The paper aims to detect insider trading in Asian markets using an algorithm and test if trading strategies based on this can lead to high profits. Data from 2010 companies in the Asia-Pacific region were analyzed. The authors found a trading strategy that resulted in a 336% annual return. However, it is not clear if this success is solely due to insider trading. There could be other reasons for stock price movements. The authors suggest looking into whether news mentions of a company are linked to insider trading incidents.