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Michael Robbins


Last seen: 2 days ago Active since 2023

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CRSP/Compustat Merged Backtest & Attribution Prep
CRSP/Compustat Merged Backtest & Attribution Prep

1 year ago | 1 download |

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Import CRSP/Compustat Merged Database Linking Table
Import CRSP/Compustat Merged Database Linking Table

1 year ago | 2 downloads |

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Import AUS World Index from WRDS
Import AUS World Index from WRDS

1 year ago | 1 download |

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Parse Bloomberg PORT Holdings Trend Report
Parses Bloombertg's PORT function Holdings Trend Report. www.QuantitativeAssetManagement.com https://www.amazon.com/Quantitative...

1 year ago | 1 download |

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Rolling Returns and Yearly Returns
Transform a tall table of returns into a table of rolling returns and a table of yearly returns.

1 year ago | 1 download |

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Load Large Bloomberg Excel Data File
Load Excel data created with BDH in Excel. It can efficiently load hundreds of megabytes of Excel data.

1 year ago | 2 downloads |

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CRSP to MATLAB (Adjusted Prices and Total Returns)
Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework...

1 year ago | 2 downloads |

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Download Yahoo Adjusted Prices
Downloads and converts adjusted prices to a format for use with the Backtesting Framework.

1 year ago | 2 downloads |

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Load adjusted prices from Bloomberg
Load adjusted prices from Bloomberg in a format for use with the Backtesting Framework.

1 year ago | 1 download |

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Scrape Fiducient capital markets assumptions and other table
Scrape Fiducient capital markets assumptions and other tables from the Portfolio Engineer in a format for use with the Backtesti...

1 year ago | 1 download |

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