4 ms·
Adding to the list of "now try it with".... The SEC's EDGAR database (which is for SEC filings) is another nightmare ready to end. Extracting individual sectio
by mmsc 2y ago
Adding to the list of "now try it with"....
The SEC's EDGAR database (which is for SEC filings) is another nightmare ready to end. Extracting individual sections from a filing is, afaik, impossible pragmatically.
I tried making two parsers: https://github.com/MegaManSec/SEC-Feed-Parser https://github.com/MegaManSec/SEC-Feed-Parser and https://github.com/MegaManSec/SEC-sec-incident-notifier https://github.com/MegaManSec/SEC-sec-incident-notifier but they're just hacks.
Then just link it up to your automated investment platform and you're ready to go!
- infecto 2y agoWould you not want to read the XBRL from the filing? I thought those are now mandatory. This is one of those interesting areas where its hard to innovate because the data is already available from most/all data vendors and its cheap and accurate enough that nobody is going to reinvent those processes but also too expensive for an individual to purchase.
- derivagral 2y agoMy (admittedly aged) experience with XBRL is that each company was able to define its own fields/format within that spec, and that most didn't agree on common names for common fields. Parsing it wasn't fun.
- infecto 2y agoI have spotty education on the matter but I believe they all conform to a FASB taxonomy so there is at least a list of possible tags in use. I do wonder if any of the big data vendors actually use this though.