Now, more than always, access to information, analytics, research
and engineering is disquisitional to your mission. From
the classroom, boardroom, or abode, for 25+ years
WRDS has supported users with targeted solutions that
underpin research, reinforce learning, and enable discovery.

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SAS Studio - Role 1

This is WRDS' introduction to accessing information through SAS/Studio. This tutorial is intended for showtime time users or experienced users looking to refresh their knowledge of how to access and explore data in SAS/Studio.

Research Data Overview of WRDS

This quick overview of the research data on WRDS begins by describing usage of the well-nigh popular databases.

Databases offered on WRDS are introduced, categorized by topic:

  • Pricing information, including CRSP, Compustat, TAQ, OptionMetrics, and TRACE
  • Fundamental data, including Compustat, FactSet, Capital IQ and WorldScope
  • Earnings and estimates data, including I/B/Eastward/S and Zacks
  • Institutional buying data, including Thomson Reuters, CRSP Common Funds, WRDS-SEC Data, and AuditAnalytics
  • Other types of data, including ExecuComp, BoardEx, RavenPack and Capital IQ Central Developments

The video concludes by highlighting a suite of tools that can be used to link databases for conducting empirical inquiry.

Introduction to Compustat | Part 1

View the scope of information, extensive use-cases and breadth support documentation for Compustat on WRDS.

Our doctoral-level experts guide you through an overview of Compustat information on WRDS.

  • What is Compustat?
  • Coverage
  • Linking with Compustat

Introduction to Compustat | Role 2

Expand your knowledge of the benefits of Compustat data on WRDS through this guided video overview.

Supporting all levels of feel, Part Ii of our Compustat overview continues with instruction on

  • How to access data
  • How to link with other data for inquiry

CRSP Basics

Access a comprehensive overview of CRSP information on WRDS.

Key discussion points include:

  • The popularity of CRSP data
  • CRSP features and benefits
  • Types of CRSP data accessible
  • Examples of how information is presented on WRDS

CRSP Stock Database Construction

Explore CRSP's stock database and detect out why it is relied on past researchers across the earth.

Topics covered in this overview include:

  • Types of Updates
  • Time Series vs Event Files
  • How to Merge the files

CRSP's rigorous analysis for accuracy and unique research source is characterized past its unmatched breadth, depth, and completeness — providing unique permanent identifiers backtesting, time series and event studies, and measurement of functioning.

CRSP Coverage

Learn most the latitude of coverage for CRSP information in this video overview.

CRSP information on WRDS
United states Stock
Historical Indices
US Index History
US Treasury and Aggrandizement Series
Survivor-Bias-Costless Mutual Funds
CRSP-Compustat Merged
Ziman Existent Estate

CRSP - Useful Variables

Become a more advanced CRSP user by learning details about CRSP variables, such every bit:

  • What are "negative" CRPS prices
  • How to utilize CRSP data to create a time-series of prices that is consistent after a split up
  • An explanation of the formula used to summate returns with dividends
  • How delisting returns are calculated
  • What to practice about missing delisting returns
  • How to calculate market place capitalization

Merging CRSP and Compustat Data

Learn how to merge information from the ii most widely-used databases in empirical financial research. The discussion covers:

  • Important structural differences between the two datasets
  • Code for merging CRSP and Compustat information at the security level by CUSIP
  • Code for using the CRSP/Compustat Merged Database (CCM) to merge by CCM link table
  • Notable differences between matching by CUSIP and matching using CCM

I/B/E/S on WRDS — Introduction and Research Guide

Take a guided tour through I/B/Eastward/South data — the premier analyst forecast information in academia.

Key discussion points:

  • Introduction
  • Data categories
  • Identifiers
  • Forecasting time lines
  • I/B/E/S Research Guide

Conduct research using I/B/E/S, I/B/Eastward/S Global Aggregates, I/B/E/S Key Performance Indicators (KPI), and I/B/Due east/Due south Guidance.

Introduction to S&P Capital IQ

Identify detailed company financial information for U.South. and international public and private companies and investment firms through S&P Upper-case letter IQ.

Admission these key Due south&P Uppercase IQ databases through WRDS:

  • Capital Structure-Debt
  • Key Developments
  • Professionals
  • Transcripts

Upper-case letter IQ - Introduction

This video presents an overview of Capital IQ on the WRDs platform, including detailed information on the following datasets:

  • Capital Construction
  • People Intelligence
  • Key Developments
  • Transactions
  • Transcripts

The video concludes with a apply instance study, illustrating the powerful links bachelor beyond Capital letter IQ products.

