13F Amendment-Aware Crowding, Overlap, and Turnover
13F Amendment-Aware Crowding, Overlap, and Turnover: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). You are given a small slice of SEC Form 13F flat-file data . Reconstruct each target manager's effective long-share portfolio for each target quarter after…
The task
You are given a small slice of SEC **Form 13F flat-file data**. Reconstruct each target manager's effective long-share portfolio for each target quarter after accounting for applicable amendments, then produce the required portfolio analytics.
Part of codeslord/skilltrainbench-public.