astraetech Goto Github PK

ipo-review-chapter

Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP

kingcodata

lights_to_cities

R code implementing the Dingel-Miscio-Davis algorithm to construct metropolitan areas by aggregating finer geographic units on the basis of contiguous areas of light in nighttime satellite images

mantech

quizzes from ManTech developed using R-Exams

market-toolkit

A collection of stock market resources and tools

mastersthesis

ETFs and Price Pressure

misc.ado

Diverse Stata commands

mycstlink

SAS program that creates a file that links CRSP Permno and Compustat GVKEY following method described in Beaver, McNichols, and Price (2007)

ndc_map

Mapping U.S. FDA National Drug Codes (NDC) to Drug Classes and Codes

neurips-2020-deep-smoothing-of-the-implied-volatility-surface-supplemental

night-owlish

🌙🦉 An RStudio, tmThemes, and Ace editor adaptation of @sdras' Night Owl VS Code theme…

option-asset-pricing

optionm

This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

options_data_science

Collecting, analyzing, visualizing & paper trading options market data

optionstrategy

pca

Automated Principal Components Analysis (PCA) based on the R package factominer.

polygon

A repository of code that interacts with the polygon.io API

refillama

This is a package to access the DeFiLlama API

research_public

Quantitative research and educational materials

sas

SAS Scripts Repository for Open Source

sas-1

All things SAS related (programs, macros, presentations, etc)

sas-global-forum-2020

Code and examples that accompany papers and presentations from SAS Global Forum 2020 (Mar 29 - Apr 1 in Washington, DC)

sas-macros

SAS macros for statistics and graphics

sas-prog-for-r-users

Teaching and lab materials for the "SAS Programming for R Users" course, including course notes, data, and code.

sas-usefull

Some helpfull macros and coding

sas_packages

various SAS packages (macros, codes, datasets) I'm using during work with SAS

sas_packages-1

[PRODUCTION READY] - SAS Packages Repository

sdc-to-compustat-mapping

A mapping between SDCs M&A database and the gvkey's in Compustat

sigma_coding_youtube

This is a collection of all the code that can be found on my YouTube channel Sigma Coding.

statistical-computing

Work related to statistical learning, computational statistics and applications to finance.