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.
Spouses, children, trusts and controlled holdings of executives file MAR Art 19 declarations too. On our 2023-2024 EU/FR sample they hit 85% win rate vs 46% for direct PDMR.
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.