Collection of data science focused resources
March 14, 2026 · View on GitHub
Useful programming and data science focused resources for daily work.
- Collection of data science focused resources
Python
Books
- Architecture Patterns with Python - Harry Percival, Bob Gregory
Free - Automate the Boring Stuff with Python - Al Sweigart
Free - Effective Python - Brett Slatkin
Paid - Fluent Python - Luciano Ramalho
Paid - Python for Everybody - Charles R. Severance
Free - The Hitchhiker’s Guide to Python! - Kenneth Reitz and Tanya Schlusser
Free - Think Python 2e - Allen B. Downey
Free - Whirwind Tour of Python - Jake VanderPlas
Free
Courses
- Python for Everybody (PY4E) - Charles R. Severance
Free - Python for Everybody Specialization - Coursera
Paid
Links
R
Books
- Advanced R - Hadley Wickham
Free - Advanced R Solutions - Malte Grosser, Henning Bumann, Hadley Wickham
Free - An Introduction to R - Alex Douglas, Deon Roos, Francesca Mancini, Ana Couto, David Lusseau
Free - Cookbook for R - Winston Chang
Free - Efficient R Programming - C. Gillespie and R. Lovelace
Free - Functional Programming - Sara Altman, Bill Behrman, Hadley Wickham
Free - Happy Git and GitHub for the useR - Jenny Bryan
Free - Hands-On Programming with R - Garrett Grolemund
Free - ggplot2: Elegant Graphics for Data Analysis (3e) - Hadley Wickham
Free - Mastering Software Development in R - Roger D. Peng
Free - R Markdown Cookbook - Yihui Xie, Christophe Dervieux, Emily Riederer
Free - R Markdown: The Definitive Guide - Yihui Xie, J. J. Allaire, Garrett Grolemund
Free - R Packages: Organize, Test, Document, and Share Your Code - Hadley Wickham and Jennifer Bryan
Free - R for Everyone - Jared Lander
Paid - R in Production - Hadley Wickham
Free - Seamless R and C++ Integration with Rcpp - Dirk Eddelbuettel
Paid - Tidy design principles - Hadley Wickham
Free - What They Forgot to Teach You About R - Jenny Bryan, Jim Hester, Shannon Pileggi
Free - bookdown: Authoring Books and Technical Documents with R Markdown - Yihui Xie
Free
Blogs
Links
- Big Book of R
- CRAN Task Views
- GitHub Curated List: Awesome R
- Quarto - Next-gen Scientific Publishing
- R-universe
Courses
SQL
Books
- Learning SQL (3e) - Alan Beaulieu
Paid - SQL Cookbook: Query Solutions and Techniques for All SQL Users
Paid - Use The Index, Luke - Markus Winand
Free
Courses
Data Science
Books
- Advanced Statistical Computing - Roger D. Peng
Free - Convex Optimization - Stephen Boyd and Lieven Vandenberghe
Free - Elements of Statistical Learning - Trevor Hastie, Robert Tibshirani and Jerome Friedman
Free - Interpretable Machine Learning - Christoph Molnar
Free - Linear Algebra Review - J. Zico Kolter
Free - Linear Algebra for Data Science with examples in R - Shaina Race Bennett
Free - Statistical Inference for Data Science - Brian Caffo
Free - Statistical Learning with Sparsity: The Lasso and Generalization - Trevor Hastie, Robert Tibshirani, Martin Wainwright
Free - Think Bayes - Allen B. Downey
Free
Courses
- Google Data Analytics Professional Certificate
Paid - IBM Data Science Professional Certificate - Coursera
Paid
Python
Books
- Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow: Concepts, Tools, and Techniques to Build Intelligent Systems - Aurélien Géron
Paid - Introduction to Machine Learning with Python - Andreas C. Müller and Sarah Guido
Paid - Python Data Science Handbook: Essential Tools for Working with Data - Jake VanderPlas
Free - Python for Data Analysis - Wes McKinney
Paid - Think Stats 2e - Allen B. Downey
Free - Web Scraping with Python - Ryan Mitchell
Paid
Courses
- Applied Data Science with Python Specialization - Coursera
- Foundations of Machine Learning - Bloomberg ML EDU
Free - Machine Learning Specialization - Andrew Ng, Stanford / Coursera
Paid
Links
R
Books
