Insider Transactions - Buy and Sell Signals

Corporate insider transactions data sourced from SEC Form 4 and Form 5 filings.

SEC form 4 and form 5 data reports transactions in a company's securities by corporate insiders, filed within 2 days of the transaction date. The filings include transactions in common stock and derivatives, and often multiple transactions are reported on the same filing.

To generate insights from the data, we aggregate the data first by reporting person and then to the ticker and industry level. We also join on historical price data to backtest the trades, generate signals, and create screens.

We include various tables/views:

• Aggregation Tables/Views - Aggregates the raw data to different level and time frequencies

• Signal Tables/Views - Generates signals on top of the aggregated data

• Backtest Tables/Views - Backtest how well trades performed historically cut by various features

• Screens Tables/Views - Using the signals and aggregations, screen for actionable insights

• Modeling Tables/Views - Data transformed for predictive modeling