Equity and options traders use Wall Street Horizon's primary and publicly sourced single-stock event data to stay on top of company happenings for their portfolio and watchlist companies. Knowledge of forthcoming events and event changes gives them the lead time they need to gain a trading edge.
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The Wall Street Horizon universe covers 9,000 global companies including NYSE, NASDAQ, OTC, FTSE 100, CAC 40, DAX 30, Hang Seng 50, Nikkei 225, EAFE and Dow Jones STOXX 1000 constituent companies.
Is the next earnings date your top priority?
For firms that only need earnings announcement information, the earnings calendar features upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of announcements. This includes preliminary earnings announcements.
Need to know when companies report interim financials between earnings announcements?
With the new Interim Calendar, institutional investors and traders can access critical dates and information when public companies report key sales, production and financial information between their quarterly or semi-annual earnings announcements. Learn more.
Need to know when earnings dates shift and why?
Institutional investors increasingly rely upon earnings date revisions to help formulate trading and risk strategies. Recent academic research has shown that tracking changes to earnings announcement dates can help investors generate additional alpha or mitigate risk in their portfolios.
Looking for earnings dates changes delivered faster?
Earnings Date Monitor
To meet the rapid delivery requirements of options traders, HFT/algo traders and market makers, Wall Street Horizon offers a streaming feed.
Factoring in dividends?
To meet the fast delivery requirements of options traders, HFT/algo traders and market makers, we offer a streaming feed of announced dividend dates and amounts.
Using Corporate Event Data to Navigate Low-Latency in Equity Options:
Strategies for Institutional Traders and Market Makers
This paper explores new trends in the development of event-based trading signals in the equity options market. Citing contemporary academic research into options pricing and volatility, it examines the reasons to use predictive corporate event data to drive options trading decisions, especially within the context of increased low-latency and high-frequency trading (HFT) market makers in the market.