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).
Where can you find it?
To download your insider data, log in and 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
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:
Biggest insider selling:
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 by clicking on the "Need Help?" button at the bottom right of your screen.
Here is some of the research we are looking at: