This repository contains code to pull together data from WRDS.
The code will only work if you have access to WRDS and to the data in question.
The package used in this repository is available here.
Instrcutions of Git, Python, WRDS, PostgreSQL and environment variables settings can be found here.
A small number of scripts rely on R. This can be obtained here. I recommend RStudio; in fact, this repository is set up as an RStudio project (open the file wrds_pg.Rproj in RStudio).
A small number of scripts here are Bash shell scripts. These should work on Linux or OS X, but not on Windows (unless you have Cygwin or something like it; see here).
I may occasionally assume that psql (command-line interface to PostgreSQL) is on the path.