Friday, October 16, 2009

Galleon Group Raj Rajaratnam's Insider Trades


There was a pretty big insider trading bust today, involving high level executives investor relations firms, and Raj Rajaratnam of the Galleon Group hedge fund. From what I've been able to gather from the charges, I compiled a set of charts for various of the insider trades. It excludes some in stocks that no longer trade publicly (such as Hilton). Judge the charts for yourself. It would be interesting to develop a more systematic study of trading patterns prior to big jumps, and see how insiders show their hands in the form of the stock's price.


The charges appear here.

Tuesday, October 13, 2009

List of publicly traded companies with industry and sector classification from from Yahoo! Finance

Quantitative traders and investors doing research often need a comprehensive list of publicly trader US equities along with their sector and industry classification. The Yahoo! Finance industry browser is great for that, but getting the data into a neat form requires some programming ability. Since I often see people requesting a list of companies with industry and sector classification, I have decided to post the one I use. It contains the vast majority of US-listed stocks (excluding some very small OTC-BB names). The rows are tab-delimited, and the columns are ticker,sector,industry,market cap (in billions as of 10/1/2009', company name. I hope this is useful for you.

The list is available here .