Capital IQ Transcripts

Uppercase IQ Transcripts provides historical briefing telephone call transcripts grade around the world, covering approximately viii,000 public companies. Learn key data for using this data, including:

  • Details about coverage
  • How the data is collected and processed
  • How the data in the CIQ Transcripts parcel on WRDS is structured
  • Summary statistics, such as call types and a breakup of transcripts past land and year
  • Description of the full text data accessible on the WRDS Cloud

Capital IQ - How to Utilise

Using concrete examples with Capital IQ Transcripts, this video illustrates different ways to access data. For example, instructions are provided on how to pull Apple'southward 2015 earnings call transcripts using:

  • PC-SAS Connect
  • Python
  • PostgreSql on the WRDs Cloud

Compustat Global: The Basics

Begins with an overview of Compustat Global, highlighting the database'southward coverage and bachelor variables. Will you demand to filter by country for your research? Step-by-step instructions are provided.

The iii types of Compustat Global data available on the WRDS platform are explored:

  • Fundamentals data
  • Alphabetize constituents and index prices
  • Securities data

The tutorial concludes with a discussion of some common research questions regarding Compustat Global data.

Compustat Execucomp: The Nuts

Compustat Execucomp is introduced, with a discussion of the:

  • Data, including details about coverage, where the data is sourced from, and the unlike datasets that make up Execucomp
  • Compensation items, including total bounty, cash compensation, and stock & option compensation
  • Tracking of executives, including using the almanac CEO flag, and identifying board members that are CEOs

The video concludes by highlighting the support documentation bachelor on WRDS for Execucomp.

Ownership Data | Office i

WRDS ownership data offerings have substantially expanded in recent years. This comprehensive overview of buying data at WRDS examines ownership data at the:

  • Institutional level
  • Porfolio or fund level
  • Insiders level

Regulatory details, data coverage, and reporting frequency are all discussed in this showtime part of a ii-part video series on ownership data.

Ownership Information | Office 2

What information should researchers know when selecting which ownership data to use? This second video in the two-part series on ownership data focuses on known data issues in the most commonly used databases.

For case, a comparison of the iii following datasets is discussed:

  • Thomson-Reuters Common Fund Information (Legacy SP feed)
  • Thomson-Reuters Global Ownership Information (OP feed)
  • CRSP Common Fund Database

The video concludes with an overview of the available WRDS research applications related to ownership information.

NYSE TAQ — Introduction

NYSE TAQ data — Introduction

WRDS guides you through the introductory steps to access current U.S. market equities at the millisecond level including:

  • Access current U.S. market equities at the millisecond level.
  • View granular details of all merchandise and quote activity.
  • Validate best execution, develop profitable trading strategies and perform in-depth research on the amass market place.

American Hospital Association (AHA)

This video overview of the American Hospital Association (AHA) data on WRDS features access to multiple data sets that embrace demographic, operational, financial and IT characteristics of the nation's hospitals.

Topics covered: Research trends, COVID-19, and new variables.

Information collected by the American Hospital Association (AHA) represents the single best source for apparent, consistent information nigh the nation's hospitals.

Financial Statements: Intro to the Major International Databases

Which international database will work best for your research? View an in-depth comparing of the four primary international databases that provide fiscal statement data:

  • Compustat Global
  • BvD Osiris
  • Refinitive Worldscope
  • FactSet Fundamentals

Learn about the contents and coverage of each database. In add-on, this tutorial provides a discussion of the pros and cons of the databases, also every bit their common characteristics.

Introduction to Event Study past WRDS

Instant visualization of the event of events on stock returns – U.S. and Global.

Extract detailed, back-end information for analysis, retrieve the behind-the-scenes set of codes, or access in-depth documentation on methodology used.


Primal Features include

  • Charts on Mean Cumulative Returns with significance intervals, mean Cumulative Full Returns (CTRs), mean Cumulative Abnormal (CARs) and hateful BHARs
  • Daily Event Studies based on Capital IQ Cardinal Development upshot
  • International Event Studies, covering 48 countries

WRDS-SEC | 1. Introduction

The WRDS SEC Analytics Suite is a "one-stop" research platform that provides standardized service tools to enable users to overcome the challenges in systematically parsing regulatory reports on the SEC website.

This video--the first in a multi-part series--introduces the WRDS SEC Analytics Suite, covering:

  • Importance of regulatory filings
  • Newly available disclosures
  • Search capabilities
  • Derived datasets
  • Tracking of entities over fourth dimension using linking tables
  • Growth of available SEC filings over time

WRDS SEC | ii. Filings and Metadata

With over 19.viii million SEC filings available since 1994, it is important to be able to hands access the the specific filings that are of interest.

