Wall Street Horizon Expands Historical Corporate Event Data
15+ years of data for quantitative and academic researchers to back-test models
Woburn, MA, October 3, 2023 – Wall Street Horizon (WSH), the leading provider of market-moving global corporate event data, today announced the expansion of its historical data for quantitative trading and academic research. This coincides with the new release of the white paper Exploring Corporate Event Data & Volatility featuring seven additional independent academic studies sourcing WSH data in their findings.
Wall Street Horizon’s historical event data covers 10,000 publicly traded companies worldwide, the majority archived from 2006. It is available on a subscription basis and includes data, support and maintenance files. Data highlights with the number of years available are as follows:
- DateBreaks (Earnings Date Revisions), Earnings Date Daily Snapshots, Earnings Conference Calls, (17 years)
- Dividend dates, US ETF Calendar (17 years)
- Investor Conferences & Events (15 years)
- Stock splits (17 years); M&A, Buybacks and Secondary Offerings (8 years)
- Newest additions: Earnings Confirmation Timing, (7 years) Interim Calendar (4 years)
Quantitative researchers can gain valuable insights from historical data to use in strategy development and model back-testing. In addition, many universities have incorporated WSH primary-sourced historical data in their research and have shown that corporate event data such as earnings date revisions can have a significant impact on investment returns.
“Studying historical patterns within corporate event data is essential for researchers,” said Barry L. Star, CEO, Wall Street Horizon. “Clients across the globe choose us because we offer the industry’s most accurate and comprehensive corporate event repository.”
About Wall Street Horizon
Wall Street Horizon, a TMX Company, provides institutional traders and investors with an ever-expanding set of forward-looking and historical corporate event datasets, including earnings dates, dividend dates, and a wide variety of investor conferences and events. Covering 10,000 publicly traded companies worldwide, the company offers more than 40 event types. Wall Street Horizon data is recognized globally for its unmatched accuracy and timeliness. For more information, please visit www.wallstreethorizon.com.
Wall Street Horizon, a TMX company