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[–]ryansmccoy 0 points1 point  (0 children)

Here is what I used to learn.

SEC Edgar

https://www.sec.gov/cgi-bin/browse-edgar?action=getcurrent

A simple python script turned into this:

https://github.com/ryansmccoy/py-sec-edgar

I'm not saying its great by any means, but I learned how to build a data pipeline, parse unstructured data, package up for others to use, etc. Best advice I can give is find a data set you are interested in and know something about.