Code and Data
- (FI)nance (RE)search Python Tools: fire_pytools
Bitbucket Repository: bitbucket.org/liramota/fire_pytools
This is a collection of useful functions in finance research.
Direct download of CRSP and Compustat from WRDS server;
Direct download of Ken French data library;
Portfolio sorts tools.
Replicate Fama and French factors.
2. Big Data in Finance, PhD Course: big_data2020
Bitbucket Repository: bitbucket.org/liramota/big_data2020
This repository contains class material for Part II of Big Data in Finance (PhD, Spring 2020).
Overview of Compustat data set;
Overview of CRSP data set;
Factor investings tools.
This repository contains hand collected data on the financial assets of US nonfinancial firms.
Repository: CEPs and hedge portfolios
This repository contains daily and monthly returns of characteristics efficient portfolios and hedge portfolios.