wrds-data-pull
OfficialAutomate WRDS data pulls for finance & RE
AuthorAgentic-Assets
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates extraction and integration of WRDS data (Compustat and CRSP) into ready-to-analyze panel datasets, reducing manual data wrangling and saving researchers time.
Core Features & Use Cases
- Automated data pulls: Retrieve quarterly Compustat and CRSP data from WRDS with caching to speed up repeated analyses.
- Linking and validation: Uses linking tables to align records across databases, performs date-range validation, and reports data quality.
- End-to-end workflows: Orchestrates pulling, merging, cleaning, and optional variable construction (e.g., financial ratios) for panel studies.
- Use Case: A researcher needs a quarter-by-quarter panel of firm fundamentals and stock returns; this Skill builds the dataset and provides diagnostics.
Quick Start
Run the WRDS data-pull pipeline to generate a cleaned, merged Compustat-CRSP dataset and validate it with panel diagnostics.
Dependency Matrix
Required Modules
wrdspandasnumpypyarrowstatsmodels
Components
scriptsreferencesassets
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: wrds-data-pull Download link: https://github.com/Agentic-Assets/Agent-Skills/archive/main.zip#wrds-data-pull Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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