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Wiseek Filing Impact
Monthly excess-move tables after SEC filings
What it is
An open monthly dataset that compares SEC-filing importance scores and sentiment labels with the next-session stock move, stated in excess of that session's median move among tickers that filed recently. Each release ships aggregate tables plus a per-event file of the higher scores, with ticker, form, score, sentiment and the next-session result, and the same tables are static JSON with no key. Researchers who want a citable series, including a checksummed code mirror, are the audience. Scores stay as they were stored before outcomes were known, sparse cells are withheld, and the write-up says the stock moved after the filing rather than that the filing caused the move.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | US equities |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free, with paid APIs |
| Hardware | No GPU needed |
Monthly statistics relating proprietary SEC-filing importance scores to next-session excess stock moves, with per-event data, reproduction metadata, and a CC BY 4.0 license. [GitHub](https://github.co
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