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ZipLime US Insider Trading Disclosures (PIT) [!CAUTION] Use knowledge_date, not transaction_date, when backtesting. transaction_date says when a trade occurred; knowledge_date says when the filing became observable through EDGAR. Using the former as the signal date introduces look-ahead bias. visible = trades.filter(pl.col("knowledge_date") <= simulation_time) This dataset normalizes corporate-ins
