Alternatives and similar repositories for CRSP_on_WRDS_introduction

Users that are interested in CRSP_on_WRDS_introduction are comparing it to the libraries listed below

• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• hmamaysky / MSFE-Information
  Info for Columbia Business School MSFE students
  ☆19Updated 2 weeks ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• velikov-mihail / AI-Powered-Scholarship
  Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship
  ☆62Updated 9 months 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.
  ☆51Updated 11 months ago
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆50Updated last month
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆327Updated 7 months ago
• KMueller-Lab / Global-Macro-Database
  This repository includes replication code and raw data used in the construction of the Global Macro Database.
  ☆175Updated last week
• davidjsmith44 / NLP-Fed-Speeches
  Economic Impact of Federal Reserve Speeches and Press Releases
  ☆13Updated 6 years ago
• mk0417 / open-asset-pricing-download
  ☆51Updated 7 months ago
• bashtage / mfe-toolbox
  ☆109Updated 3 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆47Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆73Updated 2 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• ZhangZhiHu / assetPricing
  ☆23Updated 8 years ago
• yangycpku / macro_ML
  Course Website on Macroeconomic Analysis with Machine Learning and Big Data
  ☆129Updated last year
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆13Updated last year
• ralphkoijen / demand_asset_pricing
  ☆15Updated 5 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆35Updated 2 years ago
• mschwedeler / firmlevelrisk
  Example code to create firm level risk in Hassan et al. (2020)
  ☆55Updated 3 years ago
• Wenzhi-Ding / Std_Security_Code
  This repo contains the link tables between ISIN and many other company/security identity codes.
  ☆55Updated 5 months ago
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆35Updated 10 months ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆20Updated last year