Accounting and market data

This family standardizes Compustat financial statements and builds the company crosswalks used to connect Revelio firms to Compustat and CRSP identifiers.

flowchart TB
    comp_annual[(Compustat annual CSV)]
    comp_quarterly[(Compustat quarterly CSV)]
    revelio_ref[(Revelio company reference)]
    ccm[(CRSP/Compustat CCM links)]

    raw_annual[(Project-raw annual Compustat)]
    raw_quarterly[(Project-raw quarterly Compustat)]
    annual[(Processed annual Compustat)]
    quarterly[(Processed quarterly Compustat)]
    rg[(Revelio-Compustat mapping)]
    rgp[(Revelio-Compustat-PERMNO mapping)]

    comp_annual --> raw_annual --> annual
    comp_quarterly --> raw_quarterly --> quarterly
    raw_annual --> quarterly
    revelio_ref --> rg
    annual --> rg
    rg --> rgp
    ccm --> rgp

    classDef source fill:#e8eef7,stroke:#52739e,stroke-width:2px
    classDef support fill:#fff0cc,stroke:#a66b00,stroke-width:2px
    classDef reusable fill:#e2f2e7,stroke:#3b7a4b,stroke-width:2px
    class comp_annual,comp_quarterly,revelio_ref,ccm source
    class raw_annual,raw_quarterly support
    class annual,quarterly,rg,rgp reusable

Products

Dataset	Role	Grain	Current location
Project-raw Compustat	Pipeline support	Firm-fiscal period	/data/full/raw/compustat_*.csv
Processed Compustat	Reusable	Firm-fiscal period	/data/full/processed/compustat_*.parquet
Revelio-Compustat mapping	Reusable mapping	Revelio firm	/data/full/processed/mapping_revelio_compustat.parquet
Revelio-Compustat-PERMNO mapping	Reusable mapping	Revelio firm	/data/full/analyses/mapping_revelio_compustat_permno.parquet

The PERMNO mapping is classified here by purpose even though the current R builder and output path are analysis-owned. CRSP monthly returns and historical names are still read directly by specialized builders; the repository does not currently define one canonical processed CRSP panel.