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

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

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