Tuesday, January 8, 2019
A Look at Climate Change Disclosures

Wednesday, January 2, 2019
Quants: Point-in-Time Data for Backtesting

Friday, December 28, 2018
Now Showing: Controls & Procedures

Thursday, December 27, 2018
A Reminder on Non-GAAP Reporting Rules

Monday, December 17, 2018
Researching PG&E’s Wildfire Risk

Wednesday, December 12, 2018
Tracking Brexit Disclosures

Thursday, December 6, 2018
Campbell Soup: Looking Behind the Label

Sunday, December 2, 2018
SEC Comment Letters: The Amazon Example

Wednesday, November 28, 2018
Measuring Big Pharma’s Chemical Dependency

Monday, November 26, 2018
Analysts, Can You Relate? A True Story

Monday, November 19, 2018
Digging Up Historical Trend Data: Quest Example

Sunday, November 11, 2018
Cost of Revenue, SG&A: Q3 Update

Monday, November 5, 2018
Lease Accounting: FedEx vs. UPS

Saturday, November 3, 2018
New Email Alerting Powers

Wednesday, October 31, 2018
PTC and Two Tales of Revenue

Tuesday, October 30, 2018
10-K/Q Section Text Change Detection

Sunday, October 28, 2018
Finding Purchase Price Allocation

Sunday, October 21, 2018
Charting Netflix Growth in Three Ways

Wednesday, October 17, 2018
Interesting Data on Interest Income

Thursday, October 11, 2018
The Decline of Sears in Three Charts

Archive  |  Search:
Point-In-Time Fundamental Data
Friday, December 2, 2016

Quantamentalists, rejoice! Calcbench is proud to introduce our newest feature via our API.

Today, a user can download Calcbench’s 1,000+ standardized metrics for 10,000 public companies with filing date-stamps. You can use this “point-in-time” data to backtest fundamental algorithms while avoiding look-ahead bias.

Calcbench captures and reports as-filed financial data as well as revisions that occur as companies report data in future periods. Academic literature refers to these as ‘little R’ revisions. Please note that these are not full financial restatements, and that companies may revise numbers for a variety of reasons. (See a previous blog entry which discusses revisions in detail.)

Instructions for getting Point-In-Time data from our API are @ Every point returned by the API has the date and time the document from the which the point came from was uploaded to the SEC’s Edgar system.

Please contact Calcbench before you get started with your Point-In-Time project. API access is not included in the standard Calcbench subscription.

Footnote Points for ORCL and MSFT

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