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Insider Data History

by Tom Huggens, 3730 days ago
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The Insider Data History downloads several years' worth of insider data for U.S. stocks.
The following fields are downloaded and stored in a custom database called "insiderdata":

Date: The announcement date of the insider transaction
Insider: The name of the insider
Relationship: The relationship between the insider and the company (Example: Director, officer, CEO...)
Shares: The number of shares bought or sold in the transaction
Price: The average transaction price
Amount: The amount of the transaction in dollars
Type: The transaction type (1 for buy and -1 for sell)

Example:
Symbol: AAN
Date: 28/10/2010 11:00:00
Insider: Loudermilk R Charles SR
Relationship: Director offier 10% owner (Chairman)
Shares: 21666
Price: 18.86
Amount: 408528
Type: -1 (sell)


How to use the data with the QS programming language:

Example 1 (Plots the number of shares multiplied by the transaction type)

- Right click on a pane, click on "Edit Formula", type the following formula then click on "Update Graph"

a = GetData('insiderdata', 'shares', Zero) * GetData('insiderdata', 'type', Zero);
Plot(a, "shares", colorBlack, chartLine, StyleSymbolNone);


Example 2: (Creates a trading system that enters long when the number of shares bought by insider traders for the past 10 bars exceeds the number of shares bought for the past 250 bars - about 1 year)

a = GetData('insiderdata', 'shares', Zero);
buy = sma(a, 5) > sma(a, 250);


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Type: Download Script

Object ID: 1508


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

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