pretty_name: Stocks Daily Disclosures 8K
language:
- en
license: other
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- quantitative-trading
- backtesting
- algorithmic-trading
- stocks
- equities
- daily
- sec-filings
- corporate-events
size_categories:
- 100K<n<1M
extra_gated_prompt: >-
This dataset is free to browse and gated for download. Approval is tied to a
Papers With Backtest subscription, which also covers the other datasets in
this organisation and the strategy catalogue at
https://paperswithbacktest.com. Plans and what each one includes:
https://paperswithbacktest.com/pricing
Stocks Daily Disclosures 8K
Every material event a US-listed company reported on an SEC form 8-K since 2020, classified in a three-level taxonomy, with the sentence that supports the label.
Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly.
Why It Matters
Corporate events had to be inferred from news text, and All-Daily-News carries no event category. Here the SEC filing is the event and the category is given: deal announcements and completions, management changes, guidance, restructurings, financing, delistings. An event study on 8-K categories, or an event-conditioned signal, reads this table directly.
One row per ticker and classified event. A filing naming two tickers appears under each; one classified under two categories appears twice. accession_number groups the rows back into their filing. The feed starts in 2020, a hard limit for anything needing a longer history; Stocks-Daily-EdgarFilings dates every 8-K back to 1993 without the classification.
Load It
pip install --upgrade pwb-toolbox
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Daily-Disclosures8K", symbols=["MSFT"])
print(df.iloc[-1, :])
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker the filing is attached to. |
| date | Filing date on EDGAR. |
| cik | Filer's SEC Central Index Key. |
| accession_number | EDGAR accession number of the filing. |
| primary_category | Top level of the taxonomy (strategic_transactions, operations_and_strategy, leadership, ...). |
| secondary_category | Second level (deal_completions, material_agreements, ...). |
| tertiary_category | Third level (asset_purchase_or_sale, partnership_or_collaboration, ...). |
| supporting_text | The passage of the filing the classification rests on. |
| filing_url | The document on sec.gov. |
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers every dataset in this organisation and the strategy catalogue.
Elsewhere
- The strategy catalogue
pwb-toolbox, the loader used in the snippet above- Every dataset in this organisation