Market Mechanics
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.
May 17, 202612 min
Market Mechanics
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.
May 17, 202612 min
Market Mechanics
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.
May 17, 202614 min
Market Mechanics
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.
May 17, 202614 min
Market Mechanics
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.
May 17, 202613 min
Market Mechanics
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.
May 17, 202613 min