Odd Lots

A script to find odd lots arbitrage opportunities by scanning SEC filings.

Setup

1. Install python and the required dependencies
2. Change the constants in oddlots.py to run the script
   1. SEC_USER_AGENT is a custom user agent. See https://www.sec.gov/os/webmaster-faq#developers for further details.
   2. TMP_FOLDER_NAME is the path of the folder where the filings will be downloaded to. The script auto-deletes the folder each run.
   3. DISCORD_WEBHOOK_URL is the webhook url of the channel to send the messages to if any odd lots filings are found.

Usage

python oddlots.py to run the script. As it checks the filings of the previous day, it is advised to run it in an automated cronjob to check for all filings from yesterday.