Features

Smart money flow: disclosed trades, with the lag made explicit.

A read on where disclosed money moved: congressional trades under the STOCK Act, SEC Form 4 insider activity, and curated famous-fund 13F holdings. Everything is built from delayed public filings, and every record explains how stale it is.

Three disclosure streams

Congressional trades come from QuiverQuant when a key is configured and bundled samples otherwise. Insider activity is pulled per symbol from SEC EDGAR Form 4 submissions, with an offline sample fallback. Fund holdings surface curated 13F positions for well-known investors, and educational profiles explain how each famous investor tends to think. Every endpoint is cached for ten minutes and degrades to labeled samples instead of failing.

Honest by construction

This is not a real-time order-flow feed and never claims to be. Congressional and 13F disclosures are quarterly or lag by weeks, insider Form 4 filings lag by days, and each record carries a delay warning describing exactly that. The whole surface is framed as educational data about public filings, not a signal to trade on and not investment advice.

GET /smart-money/politicians · /smart-money/insiders · /smart-money/funds · /smart-money/investors

Questions

Is this real-time order flow?

No. It is built entirely from delayed public disclosures. Congressional and 13F filings lag by weeks or a quarter; insider Form 4 filings lag by days. Every record states its lag.

Where does the data come from?

SEC EDGAR for Form 4 and 13F metadata, QuiverQuant for congressional trades when a key is set, and curated samples for holding-level detail and offline use.

Can I trade on this?

It is educational data about public filings, not investment advice or a recommendation. The disclosure lag alone makes it unsuitable as a trading signal, which is why the lag is always shown.

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