SEC Edgar 10-Q and 10-K Data Extracts

The SEC website is a source of data which is often overlooked for financial analysis or research. Quarterly and annual financial statements on any US Organization are available to anyone free of charge . Filings are also available in XML format and can be parsed to acquire any field on those filings per a defined schema. FITSolutions built a downloader and XML parser for these filings which can be found here.

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Developing Intra Day Algorithmic Trading Applications

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Time Series Based Treasury Yield Curve Prediction