Codes

DISCLAIMER: Although these codes have been tested on different Linux machines, I offer no guarantees whatsoever. Use them at your own risk!

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• Utilities

  • BrenoUtils.py   Class with many useful utilities. Required by most classes below. NOTE: you should rename the file to BrenoUtils.py. Most of system utilities need to be adapted for non-*nix platforms.
  • Download.py   Quick and dirty class to download public filings from Edgar.

• Interface with PostgresSQL

  The following are examples of how to use Python to access and manipulate data in PostgresSQL servers. I found the combination of Python and Postgres to be a great (open-source!) alternative to other commercial packages such as SAS. I put some instructions os how to setup Postgres in Ubuntu in a bash file.

• Psql.py   Python class to access and manipulate files in PostgreSQL. You can find an example of how to use this class here. NOTE: you have to rename the file to Psql.py.
• backup.py   Example of how to use python to ease the backup of Postgres schemas in Linux.
• AuxCrspTables.py  Example of how to use python to manipulate CRSP/Compustat tables in PostgreSQL.

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STATA

• winsor2.ado   Winsorizes the data by removing extreme observations.
• byreg.ado   Just a wrapper for statsby to estimate regressions by varlist saving the results in a table.

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• vimrc   My vimrc file. Contains functions to compile LaTex files from VIM.
• brenoDark.vim   My VIM color scheme (based on the Desert scheme)