Chart: CRSP Daily Returns#
Simple exploratory time series of daily stock returns from CRSP
Chart#
Sources: CRSP
Exploratory Plotly time-series chart of daily CRSP returns, saved as an interactive HTML file.
Chart Specs#
Chart Name |
CRSP Daily Returns |
|---|---|
Chart ID |
crsp_returns |
Topic Tags |
|
Data Series Start Date |
|
Data Frequency |
|
Observation Period |
|
Lag in Data Release |
|
Data Release Timing |
|
Seasonal Adjustment |
|
Units |
|
HTML Chart |
Dataframe Manifest#
Dataframe Name |
|
|---|---|
Dataframe ID |
|
Data Sources |
CRSP |
Data Providers |
WRDS |
Links to Providers |
|
Topic Tags |
|
Type of Data Access |
|
How is data pulled? |
Pulled via wrds python package in src/pull_CRSP_stock.py |
Data available up to (min) |
|
Data available up to (max) |
|
Dataframe Path |
E:\full stack\p05_zhu-pan_2026\p5_data\crsp_daily.parquet |
Linked Charts:
Pipeline Manifest#
Pipeline Name |
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
samoszhu |
Contributors |
samoszhu |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-02-08 01:38:20 |
OS Compatibility |
|
Linked Dataframes |