The plan is to derive trading signals from insider purchase data while taking into account the insider's relative risk-aversion (estimated from age, salary, sex). At this point I'm just trying to recreate Nejat's results. Data-quality seems to be an issue (stock splits aren't recorded in the yahoo data).
If you would like to collaborate or trade ideas message kal00ma on reddit.
The plan is to derive trading signals from insider purchase data while taking into account the insider's relative risk-aversion (estimated from age, salary, sex). At this point I'm just trying to recreate Nejat's results. Data-quality seems to be an issue (stock splits aren't recorded in the yahoo data).
If you would like to collaborate or trade ideas message kal00ma on reddit.