Metadata-Version: 2.1
Name: frds
Version: 0.2.0
Summary: Financial Research Data Services
Home-page: https://github.com/mgao6767/frds/
Author: Mingze Gao
Author-email: adrian.gao@outlook.com
License: MIT
Description: # FRDS - Financial Research Data Services
        
        ![LICENSE](https://img.shields.io/github/license/mgao6767/frds?color=green)
        
        [frds](https://github.com/mgao6767/frds/) is a Python framework that aims to provide the simplest way to compute a collection of major academic measures used in the finance literature, one-click with a Graphical User Interface (GUI).
        
        ![GUI](https://github.com/mgao6767/frds/raw/master/images/frds_demo.gif)
        
        ## Installation & Configuration
        
        [frds](https://github.com/mgao6767/frds/) requires Python3.8 or higher. To install using `pip`:
        
        ```bash
        $ pip install frds
        ```
        After installation, a folder `frds` will be created under your user's home directory, which contains a `data` folder, a `result` folder and a default configuration file `config.ini`:
        
        ```ini
        [Paths]
        base_dir: ~/frds
        data_dir: ${base_dir}/data
        result_dir: ${base_dir}/result
        
        [Login]
        wrds_username: 
        wrds_password: 
        ```
        
        You need to enter your WRDS username and password under the login section.
        
        ## Usage
        
        To start estimating various measures, run `frds` as a module:
        
        ```bash
        $ python -m frds.gui.run
        ```
        
        Alternatively, run without GUI:
        
        ```bash
        $ python -m frds.run
        ```
        
        The output data will be saved as STATA `.dta` file in the `result` folder.
        
        ## Example Output
        
        Below is an example output for [`tangibility`](https://github.com/mgao6767/frds/blob/master/frds/measures/tangibility.py), defined as the Property, Plant and Equipment (Net) scaled by Assets (Total), estimated for all firms in the Compustat Fundamental Annual. The result dataset is saved in `/result/Tangibility.dta`.
        
        ![result-tangibility](https://github.com/mgao6767/frds/raw/master/images/result-tangibility.png)
        
        ## Supported Measures
        
        | Measure                                                                                                  | Description                                                                                                     | Datasets Used   |
        |----------------------------------------------------------------------------------------------------------|-----------------------------------------------------------------------------------------------------------------|-----------------|
        | [tangibility](https://github.com/mgao6767/frds/blob/master/frds/measures/tangibility.py)                 | Property, Plant and Equipment (Net) scaled by Assets (Total)                                                    | wrds.comp.funda |
        | [roa](https://github.com/mgao6767/frds/blob/master/frds/measures/roa.py)                                 | Income Before Extraordinary Items scaled by Assets (Total)                                                      | wrds.comp.funda |
        | [roe](https://github.com/mgao6767/frds/blob/master/frds/measures/roe.py)                                 | Income Before Extraordinary Items scaled by Common Equity (Total)                                               | wrds.comp.funda |
        | [book leverage](https://github.com/mgao6767/frds/blob/master/frds/measures/book_leverage.py)             | (Long-term Debt + Debt in Current Liabilities) / (Long-term Debt + Debt in Current Liabilities + Common Equity) | wrds.comp.funda |
        | [capital expenditure](https://github.com/mgao6767/frds/blob/master/frds/measures/capital_expenditure.py) | Capital Expenditures scaled by Assets (Total)                                                                   | wrds.comp.funda |
        | [market to book](https://github.com/mgao6767/frds/blob/master/frds/measures/market_to_book.py)           | Market Value of Common Equity to Book Common Equity                                                             | wrds.comp.funda |
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Intended Audience :: End Users/Desktop
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Description-Content-Type: text/markdown
