Hands-On Machine Learning for Algorithmic Trading

Earnings call transcripts

Textual data is an essential alternative data source. One example of textual information is transcripts of earnings calls where executives do not only present the latest financial results, but also respond to questions by financial analysts. Investors utilize transcripts to evaluate changes in sentiment, emphasis on particular topics, or style of communication.

We will illustrate the scraping and parsing of earnings call transcripts from the popular trading website www.seekingalpha.com:

import refrom pathlib import Pathfrom time import sleepfrom urllib.parse import urljoinfrom bs4 import BeautifulSoupfrom furl import furlfrom selenium import webdrivertranscript_path = Path('transcripts')SA_URL = 'https://seekingalpha.com/' ...