|
|
| --- |
| language: |
| - en |
| license: other |
| extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." |
| dataset_info: |
| features: |
| - name: symbol |
| dtype: string |
| - name: datetime |
| dtype: string |
| - name: market_impact |
| dtype: float64 |
| - name: market_impact_percentage |
| dtype: float64 |
| - name: percentage_shares |
| dtype: float64 |
| - name: transaction_value |
| dtype: float64 |
| - name: transaction_shares |
| dtype: int64 |
| - name: days_to_file |
| dtype: float64 |
| - name: row_number |
| dtype: int64 |
| - name: cumulative_market_impact |
| dtype: float64 |
| - name: relative_transaction_size |
| dtype: float64 |
| - name: holding_period |
| dtype: float64 |
| - name: sale_to_purchase_ratio |
| dtype: float64 |
| - name: holding_period_pert |
| dtype: float64 |
| - name: sale_to_purchase_ratio_pert |
| dtype: float64 |
| - name: derivative_nonderivative_value_abs_ratio |
| dtype: float64 |
| - name: long_term_alignment_ratio_relativesize_abs_ratio |
| dtype: float64 |
| - name: relative_transaction_size_pert |
| dtype: float64 |
| - name: derivative_nonderivative_impact_abs_ratio |
| dtype: float64 |
| - name: tenpercent_nintypercent_impactperc_net_ratio |
| dtype: float64 |
| - name: none_to_manager_shares_net_ratio |
| dtype: float64 |
| - name: tenpercent_nintypercent_percshares_abs_ratio |
| dtype: float64 |
| - name: direct_indirect_value_net_ratio_pert |
| dtype: float64 |
| - name: direct_indirect_insiderscore_abs_ratio |
| dtype: float64 |
| - name: director_officer_impactperc_net_ratio |
| dtype: float64 |
| - name: director_officer_shares_net_ratio |
| dtype: float64 |
| - name: director_officer_occurrences_abs_ratio |
| dtype: float64 |
| - name: both_to_all_value_net_ratio |
| dtype: float64 |
| - name: both_to_all_percshares_abs_ratio |
| dtype: float64 |
| - name: none_to_manager_percshares_abs_ratio |
| dtype: float64 |
| - name: sale_purchase_ratio_impactperc_abs_ratio_pert |
| dtype: float64 |
| - name: sale_purchase_ratio_insiderscore_abs_ratio |
| dtype: float64 |
| - name: willing_acquisitions_ratio_occurrences_abs_ratio |
| dtype: float64 |
| - name: liquidity_situation_ratio_impact_abs_ratio |
| dtype: float64 |
| - name: liquidity_situation_ratio_percshares_abs_ratio |
| dtype: float64 |
| - name: sale_press_impactperc_director_to_officer_net_ratio_pert |
| dtype: float64 |
| - name: sale_press_shares_director_to_officer_net_ratio_pert |
| dtype: float64 |
| - name: sale_press_impactperc_director_to_officer_abs_ratio_pert |
| dtype: float64 |
| - name: sale_press_value_director_to_officer_abs_ratio |
| dtype: float64 |
| - name: sale_press_impact_ten_ninety_net_ratio |
| dtype: float64 |
| - name: sale_press_percshares_ten_ninety_net_ratio |
| dtype: float64 |
| - name: sale_press_impact_ten_ninety_abs_ratio |
| dtype: float64 |
| - name: sale_press_insiderscore_ten_ninety_abs_ratio |
| dtype: float64 |
| - name: sale_press_impact_direct_to_indirect_net_ratio |
| dtype: float64 |
| - name: sale_press_percshares_direct_to_indirect_net_ratio_pert |
| dtype: float64 |
| - name: sale_press_impactperc_direct_to_indirect_abs_ratio_pert |
| dtype: float64 |
| - name: sale_press_relativesize_direct_to_indirect_abs_ratio |
| dtype: float64 |
| - name: row_number_pert |
| dtype: float64 |
| - name: derivative_nonderivative_value_net_ratio_pert |
| dtype: float64 |
| - name: derivative_nonderivative_occurrences_abs_ratio_pert |
| dtype: float64 |
| - name: tenpercent_nintypercent_impact_net_ratio_pert |
| dtype: float64 |
| - name: tenpercent_nintypercent_percshares_net_ratio_pert |
| dtype: float64 |
| - name: tenpercent_nintypercent_value_net_ratio_pert |
| dtype: float64 |
| - name: tenpercent_nintypercent_percshares_abs_ratio_pert |
| dtype: float64 |
| - name: direct_indirect_percshares_abs_ratio_pert |
| dtype: float64 |
| - name: director_officer_impact_net_ratio_pert |
| dtype: float64 |
| - name: director_officer_percshares_abs_ratio_pert |
| dtype: float64 |
| - name: both_to_all_impact_net_ratio_pert |
| dtype: float64 |
| - name: both_to_all_percshares_abs_ratio_pert |
| dtype: float64 |
| - name: none_to_manager_percshares_abs_ratio_pert |
| dtype: float64 |
| - name: sale_purchase_ratio_value_abs_ratio_pert |
| dtype: float64 |
| - name: willing_acquisitions_ratio_occurrences_abs_ratio_pert |
| dtype: float64 |
| - name: long_term_alignment_ratio_occurrences_abs_ratio_pert |
| dtype: float64 |
| - name: liquidity_situation_ratio_value_abs_ratio_pert |
| dtype: float64 |
| - name: sale_press_relativesize_director_to_officer_abs_ratio_pert |
| dtype: float64 |
| - name: sale_press_value_ten_ninety_net_ratio_pert |
| dtype: float64 |
| - name: sale_press_impact_ten_ninety_abs_ratio_pert |
| dtype: float64 |
| - name: sale_press_occurrences_ten_ninety_abs_ratio_pert |
| dtype: float64 |
| - name: sale_press_impact_direct_to_indirect_net_ratio_pert |
| dtype: float64 |
| - name: sale_press_occurrences_direct_to_indirect_abs_ratio_pert |
| dtype: float64 |
| - name: flow_prediction |
| dtype: float64 |
|
|
| --- |
| # Dataset Information |
|
|
| Weekly **Insider Trading Flow Prediction** metrics sourced from **SOV.AI**. |
| The dataset aggregates insider filings and market data to produce more than sixty features, |
| including percentile-based flow predictions and detailed ownership dynamics. |
|
|
| - **Coverage**: 4,700+ US-listed tickers with insider trading activity (history back to 2008-12-30) |
| - **Update cadence**: Weekly (data refreshed each Friday after US market close) |
| - **Highlights**: |
| - Market impact, transaction size, and filing delay metrics |
| - Ownership concentration ratios across directors, officers, and large shareholders |
| - Sales pressure diagnostics and variability ("pert") indicators |
| - Machine learning-derived `flow_prediction` percentile output for insider trading flows |
|
|
| ## Data Source |
| Insider Flow Prediction feed. |
|
|
