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/* ********************************************************************************* */ | |
/* ************** W R D S R E S E A R C H A P P L I C A T I O N S ************** */ | |
/* ********************************************************************************* */ | |
/* Summary : Calculate Institutional Ownership, Concentration, and Breadth Ratios */ | |
/* Date : May 18, 2009 */ | |
/* Author : Luis Palacios, Rabih Moussawi, and Denys Glushkov */ | |
/* Variables : - INPUT : Thomson-Reuters 13F Data (TR-13F) S34TYPE3 Holdings data */ | |
/* S34TYPE1 data for FDATE and RDATE variables */ | |
/* - OUTPUT: IO_TimeSeries dataset with IO variables for common stocks */ | |
/* ********************************************************************************* */ |
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#!/usr/bin/env python | |
import os | |
import xml.parsers.expat | |
from xml.sax.saxutils import escape | |
from optparse import OptionParser | |
from math import log10 | |
# How much data we process at a time |