---
title: Insider Trading Outperformance
url: https://www.ml-quant.com/papers/ssrn/5080674/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5080674
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5080674
featured: 2025-01-08
citations: unknown
topic: Trading, Microstructure & Execution
---


# Insider Trading Outperformance

A portfolio strategy using Monte Carlo simulations and insider trading transactions consistently outperforms the S&P 500.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5080674
- Identifier: SSRN 5080674
- Released: 2024-12-24
- First featured: Quant Letter No. 81 (2025-01-08): https://www.ml-quant.com/issues/2025-01-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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