Sigma Journal · 208 studies

When insiders speak, we transcribe.

Long-form, data-driven studies on 1.3M+ filings across 43 markets. Comparative regulation, walk-forward backtests, profiles, market mechanics.

Engineering

Building an Insider Filings Model with Python and REST API

Learn how to create a basic insider filings model using Python, focusing on API authentication, data retrieval, normalization, and alpha score computation.

May 17, 202614 min

Engineering

Designing Effective MCP Servers for Insider Data Queries

Explore how to structure MCP servers for querying insider data, focusing on schema design, tool discovery, and handling ambiguous requests.

When insiders speak, we transcribe.

Building an Insider Filings Model with Python and REST API

Designing Effective MCP Servers for Insider Data Queries

Building a Beta-Neutral Insider Portfolio: Key Strategies

Understanding Tax-Loss Selling Patterns Among Insiders

Optimizing Insider Trading Backtests: A Practical Guide

Understanding Multiple-Testing Inflation in Quant Research

Why Insider Trade Size Can Mislead Scoring Models

Do Insider Trades Influence Sector ETF Rebalances?

Understanding the Impact of Insider Disclosures on Stock Prices

Understanding Currency Normalization in Insider Transactions

Understanding Swiss Anonymized Insider Disclosures and Signals

Understanding Insider Buying Patterns in TSX Venture Miners