WRDS, CRSP, and Compustat with Python
import pandas as pd
import numpy as np
import tidyfinance as tf
import pyarrow as pa
import pyarrow.parquet as pq
import pyarrow.dataset as ds
from plotnine import *
from mizani.formatters import comma_format, percent_format
from datetime import datetime
This chapter shows how to connect to Wharton Research Data Services (WRDS), a popular provider of financial and economic data for research applications. We use this connection to download the most commonly used data for stock and firm...
