Codes

Extract TAQ data from WRDS Cloud via terminal

A SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.

GradCafe Tracker

A simple program that can keep tracking new admission results on GradCafe.

Statement of Purpose (SOP) Generator -- docx version

A simple module for generating a bunch of SOP templates for different schools.

Option Pricing with Monte Carlo Simulation under Heston Stochastic Volatility Model

An option price simulator using the Monte Carlo simulation.

Event Study Robot

An offline event study application equipped with the processed CRSP and French library data.