What problem does it solve?
Provides a unified, free-source toolkit to fetch and analyze US market data from multiple sources (stock data via yfinance, SEC filings via EDGAR, macro indicators via FRED), enabling faster analysis without API keys.
Core Features & Use Cases
- Stock data & fundamentals: fetch real-time prices, financials, and metrics via yfinance.
- Regulatory filings & insider data: access SEC EDGAR filings and insider trades.
- Quant analytics toolkit: run DuPont, Z-Score, M-Score, and Piotroski F-Score, plus portfolio analytics (VaR, stress testing, health scoring).
- Macro and screening: pull macro indicators and perform multi-factor screening across US equities.
- Use Case: a research analyst can pull a universe of US stocks, compute risk metrics, screen for value and quality, and monitor macro context in a single workflow.
Quick Start
Install the required dependencies and run the Python scripts in the scripts/ directory to fetch US market data and perform analyses.