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Chamath discovered that changes in buzzword frequency in SEC filings can predict when a trend is about to wane. For instance, DEI peaked from 2020 to 2022 and then declined, while AI has been rising since late 2022 and is now mentioned in nearly every major company's filings.
This paper presents a two-stage LLM-based system that extracts grounded event tags from SEC 8-K filings using a three-tier taxonomy of 119 event types, with mechanisms for constraint and auditability. The system is evaluated on nearly 300k filings, showing high precision for high-quality tags and enabling event studies that distinguish economically distinct events.
A practical solution using AnySearch to enable local AI agents to efficiently query multiple specialized sources (CVEs, SEC filings) and return structured JSON/Markdown, avoiding rate limits and broken SDKs.
Researchers from Stanford, UC, and Nanjing University release SEFD, a dataset of 152B tokens from SEC filings converted to layout-faithful MultiMarkdown, preserving table structure for LLM training with minimal overlap with Common Crawl.
Open-sourced a set of buy-side research skills for the Codex platform, capable of pulling original files from the SEC for analysis, supporting multiple investment research frameworks.
Introduces Equibles, a self-hosted open-source MCP server that provides local LLMs with real U.S. financial data including SEC filings, insider trades, and economic indicators.