When insiders speak, we transcribe.
Long-form, data-driven studies on 1.6M+ filings across 37 markets. Comparative regulation, walk-forward backtests, profiles, market mechanics.
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.
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.
Building a Beta-Neutral Insider Portfolio: Key Strategies
Learn how to construct a beta-neutral insider portfolio to reduce drawdowns and improve stock selection without broad market exposure.
Understanding Tax-Loss Selling Patterns Among Insiders
Explore how tax-loss selling varies by jurisdiction, affecting insider trading patterns in the US, UK, France, and Germany. Discover the local nuances.
Optimizing Insider Trading Backtests: A Practical Guide
Learn how to optimize insider trading backtests using a strict walk-forward protocol to avoid hindsight bias and ensure reliable performance evaluation.
Understanding Multiple-Testing Inflation in Quant Research
This article explores the implications of multiple-testing inflation in quant research, particularly in insider trading signal development, and how to report findings accurately.
Why Insider Trade Size Can Mislead Scoring Models
Large insider trades can distort scoring models, often driven by factors unrelated to fresh information. A cap on trades helps maintain accuracy.
Do Insider Trades Influence Sector ETF Rebalances?
Explore the relationship between insider trading and sector ETF rebalances, particularly in technology and energy sectors. Understand the nuances and implications.
Understanding the Impact of Insider Disclosures on Stock Prices
Insider transaction disclosures can significantly influence stock prices. This article analyzes the abnormal returns from publication day to 30 days post-filing.
Understanding Currency Normalization in Insider Transactions
Currency normalization is essential for accurate comparisons in insider transactions. This article explains why using EUR as a base currency is crucial.
Understanding Swiss Anonymized Insider Disclosures and Signals
Swiss insider disclosures often lack names but still provide valuable insights. Role labels and transaction details allow for effective analysis despite anonymity.
TSX Venture Insider Buying: Small-Cap Miners with an Edge
Explore why insider buying in Canadian micro-cap miners often leads to significant stock price increases within 90 days, revealing key market inefficiencies.