Aguilar × Dalko · Directed herding

Directed Herding Research Instrument

Live workspace for studying whether large institutions synchronize around news catalysts, and how firm-level retail attention responds. All figures come from official SEC 13F filings, verified event sources, and the Wikipedia-pageviews retail pilot.

Data freshnessHoldings report period:…Latest 13F filing date:…Events through:…Retail observations through:…

Research disclaimer: SEC Form 13F holdings are quarterly, delayed, and non-transactional — filings do not reveal trade dates, prices, or motives. Synchronized institutional changes and shifts in retail attention are descriptive candidate signals, not causal evidence of directed herding.

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Institutions

10 validated 13F filing managers with CIK, filing coverage, and record counts.

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Holdings & changes

Quarterly 13F positions and period-over-period share changes with official filing links.

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Events

Verified official events from regulators, central banks, and exchanges.

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Retail attention

Live Wikipedia-pageviews pilot with abnormal-attention z-scores per company.

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Herding Explorer

Episode-level synchronized institutional changes with confidence tiers.

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Research question

Do the largest US institutions synchronize their positions around salient news, and does firm-level retail attention respond in their wake?

13F filings are quarterly and non-transactional — this instrument treats co-movement and attention shifts as descriptive candidate signals, never causal proof.

Coverage snapshot

· Holdings periods 2025-09-30 → 2026-03-31 (quarterly).
· Verified events: rolling backend-verified feed.
· Retail pilot: firm-level Wikipedia pageviews, weekly refresh, 35-day rolling lookback.
· Never treated as real-time — 13F disclosures are delayed by design.