wrds

There are 1 repository under wrds topic.

• euclidjda / deep-quant

  Deep learning for forecasting company fundamental data

  machine-learningforecastingdeep-learningwrdsinvestingquantitative-finance
  Language:Python 134

• fkempf92 / FactorData

  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

  assetpricingcompustatcrspfama-frenchportfoliospythonwrds
  Language:Python 26

• iangow / wrds2pg

  Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV

  postgresqlwrds
  Language:Jupyter Notebook 15

• czi-finance / wrds_sample_code

  Sample SAS programs that process WRDS data and facilitate econometric analysis

  saswrdscrspcompustatibes
  Language:SAS 14

• snauhaus / link_compustat_ibes

  A python script to create a mapping table between I/B/E/S and Compustat

  ibescompustatcrspwrdspythonmapping
  Language:Python 13

• chardonnensp / Datastream-Worldscope-fundamental-dataset

  This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data into one comprehensive dataset of yearly stock quoted financial statements.

  datastreamworldscopecompustatwrdsstock-quotedfirmsfinancialreportsthomson-reutersrefinitiv
  Language:R 8

• junder873 / WRDSMerger.jl

  A Julia package for downloading, merging, and using CRSP and Compustat data from the Wharton Research Data Services (WRDS)

  wrds
  Language:Julia 6

• gen-li / Extract_TAQ_from_WRDS_Cloud

  A simple SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.

  sastaqwrds
  Language:SAS 3

• emmajy-li / pipeline

  Pipeline dealing with WRDS (Wharton Research Data Services) datasets including crsp, master, etc, in order to build mega-database for scaling in Market Microstructure research

  crspwrdsmasterautomation
  Language:Python 2

• emmajy-li / daily-combined

  Code that runs on WRDS cloud computer to combine daily stock files in the database into monthly stock files and export them

  automationmasterwrds
  Language:SAS 1

• mk0417 / intro-wrds-master

  Master workshop: introduction to WRDS

  wrds
  Language:HTML 1

• emmajy-li / realized_variance

  Calculation of stock realized variance based on trade data on WRDS cloud

  realized-volatilitytradestockwrds
  Language:SAS