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Is there a way to filter out all stocks that have had an 8k or 6k filing in the past 5 days? I have an algorithim that would greatly benifit from excluding any outside forces that are effecting the stock and I thought a great way to filter those out would be by using 8k and 6k filings. I can only find a fine.FinancialStateements.FormType that filters 10k filings and 10Q filings. If anyone could help it would be greatly appreciated.
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Gurumeher Sawhney
The FormType field of the fundamental data provided by Morningstar outputs more than just the 10-K or 10-Q. When making a quick algorithm, there was also a 6-K, N-CSRS, and 424B4. So it might be worth looking into. Another relevant data field is:
FileDate: Specific date on which a company released its filing to the public.
That being said, data can be imported into the algorithm using self.AddData(). Quandl might have a data source that you'd like to use as well. Here is an example of how to incorporate it into LEAN.
Jacob Fuchs
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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