Intro to Python for FNCE

About This Section

If you are new to Python, whether a student trying to pick up a language for a project, or a seasoned researcher trying to expand from traditional programming languages (SAS, STATA), this page contains building blocks for running your first Python empirical project. We will cover two groups of exercises:

Maneuvering WRDS Data Jungle

Most business schools that host the finance and accounting department have subscriptions to the Wharton Research Data Services (WRDS). Knowing how to connect to WRDS server and explore data on the server is step 0 towards any empirical research. In this section, we will explore the following tasks using Python (Spyder or Jupyter):

Extracting S&P 500 index constituents

How to extract historical S&P 500 Index constituents as well as their identifiers from CRSP and Compustat

Exploring exchange rate related data on wrds

Identify all exchange rate data sources on WRDS, including Compustat Global, Worldscope and Datastream