New Year, new blog


Vincent Grégoire, PhD, CFA


January 1, 2024

Happy New Year and welcome to the first post of Vincent Codes Finance! As we step into a fresh year, I’m thrilled to launch this new blog and companion YouTube channel dedicated to Python and coding in empirical finance research. I’m excited to share my knowledge and experience with you.

About me

I’m an Associate Professor of Finance at HEC Montréal where I have been teaching Empirical Finance at the Master’s level since 2020. My research interests include information economics, market microstructure, big data and machine learning applications in finance, fintech, and cybersecurity in finance. I’m also a Python enthusiast and curious about anything related to coding, data science, and machine learning. See my academic page for more details.

Why this blog?

Vincent Codes Finance is more than just a blog; it’s my contribution to enhancing empirical finance research through proficient coding practices. Here, I’ll share my insights, experiences, and love for Python, aiming to elevate the quality and efficiency of research. Whether you’re a student, a fellow researcher, or an enthusiast, there’s something here for you.

My motivation for creating Vincent Codes Finance is driven by a blend of professional ambition and personal passion:

  • Enhancing Communication and Presentation Skills: This is one of my New Year’s resolutions. By regularly writing and producing content, I aim to refine my ability to present complex ideas clearly and engagingly.

  • Creating a Valuable Resource: I’ve witnessed firsthand the challenges students and co-authors face when dealing with empirical finance research, especially in coding and data analysis. Vincent Codes Finance is my channel to provide a structured, accessible resource to elevate the quality of their work and mine.

  • Sharing a Passion for Coding and Tools: Coding is not just about algorithms and syntax; it’s a way of thinking and problem-solving. I’m excited to share how powerful coding can be in the realm of finance research and to explore and introduce various computer tools that can transform our research methodologies.

  • Contributing to the Field: With years of experience under my belt, I believe I have unique insights and skills that can benefit others. By sharing my knowledge, I aim to contribute to the broader community of finance researchers and practitioners.

  • Promoting High-Quality, Replicable Research: The landscape of empirical finance is rapidly changing with the increasing importance of data and computational tools. I am committed to promoting practices that ensure research is not only innovative but also replicable and robust, contributing to the credibility and reliability of financial research.

About VCF

We’ll start with the basics, setting a strong foundation for everyone. The initial posts will cover installing Python, setting up your development environment, understanding Python fundamentals, and introducing data analysis using pandas. These topics are essential for anyone who wants to get started with Python and coding in empirical finance research and will be released throughout January to align with my current teaching.

Come February, we’ll dive into more advanced topics such as handling dates and timestamps efficiently, diverse file formats for research data, using git and GitHub for collaboration, and techniques to speed up your computations.

Your input is invaluable! I encourage you to send in your topic suggestions, questions, or any insights you might have. For all blog-related inquiries, please reach out to me at

Follow Along! Don’t miss out on any updates! Subscribe to the newsletter, the YouTube channel, the blog’s RSS feed, and follow me on X. Let’s raise the bar for empirical finance research together.

I look forward to sharing this journey with you and seeing where it takes us.

Cheers to a year of coding, discovery, and breakthroughs in empirical finance research!

- Vincent