Skip to content

Commit

Permalink
build based on 7a10844
Browse files Browse the repository at this point in the history
  • Loading branch information
Documenter.jl committed Jun 29, 2024
1 parent 5225555 commit 2fcd521
Show file tree
Hide file tree
Showing 6 changed files with 10 additions and 10 deletions.
2 changes: 1 addition & 1 deletion dev/demo/beta/index.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -39,4 +39,4 @@
end
end
unique(df_msf, r"β")
select(unique(df_msf, r&quot;β&quot;), :permno, :β_MKT, :β_SMB, :β_HML)</code></pre><h2 id="Rolling-betas"><a class="docs-heading-anchor" href="#Rolling-betas">Rolling betas</a><a id="Rolling-betas-1"></a><a class="docs-heading-anchor-permalink" href="#Rolling-betas" title="Permalink"></a></h2><p>...</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../../man/wrds_guide/">« WRDS User Guide</a><a class="docs-footer-nextpage" href="../../lib/public/">Public Interface »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Friday 7 June 2024 01:29">Friday 7 June 2024</span>. Using Julia version 1.9.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
select(unique(df_msf, r&quot;β&quot;), :permno, :β_MKT, :β_SMB, :β_HML)</code></pre><h2 id="Rolling-betas"><a class="docs-heading-anchor" href="#Rolling-betas">Rolling betas</a><a id="Rolling-betas-1"></a><a class="docs-heading-anchor-permalink" href="#Rolling-betas" title="Permalink"></a></h2><p>...</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../../man/wrds_guide/">« WRDS User Guide</a><a class="docs-footer-nextpage" href="../../lib/public/">Public Interface »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Saturday 29 June 2024 17:37">Saturday 29 June 2024</span>. Using Julia version 1.9.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion dev/index.html
View file
Original file line number Diff line number Diff line change
@@ -1,3 +1,3 @@
<!DOCTYPE html>
<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · FinanceRoutines.jl</title><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.045/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.24/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>FinanceRoutines.jl</a></span></div><form class="docs-search" action="search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Home</a><ul class="internal"><li><a class="tocitem" href="#Introduction"><span>Introduction</span></a></li><li><a class="tocitem" href="#Installation"><span>Installation</span></a></li><li><a class="tocitem" href="#Usage"><span>Usage</span></a></li><li><a class="tocitem" href="#Other-Resources"><span>Other Resources</span></a></li><li><a class="tocitem" href="#Index"><span>Index</span></a></li></ul></li><li><span class="tocitem">Manual</span><ul><li><a class="tocitem" href="man/wrds_guide/">WRDS User Guide</a></li></ul></li><li><span class="tocitem">Demos</span><ul><li><a class="tocitem" href="demo/beta/">Estimating Beta</a></li></ul></li><li><span class="tocitem">Library</span><ul><li><a class="tocitem" href="lib/public/">Public Interface</a></li><li><a class="tocitem" href="lib/internals/">Package Internals</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/eloualiche/FinanceRoutines.jl/blob/main/docs/src/index.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="FinanceRoutines.jl"><a class="docs-heading-anchor" href="#FinanceRoutines.jl">FinanceRoutines.jl</a><a id="FinanceRoutines.jl-1"></a><a class="docs-heading-anchor-permalink" href="#FinanceRoutines.jl" title="Permalink"></a></h1><p><em>Some useful tools to work with academic financial data in Julia</em></p><h2 id="Introduction"><a class="docs-heading-anchor" href="#Introduction">Introduction</a><a id="Introduction-1"></a><a class="docs-heading-anchor-permalink" href="#Introduction" title="Permalink"></a></h2><p>This package provides a collection of routines for academic finance work. This is useful to get started with a clean copy of asset prices from CRSP and a ad-hoc merge with the accounting data from the Compustat Funda file. </p><p>I have also added utilities to download treasury yield curves (GSW) and Fama-French research factors.