Hi!
I'm starting to look for alpha in the Insider Transactions Dataset.
Could you give me any advices? In the attached notebook I get the data for these 3 metrics (unique_filers_form3_90d, unique_buyers_form4and5_90d & unique_sellers_form4and5_90d) BUT on different columns, do you know a way to have something more compact, excel-style?
Something like:
Timestamp Equity alpha_factor unique_filers_form3_90d unique_buyers_form4and5_90d unique_sellers_form4and5_90d
2016-05-05 Equity(2 [ARNC]) 0.250000 5.0 0.0 3.0