[Python] Trouble merging CRSP data with S&P Global securities lending data (CUSIP mismatch)...

Discussão em 'Python' iniciado por Stack, Abril 8, 2025.

  1. Stack

    Stack Membro Participativo

    I'm working on a research project where I need to merge CRSP daily stock data with securities lending data purchased from S&P Global. I'm merging the datasets by matching on CUSIP and DataDate, but a large portion of the data (40–50%) is missing after the merge.

    Create a single merged dataset combining:

    CRSP pricing and security info

    Securities lending stats from S&P Global (e.g. ValueOnLoan, Utilisation, etc.)

    Continue reading...

Compartilhe esta Página