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Quant500 feeds

5 feeds to follow this site with no account, no email and no search engine in between: paste them into a feed reader and they come to you. 3 of them are also available as JSON Feed, for anyone consuming them from a program who would rather not parse XML.

The feeds are built from the same files the site paints, at request time: they are not a copy somebody has to remember to regenerate, so they cannot say one thing here and another on the page. And the JSON Feed is built by reading its own RSS, for the same reason.

Insider trades

One entry per transaction reported to the SEC on Form 4: the company, who the insider is and their role, how many shares, at what price, the amount, what share of their holding it was, whether it sat inside a scheduled 10b5-1 plan, and links to the original filing on sec.gov and to the company page here.

  • How often it changes: Several times a day. The SEC sweep lands in the afternoon and the night cycle closes it; the feed reads the same file, so subscribers do not wait until tomorrow.
  • The same thing, rendered on: Insider alerts

It carries open-market transactions only, because the rest is payroll and accounting that repeats every week: purchases (code P) are all included, no threshold, and sales (code S) from $5M up, or from $2M when they are not inside a scheduled plan. You can change the threshold with ?min= (in dollars) and the number of entries with ?limit=. Tax withholding, option exercises, gifts and grants are not in the feed, but they are published with their code on the page.

Earnings in the next 48 hours

Which S&P 500 companies report earnings today and tomorrow, with the session (before the open or after the close) when the company has given one, and a link to their announcement history.

  • How often it changes: Once a day: the window rolls over at New York midnight, which is where they report. If a company moves its date, the entry moves with it.
  • The same thing, rendered on: Who reports this week

The dates are announced by the companies and come from a public calendar; they are not dates we measured, and companies move them. Over a weekend the feed comes out empty, which is the truth, and it says so. It carries neither the ranking position nor the factor scores: this is a calendar notice, not an investment idea.

Blog: opening and closing reports

The headline and summary of each report and guide, with a link to read it. The full text does not travel in the feed, on purpose: a summary reads fine in a reader, and the report reads properly where it lives, with its tables and its links.

  • How often it changes: Twice every trading day: the opening report and the closing one. Guides land when they are published.
  • The same thing, rendered on: Blog

The headline in the feed is the one on the archived report, not the one the index had stored: when a correction changes an already published report, the feed carries it.

Model portfolios, holdings of the day

One entry a day with the holdings of the factor portfolios (multi-factor, momentum, value, quality and growth) and their backtested return against the equal-weight S&P 500.

  • How often it changes: Once a day, when the cycle recomputes the ranking.
  • The same thing, rendered on: Model portfolios

Returns come from a walk-forward backtest, not from real money, and exclude commissions and spread.

Monthly rebalance

A single entry a month: what goes in and what goes out of each portfolio on rebalance day, with the full list.

  • How often it changes: Once a month. It is the quietest feed here: no rebalance, no new entry.
  • The same thing, rendered on: Model portfolios

Backtest figures, not real money.

How to subscribe

Copy the address of the feed you want and paste it into your reader (Feedly, Inoreader, NetNewsWire, Thunderbird, Miniflux, FreshRSS… any of them works). No account, no email, no permission needed: a feed is a public file your reader fetches every so often.

Many readers do not even need that: every page on this site announces its feeds in the head with <link rel="alternate">, so you can paste quant500.com and they will find them. If you type quant500.com/feed by hand, it takes you to the blog one.

If you read them from a program: RSS is served as application/rss+xml and JSON Feed as application/feed+json, both UTF-8. Every entry carries a stable identifier (guid in RSS, id in JSON), so an entry you have already seen is not announced again even if the feed is rebuilt. Polling every ten minutes is fine; underneath they change at most as often as each card above says.

An empty feed answers 200 only when empty is the truth (nobody reports over a weekend). When the data behind it cannot be read, the answer is a 503 and not an entry-less feed: "come back later", not "there is nothing here any more".

What these feeds are not

They are information: facts reported to the SEC, dates announced by the companies and backtested figures, each with its source written beside it. No entry says to buy or sell anything, and the order they come in is not a ranking of preference: it is the date.

The full files, with their licence and field dictionary: open data. How each number is computed: Methodology. Model results are SIMULATED over historical data: they are not a live track record, past performance does not guarantee future returns, and none of this is financial advice or a personal recommendation (legal notice).

S&P 500 market gravity