Memory Error

[jason413]

If I reduce the sample length to 10 years, the python code works well without any memory error.
Here is the tracking record:

Error:
Traceback (most recent call last):

  File "<ipython-input-1-4d852114e435>", line 1, in <module>
    runfile('C:/Users/lokac/Desktop/Data/Momentum wrds.py', wdir='C:/Users/lokac/Desktop/Data')

  File "C:\Users\lokac\Anaconda3\lib\site-packages\spyder\utils\site\sitecustomize.py", line 705, in runfile
    execfile(filename, namespace)

  File "C:\Users\lokac\Anaconda3\lib\site-packages\spyder\utils\site\sitecustomize.py", line 102, in execfile
    exec(compile(f.read(), filename, 'exec'), namespace)

  File "C:/Users/lokac/Desktop/Data/Momentum wrds.py", line 89, in <module>
    port = pd.merge(_tmp_ret, umd, on=['permno'], how='inner')

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py", line 58, in merge
    return op.get_result()

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py", line 596, in get_result
    concat_axis=0, copy=self.copy)

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5203, in concatenate_block_managers
    concatenate_join_units(join_units, concat_axis, copy=copy),

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5332, in concatenate_join_units
    for ju in join_units]

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5332, in <listcomp>
    for ju in join_units]

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5632, in get_reindexed_values
    fill_value=fill_value)

  File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\algorithms.py", line 1379, in take_nd
    out = np.empty(out_shape, dtype=dtype)

MemoryError