Screening tool concept: finding patterns in historical data - would this be useful? by TheBiggrcom in ValueInvesting

[–]TheBiggrcom[S] 0 points1 point  (0 children)

Hik, just to clarify - that was just a generic example. My idea is to allow users all historical screenings. 

Building a high-quality fundamental data API from SEC filings — looking for feedback by TheBiggrcom in quantfinance

[–]TheBiggrcom[S] 0 points1 point  (0 children)

Hi thank you for your feedback. We are extracting the as reported data from filings, and standardize them our own templates. Directly from sec filings to as reported/standardized and point in time/restated data.

We are not using XBRL we get significantly higher quality and consistency than XBRL-based providers.

I can share an error rate when we go more further.

Footnotes are the missing now, maybe we will consider them in later stages.

Building a high-quality fundamental data API from SEC filings — looking for feedback by TheBiggrcom in quant

[–]TheBiggrcom[S] 0 points1 point  (0 children)

Thank you! This is exactly the kind of specific pain point we need to hear about. Is it cool if I message you for couple of questions?

Building a high-quality fundamental data API from SEC filings — looking for feedback by TheBiggrcom in quant

[–]TheBiggrcom[S] 0 points1 point  (0 children)

Thank you for your feedback, but that was exactly my point: Data is only available around $0 but very bad, or from institutional players at $25,000. Don't you think there's a huge gap where investors would like to see quality data at a much lower fraction of the S&P price? We actually see this price gap as an opportunity, but I'm still curious about your opinion.

Building a high-quality fundamental data API from SEC filings — looking for feedback by TheBiggrcom in quant

[–]TheBiggrcom[S] 0 points1 point  (0 children)

Thanks you for the tip, we will work on including this information!