- Flexible and Robust Machine Learning Using mlr3 in R - Lars Kotthoff, Raphael Sonabend, Michel Lang, Bernd Bischl
Free - Geocomputation with R - Robin Lovelace, Jakub Nowosad, Jannes Muenchow
Free - Introduction to Statistical Learning - Gareth James, Daniela Witten, Trevor Hastiec, Rob Tibshirani
Free - Mastering Spark with R - Javier Luraschi, Kevin Kuo, Edgar Ruiz
Free - R Graphics Cookbook - Winston Chang
Free - R Programming for Data Science - Roger D. Peng
Free - R for Data Science (2e) - Hadley Wickham, Mine Çetinkaya-Rundel, Garrett Grolemund
Free - Report Writing for Data Science in R - Roger D. Peng
Free - Statistical Inference via Data Science: A ModernDive into R and the Tidyverse - Chester Ismay and Albert Y. Kim
Free - Supervised Machine Learning for Text Analysis in R - Emil Hvitfeldt and Julia Silge
Free - The targets R Package User Manual - Will Landau
Free - Text Mining with R - Julia Silge and David Robinson
Free - Tidy Modeling with R - Max Kuhn, Julia Silge
Free
Links
Courses
- Data Science Specialization - Coursera
Paid - Introduction to Machine Learning (I2ML) - LMU Munich
Free
Finance
Books
- Bayesian Stability Concepts for Investment Managers - Diethelm Würtz, Tobias Setz
Free - Numerical Methods and Optimization in Finance - Manfred Gilli, Dietmar Maringer and Enrico Schumann
Paid - Statistics and Data Analysis for Financial Engineering (with R examples) - David Ruppert and David S. Matteson
Paid
Links
Python
Books
- Advances in Financial Machine Learning - Marcos López de Prado
Paid - Machine Learning for Algorithmic Trading - Stefan Jansen
Paid - Machine Learning in Finance: From Theory to Practice - Igor Halperin, Matthew F. Dixon, Paul Bilokon
Paid - Python for Finance - Yves Hilpisch
Paid
Courses
- Artificial Intelligence for Trading Nanodegree - Udacity
Paid - Financial Engineering and Risk Management Specialization
Paid - Investment Management with Python and Machine Learning Specialization - Coursera
Paid
R
Books
- Basic R for Finance - Diethelm Würtz, Tobias Setz, Yohan Chalabi, Longhow Lam, Andrew Ellis
Free - Financial Data and Models Using R - Clifford Ang
Paid - Financial Optimisation with R - Enrico Schumann
Free - Financial Risk Modelling and Portfolio Optimization with R - Bernhard Pfaff
Paid - Introduction to Computational Finance and Financial Econometrics with R - Eric Zivot
Free - Machine Learning for Factor Investing - Guillaume Coqueret and Tony Guida
Free - Portfolio Management with R - Enrico Schumann
Free - Portfolio Optimization with R/Rmetrics - Diethelm Würtz, Tobias Setz, Yohan Chalabi, William Chen, Andrew Ellis
Free - Tidy Finance with R - Christoph Scheuch, Stefan Voigt, Patrick Weiss
Free - Topics in Empirical Finance with R and Rmetrics - Patrick Hénaff
Paid
Links
Courses
- Applying Data Analytics in Finance - Coursera
Paid - ECON 424/CFRM 462: Computational Finance and Financial Econometrics - University of Washington
Free - FRE7241 Algorithmic Portfolio Management - NYU
Free - FRE6871 R in Finance - NYU
Free
Quantitative Economics
Python
Packages
Lectures
- Advanced Quantitative Economics with Python - Thomas J. Sargent and John Stachurski
Free - Introduction to Economic Modeling and Data Science - Chase Coleman, Spencer Lyon, Jesse Perla, et al.
Free - Python Programming for Economics and Finance - Thomas J. Sargent and John Stachurski
Free - Quantitative Economics with Python - Thomas J. Sargent and John Stachurski
Free
Time Series
Books
- Analysis of Financial Time Series - Ruey S. Tsay
Paid - Forecasting for Economics and business - Gloria González-Rivera
Paid - Introduction to time series and forecasting - Peter J. Brockwell and Richard A. Davis
Paid - Nonlinear Time Series Analysis - Ruey S. Tsay and Rong Chen
Paid - Time series analysis: forecasting and control: George EP Box, et al.
