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tidyfinance
R helpers that download factor and macro series from public libraries
What it is
An R package of download helpers for developers and researchers who follow a published workflow for tidy financial data. One function takes a domain and, where needed, a dataset, and can pull Fama-French factors, q-factors, Welch-Goyal macro predictors, open-source asset-pricing series, global factor and industry portfolios, Pastor-Stambaugh liquidity factors, Stambaugh-Yuan mispricing factors, Damodaran industry cost-of-capital tables, FRED series, and the FRED-MD or FRED-QD macro panels. The calls return tidy tables rather than raw vendor files. Some source files stop at a fixed vintage, Damodaran workbooks need an extra Excel reader, and the helpers do not replace the book that explains how to use each series.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Data source |
| Markets | Multi-market |
| Stack | R |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Commits today |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 27. Gaps mean no snapshot was taken that day.
Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including.
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