MICROSTRUCTURE

Insider Stock Sale Market Impact Analyzer

LIVE MODEL READY
SEED: AMZN (Jeff Bezos $346.5M)
ADV Absorption
9.90%
346.5M / 3,500M ADV
Square-Root Market Impact
14.1 bps
Est. Instant Price Slippage
30-Day Drift Probability
68.4%
Prob. Price < Pre-Sale Level
Follow-On Liquidation (90d)
74.2%
Prediction Market Implied Odds
Post-Sale Price Drift Trajectory 30-DAY MONTE CARLO
-- Drift Curve (bps)
Follow-On Sale Probability Distribution KALSHI / PREDICTION ODDS
-- Probability (%)
Mega-Cap Tech Executive Liquidation Benchmarks HISTORICAL SEC FORM 4 COMPARISON
Executive / Ticker Transaction Value ADV Absorption Market Impact 10b5-1 Plan 30-Day Drift
Executive Impact Brief Ready
Calculated via Square-Root Microstructure Slippage Model
CANONICAL ANALYSIS SUMMARY PROOF
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