Week 2: Env Files and Secrets

Week 2: Env Files and Secrets#

Announcements#

  • No class on Monday, Jan 19 (holiday). A makeup class will be held Tuesday, Jan 20, 6-9 PM CT on Zoom. See the Canvas calendar for the Zoom link. The class will be recorded.

  • Final Project Partners: Start thinking about who you’d like to partner with for the final project. I will post the project options later this week. Projects will be completed in pairs.

Objectives#

  • Review HW 1:

    • How is HW 1 going?

    • Check understanding: how did we verify that the replication was successful?

    • Today, let’s talk about how to complete it. Students must run doit first and then fill in the missing code to complete the replication.

    • In the past, the first HW had students manually download the data. Differences in the data download steps were a common source of error. In today’s lecture, we’ll learn how to automate the data download step. Previously, this was done for you.

  • Given the motivation for automating data downloads and the inspiration to create various financial reports, let’s discuss the main platform for data that we’ll use in this course: WRDS. We started this last week.

  • Basic of SQL In our query automation discussion, we’ll discuss some of the very basics of SQL—enough to allow us to make simple joins in our queries.

  • Discuss .env files and secrets, and how to use them in our workflow. See Env Files

  • Introduce GitHub Pages and Tearsheets - publishing analysis results to the web

  • Discuss HW 2:

    • Part 1: Replicate Fama-French 1993 portfolio analysis

    • Part 2: Create and publish a tearsheet using quantstats_lumi and GitHub Pages

Contents