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SecAnalyzer

This project started with the idea to scrape Edgar SEC filings to get raw financial data and run analysis and backtesting on them. The most recent version uses a financial API.

To run the application, you need to:

  1. Change the connection string in appsettings.json and SecAnalyzerContext.cs to match with your local database server and database.
  2. Run "Update-Database" in Package Manager Console (and "Add-Migration MySecAnalyzer" beforehand if that doesn't work instantly).
  3. Insert your fmpcloud.io api key (FmpCloudApiKey) and base address (FmpCloudBaseAddress) in the Config table.
  4. Run the "seedandanalysis/seed" endpoint to seed the database with the data from the API. Note: It's not optimized to be fast.
  5. Run the currently available endpoints "acquirersmultiple" or "expensivemarket" to analyze the yearly returns and compound annual growth rates of these investing methods.

There is a problem with the financial API data since I get negative returns from "expensivemarket" endpoint which tries to mimic the SP500 "market" returns, while the latter actually produced positive returns for the last 2 decades.

If I'm infringing your copyrights, please let me know and I will remove the code.