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Constructing a factor from scratch2 days ago
Following along without a WRDS subscription | Step 1: Download the data | Step 2: Construct and lag the signal | Step 3: Align the signal with returns | Step 4: Sort stocks into portfolios | Step 5: Customize the sort | Step 6: Run an asset-pricing test | Where to go next | References
Using the UN System Data Commons1 months ago
Learning Objectives | Why a Different Deployment? | Prerequisites | Pointing the Package at the UN Deployment | Example 1: Inspecting the Graph | Example 2: Comparing Population by Sex Across Countries | Example 3: Resolving Place Names | Limitations of This Deployment | Tips for Working with Custom Deployments | Resources
Analyzing Census Data with Data Commons1 years ago
Learning Objectives | Why Start with Census Data? | Why Data Commons? | Understanding the Knowledge Graph | DCIDs (Data Commons IDs) | Relationships | Statistical Variables | Prerequisites | Setting Up API Access | Finding What You Need | Example 1: National Population Trends | Handling Multiple Data Sources | Alternative: Aggregate Across Sources | Example 2: Using Relationships to Find States | Example 3: Cross-Dataset Integration | Example 4: Time Series Across Cities | Working with Data Sources (Facets) | Tips for Effective Use | Going Further | Summary | Resources
wbwdi Data Model2 years ago
Overview | Table details | entities | Indicators | Topics | Sources | World Development Indicators