Attention Effects in a High-Frequency World
10.02.17
This research examines the percentage of HFT trading in stocks with low versus high attention around earnings announcements.
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Trading Pre-earnings Momentum in Microsoft
10.02.17
this pre-earnings momentum back-test is unlike any other in that it is the only one, out of more than 4,000 scans, that has never lost over the last three-years..
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Do High Frequency Traders Bring Fundamental Information into Prices?
10.02.17
This study is the first to shed light on HFTs’ role in facilitating incorporation of earnings information into prices.
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It's That Time: The One-Week Pre-earnings Momentum Trade in Netflix
9.27.17
There is a bullish momentum pattern in Netflix Inc (NASDAQ:NFLX) stock 7 calendar days before earnings, and we can capture that phenomenon explicitly by looking at returns in the option market
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Trading the Retail Swoon Ahead of Pier 1 Earnings with Options
9.21.17
...for stocks with certain tendencies like Pier 1 Imports Inc, there is a clever way to trade market anxiety or market optimism before earnings announcements with options..
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40% of Buy-Side Lost Money Due to Bad Event Data and Lost Five-Figures
9.21.17
In today’s highly sophisticated, data-driven investment environment, the impact of bad data can be catastrophic...
Read MoreCMLViz Blog: Swing Trading Earnings Bullish Momentum With Options in Micron Technology Inc
9.19.17
The idea is to try to take advantage of a pattern in short-term bullishness just before earnings, and then getting out of the way so no actual earnings risk is taken...
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Survey: 45% Of Managers Have Lost Money Or Missed Trades Because Of Bad Event Data
9.14.17
Nearly half of institutional investors have lost money or missed a trade because of incorrect or incomplete corporate event information...
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