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Scrape and analyze funds’ SEC 13F quarterly reports from the SEC's EDGAR database

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Buy-Side-Holdings-Analysis-Based-on-SEC-13F-filings

Scrape and parse funds’ SEC 13F quarterly reports from the SEC's EDGAR database. Take 2 funds Blackstone and Two Sigma as examples.

The database named 'sec_reports' has 3 tables: 'holdings', 'date_records', and 'ciks' are separately for downloading reports, recording reports' dates, and mapping cik to ticker.

First, 'reports.py' created the original 'holdings' table which included 2 funds (Blackstone and Two Sigma) reports. In this step, I also used 'dates.py' to record the reports' ciks and submitted dates. The 'date_records' table showed that the 'holdings' had 2 unique ciks and their latest report dates both were 2020-11-16.

Then, 'update_reports.py' helped in updating the 'holdings' table by comparing submitted dates according to cik. For example, I added a new fund Millennium into 'holdings' table and check if there are any recent reports for Two Sigma. Renew table 'date_records' by 'dates.py'. And the result returned a three records table that appended Millennium.

Lastly, 'ticker_to_cik.py' documented companies' ciks, tickers and names.

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Scrape and analyze funds’ SEC 13F quarterly reports from the SEC's EDGAR database

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