</p><p>This is still very much work in progress: file <a href="https://github.com/eloualiche/FinanceRoutines.jl/issues">issues</a> for comments.</p><h2 id="Installation"><a class="docs-heading-anchor" href="#Installation">Installation</a><a id="Installation-1"></a><a class="docs-heading-anchor-permalink" href="#Installation" title="Permalink"></a></h2><p><code>FinanceRoutines.jl</code> is a not yet a registered package. You can install it from github via</p><pre><code class="language-julia hljs">import Pkg
Pkg.add(&quot;https://github.com/eloualiche/FinanceRoutines.jl&quot;)</code></pre><h2 id="Usage"><a class="docs-heading-anchor" href="#Usage">Usage</a><a id="Usage-1"></a><a class="docs-heading-anchor-permalink" href="#Usage" title="Permalink"></a></h2><ul><li><p>Using WRDS (CRSP, Compustat, etc)</p><ul><li>See the <a href="man/wrds_guide/#WRDS-User-Guide">WRDS User Guide</a> for an introduction to using the package to download data from WRDS</li></ul></li><li><p>Demos to how this integrates into standard estimations</p><ul><li>See how to estimate asset pricing betas in the <a href="demo/beta/#Estimating-Beta">Estimating Beta</a> demo.</li></ul></li></ul><h2 id="Other-Resources"><a class="docs-heading-anchor" href="#Other-Resources">Other Resources</a><a id="Other-Resources-1"></a><a class="docs-heading-anchor-permalink" href="#Other-Resources" title="Permalink"></a></h2><p>There are multiple online resources on using the WRDS Postgres database and build the standard finance and accounting datasets:</p><ul><li>Ian D. Gow and Tony Ding: <em>&quot;Empirical Research in Accounting: Tools and Methods&quot;</em>; available <a href="https://iangow.github.io/far_book/">here</a></li><li>Chen, Andrew Y. and Tom Zimmermann: <em>&quot;Open Source Cross-Sectional Asset Pricing&quot;</em>; 2022, 27:2; available <a href="https://www.openassetpricing.com/code/">here</a></li><li>Christoph Scheuch, Stefan Voigt, Patrick Weiss: <em>&quot;Tidy Finance with R&quot;</em>; 2023; Chapman &amp; Hall; available <a href="https://www.tidy-finance.org/r/">here</a></li></ul><h2 id="Index"><a class="docs-heading-anchor" href="#Index">Index</a><a id="Index-1"></a><a class="docs-heading-anchor-permalink" href="#Index" title="Permalink"></a></h2><ul><li><a href="lib/public/#FinanceRoutines.build_Funda!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.build_Funda!</code></a></li><li><a href="lib/public/#FinanceRoutines.build_MSF!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.build_MSF!</code></a></li><li><a href="lib/public/#FinanceRoutines.estimate_price_GSW!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.estimate_price_GSW!</code></a></li><li><a href="lib/public/#FinanceRoutines.estimate_return_GSW!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.estimate_return_GSW!</code></a></li><li><a href="lib/public/#FinanceRoutines.estimate_yield_GSW!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.estimate_yield_GSW!</code></a></li><li><a href="lib/public/#FinanceRoutines.import_FF3-Tuple{Symbol}"><code>FinanceRoutines.import_FF3</code></a></li><li><a href="lib/public/#FinanceRoutines.import_Funda-Tuple{LibPQ.Connection}"><code>FinanceRoutines.import_Funda</code></a></li><li><a href="lib/public/#FinanceRoutines.import_GSW-Tuple{}"><code>FinanceRoutines.import_GSW</code></a></li><li><a href="lib/public/#FinanceRoutines.import_MSF-Tuple{LibPQ.Connection}"><code>FinanceRoutines.import_MSF</code></a></li><li><a href="lib/internals/#FinanceRoutines.open_wrds_pg-Tuple{AbstractString, AbstractString}"><code>FinanceRoutines.open_wrds_pg</code></a></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="man/wrds_guide/">WRDS User Guide »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Friday 7 June 2024 01:29">Friday 7 June 2024</span>. Using Julia version 1.9.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
