[R-SIG-Finance] CRSP and R

[Brian G. Peterson]

On 12/15/2010 01:13 PM, Corey Gallon wrote:
> I am using the CRSP US Stock&  US Indices database.  CRSP seems to favor the use of SAS with their data, but I am curious if the community has found using R with CRSP data to be manageable and what, if any, tools or libraries are available to R programmers to facilitate analysis of CRSP data.
>
> Your thoughts and feedback will be appreciated.

You could likely help us, and yourself, out if you told us a little more 
about the format of the data and what you're trying to do.

- how do you obtain the data?
- what format are the files in?
- is this just instrument prices, or also fundamentals data?
- what type of analysis do you want to do?
- what analytical tools and techniques do you need for that analysis?
- what have you tried already in R to use this data?


Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock