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code: sample code for the class over time documents: readings and updated tech papers

Main Data Source and documentation

...The list is incomplete, develop your research ability by trying, ask data provider or host support, web search, ChatGPT etc.

WRDS

......CRSP Link: https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/

.........Supporting documents, such as data Manuals are on the right side of the page.

.........As of Feb. 8th, 2023, the stock return data link:

............https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/annual-update/stock-version-2/

......WRDS support:

.........https://wrds-support.wharton.upenn.edu/hc/en-us/requests/new?ticket_form_id=360001322651

......Jupyter Notebook for Python on WRDS:

.........https://wrds-jupyter.wharton.upenn.edu/hub/login?next=%2Fhub%2F

......Knowing issues:

.........Cannot logon with Python code.

............Respond from WRDS:

        Thank you for contacting WRDS Support.

            Our apologies for this trouble. As a first step to resolving this issue, please try clearing the cookies in your browser, and then restarting your browser. If this does not resolve the issue, please make sure you have no cookie blockers operating in your browser. If you have browser extensions (Chrome, Firefox, etc. extensions) installed that block cookies, you will need to disable them, or configure them appropriately, before you can use WRDS. WRDS does not provide support for the use of such extensions.
            
            When the issue is caused by your library’s proxy server, the problem is usually that the proxy server is not set up correctly to handle domain-based cookies (see https://help.oclc.org/Library_Management/EZproxy/Get_started/EZproxy_technical_details#What_about_domain-based_cookies.3F).
            
            The "Stanza" for EZproxy, described in https://wrds-www.wharton.upenn.edu/pages/support/support-articles/miscellaneous/proxy-connections/configuring-ezproxy/, is needed for EZProxy to work with our cookies correctly. 
            
            Please let us know you require further trouble shooting, or if this resolves the error.

SEC-API

......Link: SEC-API.io

......Tutorials: On the top-right of the page.

Bloomberg:

Fixed Income

https://library.bu.edu/c.php?g=543024&p=3800689

https://www.bloomberg.com/professional/product/fixed-income-trading/

Excel Add-in

https://www.bloomberg.com/professional/blog/webinar/thai-bloomberg-data-in-excel-api-bql-webinar/

https://medium.com/specialist-library-support/introduction-to-bloomberg-excel-add-in-4a93dafe013c

https://guides.library.yale.edu/c.php?g=296285&p=1974285

Other Links:

https://nostarch.com/pythoncrashcourse2e

https://github.com/ehmatthes/pcc_2e

https://www.oreilly.com/library/view/python-for-finance/9781491945360/

https://github.com/yhilpisch/py4fi

https://home.tpq.io/

https://www.packtpub.com/product/mastering-pandas-for-finance/9781783985104

https://github.com/PacktPublishing/Mastering-Pandas-for-Finances

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