wharton / wrds
Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe. For any issues with this package, please contact wrds-support@wharton.upenn.edu.
☆135Updated 2 months ago
Alternatives and similar repositories for wrds:
Users that are interested in wrds are comparing it to the libraries listed below
- Code to get data from WRDS to PostgreSQL☆46Updated 5 months ago
- This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 an…☆63Updated last year
- Financial research data services for academics.☆88Updated 2 months ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆64Updated last year
- Python web crawler to pull fund holdings from the SEC EDGAR database☆31Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆48Updated 5 months ago
- A mapping between SDCs M&A database and the gvkey's in Compustat☆81Updated 8 months ago
- MD&A sections from 10-Ks; 2002-2018☆33Updated 4 months ago
- Example code of simple things one can do with our open-source asset pricing data☆50Updated 7 months ago
- Calculate U.S. equity (portfolio) characteristics☆86Updated 8 months ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆38Updated 9 months ago
- provide cik to cusip links using 13G and 13D filings☆163Updated 2 weeks ago
- Python package for downloading data from the Bureau of Economic Analysis (BEA) data API.☆71Updated 4 years ago
- Utilities for data munching with WRDS SAS☆22Updated 10 years ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆92Updated 3 weeks ago
- Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP☆19Updated 7 years ago
- Replication of momentum strategy☆18Updated 2 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆18Updated 8 months ago
- EDGAR filings downloader and analyzer☆17Updated last year
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆16Updated 3 years ago
- Example code to create firm level risk in Hassan et al. (2020)☆51Updated 2 years ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆54Updated 3 months ago
- Nowcasting☆216Updated 5 years ago
- https://arxiv.org/abs/1805.01104☆113Updated 4 years ago
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago
- ☆97Updated 3 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆19Updated last year
- A python script to create a mapping table between I/B/E/S and Compustat☆18Updated 5 years ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 5 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆295Updated last month