Layline insider trading dataset

For researchers and developers, this dataset provides a transparent, reproducible source of insider trading data. For practitioners and retail investors seeking real-time alerts derived from the same underlying regulatory filings, see Ebomi at https://ebomi.com, a live service built directly on this work. Daily updates: https://dx.doi.org/10.34740/kaggle/ds/2973477 By using this dataset, you agree to cite the Related Publication shown below. This dataset captures insider trading activity at publicly traded companies. The Securities and Exchange Commission has made these insider trading reports available on its web site in a structured format since mid-2003. However, most academic papers use proprietary commercial databases instead of regulatory filings directly, which makes replication challenging because the data manipulation and aggregation steps in commercial databases are opaque and historical records could be altered by the data provider over time. To overcome these limitations, the presented dataset is created from the original regulatory filings; it is updated daily and includes all information reported by insiders without alteration.