Quantitative strategy-building technology provider has released new research leveraging historical earnings data from Woburn, Mass.-based corporate earnings and event data provider Wall Street Horizon...
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Supports previous academic research finding that the most likely positive returns occur when the earnings announcement date is advanced in the second half of the quarter..
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Wall Street Horizon's forward-looking corporate event data is now available through the Award-Winning Deltix QuantOffice research platform
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Deltix has incorporated earnings calendar data from Wall Street Horizon into its suite of development, testing and trading tools, to provide buy-side traders with strategies to take advantage of price movements around earnings announcement dates.
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Institutional investors even trade on the theory — supported by some academic research — that companies tend to delay their earnings announcements when they have negative earnings surprises, and report earlier when they have good news...
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Wall Street Horizon has introduced a new service, dubbed Enchilada, which integrates all of the vendor's forward-looking and historical datasets into one online application.
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Enchilada integrates all of Wall Street Horizon's expanding list of forward-looking and historical datasets into one easy-to-use online application, putting all important volatility events for 5,000 U.S.equities at your fingertips.
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Wall Street Horizon is rolling out a new service designed to provide the buyside with its most comprehensive forward-looking and historical equities data - the whole Enchilada.
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