| --- |
| 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. |
|
|
| <!-- MEASURED:START - rewritten by dataset_cards/refresh.py --> |
| |
| Shape measured at the next refresh of `dataset_cards/facts.json`. Refreshed monthly. |
|
|
| <!-- MEASURED:END --> |
|
|
| ## 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 |
|
|
| ```bash |
| pip install --upgrade pwb-toolbox |
| ``` |
|
|
| ```python |
| 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](https://paperswithbacktest.com/pricing). The same subscription covers every dataset in this organisation and the strategy catalogue. |
|
|
| ## Elsewhere |
|
|
| - [The strategy catalogue](https://paperswithbacktest.com/strategies) |
| - [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above |
| - [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest) |
|
|
