data manipulation

fix for "cannot allocate vector of size"

More package author’s introduction, please access this link Instead of loading everything at once into your RAM, you divide your data into chunks. To quote author of the disk.frame package: “we go from”R can only deal with data that fits in RAM"

Connect WRDS in R

Connect from R to Wharton Research Data Services to set up connection from R to WRDS (here) library(RPostgres) library(dplyr) # I've set up wrds connection before hand. # Please use your username and password here.

Linking Financial Databases (CRSP and Compustat)

Information can be found in CRSP/COMPUSTAT MERGED DATABASE GUIDE Change Identifiers: Ticker: can be reassign to another company - abbreviation used to uniquely identify publicly-traded shares of a stock CUSIP: A company can have multiple CUSIPS due to structural changes.

Apache Arrow

more information can be found in URSA Labs This example is from Arrow Vignettes arrow best when working with big data Prep library("arrow", warn.conflicts = FALSE) library("dplyr", warn.conflicts = FALSE) check if S3 support is included.