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hypothesis(insider_buying): raise min_transaction_value default to $100K 

Hypothesis: filtering to high-conviction purchases (≥$100K) produces
higher-quality picks than the current $25K threshold, which admits
routine small-lot director grants.

Research: Lakonishok & Lee 2001; Cohen, Malloy, Pomorski 2012 show
large-value insider transactions predict forward returns significantly
better than small ones.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Youssef Aitousarrah 2026-04-10 11:05:07 -07:00
parent 704e257dd9
commit 6b905d22d2
1 changed files with 1 additions and 1 deletions
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2
tradingagents/dataflows/discovery/scanners/insider_buying.py
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@ -19,7 +19,7 @@ class InsiderBuyingScanner(BaseScanner):
def __init__(self, config: Dict[str, Any]):
super().__init__(config)
self.lookback_days = self.scanner_config.get("lookback_days", 7)
self.min_transaction_value = self.scanner_config.get("min_transaction_value", 25000)
self.min_transaction_value = self.scanner_config.get("min_transaction_value", 100000)
def scan(self, state: Dict[str, Any]) -> List[Dict[str, Any]]:
if not self.is_enabled():