Web Scraping WhaleWisdom

Jose Gonzalez
Posted on Jul 29, 2019

In my project I attempted to answer the question of whether there was a correlation between institutional investor behavior and stock returns in Anaplan (NYSE:PLAN). 

I webscraped whalewisdom.com which is a website that aggregates 13F filing data from institutional investment firms, 13F filings are basically a list of quarterly equity holdings for larger investment firms.

Here is a sample of the specific page that I was trying to web scrape:

The main problems that I ran into were:

  • Data outputting to a csv file and being completely 
  • Having to manually scroll to get to the table with the rows I needed to scrape near the bottom of the page
  • The data was in a table and I tried to scrape the entire table which wouldn't allow me to loop/iterate through it, so I had to scrape the data from each individual row

I eventually figured found out a way to click out of this news letter pop-up box, here is a link to the gist of code that helped the most with this problem: https://gist.github.com/j-gonzal/7ddc4b3c6378b712560c9b043363dc63

The data I was trying to scrape was basically an overview of the institutional investors that held Anaplan's stock, here are good examples:

 

I thought I would be able to understand the behavior of certain institutions because of their type, for example venture capital funds and being long-term orientated while firms like hedge funds would trade a lot more. 

In the future I would like to try to extend this and try to see if there actually is a real correlation or trading signal that could be discovered in this data. If not I would like to be able to create a shareholder profile, and types of firms that hold the stock, so average investors could know who they were investing alongside. 

Although I was able to successfully scrape the data after the presentation, I was unable to find any valuable type of correlation that would create a signal that could lead to higher future investment returns in time for the presentation I gave on my project. I definitely still learned a lot from the exercise though. 

The best feedback that I got was to not undertake such a pie-in-the-sky type of project when I was so new to data science. There are professional quants on Wall Street who have a great deal of experience that are looking for similar types of trading signals like the ones that I was trying to find. I realize now that it was definitely not a good idea for my first project.

The link to all the code, data, and the PowerPoint that I used for the project presentation are listed here on my Github: https://github.com/j-gonzal/web_scraping_project

About Author

Leave a Comment

No comments found.

View Posts by Categories


Our Recent Popular Posts


View Posts by Tags

#python #trainwithnycdsa 2019 airbnb Alex Baransky alumni Alumni Interview Alumni Reviews Alumni Spotlight alumni story Alumnus API Application artist aws beautiful soup Best Bootcamp Best Data Science 2019 Best Data Science Bootcamp Best Data Science Bootcamp 2020 Best Ranked Big Data Book Launch Book-Signing bootcamp Bootcamp Alumni Bootcamp Prep Bundles California Cancer Research capstone Career Career Day citibike clustering Coding Course Demo Course Report D3.js data Data Analyst data science Data Science Academy Data Science Bootcamp Data science jobs Data Science Reviews Data Scientist Data Scientist Jobs data visualization Deep Learning Demo Day Discount dplyr employer networking feature engineering Finance Financial Data Science Flask gbm Get Hired ggplot2 googleVis Hadoop higgs boson Hiring hiring partner events Hiring Partners Industry Experts Instructor Blog Instructor Interview Job Job Placement Jobs Jon Krohn JP Morgan Chase Kaggle Kickstarter lasso regression Lead Data Scienctist Lead Data Scientist leaflet linear regression Logistic Regression machine learning Maps matplotlib Medical Research Meet the team meetup Networking neural network Neural networks New Courses nlp NYC NYC Data Science nyc data science academy NYC Open Data NYCDSA NYCDSA Alumni Online Online Bootcamp Online Training Open Data painter pandas Part-time Portfolio Development prediction Prework Programming PwC python python machine learning python scrapy python web scraping python webscraping Python Workshop R R language R Programming R Shiny r studio R Visualization R Workshop R-bloggers random forest Ranking recommendation recommendation system regression Remote remote data science bootcamp Scrapy scrapy visualization seaborn Selenium sentiment analysis Shiny Shiny Dashboard Spark Special Special Summer Sports statistics streaming Student Interview Student Showcase SVM Switchup Tableau team TensorFlow Testimonial tf-idf Top Data Science Bootcamp twitter visualization web scraping Weekend Course What to expect word cloud word2vec XGBoost yelp