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Hands-On Machine Learning for Algorithmic Trading
book

Hands-On Machine Learning for Algorithmic Trading

by Stefan Jansen
December 2018
Beginner to intermediate
684 pages
21h 9m
English
Packt Publishing
Content preview from Hands-On Machine Learning for Algorithmic Trading

Retrieving all quarterly Apple filings

The submission dataset contains the unique identifiers required to retrieve the filings: the Central Index Key (CIK) and the Accession Number (adsh). The following shows some of the information about Apple's 2018Q1 10-Q filing:

apple = sub[sub.name == 'APPLE INC'].T.dropna().squeeze()key_cols = ['name', 'adsh', 'cik', 'name', 'sic', 'countryba',              'stprba', 'cityba', 'zipba', 'bas1', 'form', 'period',             'fy', 'fp', 'filed']apple.loc[key_cols]name                    APPLE INCadsh                    0000320193-18-000070cik                     320193name                    APPLE INCsic                     3571countryba               USstprba                  CAcityba                  CUPERTINOzipba                   95014bas1                    ONE APPLE PARK WAYform                    10-Qperiod                  20180331fy                      2018fp                      Q2filed                   20180502

Using the central index key, we can identify all historical quarterly filings ...

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Publisher Resources

ISBN: 9781789346411