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<!doctype html>
<html lang="en">
<head>
<title>SAS Macros</title>
<meta charset="utf-8">
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</head>
<body>
<div id="content" class="container">
<div class="row"><div class="col-md-9"><h1 class="title">SAS Macros</h1>
<p>
A collection of SAS Macros that I frequently use and occasionally update.
</p>

<div id="outline-container-sec-1" class="outline-2">
<h2 id="sec-1">CRSP</h2>
<div class="outline-text-2" id="text-1">
<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/CC_LINK.sas">CC_LINK</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Link CRSP/COMPUSTAT identifiers</td>
</tr>
</tbody>
</table>

<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/CC_LINK.sas">CRSP_MERGE</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Merge CRSP header files with stock files</td>
</tr>
</tbody>
</table>
</div>
</div>

<div id="outline-container-sec-2" class="outline-2">
<h2 id="sec-2">COMPUSTAT</h2>
<div class="outline-text-2" id="text-2">
<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/COMP_EAD.sas">COMP_EAD</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Get earnings announcement dates from COMPUSTAT</td>
</tr>
</tbody>
</table>
</div>
</div>


<div id="outline-container-sec-3" class="outline-2">
<h2 id="sec-3">TAQ</h2>
<div class="outline-text-2" id="text-3">
<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/TAQ_YEARLY.sas">TAQ_YEARLY</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Lee and Ready NBBO TAQ code</td>
</tr>
</tbody>
</table>
</div>
</div>

<div id="outline-container-sec-4" class="outline-2">
<h2 id="sec-4">Misc.</h2>
<div class="outline-text-2" id="text-4">
<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/RESAMPLE.sas">RESAMPLE</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Resample from low to high frequency</td>
</tr>
</tbody>
</table>


<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/WINSORIZE_TRUNCATE.sas">WINSORIZE_TRUNCATE</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Winsorize or truncate data</td>
</tr>
</tbody>
</table>

<table class="table table-striped table-bordered table-hover table-condensed">


<colgroup>
<col  class="left">
</colgroup>
<thead>
<tr>
<th scope="col" class="left"><a href="https://github.com/edwinhu/sas/blob/master/PARFOR.sas">PARFOR</a></th>
</tr>
</thead>
<tbody>
<tr>
<td class="left">Parallel FOR Loop</td>
</tr>
</tbody>
</table>
</div>
</div>
</div><div class="col-md-3"><nav id="table-of-contents">
<div id="text-table-of-contents" class="bs-docs-sidebar">
<ul class="nav">
<li><a href="#sec-1">CRSP</a></li>
<li><a href="#sec-2">COMPUSTAT</a></li>
<li><a href="#sec-3">TAQ</a></li>
<li><a href="#sec-4">Misc.</a></li>
</ul>
</div>
</nav>
</div></div></div>
<footer id="postamble" class="">
<div><p class="author">Author: Edwin Hu</p>
<p class="creator">Jesse H. Jones Graduate School of Business @ Rice University</p>
</div>
</footer>
</body>
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