Financial Data Analytics using SAS

Syllabus and major links

• Syllabus | SAS
• Sources for free data: Yahoo!finance | Google Fin | French's data lib
• Fed Reserve bank data library| Russel indices
• Expenseive fin databases: |  CRSP | Compustat | TAQ
• software for accessing a server SSH(3.2.9)| Mobaxterm| Putty| Bitvise (ssh-cliend)| Bitvise (ssh-server)

Manuals and textbooks

• CRSP Data Description Guide | or here
• Compustat | Compustat user guide
• TAQ | v1.1.8 (2008)
• Little | using SAS | stock Market SAS

SAS learning

• KnowledgeBase | Devenezia | Wuensch | examples | examples (2)
random samples | weights (SAS) | array
• examples| Mutivariate| codes | samples&data
• Kaz | codes | ttest | Qin Lei
• what's new with SAS/STAT

Data and docs

• crspInfo SAS data set | indexMonthly SAS data set | indexDaily SAS data set
• stockMonthly SAS data set | stockDaily SAS data set
• annual
• CT(Consolidated Trade) SAS data set | CQ (Consolidated Quote) SAS data set
• CT binary | CQ binary
• NAICS codes | BIF codes | CUSIP

Weekly assignments

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