wrds

Deep learning for forecasting company fundamental data

Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV

Template for an Accounting or Finance Research Project

Sample SAS programs that process WRDS data and facilitate econometric analysis

A python script to create a mapping table between I/B/E/S and Compustat

A Julia package for downloading, merging, and using CRSP and Compustat data from the Wharton Research Data Services (WRDS)

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.

A lightweight Claude Code project for exploring academic literature, brainstorming research ideas, and managing citations. Powered by Corbis MCP.

A simple SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.

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.

This R package provides simple functions for accessing data from WRDS.

Access TAQ from WRDS and tick data from LSEG Tick History

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

Interactive research platform for volatility-surface reconstruction, Heston and GBM scenarios, and option-portfolio VaR/ES.

Calculation of stock realized variance based on trade data on WRDS cloud

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.

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

Replication code for "Industry factor structure: Beta estimation and cross-sectional returns" (Woo & Kim, 2026)

Master workshop: introduction to WRDS