This project, in collaboration with HKML EduTech, is designed to extract alpha from Form 10-Ks of companies historically listed on the S&P 500 index.
By following a similar procedure to a famous paper titled Lazy Prices (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1658471), we hope to extract alpha via buying/selling companies whose filings change dramatically/don't change dramatically year-over-year.