Wall Street Horizon Unveils Multi-Quarter Earnings Date Forecaster

First Service to Provide Four Quarters of Projected Earnings Dates to Support Options Trading Strategies

Woburn, MA, May 29, 2012. Wall Street Horizon, the most accurate source for earnings calendar and corporate events data, has announced the release of its Multi-Quarter Earnings Date Forecaster (MQF). MQF provides four quarters of forecasted earnings dates on 5,000 companies traded in North America.

Options traders, market makers and quantitative/algorithmic traders need to know when future volatility events like earnings releases are scheduled. With MQF, traders can compare forward-looking earnings dates with options expiration and other events to factor into valuation, risk and trading decisions.

"As an options trader, we need to have a reliable picture of events that may affect future volatility," said Glenn McMillan, trader at CSS in Chicago. "We used to do our own forecasting of earnings dates to see if they would likely fall inside an option expiration cycle. Wall Street Horizon's MQF adds a welcome layer of precision. It's a very accurate resource that will add value to our screeners and strategies."

MQF utilizes a multi-stage algorithm combining pattern analysis and business rules to forecast the upcoming four quarters of earnings announcement dates and projected time of day (BMO/AMC). To provide a confidence indicator underlying the forecast, WSH also created the Earnings Reliability Index (ERI). ERI is a proprietary metric that analyzes each company's historical consistency and predictability of earnings announcement reporting.

"We developed MQF and ERI to meet client requests for visibility into earnings dates beyond the current quarter," according to Barry L. Star, Managing Director of Wall Street Horizon. "There's a lot more involved than just adding 90 days to the previous quarter. Now traders can make more informed decisions with accurate earnings dates over a longer horizon."

MQF complements Wall Street Horizon's corporate events data services which include earnings calendars, EPS announcement actuals, conference calls and webcasts, announced dividends and splits, IPOs, shareholder and board meetings, analyst days and investor conferences. In addition, WSH provides low-latency machine-readable feeds of dividend and earnings date announcements.

About Wall Street Horizon

Wall Street Horizon is the industry's most accurate and trusted source of low-latency alerts and intra-day feeds of earnings calendar, dividend announcement, ETF and corporate events data. The company delivers machine-readable data feeds to institutional traders, market makers, brokerage firms, wealth managers and research platforms. For more than 10 years, Wall Street Horizon has provided clients with visibility ahead of volatility to gain a competitive advantage. For more information, please visit

Media contact:

Wall Street Horizon, Inc.
Kathleen M. Ryan
781.994.3500 x228