Equity Positioning: 13F + Form 4

SEC regulatory filings that capture positions and insider activity at the equity level. All data is public domain (SEC EDGAR). Respect the 10 req/sec rate limit via a descriptive User-Agent — downloaders here handle this automatically.

Datasets

Dataset	Filing	Universe	Script	Loader(s)
Institutional holdings	13F	Curated 10 managers (per-cik) or full universe (bulk)	`13f_download.py`	`load_institutional_holdings_13f`, `load_13f_stock_features`, `load_13f_edges`, `load_13f_bulk_holdings`
Insider transactions	Form 4	User-chosen tickers	`form4_download.py`	Raw XML — read directly via `pathlib` (see Ch4 NB 03)

Download Commands

# === 13F (institutional holdings) ===

# per-cik (default): 10 curated managers, 4 most recent 13F-HR filings each
uv run python data/equities/positioning/13f_download.py
uv run python data/equities/positioning/13f_download.py --num-filings 8
uv run python data/equities/positioning/13f_download.py --max-institutions 3

# bulk: one or more quarterly filing windows (SEC's own labels)
uv run python data/equities/positioning/13f_download.py --mode bulk --quarters 2024Q3
uv run python data/equities/positioning/13f_download.py --mode bulk --quarters 2024Q2,2024Q3

# === Form 4 (insider transactions) ===

uv run python data/equities/positioning/form4_download.py --ticker TSLA --count 20
uv run python data/equities/positioning/form4_download.py --ticker TSLA,AAPL,MSFT --count 10

Directory Layout

$ML4T_DATA_PATH/equities/positioning/
├── 13f/
│   ├── institutional_holdings.parquet       # per-cik: raw holdings (10 curated managers)
│   ├── institution_stock_edges.parquet      # per-cik: institution → stock edges
│   ├── stock_features.parquet               # per-cik: stock-level features
│   ├── coownership_matrix.npy               # per-cik: stock × stock similarity
│   ├── coownership_stocks.txt               # per-cik: row/col CUSIPs
│   └── bulk/
│       └── {YYYYQN}/
│           ├── institutional_holdings.parquet   # bulk: full-window universe (~3M rows)
│           └── bulk_13f.zip                     # cached raw SEC zip
└── form4/
    └── {TICKER}/{accession}.xml             # Raw Form 4 insider filings

Loading

from data import (
    load_institutional_holdings_13f,
    load_13f_stock_features,
    load_13f_edges,
    load_13f_bulk_holdings,
)

# 13F per-cik (curated managers)
holdings = load_institutional_holdings_13f(start_date="2024-01-01")
features = load_13f_stock_features()
edges = load_13f_edges()

# 13F bulk (full universe, one quarter)
q3_2024 = load_13f_bulk_holdings("2024Q3")

Consumers

Ch4 NB 03 — Form 4 insider-transaction parsing
Ch4 NB 05 — Full-universe 13F analysis via --mode bulk
Ch10 NB 02 — Asset embeddings from 13F holdings
Ch22 NB 07 — Institutional ownership graph + crowding signals
Ch23 — 09_knowledge_graph_features, 05_institutional_holdings_kg, 04_rag_comparison_benchmark

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