Paid
R
Books
- An Introduction to Analysis of Financial Data with R - Ruey S. Tsay
Paid - Forecasting: Principles and Practice - Rob J Hyndman and George Athanasopoulos
Free - Multivariate Time Series Analysis: With R and Financial Applications - Ruey S. Tsay
Paid - Nonlinear Time Series: Theory, Methods and Applications with R Examples - David S. Stoffer, Randal Douc, Éric Moulines
Paid - Time Series Analysis and Its Applications With R Examples - Robert H. Shumway and David S. Stoffer
Paid - Time Series: A Data Analysis Approach Using R - Robert H. Shumway and David S. Stoffer
Paid
Links
Econometrics
R
Books
- Introduction to Econometrics with R - Christoph Hanck, Martin Arnold, Alexander Gerber, Martin Schmelzer
Free - Panel Data Econometrics with R - Yves Croissant and Givanni Millo
Paid
Link
NLP
Python
Books
- Applied Text Analysis with Python - Benjamin Bengfort, Rebecca Bilbro, Tony Ojeda
Paid - Natural Language Processing with Python - Steven Bird, Ewan Klein, Edward Loper
Free
Courses
- A Code-First Intro to Natural Language Processing - fast.ai
Free - CS224U: Natural Language Understading - Stanford University
Free - CS224n: Natural Language Processing with Deep Learning - Stanford University
Free - Natural Language Processing Nanodegree - Udacity
Paid
Deep Learning
Books
- Dive into Deep Learning - Aston Zhang and Zachary C. Lipton and Mu Li and Alexander J. Smola
Free - Deep Learning - Ian Goodfellow and Yoshua Bengio and Aaron Courville
Free
Python
Books
Packages
- Hugging Face Transformers - Pre-trained models for NLP, vision, and audio
- PyTorch Lightning - High-level framework for PyTorch
Courses
- Deep Learning Specialization - Andrew Ng / DeepLearning.AI, Coursera
Paid - Practical Deep Learning for Coders - fast.ai
Free - Yann LeCun’s Deep Learning Course at CDS
Free
Web Development
Python
Packages
- Django - High-level Python web framework
- FastAPI - Modern, fast (high-performance), web framework for building APIs
- FastHTML - Modern web applications in pure Python
- Flask - Lightweight WSGI web application framework
- Gradio - Build & share delightful ML apps
- Shiny for Python - Effortless Python web applications
- Streamlit - A faster way to build and share data apps
Books
Courses
- CS50’s Web Programming with Python and JavaScript - Harvard University
Free - Django for Everybody (DJ4E) - Charles R. Severance
Free - Django for Everybody Specialization - Coursera
Paid - Python Django Tutorial Series - Corey Schafer
Free
R
Books
- Engineering Production-Grade Shiny Apps - Colin Fay, Sébastien Rochette, Vincent Guyader, Cervan Girard
Free - Mastering Shiny - Hadley Wickham
Free - Outstanding User Interfaces with Shiny - David Granjon
Free - blogdown: Creating Websites with R Markdown - Yihui Xie, Amber Thomas, Alison Presmanes Hill
Free
Packages
- Shiny - Build interactive web applications
- blogdown - Create websites with R Mardown
- plumber - A web API generator for R
Docker
R
Linux and Shell/Bash
Books
Links
- GitHub Curated List: Bash Resources
- GitHub Curated List: Linux Ecosystem Overview
- GitHub Curated List: List of Shell command-line frameworks
- GitHub Curated List: Software for Linux
Courses, Guides, Lectures, etc
- Advanced Bash Scripting Guide - Mendel Cooper
Free - Advanced Bash Scripting Lecture - bwHPC
Free - Bash Scripting Cheat Sheet
Free - Linux Basics: E-Learning Module on Linux and Bash Fundamentals - bwHPC
Free - The Missing Semester of Your CS Education: MIT lecture for shell, Vim, Git, etc. - MIT
Free
Documentation and Style Guide
- Black - Python Code Formatter
- Google Style Guides
- Pandoc - Universal Document Converter
- Ruff - Fast Python Linter and Formatter
- Sphinx – Python Documentation Generator
- uv - Fast Python Package Installer and Resolver
- Tidyverse Style Guide for R
Data Sets
- European Central Bank’s Data Warehouse
Free - Fama-French Data Library
Free - Google Data Set Search
Free - Kaggle Data
Free - OECD Data Portal
Free - OpinRank Data – Reviews From TripAdvisor & Edmunds
Free - Quandl - Financial, Economic, and Alternative Datasets
FreePaid - SNAP – Amazon Reviews
Free - St. Louis Federal Reserve Bank Economic Data (FRED)
Free - U.S. Census Bureau Data
Free - UCI – Machine Learning Repository
Free - University of Illinois at Chicago - Opinion Mining, Sentiment Analysis, and Opinion Spam Detection
Free - World Bank Open Data
Free - Yelp Academic Data Sets
Free - eurostat - Statistical Database of the European Commision
Free