News

Deltix Releases WSH-Based Earnings Announcement Research

Tue November 17, 2015

Quantitative strategy-building technology provider has released new research leveraging historical earnings data from Woburn, Mass.-based corporate earnings and event data provider Wall Street Horizon, confirming that changes in companies' earnings announcement dates can be used to generate alpha for S&P 500 stocks. Last month, Deltix begun incorporating Wall Street Horizon's earnings data information into its platform, to help traders predict and take advantage of volatility signals (IMD, Oct. 23). At the time, Deltix president Stuart Farr said that the vendor...

Access full article