InsidersTradesSigma
Walk-forward studies on 162 k filings: what factors compound, what bleeds, with code and Sharpe figures.
Across 2023-2024 EU and US insider buys in our sample, women filed 3.6% of declarations. Smaller tickets, more cluster context, smaller sample.
This article examines how survivorship bias affects insider trading studies and the importance of including delisted companies in performance analysis.
Insider purchases in small-cap companies often yield stronger returns than in large caps. Explore the factors influencing this trend and its strategic implications.
Explore the rationale behind the 30/35/25/10 weighting system for composite scores in insider trading analysis, focusing on signal quality and transaction context.