Code and Data

IO Factors and Replication of traditional asset pricing factors (SAS code)

Form-ADV and Form-13F merging code and data (SAS code)

Instrumental Principal Component Analysis (IPCA) (Python code)

Automated Market Making Package (MATLAB code)

MSCI investability indicators (SAS code)

Russell 1000 & 2000 construction and constituents (SAS code)

Stock Fundamentals (SAS code)