Comments (2)
It turns out there was a bug in the code (I forgot to change 10
to chunk_size
during permnos
selection). So I actually downloaded only 1/10 of the data. But there's still speed improvement (by a factor of 4-6) 😬
Another way is to chunk the data by date
to avoid comparing PERMNO
when reading the database. So it should be faster. But this will introduce some unwanted stocks.
from website.
Great suggestion, thank you! I'll definitely implement this approach in both R and Python :)
from website.
Related Issues (20)
- Sigmoid activation function in option-pricing with R HOT 1
- Wrong month values for CRSP dummy data HOT 6
- Reconsider industry selection in CRSP v2 HOT 3
- Update to dbplyr 2.5.0 and `I()` instead of `in_schema()` syntax
- Add reference to `tidyfinance` package to TFWR HOT 2
- .melt() returns ValueError in pandas 2.2.2 HOT 3
- Clarify creation and replacement of environment variables for WRDS connection HOT 4
- Change all `month` columns to `date`
- Incorrect efficient portfolio weight (small mistake)
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- Python: WRDS package via PostgreSQL HOT 1
- Add positive quotes section to main index page
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- Fama-Macbeth Regression HOT 1
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