Quant research prototype for building equity long-short signals from SEC 10-K risk disclosures, using deterministic text features, LLM-extracted disclosure changes, sector/size neutralization, and random-baseline validation.
text-mining 10-k risk-factors sec-filings quant-research financial-nlp llm deepseek equity-signals cross-sectional-backtest
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Updated
Jun 16, 2026 - Python