Calcbench now has standardized face financial data from earnings press releases minutes after they are published.  This will be useful for quantitative asset managers who want to include fundamental signals in their model.

Calcbench is extracting the metrics from the income statement, balance sheet, and statement of cash flows.  This includes market moving revenue and earnings per share numbers.  Quality is improved by Calcbench’s ten years of experience parsing the XBRL 10-K/Qs.

We listen for the news wires and earnings announcements filed as 8-Ks on the SEC’s Edgar sight.  The Calcbench extraction process is entirely automated so you have numbers minutes after they are published.

For back-testing purposes we have about 10 years of history with time-stamps of when the data was available.  Coverage is almost all US public companies.

A sample for the 30 companies in the DOW is @ https://www.dropbox.com/s/vazfcnlbhhqyh2n/blog_data.csv?dl=0.  An example of a script to get the data is @ https://github.com/calcbench/notebooks/tree/master/filing_listener.  For a larger sample and to discuss integrating the data into your process email

us@calcbench.com.


FREE Calcbench Premium
Two Week Trial

Research Financial & Accounting Data Like Never Before. More features and try our Excel add-in. Sign up now to try the Premium Suite.