Academic research has been very clear that there is alpha to be gained by understanding the changes in corporate events...
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This research examines the percentage of HFT trading in stocks with low versus high attention around earnings announcements.
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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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This study is the first to shed light on HFTs’ role in facilitating incorporation of earnings information into prices.
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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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...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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In today’s highly sophisticated, data-driven investment environment, the impact of bad data can be catastrophic...
Read MoreThe 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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