Estimize Research

Event Studies

Getting Started

Clone the Estimize Research repository to your local environment

git clone git@github.com:Estimize/estimize-research-py.git
cd estimize-research-py

Setup your Python environment and dependencies

We recommend using virtualenv and Python 3:

python3 -m pip install --user --upgrade pip
python3 -m pip install --user virtualenv
python3 -m virtualenv env
source env/bin/activate
pip install -r requirements.txt
pip install -e .

Load and cache the data files

Make sure you have the following files added to the ./data directory:

.
├── data
│   ├── consensus.csv
│   ├── estimates.csv
│   ├── instruments.csv
│   ├── releases.csv
│   ├── signal_time_series.csv
│   └── users.csv

To request the files please contact sales@estimize.com.

Run the following command:

estimize init

It may take some time to load and cache the required CSV files, please be patient.

You can now launch Jupyter Notebook: env/bin/jupyter notebook

Running research notebooks

Launch Jupyter Notebooks: env/bin/jupyter notebook

You can open a notebook by navigating to notebooks in Jupyter Notebook and clicking on the desired notebook (i.e. post_earnings_event_study.ipynb).

Once you have opened a notebook, you can re-generate the notebook results by selecting Kernel > Restart & Run All from the notebook menu.