{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "# uncomment to install in colab\n", "# !pip install -e git+https://github.com/enzoampil/fastquant.git@master#egg=fastquant" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Company disclosures-based trading strategy" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Pulling JFC disclosures summary...\n", "3 pages detected!\n", "Found 145 disclosures between 01-01-2015 & 07-15-2020 with 16 types:\n", "['Material Information/Transactions'\n", " \"Notice of Annual or Special Stockholders' Meeting\" 'Press Release'\n", " \"Notice of Analysts'/Investors' Briefing\" 'Declaration of Cash Dividends'\n", " 'Joint Ventures' 'Change in Corporate Contact Details and/or Website'\n", " 'Substantial Acquisitions' 'Clarification of News Reports'\n", " \"Results of Annual or Special Stockholders' Meeting\"\n", " 'Results of Organizational Meeting of Board of Directors'\n", " 'Acquisition or Disposition of Shares of Another Corporation'\n", " 'Change in Directors and/or Officers (Resignation, Removal or Appointment, Election and/or Promotion)'\n", " 'Amendments to By-Laws' 'Amendments to Articles of Incorporation'\n", " 'Update on Corporate Actions/Material Transactions/Agreements']\n", "Pulling details in all JFC disclosures...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "100%|██████████| 1/1 [00:00<00:00, 6.50it/s]\n" ] }, { "name": "stdout", "output_type": "stream", "text": [ "Loaded: /home/jgendrinal/rprojects/fastquant/examples/src/fastquant/python/fastquant/data/JFC_disclosures_01-01-2015_07-15-2020.csv\n" ] } ], "source": [ "from fastquant import DisclosuresPSE\n", "\n", "dpse = DisclosuresPSE(\"JFC\", start_date=\"01-01-2015\")" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | Company Name | \n", "Template Name | \n", "PSE Form Number | \n", "Announce Date and Time | \n", "Circular Number | \n", "edge_no | \n", "url | \n", "disclosure_table | \n", "Background/Description of the Disclosure | \n", "Subject of the Disclosure | \n", "
---|---|---|---|---|---|---|---|---|---|---|
0 | \n", "Jollibee Foods Corporation | \n", "[Amend-1]Material Information/Transactions | \n", "4-30 | \n", "2020-06-25 07:37:00 | \n", "C04444-2020 | \n", "68f4aa3616d6457c0de8473cebbd6407 | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"Common\", \"Subject of ... | \n", "Jollibee Foods Corporation (JFC, the “Guaranto... | \n", "JFC to Issue US$ 600 Million 5.5 and 10 Year N... | \n", "
1 | \n", "Jollibee Foods Corporation | \n", "Material Information/Transactions | \n", "4-30 | \n", "2020-06-19 08:01:00 | \n", "C04295-2020 | \n", "0be4ceaf09ea28090de8473cebbd6407 | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"COMMON\", \"Subject of ... | \n", "Golden Plate Pte. Ltd. (GPPL), a wholly owned ... | \n", "Jollibee Foods Corporation (JFC) and Dim Sum P... | \n", "
2 | \n", "Jollibee Foods Corporation | \n", "Material Information/Transactions | \n", "4-30 | \n", "2020-06-17 10:39:00 | \n", "C04227-2020 | \n", "d1a0237ac4559bda0de8473cebbd6407 | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"COMMON\", \"Subject of ... | \n", "Jollibee Foods Corporation (JFC) announced tha... | \n", "Cash dividend declaration | \n", "
3 | \n", "Jollibee Foods Corporation | \n", "Notice of Annual or Special Stockholders' Meeting | \n", "7-1 | \n", "2020-05-28 07:23:00 | \n", "C03757-2020 | \n", "3d7278efdfc3720b0de8473cebbd6407 | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"COMMON\", \"Subject of ... | \n", "In compliance with National Telecommunication ... | \n", "Update of Corporate Contact Details | \n", "
4 | \n", "Jollibee Foods Corporation | \n", "Press Release | \n", "4-31 | \n", "2020-05-28 07:17:00 | \n", "C03749-2020 | \n", "55ee488e963620db0de8473cebbd6407 | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"COMMON\", \"Subject of ... | \n", "Further to its May 8, 2018 disclosure, JFC dis... | \n", "JFC to increase investment in Buyer of Tim Ho ... | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
140 | \n", "Jollibee Foods Corporation | \n", "Declaration of Cash Dividends | \n", "6-1 | \n", "2015-04-08 08:39:00 | \n", "C01729-2015 | \n", "49a8d6ba7f7608fcb15effbf9088d1ab | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"Common\", \"Subject of ... | \n", "Jollibee Worldwide Pte. Ltd., (the “Issuer”), ... | \n", "JFC Mandates Banks for U.S.$ Senior Unsecured ... | \n", "
141 | \n", "Jollibee Foods Corporation | \n", "Press Release | \n", "4-31 | \n", "2015-02-23 13:41:00 | \n", "C00789-2015 | \n", "929338ec12042f71b15effbf9088d1ab | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"COMMON\", \"Subject of ... | \n", "Notice of annual stockholders' meeting for the... | \n", "Notice of annual stockholders' meeting for the... | \n", "
142 | \n", "Jollibee Foods Corporation | \n", "Clarification of News Reports | \n", "4-13 | \n", "2015-01-22 14:28:00 | \n", "C00256-2015 | \n", "7578082745af0a94b15effbf9088d1ab | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"Common\", \"Subject of ... | \n", "JFC Announces First Quarter 2020 Financial Res... | \n", "Press Release: 2020 1st Quarter Financial Results | \n", "
143 | \n", "Jollibee Foods Corporation | \n", "Update on Corporate Actions/Material Transacti... | \n", "16-1 | \n", "2015-01-09 13:24:00 | \n", "C00092-2015 | \n", "09cd76ec59b47b6db15effbf9088d1ab | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"Common\", \"Subject of ... | \n", "Jollibee Foods Corporation, one of Asia's larg... | \n", "JFC to Spend Php7 Billion for Business Transfo... | \n", "
144 | \n", "Jollibee Foods Corporation | \n", "Update on Corporate Actions/Material Transacti... | \n", "16-1 | \n", "2015-01-06 07:51:00 | \n", "C00024-2015 | \n", "56a1e05383b8fec9b15effbf9088d1ab | \n", "https://edge.pse.com.ph/openDiscViewer.do?edge... | \n", "{\"Title of Each Class\": \"common \", \"Subject of... | \n", "Jollibee Foods Corporation will do an Earnings... | \n", "JFC’s Earnings Call for its First Quarter 2020... | \n", "
145 rows × 10 columns
\n", "