FinanceRoutines.jl provides routines for working with standard academic finance datasets in Julia.
It handles CRSP and Compustat data import from WRDS, Fama-French factor downloads, GSW yield curve estimation, rolling betas, portfolio return analysis, and event studies. It has no heavy dependencies and is distributed under the MIT license.
using Pkg
pkg"registry add https://github.com/LouLouLibs/loulouJL.git"
Pkg.add("FinanceRoutines")