Deep learning for forecasting company fundamental data
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Jul 23, 2019 - Python
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wrds
Here are 33 public repositories matching this topic...
Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
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Feb 9, 2023 - Python
Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
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Feb 11, 2026 - Jupyter Notebook
Template for an Accounting or Finance Research Project
python finance r reproducible-research accounting stata sas teaching-materials empirical-research wrds
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Jun 1, 2026 - SAS
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.
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Mar 26, 2021 - R
A Julia package for downloading, merging, and using CRSP and Compustat data from the Wharton Research Data Services (WRDS)
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Feb 10, 2026 - Julia
A lightweight Claude Code project for exploring academic literature, brainstorming research ideas, and managing citations. Powered by Corbis MCP.
real-estate plugin finance research replication academic econometrics cursor phd codex claude literature-review wrds academic-research claude-code codex-cli claude-code-plugin codex-plugin codex-skill corbis
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Apr 21, 2026 - Python
Research framework for optimal high-frequency market making with Avellaneda-Stoikov quoting, WRDS TAQ replay backtesting, queue-aware fills, volatility-adaptive spreads, and robust execution/P&L analysis.
python numpy pandas quantitative-finance algorithmic-trading limit-order-book backtesting market-microstructure high-frequency-trading taq market-making wrds execution-algorithms avellaneda-stoikov limit-orders
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Jun 3, 2026 - Python
From-scratch replication of Loughran and McDonald (2011) — SEC 10-K sentiment analysis with the LM Master Dictionary, and Fama-MacBeth regressions on filing-period excess returns.
python nlp finance replication sentiment-analysis accounting asset-pricing edgar textual-analysis fama-macbeth 10-k sec-filings wrds empirical-finance loughran-mcdonald
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Jun 27, 2026 - Python
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
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Aug 2, 2019 - Python
Access TAQ from WRDS and tick data from LSEG Tick History
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Mar 24, 2026 - R
Code that runs on WRDS cloud computer to combine daily stock files in the database into monthly stock files and export them
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Apr 17, 2019 - SAS
Replication code for "The Shape of Beta: Industry Factor Structure and Crisis Risk Premium" (Woo & Kim, 2026)
python asset-pricing fama-french financial-economics crsp wrds factor-model beta-estimation crisis-risk-premium industry-shrinkage
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Mar 5, 2026 - Python
Calculation of stock realized variance based on trade data on WRDS cloud
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Dec 6, 2018 - SAS
Multi-pillar L/S equity research on DoorDash (DASH): alt-data signals → GOV surprise forecast → revenue / contribution-margin / EBITDA chain → CAR event study. Pre-registered Q1 2026 prediction.
uber scikit-learn pandas lasso statsmodels instacart ridge event-study doordash food-delivery wrds ubereats quantitative-research equity-research walk-forward-validation long-short-equity alt-data consumer-discretionary pre-registered-research
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May 8, 2026 - Jupyter Notebook
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