insider-trading

# Insider Trading Fetch recent insider transactions from Yahoo Finance (SEC Form 4 data). ## Instructions > **Note:** If `uv` is not installed or `pyproject.toml` is not found, replace `uv run python` with `python` in all commands below. ```bash uv run python scripts/insider_trading.py SYMBOLS [--days DAYS] ``` ## Arguments - `SYMBOLS` - Single ticker or comma-separated list (e.g., `NVDA` or `NVDA,PLTR,GOOG`) - `--days` - Trailing days to look back (default: 90) ## Output Returns JSON with: - `transactions` - List of insider trades with insider name, role, transaction type, shares, price, value, date, ownership type - `summary` - Net sentiment (`net_buying`, `net_selling`, `neutral`), buy/sell counts and values For multiple symbols, results are ranked by net buying value (most buying first). ## Use Cases - *"Show me insider buys for NVDA in the last 90 days"* - *"Compare insider activity across NVDA, PLTR, GOOG"* - *"Which of these stocks has the most insider selling recently?"* ## Dependencies - `yfinance` ## Timezone All timestamps and time-based calculations must use the `America/New_York` timezone. All JSON output must include `generated_at` (NY time string) and `data_delay` fields.