Pkg.add(&quot;https://github.com/eloualiche/FinanceRoutines.jl&quot;)</code></pre><h2 id="Usage"><a class="docs-heading-anchor" href="#Usage">Usage</a><a id="Usage-1"></a><a class="docs-heading-anchor-permalink" href="#Usage" title="Permalink"></a></h2><ul><li><p>Using WRDS (CRSP, Compustat, etc)</p><ul><li>See the <a href="man/wrds_guide/#WRDS-User-Guide">WRDS User Guide</a> for an introduction to using the package to download data from WRDS</li></ul></li><li><p>Demos to how this integrates into standard estimations</p><ul><li>See how to estimate asset pricing betas in the <a href="demo/beta/#Estimating-Beta">Estimating Beta</a> demo.</li></ul></li></ul><h2 id="Other-Resources"><a class="docs-heading-anchor" href="#Other-Resources">Other Resources</a><a id="Other-Resources-1"></a><a class="docs-heading-anchor-permalink" href="#Other-Resources" title="Permalink"></a></h2><p>There are multiple online resources on using the WRDS Postgres database and build the standard finance and accounting datasets:</p><ul><li>Ian D. Gow and Tony Ding: <em>&quot;Empirical Research in Accounting: Tools and Methods&quot;</em>; available <a href="https://iangow.github.io/far_book/">here</a></li><li>Chen, Andrew Y. and Tom Zimmermann: <em>&quot;Open Source Cross-Sectional Asset Pricing&quot;</em>; 2022, 27:2; available <a href="https://www.openassetpricing.com/code/">here</a></li><li>Christoph Scheuch, Stefan Voigt, Patrick Weiss: <em>&quot;Tidy Finance with R&quot;</em>; 2023; Chapman &amp; Hall; available <a href="https://www.tidy-finance.org/r/">here</a></li></ul><h2 id="Index"><a class="docs-heading-anchor" href="#Index">Index</a><a id="Index-1"></a><a class="docs-heading-anchor-permalink" href="#Index" title="Permalink"></a></h2><ul><li><a href="lib/public/#FinanceRoutines.build_Funda!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.build_Funda!</code></a></li><li><a href="lib/public/#FinanceRoutines.build_MSF!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.build_MSF!</code></a></li><li><a href="lib/public/#FinanceRoutines.estimate_price_GSW!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.estimate_price_GSW!</code></a></li><li><a href="lib/public/#FinanceRoutines.estimate_return_GSW!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.estimate_return_GSW!</code></a></li><li><a href="lib/public/#FinanceRoutines.estimate_yield_GSW!-Tuple{DataFrames.DataFrame}"><code>FinanceRoutines.estimate_yield_GSW!</code></a></li><li><a href="lib/public/#FinanceRoutines.import_FF3-Tuple{Symbol}"><code>FinanceRoutines.import_FF3</code></a></li><li><a href="lib/public/#FinanceRoutines.import_Funda-Tuple{LibPQ.Connection}"><code>FinanceRoutines.import_Funda</code></a></li><li><a href="lib/public/#FinanceRoutines.import_GSW-Tuple{}"><code>FinanceRoutines.import_GSW</code></a></li><li><a href="lib/public/#FinanceRoutines.import_MSF-Tuple{LibPQ.Connection}"><code>FinanceRoutines.import_MSF</code></a></li><li><a href="lib/internals/#FinanceRoutines.open_wrds_pg-Tuple{AbstractString, AbstractString}"><code>FinanceRoutines.open_wrds_pg</code></a></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="man/wrds_guide/">WRDS User Guide »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Saturday 29 June 2024 17:37">Saturday 29 June 2024</span>. Using Julia version 1.9.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
Loading

0 comments on commit 2fcd521

Please sign in to comment.