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insider-buying-detector

Detect high-value insider purchases from SEC Form 4 filings and output structured JSON signals.

Updated Mar 20, 2026
Search Tags:#signals#insider#form-4#equities#insider-buying#openinsider
One-click install
npx skills add https://github.com/Eveyz/agentskills --skill insider-buying-detector
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: insider-buying-detector
Source: https://github.com/Eveyz/agentskills/tree/main/insider-buying-detector
Command: npx skills add https://github.com/Eveyz/agentskills --skill insider-buying-detector

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Insider buying signals provide early indicators of management confidence and potential stock upside, helping analysts translate subtle on-market actions into actionable events.

Core Features & Use Cases

  • Detect and normalize large open-market insider purchases within the last 30 days from SEC Form 4 filings and OpenInsider coverage.
  • Compute instantaneous returns using current prices and aggregate multiple buys to form a stronger signal.
  • Produce structured, machine-readable signals for event-driven trading, due diligence, and risk assessment.

Quick Start

Provide the latest insider-buy signal for a target ticker by aggregating Form 4 data, OpenInsider coverage, and related news within the last 30 days.

Frequently Asked Questions about insider-buying-detector

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I detect high-value insider buying from SEC Form 4 filings?▼

Detect high-value insider buying by applying thresholds to recent 30-day SEC Form 4 filings and OpenInsider coverage. The tool aggregates multiple purchases to generate structured, event-driven signals for trading or due diligence.

What is the best way to aggregate insider purchases into a trading signal?▼

Aggregate insider purchases into a trading signal by combining Form 4 data and OpenInsider coverage within a 30-day window. The tool computes instantaneous returns using current prices to form a stronger, machine-readable signal.

Can I fetch current stock prices to calculate returns on insider buys?▼

You can fetch current stock prices to calculate returns on insider buys using yfinance-market-data and alphavantage-api integrations. This allows the tool to compute instantaneous returns after detecting open-market purchases.

Does the insider buying detector output structured JSON for event-driven trading?▼

The insider buying detector outputs strict JSON matching a provided schema for event-driven trading. It translates normalized large open-market insider purchases into machine-readable signals for risk assessment and due diligence.

When do I need to apply thresholds to insider buying signals?▼

Apply thresholds to insider buying signals when filtering high-value purchases from 30-day Form 4 filings. This filters out noise, ensuring only significant open-market purchases are aggregated into structured event-driven signals.

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