Alternative data datasets
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S&P500 companies Insider Trading with large wallets such as CEO, Director etc..
Tesla insider trading with large wallets such as CEO, Director, Chief etc.
by firm executives, directors and large shareholders
AlphaAI's near-real-time parse of SEC EDGAR Form 4 filings, providing 20,832 individual insider transaction tranches and 8,538 grouped economic events for US public-company officers, directors, and 10% owners.
Parsed SEC EDGAR Form 4 insider trades, as tranches and scored events
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Cleaned US Stock market insider trades, 3M+ rows, ready for ML & analysis
Data from SEC form 4, USA equities, Insider Trades
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Data includes all trades done by congress from inception to march 2023
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Cleaned, quality-flagged insider transactions and buying clusters, Jan 2024
Normalized stock-trade disclosures filed by U.S. House and Senate members under the STOCK Act, regenerated on a schedule by the repository's own pipeline rather than curated manually.
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
A worldwide archive of insider trading activity that captures roughly three thousand reported transactions on a typical day.
Structured Form 144 filings used to track insider transactions and inform quantitative trading approaches.
Historical records bundling Bitcoin, gold and US Federal Reserve macroeconomic indicators into a single resource for developing cross-asset trading strategies.
7,079 Trading Days | 6 Splits | IPO to $4.49 Trillion
Tool that links commodity trading activity with corresponding shipping and freight movements.
Programmatic feed of capital markets reporting covering analyst views, options flow and early trading session headlines.
Pricing and valuation insights drawn from secondary-market activity in pre-IPO, venture-backed firms.
Pricing data drawn from cryptocurrency trading venues.
Broad cryptocurrency benchmark series tracking pricing, trading activity, and volatility metrics for digital assets.
A no-cost application programming interface delivering price, trading volume, market capitalization, exchange listings and developer activity statistics for over ten thousand cryptocurrencies and several hundred trading venues, including historical candlestick data, recognized as a leading open cryptocurrency market source.
Insider Trading of Yahoo
Weather and crop-management information designed to support planting decisions for farmers and commodity market participants.
Closing prices for U.S. Treasury securities published at the end of each trading day.
FactSet consensus forecasts refreshed throughout the trading day, compiled from roughly eight hundred contributing analysts.
Trading prices and liquidity metrics for shares of privately held companies in their later growth stages.
Trade records derived from bills of lading that expose importing and exporting parties, their vendors and specific cargo shipments.
Kpler energy intelligence: oil, gas and coal trade flows, vessel tracking and infrastructure for commodity trading.
Segmentation of Florida's 1.96 million real estate investors according to portfolio size, trading activity, equity position, investment approach, and risk exposure.
Trade-by-trade execution data captured directly from exchanges and trading venues worldwide.
Designed to aid Nifty50 trading research, this dataset merges financial news, sentiment indicators, and stock market data into a single analysis-ready resource, enabling pipelines that cover news cleaning, impact categorization, FinBERT-based sentiment scoring, and Temporal Fusion Transformer forecasting.
High-Conviction Insider Trading & Institutional Holding Signals
Stocks Quarterly Earnings This dataset includes quarterly earnings report data for various stocks. 355,371 rows over 6,406 symbols, 8 columns, covering 1996-01-31 to 2026-07-31. Refreshed monthly. Strategies Built on This Data 490 papers in the Papers With Backtest catalogue declare this dataset as an input. 456 of them have been coded and run over their own full history. The median replicated Sha
Stocks Weekly Earnings Surprise Weekly earnings surprise probabilities and outcomes for publicly traded companies. 2,204,032 rows over 6,067 symbols, 8 columns, covering 2016-12-30 to 2026-07-03. Refreshed monthly. Why It Matters This dataset supplies high-frequency earnings-surprise context for equity strategies by: Pre-event positioning: Surprise probabilities guide sizing and hedging ahead of e
A daily record of trading activity across multiple major global stock market indices, structured for trend analysis and forecasting work in international equity markets.
A real-time stream of submissions and engagement metrics from the WallStreetBets forum curated by Quiver Quantitative and distributed through BattleFin, used to gauge retail investor mood toward stocks.
Clean, normalized daily prices with insider trading filings
Common stocks' daily closing values and trading volumes for quick ML projects
Quantitative insider trading records intended to support alpha-generating investment strategies.
Structured evaluation of social media streams produces trading-oriented indicators.
Past and live cryptocurrency market information sourced from major trading platforms.
Examination of insider trading filings from SEC Form 4 submissions.
Price and trading volume histories covering the 425 largest cryptocurrencies, structured for time-series analysis of on-chain activity and market behavior.
Real-time trading records showing retail investor purchases and sales within US equity markets.
Trading records of Section 16 insiders, covering purchases, sales, and sale-exercise transactions.
Trading calendars populated by detected corporate events including investor relations conferences and public filing dates.