Salut    
 
Je travaille sur un projet et j'aurais besoin de données auxquels ma fac n'a pas accès, plus précisément celle de CRPS :  http://www.crsp.com/products/resea [...] databases. J'ai vu que les étudiants de dauphine, edhec, escp, certaines institutions,... y avaient accès via WRDS.  
 
Pour les curieux => le papier sur lequel je fais ce projet : "The profitability of pairs trading strategies: distance, cointegration, and copula methods"
 
Il me faudrait les données en gras idéalement au format csv (je suppose que je dois pouvoir faire la suite tout seul avec python   )
 
Our data set consists of daily data of the stocks in CRSP from July 1st, 1962 to December 31st, 2014. The data set sample period is 13216 days (630 months) and includes a total of 23616 stocks. In accordance with Do and Faff (2010) and Do and Faff (2012), we restrict our sample to ordinary shares, which are identifed by share codes 10 and 11 in the CRSP database. In order to avoid relatively high trading costs and complications, we have further restricted our sample to liquid stocks. This is done by removing the bottom decile stocks, in terms of market cap, in each formation period. For the same reason, stocks with prices less than $1 in the formation period are also not considered. To increase the robustness of our results and to replicate practical trading environments as closely as possible, we use trading volume to filter out stocks that have at least one day without trading in any formation period in the respective trading period. In summary, our data set is consistent with that of Do and Faff (2012).
 
 
Si quelqu'un en banque a accès à ces datas ou à un truc similaire je prends aussi
 
Merci à celui qui prendra le temps de faire ça