  We use statistically validated networks, a recently introduced method to
validate links in a bipartite system, to identify clusters of investors trading
in a financial market. Specifically, we investigate a special database allowing
to track the trading activity of individual investors of the stock Nokia. We
find that many statistically detected clusters of investors show a very high
degree of synchronization in the time when they decide to trade and in the
trading action taken. We investigate the composition of these clusters and we
find that several of them show an over-expression of specific categories of
investors.
