wrds
There are 12 repositories under wrds topic.
euclidjda/deep-quant
Deep learning for forecasting company fundamental data
fkempf92/FactorData
Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
iangow/wrds2pg
Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
snauhaus/link_compustat_ibes
A python script to create a mapping table between I/B/E/S and Compustat
czi-finance/wrds_sample_code
Sample SAS programs that process WRDS data and facilitate econometric analysis
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.
junder873/WRDSMerger.jl
A Julia package for downloading, merging, and using CRSP and Compustat data from the Wharton Research Data Services (WRDS)
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.
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
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
emmajy-li/realized_variance
Calculation of stock realized variance based on trade data on WRDS cloud
mk0417/intro-wrds-master
Master workshop: introduction to WRDS