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SOV-Quarterly-InstitutionalTrading
Quarterly summary of institutional trading behavior across ~4,987 tickers, sourced from SOV.AI. The dataset captures fund ratios, derivative usage, shareholder flows, and allocation pressure metrics to help investors analyze positioning and risk.
- Source:
sov.data("institutional/trading") - Coverage: 2016-12-31 onward (full history available)
- Cadence: Updated quarterly as new filings arrive after US market close (EST)
- Models: Simple calculations and aggregations that produce standardized ratios and flow metrics
- Documentation: Refer to the "Institutional Trading" tutorial for worked examples
Data Source
Data provided by SOV.AI. For complete history (~1GB) use sov.data("institutional/trading", full_history=True). Filter by symbol/date with the tickers and start_date arguments.
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