/bu433-data

Data for BU433 Term Project

Raw data collected for BU433 Term Project (Part 2). Files are gzipped Excel Spreadsheets, which gives us human-readable names for columns (as opposed to the Compustat codes that are provided in CSV format). The data is cleaned and processed in the Jupyter Notebook file attached with our project submission.

Annual Bank Fundamentals

Collected from: https://wrds-www.wharton.upenn.edu/pages/get-data/compustat-capital-iq-standard-poors/compustat/bank-daily/bank-fundamentals-annual/

Using the following selectors:

  • Tickers: USB PNC WFC MTB BAC TFC JPM C TD BNS
  • Date Range: 2003-01 to 2023-04
  • Query Variables: all

Quarterly Bank Fundamentals

Collected from: https://wrds-www.wharton.upenn.edu/pages/get-data/compustat-capital-iq-standard-poors/compustat/bank-daily/bank-fundamentals-quarterly/

Using the following selectors:

  • Tickers: USB PNC WFC MTB BAC TFC JPM C TD BNS
  • Date Range: 2003-01 to 2023-04
  • Query Variables: all

Monthly Stock Data

Collected from: https://wrds-www.wharton.upenn.edu/pages/get-data/compustat-capital-iq-standard-poors/compustat/north-america-daily/security-monthly/

Using the following selectors:

  • Tickers: USB PNC WFC MTB BAC TFC JPM C TD BNS
  • Date Range: 2003-01 to 2023-04
  • Query Variables: all