Code/Data

This page is mostly for self-use. Codes are available upon request. If you see some of your code, please feel free to contact me to credit you appropriately.

Code for research projects

• Python snippet to load WRDS data into pandas DataFrame

• Python snippet to load data from the FRED API to pandas DataFrame

• Python snippet to load data from the BEA API to pandas DataFrame

• Decently fast financial beta computation in native Python

• The Zero-Beta Rate (2023): replication code in Python for portfolio construction and GMM estimation, available upon approval from the authors

Useful datasource

• Macro/Finance: WRDS, FRED, BEA

Useful bits of code

• Unix shell

f='file.djvu'
pg=$(djvused -e 'n' $f)
for i in $(seq 1 $pg)
do
    djvu2hocr -p $i $f | sed 's/ocrx/ocr/g' > `printf "pg%04d.html" $i`
    ddjvu -format=tiff -page=$i $f `printf "pg%04d.tiff" $i`
done
pdfbeads -o ${f/djvu/pdf}

for i in *.jpg; do
  convert $i -quality 30 $i.pdf
done;

pdfunite $(ls -v *.pdf) output.pdf;

pdftk {1..20}.pdf cat output out.pdf

wget -r -A "*.pdf" "https://example.html"