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SEC Form 4 Insider Purchases in Python: A Filing-Date Event Study with Free EDGAR Data

blog.quantinsti.com · published 25 August 2026

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https://www.sec.gov/files/form4data%2C0.pdf
sec.gov
https://doi.org/10.1093/rfs/14.1.79
doi.org
https://doi.org/10.1162/003465303765299936
doi.org
https://doi.org/10.1111/j.1540-6261.2012.01740.x
doi.org
https://www.sec.gov/edgar/searchedgar/ownershipformcodes.html
sec.gov
https://www.sec.gov/resources-small-businesses/small-business-compliance-guides/insider-trading-arrangements-and-related-disclosures
sec.gov
https://www.sec.gov/data-research/sec-markets-data/insider-transactions-data-sets
sec.gov
https://www.sec.gov/files/insider_transactions_readme.pdf
sec.gov
https://doi.org/10.1198/jbes.2010.07136
doi.org
https://github.com/makeev/form4-event-study
github.com
https://colab.research.google.com/github/makeev/form4-event-study/blob/main/form4_event_study.ipynb
colab.research.google.com
https://www.sec.gov/filergroup/announcements-old/new-rate-control-limits
sec.gov
https://github.com/ranaroussi/yfinance
github.com