I have used some of those data sets. This book demonstrates some usage with R and the WRDS Postgres connector (but obviously you can use anything): https://ti

I have used some of those data sets. This book demonstrates some usage with R and the WRDS Postgres connector (but obviously you can use anything): https://tidy-finance.org/accessing-managing-financial-data.html https://tidy-finance.org/accessing-managing-financial-data.h... PS - some of the data sets referenced in that book are freely available.