This is a summary of links featured on Quantocracy on Monday, 08/17/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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EDGAR timestamps [Regressionist]I need precise timestamp in order to study the market reaction to news. Sadly, the SEC has not joined the exchanges in providing nanosecond timestamps from GPS-synced rubidium atomic clocks. Rather, it looks like the best EDGAR timestamps I can get from the SEC are only accurate within a couple of minutes. Here are three ways to get the timestamps: Filing header XML Oldloads archives