InsidersTradesSigma
Long-form, data-driven studies on 1.6M+ filings across 43 markets. Comparative regulation, walk-forward backtests, profiles, market mechanics.
Learn how to optimize insider trading backtests using a strict walk-forward protocol to avoid hindsight bias and ensure reliable performance evaluation.
This article explores the implications of multiple-testing inflation in quant research, particularly in insider trading signal development, and how to report findings accurately.