This video--the second in a series--discusses the structure of SEC filings, including

  • How the filings are maintained
  • How the filings are organized on the WRDS server
  • How the filings are referenced in the metadata

WRDS SEC | three. Queries and Analytics

This third video in the series explains how to use spider web queries to access the SEC filings--including lists of exhibits and viii-K items--with a item emphasis on the versatility of the search function. The discussion likewise includes a description of available textual analytics tools, roofing

  • Readability and sentiment
  • WRDS Bag of Words

Introduction to WRDS Insiders

WRDS Insiders includes all insider trades subsequently the SEC mandated electronic disclosure--from June 30, 2003 to the present. This introductory video covers central data for using the data, such every bit:

  • What is covered in the data?
  • Where does the data come from?
  • How is the data structured?

Using WRDS Insiders

Comprehensive guide to using WRDS Insiders, including:

  • Details about WRDS Insiders coverage
  • Description of insider trading transactions common to all insider trading databases
  • Discussion of the general ecosystem of insider trading

Assembling WRDS Insiders

Guide to assembling a trade level dataset for derivatives/non-derivatives transactions in WRDS Insiders. The end event is the creation of a dataset similar to Thomson-Reuters Table ane/Tabular array 2.

WRDS Linking Procedures

In that location are hundreds of datasets provided by different vendors on WRDS. Learn the basics to linking databases, including:

  • Mutual identifiers used for linking
  • Procedures used to generate linking tables on WRDS
  • Other linking resource bachelor on WRDS

Fama-French SMB and HML | SAS Replication

The goal of this application is to reproduce, as closely equally possible, the Fama-French SMB and HML factors in order to provide researchers with a set of programs that tin can be modified to farther advance inquiry in this area. This tutorial presents a footstep-by-stride replication of the SMB and HML Fama-French factors using SAS, including:

  • Using Compustat data to summate book value of equity
  • Using CRSP stock data for portfolio formation
  • Merging of CRSP and Compustat data
  • Portfolio germination
  • Calculating the Fama-French factors
  • Comparison of results with Ken French's data

A series of additional videos describes each of the calculations backside these steps in more detail.

Fama-French SMB and HML | i. Book-Equity

Acquire how to work with Compustat annual data to calculate the book value of mutual shares. Presentation includes detailed examination of the relevant portion of SAS code used to replicate the Fama-French factors.

Fama-French SMB and HML | two. CRSP Stock Data

Larn how to piece of work with CRSP stock data to summate market place disinterestedness. Presentation includes detailed examination of the relevant portion of SAS lawmaking used to replicate the Fama-French factors.

Fama-French SMB and HML | three. CRSP

Learn how to work with CRSP information to calculate portfolio weights for value-weighted returns. Presentation includes detailed test of the relevant portion of SAS code used to replicate the Fama-French factors.

Fama-French SMB and HML | 4. Merge CRSP and Compustat: B/Thou Ratio

Learn how to merge CRSP and Compustat data to create book-to-market ratios. Presentation includes a detailed examination of the relevant portion of the SAS lawmaking used for replicating the Fama-French factors.

Fama-French SMB and HML | 5. Portfolio Formation

Learn how to form portfolios and calculate the returns necessary to create the SMB and HML factors. Presentation includes a detailed examination of the relevant portion of the SAS code used for replicating the Fama-French factors.

Fama-French SMB and HML | six. Calculating Fama-French Factors

This last video in the Fama-French series demonstrates the last footstep in the process: how to calculate the SMB and HML Fama-French factors. Presentation includes a detailed examination of the relevant portion of the SAS code used for replicating the Fama-French factors. The video concludes with a discussion of the correlation between the results of this replication and Professor French's factors.

Accessing WRDS Cloud

Acquire how the WRDS Deject can be used to execute inquiry and strategy development.

  • How to access WRDS Support Section for Deject needs
  • Which languages are supported on WRDS Cloud
  • WRDS Spider web-query -vs- the WRDS Deject
  • Head nodes -vs- compute nodes

Using Python on WRDS Platform

Acquire how to apply Python on the WRDS platform, including:

  • Establishing a connection to the WRDS server
  • Using the basic functions provided by the WRDS API

Momentum Strategy

Sit-in of how to run a momentum strategy using the WRDS Python API and the CRSP dataset.

