Deltix Webinar: Generating Alpha from Earnings Date Revisions featuring Wall Street Horizon data

We are pleased to share that the Deltix Quant Team recently updated their study on generating alpha from earnings date revisions. Deltix implemented the research study as an automated trading strategy using data from Wall Street Horizon. In backtest, it has produced consistently positive results over the period from 2006 and 2017. View the recorded webinar to see how Deltix approached the research and the strategy developed.

Topics Deltix will cover: 

  • Alpha Research:  We’ll show the automated equities strategy that has produced consistently positive backtest results over a period of 11 years.
  • Execution Analysis:  We’ll evaluate different algos for order execution and how they affect trading results in the context of rebalancing equity portfolios over time. 

Deltix will also show how you can:

  • Access compute-intensive resources on demand for practical use cases
  • Road test ideas on large data sets without physically moving or storing data
  • See how pre-packaged cloud technology and data allows rapid prototyping of new alpha and algo execution ideas.

Who should attend:

This event is designed primarily for firms facing procurement and IT cycles that make it challenging to quickly access new data, analytics and technology. The system we’ll show is available on demand. All the plumbing, data aggregation and analytics are set up and accessible in a private cloud, so you can do research with new data sets without a big, up-front investment in infrastructure.

Ilya Gorelik, CEO of Deltix
Stuart Farr, President of Deltix

Click here to reserve your spot. If you can't make it, a recording will be made available after the event.