Solutions for Quantitative Investors

Advances in machine learning, AI, and other predictive quantitative investment techniques continue to push the marketplace towards increasingly complex solutions. What gives this push momentum is the quest for persistent signals indicative of future performance, in particular those signals which run contrary to the majority of data points available.

The value of this type of data is clear. It is critical to the investment strategies of the best quantitative hedge funds in the world and both extensive industry and academic research demonstrate that the actions of company insiders provide consistent predictive power across all market conditions. In short, if insider transactions data is not already a part of your investment process, it should be.

Cumulative outperformance of L/S strategy

In aggregate, the data shows consistent outperformance, particularly in a long/short context. Insider transactions can act as an early warning of opportunities or risks known to insiders but hidden to public market participants, providing an impetus to look deeper and trade ahead of the market. In-sample performance in blue, out of sample performance in red.

2iQ Research is the leading provider of global insider transactions data to the investment sector. The database history, coverage, and speed of updates are unmatched in the industry. Our control of this powerful data combined with the analytical power of our terminal product, API, and customized data feed infrastructure could transform your investment process.

2iQ Insider Model

We leverage over a decade of experience working with insider transaction data and some of the top quantitative managers globally to create a custom insider transactions rating model. This model ranks companies based on insider sentiment to identify the transactions and insiders with the highest predictive strength, then delivers a trading signal in the form of a score which can be used as an input to the quantitative portfolio construction process.

Click here to learn more about the 2iQ Insider Transactions Model

2iQ Insider Transactions Data

We provide the most complete insider transactions historical data set in the industry, available via API, real-time or end of day feed.

  • 8.1 million transactions by over 200,000 insiders traceable with a unique insider ID
  • Over 60,000 stocks across 50 countries with 12 years average history across regions
  • Symbology: Bloomberg Open Symbology, Thomson Reuters PermID / RIC, and various other ticker symbols
  • Customizable data feed formats
  • Full historical extract available for backtesting
  • Event tagging (M&A, private placements, etc.)
  • Uniform data representation across time and regions
    • Harmonisation of insider roles
    • Standardized hierarchical positions
  • Filing-amendment updates
  • Related parties identification

Please contact us for more detailed information regarding our methodology, historical data availability or any other questions.

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