The subject of this textbook is to act as an introduction to data science / data analysis applied to finance, using R and its most recent and freely available extension libraries. The targeted academic level is undergrad students with a major in data science and/or finance and graduate students, and of course practitioners or professionals who need a desk reference. * Assumes no prior knowledge of R * The content has been tested in actual university classes * Makes the reader proficient in advanced methods such as machine learning, time series analysis, principal component analysis and more * Gives comprehensive and detailed explanations on how to use the most recent and free resources, such as financial and statistics libraries or open database on the internet