Education layer

How each signal family is detected, and where it fails.

One page per family. Each says what has to be true for a signal to be published, the thresholds applied, the published work the method draws on, and an account of the conditions under which the method does not hold. The last section is not an appendix; it is the reason the page exists.

• INSDR

  Insider clusters

  Several distinct insiders filing open-market purchases in the same issuer inside a rolling window. The detection is about the filings, not about the company.

  6 recorded limitations · insider_cluster/1.0.0

• DRIFT

  Earnings drift

  Price behaviour in the sessions after an earnings surprise, ranked by our own surprise measure. The effect this family is built on is the best-documented and most-decayed anomaly in the literature, and the page says so.

  6 recorded limitations · pead/0.3.1

• EVENT

  News events

  Material corporate events, classified from the issuer's own filings as they arrive. This family is descriptive: it tells you an event of a certain kind occurred, and links you to the release.

  5 recorded limitations · news_event/0.2.0