Signals from Trading Volumes of Informed Traders
July 9, 2025 - Equity Options, Investing Expertise, Short Selling, Technical Trading
Do the trading activities of especially informed equity and equity option traders predict stock returns? In the June 2025 revision of their paper entitled “An Information Factor: What Are Skilled Investors Buying and Selling?”, Matthew Ma, Xiumin Martin, Matthew Ringgenberg and Guofu Zhou construct an information factor (INFO) using the trades of corporate insiders, short… Keep Reading