Create README.md

README.md

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+---
+license: mit
+tags:
+- nlp
+pretty_name: SP500 EDGAR 10-K Filings
+---
+
+# Dataset Card for SP500-EDGAR-10K
+
+## Dataset Description
+
+- **Homepage:** 
+- **Repository:** 
+- **Paper:** 
+- **Leaderboard:** 
+- **Point of Contact:** 
+
+### Dataset Summary
+
+This dataset contains the annual reports for all SP500 historical constituents from 2010-2022 from SEC EDGAR Form 10-K filings.
+It also contains n-day future returns of each firm's stock price from each filing date.
+
+## Dataset Structure
+
+### Data Fields
+
+[More Information Needed]
+
+### Data Splits
+
+[More Information Needed]
+
+## Dataset Creation
+
+### Source Data
+
+#### Initial Data Collection and Normalization
+
+10-K filings data was collected and processed using `edgar-crawler` available <a href='https://github.com/nlpaueb/edgar-crawler'>here.</a>
+Return data was computed manually from other price data sources. 
+
+### Annotations
+
+#### Annotation process
+
+N/A
+
+#### Who are the annotators?
+
+N/A
+
+### Personal and Sensitive Information
+
+N/A
+
+## Considerations for Using the Data
+
+### Social Impact of Dataset
+
+N/A
+
+### Discussion of Biases
+
+The firms in the dataset are constructed from historical SP500 membership data, removing survival biases.
+
+### Other Known Limitations
+
+N/A
+
+### Licensing Information
+
+MIT