Corporate Insider Transactions - Buying and Selling Signals

# Summary

This data share illustrates an end-to-end data analysis and research pipeline using corporate insider disclosure filings data, designed for use by fundamental analysts.

This data set analyzes corporate insider transaction disclosures made on SEC form 4 and form 5 filings. The trial data set covers technology, consumer discretionary and consumer staples companies with data for 2015 onwards. The views provided in this product model the data by aggregating the transaction level data to monthly time series for each reporting person, ticker, and industry. The aggregations are enriched with signals, such as looking for clusters of insider buying and selling activity and finding insiders with historically good track records of buying and selling stock.

This trial data illustrates the breadth and depth of analysis on insider transaction data. The full data set includes expanded coverage, data history, aggregations, screens, and predictive models. Custom processes are available tailored to your research pipelines.

## Overview of Data Analysis and **Modeling:**

The data share includes various views designed for different use cases, so that analysts can query the data directly for<br/>insights:

1. Aggregations – Time series (monthly frequency) at the reporting person, ticker, and industry level of buying and selling activity.
2. Signals – Signals such as large transactions, CEO/CFO buying or selling, historically good buyers or sellers, etc.
3. Backtesting – Backtesting how different types of insider activity has historically been associated with forward returns for the stock and hit rates.
4. Modeling – Data and features ready for predictive modeling.
5. Screening – Leveraging the aggregations and signals, screens designed for investment analysts for uncovering companies with significant buying or selling.

搜集汇总

背景与挑战

背景概述

该数据集基于美国SEC Form 4和Form 5的内幕交易披露数据，覆盖2015年以来的科技、非必需消费品和必需消费品行业公司。它通过聚合交易数据至月度时间序列，并加入信号和回测功能，旨在为基本面分析师提供内幕交易的分析、建模和筛选工具。