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license: mit |
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tags: |
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- nlp |
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pretty_name: SP500 EDGAR 10-K Filings |
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# Dataset Card for SP500-EDGAR-10K |
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## Dataset Description |
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- **Homepage:** |
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- **Repository:** |
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- **Paper:** |
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- **Leaderboard:** |
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- **Point of Contact:** |
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### Dataset Summary |
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This dataset contains the annual reports for all SP500 historical constituents from 2010-2022 from SEC EDGAR Form 10-K filings. |
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It also contains n-day future returns of each firm's stock price from each filing date. |
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## Dataset Structure |
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### Data Fields |
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[More Information Needed] |
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### Data Splits |
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[More Information Needed] |
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## Dataset Creation |
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### Source Data |
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#### Initial Data Collection and Normalization |
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10-K filings data was collected and processed using `edgar-crawler` available <a href='https://github.com/nlpaueb/edgar-crawler'>here.</a> |
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Return data was computed manually from other price data sources. |
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### Annotations |
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#### Annotation process |
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N/A |
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#### Who are the annotators? |
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N/A |
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### Personal and Sensitive Information |
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N/A |
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## Considerations for Using the Data |
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### Social Impact of Dataset |
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N/A |
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### Discussion of Biases |
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The firms in the dataset are constructed from historical SP500 membership data, removing survival biases. |
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### Other Known Limitations |
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N/A |
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### Licensing Information |
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MIT |
