24
Jun
This study shows how insider transaction data can be used to generate profitable trading signals, and enhanced using a News Sentiment overlay.
Generating Alpha from Insider Transactions
News about how company executives are trading their share holdings, also known as insider transactions data, can provide novel insights for investors and an information edge, according to this white paper.
When put to the test the data can lead to alpha-generation, says the research carried out by RavenPack’s Data Science team.
Their findings show a...