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Insider trading transactions added to the Quant Investing stock screener

We have been planning on adding insider transactions to the Quant Investing stock screener for a while but have only been able to get to it now.

We are still adding to the database but want to make the information available to you already as we are sure it can help you make even better investment decisions.

 

Available as a spread sheet

Right now, you can download the information in spread sheet form.

We are planning and working on making the information available in the screener but for that we need your help, more on that below.

The insider trading report is generated over the weekend and is updated in the screener every Monday morning at 10:00 Central European Time (CET).

Click here to start using insider trading information in your portfolio Now! 

 

Where can you find it?

To download your insider data, click this link to go to the Market Dashboards , and log in.

Download the Microsoft Excel file called: InsiderTrading

 

What information is available

Let us start with the definition of an insider.

Insider transactions included in the database includes all transaction by individuals associated with the company. Not only officers (CEO and CFO) and directors.

This gives you the best data to make informed insider trading investment decisions.

Here is more information on the column headings:

Name – Company name

IQ_ticker – Stock exchange and company stock code

currency_code - Currency insider transactions were made in

close_price – Closing stock price used to value the insider transactions

insider_trading - Number of shares traded by insiders

insider_trading_value – Value of insider transactions in US Dollars (USD)

 

What the insider data looks like

If you look at the bottom left of the InsiderTrading spread sheet you will see a tab for:

  • Insider transactions over the past four weeks or month
  • Insider transactions over the past week – Report is updated every Monday

Insider trading transactions 1

 

Click here to start using insider trading information in your portfolio Now!

 

In both above-mentioned tabs the data looks as follows:

The spread sheet is sorted with the largest buy values at the top and largest insider sell transactions at the bottom.

Biggest insider purchases:

Insider trading transactions 2

 

Biggest insider selling:

Insider trading transactions 3

 

We need your help

Getting back to your help we need.

We are still reading research papers to find the best way to make insider trading information available to you.

Is there a specific insider ratio or indicator you have found valuable? If so, please let us know so we can build it into the screener and the company dashboard.

 

Here is some of the research we are looking at:

Identifying Profitable Insider Transactions

Some Insider Sales are Positive Signals

Insider Trading Patterns

Some Insiders are Indeed Smart Investors

Insider Trading in Germany - Do Corporate Insiders Exploit Inside Information?

Do What Insiders Do: Abnormal Performances After the Release of Insiders' Relevant Transactions

Please let us know if there are any other insider research you have found of value.

 

Click here to start using insider trading information in your portfolio Now!