In the book Rule #1 by Phil Town, he explains that in general a large investor can take between 3 and 6 weeks to buy or sell a complete position. For example, Warren Buffett took several months (between March 4, 2022 and August 8, 2022) (https://www.dataroma.com/m/stock.php?sym=OXY) to buy his entire position in OXY. When we know this information, if we notice him in the month of May, we can buy stocks at the same time as him and just profit from the rise. My question is: How can we track the IN and OUT of these big players in REAL TIME? Phil Town explains that it's easy to get access to this information, but I have no idea how.
Impossible, for the simple reason that investment entities (even though he's a person, we can think of WB as an entity) generally don't face exchanges directly but rather through a broker.
So in a super simple example. WB decides to buy $100M in OXY. He doesn't go out to the NYSE directly but rather sends that order to a broker, or probably a number of brokers. WB has an account at those brokers, but so do many other entities. The broker goes out, executes their orders at the exchange and comes back to WB with $100M in OXY that will then be held in his name at custodian bank.
Even if you could somehow track the broker's trades at the exchange in real time (you can't, account information is obfuscated) you would never be able differentiate WB's orders through the broker from any of their other client's.
Large shareholders of public companies (more than 5%) are required to file documents with the SEC when trading the company's stock (I'm not sure if it is done before or after trading). See here for some details.
These documents filed with the SEC are publicly available. As an example, Elon Musk was in the news earlier this year because he was late in filing one of these reports with the SEC.