Summer 2021
Introduction to Computing, Programming Languages and Financial Databases
Day/time: August 02-13, 2021 ; M W F from 2:30pm-4:30pm
Instructor: Rohit Singla
Location: Zoom Virtual
Session 1
-Introduction to Financial Databases (such as CRSP, Compustat, IBES, Thomson,
TAQ, OptionMetrics) available on WRDS
-Accessing the databases using web-query method
Session 2:
-Introduction to SAS, including setting up libraries and importing/exporting of data
-Exploratory analysis: Proc Means, Proc Freq, Proc Univariate, Proc Corr etc.
-Programming constructs: Conditions and loops
-Other important procedures: Proc Expand, Proc Reg, Proc Sort, Proc Rank
-SAS Macros: Macro variables, macros and debugging
-Merging databases using SAS Data step
Session 3:
-Introduction to Basic SQL syntax used to retrieve information from a database.
-Outer and Inner SQL joins to merge datasets
-Comparing SAS and SQL merging
Session 4:
-Accessing the databases using WRDS Client-server available through SAS Connect,
R-Studio and Python
-Introduction to UNIX and WRDS-Cloud
Session 5:
-Interactive and Batch submission of jobs on the WRDS Cloud
-Interactive and Batch jobs on UMich Great Lakes cluster
Session 6:
-Public research databases on Google Cloud Platform (GCP)
-Google BigQuery service to analyze data
-Google Compute Engine, and manged services such as
Speech-to-text and Cloud Vision
