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Adrian Gao mgao6767

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Lecturer in Finance at the Macquarie Business School.

mgao6767 / convert all names of variables in a SAS dataset to lowercase.sas

Last active August 16, 2023 10:35

	options mprint;
	%macro lowcase(dsn);
	%let dsid=%sysfunc(open(&dsn));
	%let num=%sysfunc(attrn(&dsid,nvars));
	%put &num;
	data &dsn;
	set &dsn(rename=(
	%do i = 1 %to &num;
	/function of varname returns the name of a SAS data set variable/
	%let var&i=%sysfunc(varname(&dsid,&i));

mgao6767 / add a flag variable if an observation is in another dataset.sas

Last active February 20, 2018 08:40

	data tmp;
	merge anncomp(in=ina) some_ceo_year_events(in=inb);
	by gvkey year execid;
	flag = inb;
	if ina;
	run;

mgao6767 / ffind.ado

Created February 25, 2018 18:16

STATA program to create Fama-French 48 Industries from SIC

	/****************************************
	* ffind.ado
	* Creates variable containing Fama-French
	* industry classification.
	*
	* Author: Judson Caskey, UCLA
	* December 9, 2007
	*
	* Revised by Malcolm Wardlaw, Uiversity of Texas at Dallas (November 1, 2011)
	****************************************/

mgao6767 / wp-config.php

Last active October 7, 2018 09:14

To resolve infinite login loop

	<?php

	/* To resolve the login loop issue */
	define('ADMIN_COOKIE_PATH', '/');
	define('COOKIE_DOMAIN', '');
	define('COOKIEPATH', '');
	define('SITECOOKIEPATH', '');
	/* end */

	/* That's all, stop editing! Happy blogging. */

mgao6767 / bitnami.conf

Last active October 12, 2018 01:04

bitnami.conf for alice.com

	<VirtualHost *:80>
	ServerName alice.com
	DocumentRoot "/opt/bitnami/apache2/htdocs"
	<Directory "/opt/bitnami/apache2/htdocs">
	Options Indexes FollowSymLinks
	AllowOverride All
	<IfVersion < 2.3 >
	Order allow,deny
	Allow from all
	</IfVersion>

mgao6767 / Install required packages and download AlgoVPN.sh

Last active January 9, 2019 05:29

Install required packages and download AlgoVPN

	sudo apt-get update && sudo apt-get install \
	git \
	build-essential \
	libssl-dev \
	libffi-dev \
	python-dev \
	python-pip \
	python-setuptools \
	python-virtualenv -y

mgao6767 / Install remaining dependencies.sh

Last active January 9, 2019 05:30

AlgoVPN: Install remaining dependencies

	python -m virtualenv --python=`which python2` env &&
	source env/bin/activate &&
	python -m pip install -U pip virtualenv &&
	python -m pip install -r requirements.txt

mgao6767 / Tobin's Q and Altman Z Score for Compustat Companies.sas

Created January 22, 2019 14:53

Tobin's Q and Altman Z Score for Compustat Companies

	/* ********************************************************************************* */
	/* ************ W R D S R E S E A R C H A P P L I C A T I O N S ************ */
	/* ********************************************************************************* */
	/* Summary : Tobin's Q and Altman Z Score for Compustat Companies */
	/* Date : August 24, 2011 */
	/* Author : Rabih Moussawi */
	/* Variables : - Computes proxies for Tobin's Q and Altman Z using Financial Ratios */
	/* - Proxy for Age of company using number of years with available data */
	/* - Adds delisting reason and delisting date information */
	/* ********************************************************************************* */

mgao6767 / winsorize.sas

Last active January 25, 2019 10:42 — forked from JoostImpink/winsorize.sas

winsorize macro

	/*****************************************

	Author unknown - that is a pity because this macro is the best since sliced bread!

	Trim or winsorize macro
	* byvar = none for no byvar;
	* type = delete/winsor (delete will trim, winsor will winsorize;
	*dsetin = dataset to winsorize/trim;
	*dsetout = dataset to output with winsorized/trimmed values;
	*byvar = subsetting variables to winsorize/trim on;

Created January 24, 2019 05:19

Calculate Institutional Ownership, Concentration, and Breadth Ratios

	/* ********************************************************************************* */
	/* ************ W R D S R E S E A R C H A P P L I C A T I O N S ************ */
	/* ********************************************************************************* */
	/* Summary : Calculate Institutional Ownership, Concentration, and Breadth Ratios */
	/* Date : May 18, 2009 */
	/* Author : Luis Palacios, Rabih Moussawi, and Denys Glushkov */
	/* Variables : - INPUT : Thomson-Reuters 13F Data (TR-13F) S34TYPE3 Holdings data */
	/* S34TYPE1 data for FDATE and RDATE variables */
	/* - OUTPUT: IO_TimeSeries dataset with IO variables for common stocks */
	/* ********************************************************************************* */