset (with Welch), used in hundreds of return predictability studies</td> </tr> <tr> <td> </td> <td>200+ replicated signals with monthly returns and firm characteristics ready to download</td> </tr> <tr> <td> </td> <td>153 global equity factors across 93 countries; WRDS integration available</td> </tr> <tr> <td> </td> <td>Macro uncertainty indexes (LN uncertainty), financial conditions data, and replication files</td> </tr> <tr> <td> </td> <td>Political uncertainty index, ESG portfolios, mutual fund performance data</td> </tr> <tr> <td> </td> <td>Equity factor returns, value/momentum, carry, time-series momentum, and quality datasets</td> </tr> <tr> <td> </td> <td>Investor sentiment index (Baker &amp; Wurgler) and related datasets</td> </tr> <tr> <td> </td> <td>Open repository for research data across disciplines</td> </tr> <tr> <td> </td> <td>Long-run equity/bond data, CAPE ratio, and housing data (Yale)</td> </tr> </tbody> </table> <hr> <h2 id="my-r-packages">My R Packages</h2> <table> <thead> <tr> <th>Package</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Download historical cryptocurrency data from CoinMarketCap — prices, market caps, and exchange data without an API key. </td> </tr> <tr> <td> </td> <td>Automated download and import of Ken French&rsquo;s factor data library into R. </td> </tr> <tr> <td> </td> <td>Risk-neutral higher moments of the return distribution estimated from option prices. </td> </tr> </tbody> </table> <hr> <h2 id="other-academic-r-code">Other Academic R Code</h2> <table> <thead> <tr> <th>Resource</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> </td> <td>Quantitative social science course materials including Bayesian, causal inference, and time-series R labs</td> </tr> </tbody> </table>