Parsing SEC 13F filings: the CUSIP problem nobody warns you about

Every quarter, roughly 45 days after quarter end, thousands of institutional investors file Form 13F with the SEC. The filing lists holdings by CUSIP, not by ticker. If you build anything on top of 13F data, the first real problem you hit is not parsing the XML. It is what happens to CUSIPs you have never seen before. I run 13Foresight, a 13F... Weiterlesen