Software

R packages

frenchdata

The frenchdata R package facilitates the download and import of any/all data sets from Prof. Kenneth French finance data library. It allows R users to collect the data as ’tidyverse’-ready data frames.

You can find an example of the basic usage in this vignette.

[CRAN] | [Package website] | [Github] | [R-universe]

quarto extensions

naquiz

A Quarto extension that allows to add multiple choice questions to HTML documents or Quarto revealjs presentations. It also adds Alpine.js javascript framework to the document.

tachyons

A Quarto extension that adds the TACHYONS - Css Toolkit to a quarto HTML document or quarto revealjs presentation.

nanotes

A Quarto extension that provides a PDF template to create handout notes.

naletter

A Quarto extension with a letter template.

nastatement

A Quarto extension that provides a PDF template for a short statement letter.

Pedagogical resources

Financial Investments

The Financial Investments website is an accompanying resource to the Financial Investments undergraduate course I often teach. You will find there additional resources as well as several interactive demonstrations of many concepts discussed in class, from portfolio theory, the Capital Asset Pricing (CAPM) theory, the Efficient Market Hypothesis (EMH), to the payoff of derivatives’ contracts, construction of basic strategies and the creation of portfolios that include them.

Introduction to R

The Introduction to R website is the accompanying website for my Introduction to R course. It contain additional material not covered in the course as well as multiple choice questions and interactive exercises, to test students knowlegde on the material.

ARMA/GARCH/LL

These are shiny apps that allow students interactively explore some of the concepts covered in Financial Econometrics and Risk Management courses.

[ARMA Models] | [ARCH/GARCH Models] | [Maximum Log-Likelihood estimation]

Timer

timer is a simple web application that allows users to create timers. The background changes as the timer gets near the end, and it can play a sound at the end.