Deltix concludes that there are profitable opportunities from trading with signals derived from WSH earnings date announcement data..
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Can Earnings Date Revisions be Used to Generate Alpha? Yes, according to new Deltix Study.
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While early movers in the big data analytics industry have mainly been quant hedge funds and systematic fund managers, the next wave is going to be discretionary fund managers, according to panelists at an event sponsored by Wall Street Horizon..
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Find out how options traders use event data from Wall Street Horizon to trade on or away from the volatility surrounding corporate events..
Read MoreCheck out video of panel discussion debating the role that alternative data is playing on the buyside trading desk today and beyond...
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Webinar will feature automated equities strategy that has produced consistently positive backtest results and generates signals based on earnings metadata from Wall Street Horizon...
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Although alternative data sets are helping funds with systematic investment strategies, those funds that employ discretionary strategies are finding it harder to separate the new trading signals from the noise..
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“Event dates are volatility events, so the common denominator for our client base is any investor who’s looking to get visibility into approaching volatility so they can capitalize on it or avoid it..
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