Financial Data Analytics using SAS
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Teaching
Finance
Programming
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Links
Syllabus and major links
Syllabus
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SAS
Sources for free data:
Yahoo!finance
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Google Fin
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French's data lib
Fed Reserve bank data library
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Russel indices
Expenseive fin databases: |
CRSP
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Compustat
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TAQ
software for accessing a server
SSH(3.2.9)
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Mobaxterm
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Putty
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Bitvise (ssh-cliend)
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Bitvise (ssh-server)
Manuals and textbooks
CRSP Data Description Guide
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or here
Compustat
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Compustat user guide
TAQ
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v1.1.8 (2008)
Little
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using SAS
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stock Market SAS
SAS learning
KnowledgeBase
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Devenezia
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Wuensch
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examples
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examples (2)
random samples
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weights (SAS)
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array
examples
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Mutivariate
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codes
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samples&data
Kaz
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codes
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ttest
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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
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CQ binary
NAICS codes
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BIF codes
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CUSIP
Weekly assignments
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