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AmritSd / Institutional-ownership-impact-on-stocks-near-one-dollar

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Pull ownership information for stocks and aggregate by cusip #4

Open AmritSd opened 1 year ago

AmritSd commented 1 year ago

Ownership information would be: Insider trades Insider ownership Institutional ownership

AmritSd commented 1 year ago

Data was pulled from the Thomson Rueters Instituional 13-f Holdings db. Type 3 - Stock holdings.

The following columns were requested:

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AmritSd commented 1 year ago

The form 5's in the data is aggregated by cusip. The quarterly data is forward filled to make it monthly.

Refer to file: data_cleaning/institutional_data_agg.ipynb

The file takes data/institutional_data_all.csv as input and outputs institutional_data_agg_all.csv and pkl files