PREDICT 498 - Team Members

• Bill
• Josh
• Masae
• Stuart
• Reed

1. SP500CoList17.py
   • Grab all tickers from S&P 500 and initial SEC URL
2. project15a.py
   • Click through SEC site and grab the URL of the 10-Qs and 10-Ks that house the text
3. FullRunAssemblyAfterInitScrape.py
   • Loop through all tickers, scrape risk factor section from URLs, and assemble a dataframe for each month

4. masterFileAssembly.py
   • Assemble a master file with all tickers, months, and risk factors.
   • Calculate similarity metrics each month, bucket tickers into quintiles, and append to master file for modeling

5. 498_stock_returns_staples_cosine_monthly3-1.R

   • Calculate stock returns for cosine similarity quintiles

6. 498_stock_returns_staples_jaccard_monthly2.R

   • Calculate stock returns for jacaard similarity quintiles

7. 498_stock_returns_staples_simple_monthly2-1.R

   • Calculate stock returns for simple similarity quintiles

Visualization of portfolio selection and model can be found in the Lazy-Price-Prediction/DataVisualization folder