I’m excited to announce a major new addition to my data wrangling book: 40 exercises on stock data processing with Polars.

1 What’s Inside

This hands-on guide walks you through real-world financial data manipulation using modern Polars syntax. You’ll work with actual CRSP stock market data (465k+ observations, 4,200+ stocks) covering daily prices, returns, trading volumes, and market caps.

The exercises progress from fundamental operations to advanced techniques:

• Basics: Filtering, sorting, selecting columns, string operations
• Aggregation: Group-by operations, pivoting, window functions
• Time Series: Rolling calculations, lagged values, ranking over time
• Advanced: Linear regression, alpha calculation, industry-adjusted returns, momentum strategies

Each exercise includes detailed explanations and complete solutions with step-by-step breakdowns.