The datasets described herein are proprietary to FactSet Research Systems, Inc. ("Factset") and may not be copied or distributed. The datasets made available to Quantopian by FactSet are not exhaustive of FactSet's data, products, software, and/or services.
We have a new dataset, Aggregated Insider Transactions, that is now available to use on the platform with US equities.
Insider transactions are trades by corporate insiders, like executives or board members. You can use insider transactions data to measure the behavior of these insiders and check if they are buying or selling their company's stock (or derivates of their company's stock).
Insider transactions are reported to the SEC using Forms 3, 4, and 5. FactSet collects individual insider transaction filings from the SEC, and Quantopian aggregates this data into daily metrics about the counts of unique insiders taking action.
For an an example and more details, see the attached notebook. For further information, see the Aggregated Insider Transactions documentation.
As always, please try this data out, and let us know if you have any questions!