News

Using Corporate Event Data to Navigate Low-Latency in Equity Options: Strategies for Institutional Traders and Market Makers

Investors must construct a dual strategy—combining measurable post-trade execution quality analysis with pre-trade contextualized indicators of price movements—to effectively mitigate downside risk and exploit market inefficiencies with option

Event Highlights - Week of September 17, 2018

Event Highlights - Week of September 10, 2018

Professor Matt Lyle presenting at CQA Fall 2018 Conference

Professor Matt Lyle presented ""Off-hours Earning Announcements" citing Wall Street Horizon data!

Wall Street Horizon Shortlisted in Data Management Awards

Wall Street Horizon shortlisted as Best Corporate Actions Data Provider in Data Management Awards

Event Highlights - Week of September 3, 2018

40 Percent of Institutional Investors Lost More Than $10,000 Due to Bad Corporate Event Data, Wall Street Horizon Survey Finds

Survey finds companies are increasingly incorporating corporate event data into their trading strategies to mitigate risk...

Event Highlights - Week of August 27, 2018