The Textual Analysis of 10-K & 10-Q Filings

The usage of alternative data is now a main-stream topic in investment management and algorithmic trading. So let’s together explore the textual analysis of 10-K & 10-Q filings and analyze how these datasets could be used as a profitable part of investment portfolios. We invite you to read this short summarization of the research. Full version can be found on the SSRN.

https://quantpedia.com/the-positive-similarity-of-company-filings-and-the-cross-section-of-stock-returns/