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--- |
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language: |
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- en |
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license: other |
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extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." |
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dataset_info: |
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features: |
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- name: symbol |
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dtype: string |
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- name: datetime |
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dtype: string |
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- name: std_percentoftotal_fund_median |
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dtype: float64 |
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- name: std_put_call_ratio_fund_median |
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dtype: float64 |
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- name: std_derivative_ratio_fund_median |
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dtype: float64 |
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- name: derivative_ratio_fund_median |
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dtype: float64 |
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- name: put_call_ratio_fund_median |
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dtype: float64 |
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- name: fund_ratio_fund_median |
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dtype: float64 |
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- name: debt_ratio_fund_median |
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dtype: float64 |
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- name: preferred_ratio_fund_median |
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dtype: float64 |
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- name: totalvalue_median |
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dtype: float64 |
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- name: percentoftotal_median |
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dtype: float64 |
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- name: shrholdings_growth_median |
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dtype: float64 |
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- name: totalvalue_growth_median |
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dtype: float64 |
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- name: put_call_ratio_fund_growth_median |
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dtype: float64 |
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- name: derivative_ratio_fund_growth_median |
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dtype: float64 |
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- name: market_tilt_pca_median |
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dtype: float64 |
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- name: sector_tilt_pca_median |
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dtype: float64 |
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- name: strategy_tilt_pca_median |
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dtype: float64 |
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- name: quantitative_tilt_pca_median |
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dtype: float64 |
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- name: instrument_tilt_pca_median |
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dtype: float64 |
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- name: weight_variability_median |
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dtype: float64 |
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- name: weight_mean_median |
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dtype: float64 |
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- name: weight_coff_variance_median |
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dtype: float64 |
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- name: weight_max_median |
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dtype: float64 |
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- name: weight_kurtosis_median |
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dtype: float64 |
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- name: weight_skew_median |
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dtype: float64 |
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- name: num_investments_median |
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dtype: float64 |
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- name: new_investments_median |
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dtype: float64 |
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- name: divestments_median |
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dtype: float64 |
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- name: new_investments_to_divestments_median |
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dtype: float64 |
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- name: portfolio_turnover_median |
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dtype: float64 |
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- name: net_change_to_investments_median |
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dtype: float64 |
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- name: uncorrelated_percentile_median |
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dtype: float64 |
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- name: flow_percentage_mean_median |
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dtype: float64 |
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- name: performance_value_mean_median |
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dtype: float64 |
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- name: fund_return_quarter_median |
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dtype: float64 |
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- name: fund_flows_percent_quarter_median |
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dtype: float64 |
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- name: std_percentoftotal_fund_std |
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dtype: float64 |
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- name: std_put_call_ratio_fund_std |
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dtype: float64 |
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- name: std_derivative_ratio_fund_std |
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dtype: float64 |
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- name: derivative_ratio_fund_std |
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dtype: float64 |
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- name: put_call_ratio_fund_std |
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dtype: float64 |
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- name: fund_ratio_fund_std |
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dtype: float64 |
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- name: debt_ratio_fund_std |
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dtype: float64 |
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- name: preferred_ratio_fund_std |
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dtype: float64 |
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- name: totalvalue_std |
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dtype: float64 |
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- name: percentoftotal_std |
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dtype: float64 |
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- name: shrholdings_growth_std |
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dtype: float64 |
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- name: totalvalue_growth_std |
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dtype: float64 |
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- name: put_call_ratio_fund_growth_std |
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dtype: float64 |
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- name: derivative_ratio_fund_growth_std |
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dtype: float64 |
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- name: market_tilt_pca_std |
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dtype: float64 |
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- name: sector_tilt_pca_std |
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dtype: float64 |
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- name: strategy_tilt_pca_std |
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dtype: float64 |
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- name: quantitative_tilt_pca_std |
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dtype: float64 |
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- name: instrument_tilt_pca_std |
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dtype: float64 |
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- name: weight_variability_std |