  • Follows the momentum strategy every bit documented by Jegadeesh and Titman (1993)
  • Includes how to plot the render series

Python Virtual Environments

This tutorial for how to create Python virtual environments on the WRDS server covers:

  • Benefits of using a virtual surroundings
  • Steps for creating a virtual environment
  • Activating and deactivating a virtual environment
  • Using pip to install packages

OLS Regression in Python

Step-by-step instructions for how to run a bones regression in Python. Learn how to:

  • Install the required packages
  • Read data into Python
  • Fit a model
  • Obtain output from the model

Use SAS in Python: SASPy - Introduction 1

SASPy is a Python parcel which enables integration of SAS programs with Python programs. This video--the first in a 4-part series--presents a general overview of the package, including:

  • Reasons for using SASPy
  • Configuration for local estimator
  • How to use SASPy on the WRDS Cloud

Use SAS in Python: SASPy - Introduction two

This second video in the SASPy series introduces useful SASPy functions, as well as Jupyter magic for SAS. The tutorial includes:

  • Starting a SAS session
  • Submitting SAS jobs in a Python session
  • Exchanging data between SAS and Python
  • Transferring a Python variable to SAS macro variable

Use SAS in Python: SASPy - Introduction 3

This third video in the SASPy series demonstrates how to piece of work with SASPy on WRDS Jupyter Hub. The tutorial covers many functions, including:

  • Avant-garde SAS data access using dataset options
  • Methods for submitting a SAS job
  • Transferring macro variables between SAS and Python

Utilize SAS in Python: SASPy - Introduction four

This last video in the four-role series demonstrates a sample workflow using Python and SASPy running on a local PC. The instance used is running an upshot written report using CRSP data and a pre-written SAS macro.

Quick Intro to WRDS

WRDS guides you through the website and introduces you to query pages, innovative tools, comprehensive resources, and research support.

WRDS democratizes data access so that all disciplines can hands search for concepts across the data repository — hosting the broadest collection of data on the almost robust computing infrastructure.

Quick Intro to WRDS | Castilian

WRDS te guía a través de la plataforma y te presenta su página web en donde descargar datos, sus herramientas innovadoras, así como sus recursos integrales y de apoyo para el investigador.

  • Primeros Pasos
  • ¿Qué datos puedes encontrar en WRDS?
  • ¿Cómo hacer una descarga web?
  • Herramientas de Analytics creadas por WRDS
  • Herramientas para la Investigación, ejemplos de programación, y más
  • Herramientas de apoyo para el investigador.

Introduction to Web Queries

Access WRDS data through our easy-to-use web-based interface. The simply requirements are a web browser and Net access. Learn how to:

  • Add together filters and select variables
  • Select the output format
  • Download the data
  • Access past queries

This tutorial is intended for first-fourth dimension users, or experienced users looking to refresh their knowledge.

Data past Concept

Our experts guide you in finding the data needed for your research.

  • How data is categorized
  • Techniques to locate data
  • Resources that index WRDS' information

Trial Data

Learn how to access sample sets of trial information at WRDS.

Variable Search

Learn how to search for variables in datasets and forms.

Accessing WRDS Support

This video bout will guide you through the extensive support services offered by WRDS.

Our staff of technical and enquiry specialists assist with questions pertaining to research, data queries, and programming.

Classroom by WRDS

Experience how this didactics and learning toolkit tin innovate finance and business organization concepts through interactive applications and simulations.

Instructors can utilize these robust tools as a cadre component of the curriculum, for stand-lone lessons or assignments, or for visually compelling classroom demonstrations.

Topics

  • Introduction to WRDS
  • Investments, Fixed Income, and Accounting
  • Text Analysis
  • Macroeconomics

SAS Studio - Office 2

I explained how to login to SAS Studio and described some of the features in the screen layout. I will now explore a dataset. Here I am opening upwards the Compustat Daily N American Fundamentals dataset, called funda, which is used every bit the base dataset for the similarly named web query.

SAS Studio - Part 4

I explained how and where to shop information on WRDS Deject, the underlying server powering SAS/Studio. I will at present go through an example process of uploading a file to my Home directory, running custom code to query data on WRDS, and download my results to my Dwelling house directory and or local computer.

SAS Studio - Part 3

I explored a dataset in SAS/Studio. I will now explain the different options for data storage on WRDS Cloud and how to access these folders in SAS/Studio. SAS/Studio runs on the WRDS Cloud, our high performance computing cluster. This means that, while you access it in your web browser on your computer, the SAS that runs underneath it runs on our powerful servers.