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gaulinmp / GET_FFDATA.SAS
Last active January 26, 2016 00:07
SAS Macros file for all my common macros.
/*******************READ ME*********************************************
* - Macro to download and parse the Fama French Factors -
*
* SAS VERSION: 9.4.0
* DATE: 2015-12-15
* AUTHOR: gaulinmp (@gmail)
* ORIGIN: edwinhu (https://gist.github.com/edwinhu/9397971)
*
****************END OF READ ME******************************************/
%macro GET_FFDATA(file=,
@gaulinmp
gaulinmp / reg_sho_download.py
Last active August 29, 2015 13:57
Download Reg SHO files from NASDAQ
from ftplib import FTP
def login(oldftp):
try:
ftp.close()
except: pass
return FTP(host='ftp.nasdaqtrader.com',user='anonymous',passwd='jones_school@rice.edu')
def download_regsho_data(save_dir=None):
if not save_dir:
@gaulinmp
gaulinmp / imports.ipynb
Last active February 10, 2023 19:57 — forked from edwinhu/header.ipynb
Header file for 90% of the Notebook necessities.
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