At the moment we focus on the Swedish markets, both regulated and MTF:s
Share holder changes
Short trading volumes
Legal entity information
Svolders VD köper aktier för 144 000 SEK
Namn Namnsson betalade 112,4 SEK per aktie igår. Han köpte 1 200 aktier.
Aggregation of multiple transactions published by the same person and company during the same day
Based on name we try to figure out pronoun of person/company
Sanity check of self-declared price per share against quote data to avoid publishing erroneous entries
Disclaimer if transaction is part of internal shares program
PNG image of security quote chart annotated with insider sell and buy transactions
Handle incoming corrections in some way, perhaps just add their comments to the bottom of article
We already do mapping of self-declared title to a set of standardized occupation codes, use these to set title in snippet to avoid messy titles
Find image link of responsible person in company investors pages and add that to the news if transaction is above some threshold
If responsible is a company then look up that company in e.g Bolagsverket API and add summary of company in article
Aggregate different types of transactions by different persons within the same company
Add summary of responsible persons recent previous transactions
GSA CAPITAL PARTNERS LLP minskar sin korta position i OASMIA PHARMACEUTICAL AB
GSA CAPITAL PARTNERS LLP minskade sin korta position med 0.02 procentenheter till totalt 0.68 % igår.
Relative change of major short position holder
PNG image of changes in net short positions for security
Replace capitalized names with their proper representations
Aggregate if multiple position holders in the same security
Add summary of the position holder in some way
Very basic at this point due to lack of integrations with most distributors
Ökning av antalet aktier och röster i Balco Group
Title of press release
External links to attachments
Varying accuracy in mapping press release to e.g related ISIN:s
Varying accuracy in mapping press release to category like e.g QuarterlyReport, Pressrelease
Integrations with Cision and Globe Newswire would make any feature development much easier
Extract some key quote from press release
"Impact score" idea: Generate text vector (word2vec method) from press release title and perhaps summary. This can then be combined with same-day quote movement to create labeled dataset for training. Goal would be to classify impact of press release.
Currently only days-delayed quote and category data from Pensionsmyndigheten with our own parser. This only covers funds in the PPM system though.
We are waiting for Finansinspektionen to start publishing quarterly fund allocations and have already built a parser for the supposed format.