This feature provides quant feeds on insider transactions. It is a great solution for quant hedge funds or quant analysts looking to enrich their models with insider trading metrics. Data with highlighted sources of potential alpha is delivered via API and point-in-time options via SFTP.
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Our intelligent filter tools make it easy to exclude non-discretionary and insignificant trades. Our flags and ranks help you find alpha based on our comprehensive historic backtesting.
Our analysts cover three time zones and process data within each region throughout local market hours. We aim to process trades within an hour of them being reported and usually exceed expectations. Our intra-day delivery options allow you to view trades during open local market hours.
We add multiple contextual factors with over 100 additional fields to complement the reported trade parameters:
- Personal details on the insider
- Position within the company
- Company and Listing Trade Metrics
- Analysis fields & flags
- Insider’s age
- Evidence of wealth
- Historic trade performance, and more.
As a part of our insider transactions quantitative data offering, we deliver a single complete file and consistently incorporate data from multiple sources (markets).