InsidersTradesSigma
Long-form, data-driven studies on 567 000 filings, 28 markets, 124 000 named insiders. Comparative regulation, walk-forward backtests, profiles, market mechanics.
Audit 101 reveals why insider signals break on XNAS (U.S. market). RSUs, blackout windows, and different compensation regimes explain the inversion. V14e excludes U.S. venues.
5 insider patterns with verifiable edge on Sigma's EU_strict dataset. CEO bid, CFO+BOARD cluster, controlled holding, sector momentum, and Q4 seasonal signal. Real OOS numbers.
V13.5_stack was in production. Audits 100-103 demonstrated its collapse on the expanded universe. A detailed account of replacing it with V14e EU_strict (Sharpe 1.36).
Analysis of 595,000 insider declarations across 8 European markets. Controlled entities, family trusts, spouses and children: which declarant profiles generate real T+90 edge?
Spouses, children, trusts and controlled holdings of executives file MAR Art 19 declarations too. On our 2023-2024 EU/FR sample they hit 85% win rate vs 46% for direct PDMR.
Across 2023-2024 EU and US insider buys in our sample, women filed 3.6% of declarations. Smaller tickets, more cluster context, smaller sample.
Explore how regulatory events shape insider trading in crypto-exposed companies like Coinbase and Marathon Digital, revealing key investor insights.
Explore how family-controlled luxury groups like LVMH and Hermès shape insider disclosure patterns, affecting investor interpretation and market behavior.
From 2022 to 2026, energy executives navigated market volatility, insider buying, and strategic shifts amid geopolitical tensions and economic pressures.
March 2023 saw significant banking turmoil, with insider trading providing mixed signals. This article examines the implications of insider purchases during crises.
Explore how insider trading during the AI boom varied among major tech firms like NVIDIA, Microsoft, Alphabet, and Meta from 2023 to 2026.
Insider buying before FDA PDUFA dates can indicate confidence but also reflects various factors. Learn how to interpret these transactions effectively.