Quant & Backtests
Walk-forward studies on 162 k filings: what factors compound, what bleeds, with code and Sharpe figures.
Micro-cap biotech insider buying: the trap we tested, and why we exclude it
The most seductive insider story: a tiny biotech, a CEO buying before the stock quintuples. We backtested that recipe. It is the worst cell in our dataset.
Women insiders: what the 2023-2024 filings actually show
Across 2023-2024 EU and US insider buys in our sample, women filed 3.6% of declarations. Smaller tickets, more cluster context, smaller sample.
Understanding Survivorship Bias in Insider Trading Studies
This article examines how survivorship bias affects insider trading studies and the importance of including delisted companies in performance analysis.
Small-Cap Insider Buying: Why the Edge Beats Blue Chips
Insider purchases in small-cap companies often yield stronger returns than in large caps. Explore the factors influencing this trend and its strategic implications.
Understanding the 30/35/25/10 Weighting of Composite Scores
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.
Analyzing Sector Leadership Through Insider Buying Trends
Explore how insider buying intensity across sectors from 2020-2026 can indicate future performance and sector leadership shifts.
Understanding Sharpe and Deflated Sharpe Ratios in Backtests
Learn how to critically assess backtest claims using the Sharpe ratio and the Deflated Sharpe Ratio, which accounts for biases and multiple testing.
Understanding Insider Trading Before Earnings Announcements
This article explores the implications of insider purchases made close to earnings announcements and their potential impact on stock performance.
Why Insider Holding Periods Matter for Investors
Understanding insider holding periods can provide deeper insights into stock performance. Analyzing buy-to-sell distributions reveals the conviction behind insider trades.
Do CFO Stock Purchases Outperform CEO Purchases?
This article examines the impact of CFO versus CEO stock purchases on market performance, analyzing their information density and market influence.
Insider Cluster Trades: Cohen, Malloy, Pomorski Retested
Insider trading signals are stronger when multiple insiders trade together. This article explores the significance of cluster trades across various markets.
Do Women Insiders Outperform Men? A Data-Driven Analysis
This article examines whether women insiders outperform their male counterparts on a T+90 basis, considering various factors that influence trading performance.