Joining 13F Filings Across Quarters in Pandas (New, Increased, Decreased, Exited)A single 13F snapshot answers “what did this manager report this quarter?” Comparing two adjacent quarters answers a more useful engineering question: which CUSIPs are new, which grew, which shrank, a4d ago · 3 min read13f-insights.hashnode.dev
Computing Rolling Inventory Z-Scores for Crude Oil in PythonUS EIA weekly petroleum status data is one of the few free, high-frequency series that still move oil prices. The headline number people quote is the crude inventory change in thousand barrels. That nOct 24 · 3 min read13f-insights.hashnode.dev
Computing the Gold/Silver Ratio in Python: Alignment, Rolling Z-Scores and a Backtest Sanity CheckThe gold/silver ratio is one of the oldest numbers in commodity markets: the price of one ounce of gold divided by the price of one ounce of silver. It tells you how many ounces of silver one ounce of11AOct 21 · 5 min read13f-insights.hashnode.dev
Parsing SEC 13F Information Table XML in Python (Namespaces, Units and Put/Call Rows)Institutional investment managers with more than $100 million in qualifying US equities file a Form 13F-HR with the SEC every quarter. The holdings themselves are not in the main filing document. TheyOct 19 · 5 min read13f-insights.hashnode.dev