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dtype: float64 |
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- name: weight_mean_std |
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dtype: float64 |
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- name: weight_coff_variance_std |
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dtype: float64 |
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- name: weight_max_std |
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dtype: float64 |
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- name: weight_kurtosis_std |
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dtype: float64 |
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- name: weight_skew_std |
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dtype: float64 |
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- name: num_investments_std |
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dtype: float64 |
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- name: new_investments_std |
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dtype: float64 |
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- name: divestments_std |
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dtype: float64 |
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- name: new_investments_to_divestments_std |
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dtype: float64 |
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- name: portfolio_turnover_std |
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dtype: float64 |
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- name: net_change_to_investments_std |
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dtype: float64 |
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- name: uncorrelated_percentile_std |
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dtype: float64 |
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- name: flow_percentage_mean_std |
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dtype: float64 |
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- name: performance_value_mean_std |
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dtype: float64 |
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- name: fund_return_quarter_std |
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dtype: float64 |
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- name: fund_flows_percent_quarter_std |
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dtype: float64 |
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- name: totalvalue |
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dtype: float64 |
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- name: total_derivatives |
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dtype: float64 |
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- name: percentoftotal |
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dtype: float64 |
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- name: growth_totalvalue |
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dtype: float64 |
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- name: growth_shrholders |
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dtype: float64 |
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- name: growth_shrvalue |
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dtype: float64 |
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- name: growth_percentoftotal |
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dtype: float64 |
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- name: growth_shrholder_value_divergence |
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dtype: float64 |
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- name: diversification_score_ticker |
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dtype: float64 |
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- name: derivative_ratio_ticker |
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dtype: float64 |
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- name: derivative_holder_ratio |
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dtype: float64 |
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- name: derivative_holder_value_divergence |
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dtype: float64 |
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- name: short_interest |
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dtype: float64 |
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- name: security_concentration |
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dtype: float64 |
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- name: put_call_ratio_ticker |
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dtype: float64 |
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- name: put_call_holder_ratio |
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dtype: float64 |
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- name: put_holder_value_sentiment_divergence |
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dtype: float64 |
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- name: value_per_holder |
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dtype: float64 |
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- name: debt_equity_ratio |
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dtype: float64 |
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- name: historical_high_sharevalue |
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dtype: float64 |
|
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- name: percentage_from_high_sharevalue |
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dtype: float64 |
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- name: previous_high_sharevalue |
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dtype: float64 |
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- name: percentage_above_previous_high |
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dtype: float64 |
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- name: overweight |
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dtype: float64 |
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- name: allocation_pressure_percentile |
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dtype: float64 |
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- name: net_flows_sum |
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dtype: float64 |
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- name: net_flows_max |
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dtype: float64 |
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- name: net_flows_std |
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dtype: float64 |
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- name: net_flows_mean |
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dtype: float64 |
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- name: net_flows_inflow_outflow_value_ratio |
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dtype: float64 |
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- name: net_flows_inflow_outflow_count_ratio |
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dtype: float64 |
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- name: appreciation_value_sum |
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dtype: float64 |
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- name: new_value_sum |
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dtype: float64 |
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- name: turnover_percentage_median |
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dtype: float64 |
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- name: quarter_return |
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dtype: float64 |
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- name: quarter_flows |
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dtype: float64 |
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- name: derivative_overloaded |
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dtype: float64 |
|
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- name: put_overloaded |
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dtype: float64 |
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--- |
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# SOV-Quarterly-InstitutionalTrading |
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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. |
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- **Source**: `sov.data("institutional/trading")` |
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- **Coverage**: 2016-12-31 onward (full history available) |
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- **Cadence**: Updated quarterly as new filings arrive after US market close (EST) |
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- **Models**: Simple calculations and aggregations that produce standardized ratios and flow metrics |
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- **Documentation**: Refer to the "Institutional Trading" tutorial for worked examples |
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## Data Source |
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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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