algotradingsoc / data_infrastructure

Research team for data infrastructure team.
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minutes 5/2 #23

Closed kevinxuht closed 3 years ago

kevinxuht commented 3 years ago

data infrastructure - help with data cleaning/assembly for algothon 2021.

for everyone - access the data from WRDS

set up another time next week - how to use dataloader and fix the bug and walkthrough documentation on WRDS data

any requests from other team - other teams just post it to the chat. Please send some detailed formulas / link to guide the team on what is needed.

In preparation for Algothon, currently we need ways to download data from WRDS, compustat prices and option metrics data take in database, ticker, outputs a csv file. find ways to Transform (hide the time and asset name, TSLA >> Stock_001 Generate a separate map so that we know the actual data, within NASDAQ 100 universe