What is quantitative stock analysis?

Quantitative stock analysis uses mathematical models, statistical methods, and machine learning algorithms to evaluate securities. StoQuant combines 93 features including technical indicators, fundamental ratios, sentiment signals, and macro data to generate alpha scores for 822 stocks.

How does the hidden gem screener work?

The hidden gem screener uses the Benjamin Graham intrinsic value formula (V = EPS x (8.5 + 2g)) to identify undervalued small-cap stocks. It filters for P/E under 15, P/B under 1.5, PEG under 1.0, debt-to-equity under 0.5, and flags stocks trading at least 30% below intrinsic value with fewer than 8 analyst coverage.

What machine learning models power the predictions?

StoQuant uses a 3-model stacking ensemble: LightGBM, CatBoost, and XGBoost with a logistic regression meta-learner. Predictions are calibrated with Venn-ABERS conformal prediction. The system uses 93 features spanning technical, fundamental, sentiment, macro, and alternative data signals.

How does portfolio optimization work?

StoQuant integrates ML price forecasts with the Black-Litterman portfolio optimization model. ML predictions serve as investor views (Q vector) with model confidence intervals mapped to uncertainty (omega matrix). This produces optimal portfolio allocations that blend market equilibrium with AI-driven insights.

Is my portfolio data secure?

Yes. StoQuant uses JWT authentication with timing-safe comparisons, rate limiting (300 req/min per IP), secure headers (HSTS, X-Frame-Options, X-Content-Type-Options), and portfolio ownership verification on every request. No sourcemaps are exposed in production.

What data sources does StoQuant use?

StoQuant aggregates data from SEC EDGAR filings, FMP financial data, social media sentiment (Reddit, StockTwits, Twitter), Google Trends, insider trading records, institutional holdings, options flow, and macro economic indicators from FRED. All data is stored as append-only time series.

Does StoQuant work with Claude Desktop or Claude Code?

Yes. StoQuant ships an official Model Context Protocol (MCP) server, stoquant-mcp, available on npm. One command — npx -y stoquant-mcp install — wires Claude Desktop, Claude Code, or any MCP-compatible client into roughly 30 read-only stock-research tools: prices, Q-Score, ML predictions, hidden-gem screener, insider trades, market regime, and macro dashboards. Power-tier subscription required.

Insider buying tracker: the highest-confidence buy signal for small caps

Officers and directors buying $5M+ stakes in their own companies: +9.5% return average, 78.6% hit rate (n=14, 2026). Lower tiers noise and bearish. Form 4 filings parsed in real time.

Mega insider buys: a signal you can trust

Not all insider buying is equal. When a CEO or CFO personally stakes $5M+ of their own wealth in their company, it's a strong conviction signal. StoQuant monitors SEC Form 4 filings in real time and flags the mega tier: insider purchases ≥ $5M. Our 2026 data shows these mega buys averaged +9.5% return over 30 days, with a 78.6% hit rate (n=14). Lower tiers ($1M–$5M and sub-$1M) are noise and often bearish. We deliberately ignore small insider trades and focus on the ones that matter: an executive betting their own capital. Every mega buy is shown on your dashboard with insider name, title, stake date, and the company's most recent Q-Score and analyst consensus.

How it works

Ingest Form 4 filings from SEC EDGAR — Daily fetch of Form 4 notices (officer and director purchases and sales). Parse purchase date, insider role, shares acquired, and price. Store in append-only history.
Filter for mega-tier buys — Calculate trade value (shares × price). Flag only purchases ≥ $5M. Lower tiers are ignored; they do not correlate with forward returns. Exclude option exercises and vests (not true convictions).
Rank by recency and conviction — Mega buys are sorted by date and prominence (CEO > CFO > board member). Link to the stock's Q-Score, analyst rating, and historical insider activity. Track realized returns daily on the Proof page.

Related on StoQuant

Understand the broader picture: Q-Score Methodology (stoquant.com/learn/q-score-methodology) and Factor Investing vs Fundamental (stoquant.com/learn/factor-investing-vs-fundamental). See today's activity: Today's Insider Buys (stoquant.com/today/insider-buys). Compare coverage: StoQuant vs Seeking Alpha (stoquant.com/compare/seeking-alpha).

FAQ

What is a mega insider buy?

A purchase by an officer or director of their own company's stock in amounts ≥ $5M. StoQuant filters Form 4 filings for these; lower tiers ($1M–$5M, sub-$1M) have no predictive power.

Why do you ignore smaller insider buys?

Analysis of historical Form 4 data shows that $1M–$5M buys are often bearish (executives hedging vested options), and sub-$1M buys are pure noise. Only mega tier ($5M+) shows consistent edge: +9.5% avg, 78.6% hit rate.

How quickly does StoQuant detect insider buys?

Form 4 filings are published 2 business days after the transaction. StoQuant ingests them daily and flags mega buys within hours. The exact filing date is shown on your dashboard.

Are insider buys a timing signal or a conviction signal?

Conviction. Mega buys ($5M+) indicate long-term belief, not short-term trading. StoQuant surfaces them as an anchor for due diligence, not as a sole trade signal. Pair with Q-Score and analyst consensus.