Skip to content

lekisti/SecAnalyzer

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

12 Commits
 
 
 
 
 
 
 
 

Repository files navigation

SecAnalyzer

This project started with the idea to scrape Edgar SEC filings to get raw financial data and run analysis and backtesting on them. The most recent version uses a financial API.

To run the application, you need to:

  1. Change the connection string in appsettings.json and SecAnalyzerContext.cs to match with your local database server and database.
  2. Run "Update-Database" in Package Manager Console (and "Add-Migration MySecAnalyzer" beforehand if that doesn't work instantly).
  3. Insert your fmpcloud.io api key (FmpCloudApiKey) and base address (FmpCloudBaseAddress) in the Config table.
  4. Run the "seedandanalysis/seed" endpoint to seed the database with the data from the API. Note: It's not optimized to be fast.
  5. Run the currently available endpoints "acquirersmultiple" or "expensivemarket" to analyze the yearly returns and compound annual growth rates of these investing methods.

There is a problem with the financial API data since I get negative returns from "expensivemarket" endpoint which tries to mimic the SP500 "market" returns, while the latter actually produced positive returns for the last 2 decades.

If I'm infringing your copyrights, please let me know and I will remove the code.