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OptionMetrics has major data revisions 2024 08 relative to 2023 08
#156
opened Aug 20, 2024 by
chenandrewy
Check cfacshr and cfacpr in 13F predictors (DelBreadth, IO_ShortInterest, Activism1, Activism2)
check and fix
#155
opened Aug 14, 2024 by
chenandrewy
Use CRSP-IBES linkfile directly
enhancement
New feature or request
#150
opened Aug 7, 2024 by
tomz23
Required Stata packages in settings.do
good first issue
Good for newcomers
#148
opened Aug 2, 2024 by
tomz23
Create R / Python packages for auto-downloading
enhancement
New feature or request
#144
opened Jul 8, 2024 by
chenandrewy
Improved economic categories for predictors
documentation
Improvements or additions to documentation
#140
opened Dec 15, 2023 by
chenandrewy
Relocating shrcd and exchcd filters from SignalMasterTable.do to SignalDoc.csv
enhancement
New feature or request
help wanted
Extra attention is needed
#133
opened Aug 28, 2023 by
chenandrewy
sample fields of input data from which characteristics generated
documentation
Improvements or additions to documentation
#89
opened Jun 10, 2022 by
oyquan
end of date variable is 202306
documentation
Improvements or additions to documentation
enhancement
New feature or request
#82
opened Apr 12, 2022 by
sehoff
Fama-French 1992 style signal lags
enhancement
New feature or request
#80
opened Apr 4, 2022 by
chenandrewy
ProTip!
Mix and match filters to narrow down what you’re looking for.