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Code that runs on WRDS cloud computer to combine daily stock files in the database into monthly stock files and export them

SAS 1 Updated Apr 17, 2019

A collection of sample codes designed as assignments for students taking Market Microstructure

R 3 1 Updated Oct 7, 2018

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

Python 2 1 Updated Aug 2, 2019

A collection of git automation bash scripts

Shell 1 Updated Jun 27, 2018