How does the skill handle security and SQL injection?

The skill strictly enforces parameterized queries using binding (e.g., %s) and forbids the use of f-strings or manual string formatting for SQL statements.

What is the 'Iron Law' in the wrds skill?

The Iron Law is a mandatory protocol requiring the identification of filters, query validation, use of parameterized variables, and manual sample inspection before any data is accepted as correct.

What databases are supported besides Compustat and CRSP?

It provides patterns for ExecuComp, Form 4 Insider data, ISS Incentive Lab, Capital IQ, IBES, SEC EDGAR, and Fama-French factors.

Does this skill work with CRSP v2 tables?

Yes, it includes specific filters and quick references for CRSP v2 datasets, including share type and security type filters equivalent to legacy share codes.

WRDS Research Data Access

Name: WRDS Research Data Access
Author: edwinhu

byedwinhu

0•

Ciencia de Datos y ML

Provides validated, high-integrity PostgreSQL query patterns and connection logic for Wharton Research Data Services (WRDS) datasets.

The wrds skill is designed for quantitative researchers and financial analysts who need to extract high-quality data from Wharton Research Data Services. It enforces a strict 'Iron Law' of query validation, ensuring that users apply essential filters—such as industry format for Compustat or common stock identifiers for CRSP—before execution. By automating the boilerplate for parameterized SQL queries and providing a comprehensive reference for schemas and table names, this skill minimizes data quality errors and prevents common pitfalls like pulling excessive un-filtered rows or using insecure string formatting.

Características Principales

01Comprehensive schema reference for major financial and accounting datasets

02Pre-configured patterns for Compustat, CRSP, ExecuComp, and SEC EDGAR

03Strict query enforcement for data quality and filter validation

040 GitHub stars

05Mandatory parameterized SQL logic to prevent injection and formatting errors

06Standardized connection patterns via psycopg2 and SSH tunneling

Casos de Uso

01Performing event studies using validated historical stock data from CRSP v2

02Extracting clean, filtered fundamental data from Compustat for financial modeling

03Analyzing executive compensation and insider trading via ExecuComp and Form 4 data

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add edwinhu/workflows wrds

For use in Claude.ai and ChatGPT

Download Skill