Dataframe: P5:crsp_daily -

Dataframe: P5:crsp_daily -#

Daily CRSP stock returns pulled from WRDS for exploratory analysis.

DataFrame Glimpse#

Rows: 5000
Columns: 4
$ permno          <i64> 21366
$ date   <datetime[ns]> 2022-01-03 00:00:00
$ ret             <f64> 0.020895
$ prc             <f64> 21.1557

Dataframe Manifest#

Dataframe Name

Dataframe ID

crsp_daily

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)

2022-01-03 00:00:00

Data available up to (max)

2022-01-03 00:00:00

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

P5

Lead Pipeline Developer

samoszhu

Contributors

samoszhu

Git Repo URL

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-02-08 01:38:20

OS Compatibility

Linked Dataframes

P5:crsp_daily
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