Alternatives and similar repositories for Datastream-Worldscope-fundamental-dataset

Users that are interested in Datastream-Worldscope-fundamental-dataset are comparing it to the libraries listed below

• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆12Updated last year
• snauhaus / link_compustat_ibes
  A python script to create a mapping table between I/B/E/S and Compustat
  ☆18Updated 5 years ago
• Wentworthliu123 / Fama_French_Selfstudy
  ☆9Updated 5 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆31Updated 2 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆34Updated 5 months ago
• NighT-TraiN / Fama-French-Replication
  ☆12Updated 10 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated 11 months ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆9Updated 11 years ago
• czi-finance / wrds_sample_code
  Sample SAS programs that process WRDS data and facilitate econometric analysis
  ☆16Updated 3 years ago
• ralphkoijen / demand_asset_pricing
  ☆14Updated 4 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆50Updated 6 months ago
• iangow / wrds2pg
  Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
  ☆18Updated 10 months ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆38Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• dongxy1014 / Bond-Risk-Premia
  Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python
  ☆12Updated 2 years ago
• attilabalogh / 012-Matching
  Data matching for corporate governance research
  ☆17Updated last year
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆38Updated last week
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 11 months ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• Karansamlal / HAR-RV-model
  Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (‎2009).
  ☆12Updated 4 years ago
• volkovacodes / IPO-Review-Chapter
  Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP
  ☆19Updated 7 years ago
• mgao6767 / edgar-analyzer
  EDGAR filings downloader and analyzer
  ☆18Updated last year
• bank-of-england / MachineLearningCrisisPrediction
  ☆37Updated last year
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago