Michael Robbins
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CRSP/Compustat Merged Backtest & Attribution Prep
CRSP/Compustat Merged Backtest & Attribution Prep
6개월 전 | 다운로드 수: 1 |
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Import CRSP/Compustat Merged Database Linking Table
Import CRSP/Compustat Merged Database Linking Table
6개월 전 | 다운로드 수: 1 |
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Parse Bloomberg PORT Holdings Trend Report
Parses Bloombertg's PORT function Holdings Trend Report. www.QuantitativeAssetManagement.com https://www.amazon.com/Quantitative...
9개월 전 | 다운로드 수: 1 |
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Rolling Returns and Yearly Returns
Transform a tall table of returns into a table of rolling returns and a table of yearly returns.
10개월 전 | 다운로드 수: 2 |
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Load Large Bloomberg Excel Data File
Load Excel data created with BDH in Excel. It can efficiently load hundreds of megabytes of Excel data.
11개월 전 | 다운로드 수: 1 |
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CRSP to MATLAB (Adjusted Prices and Total Returns)
Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework...
11개월 전 | 다운로드 수: 1 |
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Download Yahoo Adjusted Prices
Downloads and converts adjusted prices to a format for use with the Backtesting Framework.
11개월 전 | 다운로드 수: 3 |
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Load adjusted prices from Bloomberg
Load adjusted prices from Bloomberg in a format for use with the Backtesting Framework.
11개월 전 | 다운로드 수: 1 |
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Scrape Fiducient capital markets assumptions and other table
Scrape Fiducient capital markets assumptions and other tables from the Portfolio Engineer in a format for use with the Backtesti...
11개월 전 | 다운로드 수: 1 |