Deep learning for forecasting company fundamental data

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

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

Sample SAS programs that process WRDS data and facilitate econometric analysis

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

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.

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

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

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

Master workshop: introduction to WRDS

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

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