InsidersTradesSigma
From filing to price impact: microstructure, currency-normalised comparisons, walk-forward design.
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.
Large insider trades can distort scoring models, often driven by factors unrelated to fresh information. A cap on trades helps maintain accuracy.
Explore the relationship between insider trading and sector ETF rebalances, particularly in technology and energy sectors. Understand the nuances and implications.
Insider transaction disclosures can significantly influence stock prices. This article analyzes the abnormal returns from publication day to 30 days post-filing.
Currency normalization is essential for accurate comparisons in insider transactions. This article explains why using EUR as a base currency is crucial.