Notes

This site publishes a curated set of notes. The notes below are grouped loosely by topic to make the collection easier to scan.

Data curation, databases, and software tools

Note	Topics
ACNC Registry data: Arrow version	Australia, Arrow
Data curation and the data science workflow	Data curation, Australia, ASX, SIRCA
Data curation: The case of Call Reports	Data curation, Polars, DuckDB
Data collection (with spreadsheets)	Data curation, Spreadsheets
Getting SEC EDGAR XBRL data	SEC, XBRL, EDGAR
Responsive open-source software: Two examples from dbplyr	Data curation, dbplyr, SQL, DuckDB
Responsive open-source software: Two examples from dbplyr	dbplyr, SQL
Shared code	Research, web data
Why aren’t more data people talking about ibis?	Python, Ibis, DuckDB, SQL
Writing better SQL without writing SQL	SQL, dbplyr
SIRCA ASX End of Day (EOD) collection	Australia, SIRCA, ASX, CSV, Parquet
SIRCA Mergers and Acquisitions collection	Australia, M&A, ASX, SIRCA, Parquet
Converting lazy data frames into Parquet files	R, Parquet, db2pq, WRDS, Tidy Finance
Converting lazy data frames into Parquet files (Python version)	Python, Parquet, db2pq
Benchmarking local PostgreSQL-to-Parquet export paths	PostgreSQL, Parquet, benchmarking
Improving performance of SQLite data	Tidy Finance, SQLite

Python, finance, and data workflows

Note	Topics
Ball and Brown (1968): Replication using Python Polars	Accounting research, Replication, Python
Data management ideas for researchers	Python, Parquet, db2pq, WRDS
Data management ideas for researchers (R version)	R, Parquet, db2pq, WRDS
Some benchmarks with comp.g_secd	SAS, WRDS, CRSP, Parquet, Python
The best of both worlds: Using modern data frame libraries to create pandas data	WRDS, Polars, Ibis, pandas
Using SAS to create pandas data	SAS, pandas, wrds2pg
Calculating betas using DuckDB	Tidy Finance, DuckDB, WRDS, Finance
Trading days per year (crsp.dsf)	CRSP, WRDS
Stock returns on Yahoo Finance	Yahoo, finance
Adding delisting returns to monthly data	SAS, Stock returns, CRSP

Research methods, replication, and commentary

Note	Topics
Should Bao et al. (2020) be retracted?	Research methods, Machine learning
Missing Form APs?	Research methods, PCAOB, XBRL, SEC
The elephant in the room: p-hacking and accounting research	Research methods, p-hacking
The Gino-Colada Affair	Reproducibility, Research methods
Reproducible data collection	Reproducibility, Research methods
Does @Beardsley_2021 show anything?	Research methods
Analysis of IPOs on the ASX	Australia, IPOs

R, graphics, and miscellaneous data notes

Note	Topics
A quick look at City of Melbourne bike data	Melbourne, transport
Data visualization challenge	Data visualization, ggplot2
Making plotnine more ‘Pythonic’	Python, plotnine, graphics
Retail sales	Retail, ABS, R
Defining winter and summer in Boston	Weather, Boston
Defining winter and summer in Melbourne	Weather, Australia, Melbourne
Defining winter and summer in Sydney	Weather, Australia, Sydney
Defining winter and summer in Oxford	Weather, Oxford, Python
Sunrise and sunset times	Datetimes, Weather, Australia, Melbourne, Boston