Event Highlights - Week of September 24, 2018
9/24/18
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Using Corporate Event Data to Navigate Low-Latency in Equity Options: Strategies for Institutional Traders and Market Makers
9/20/18
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
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Professor Matt Lyle presenting at CQA Fall 2018 Conference
9/10/18
Professor Matt Lyle presented ""Off-hours Earning Announcements" citing Wall Street Horizon data!
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Wall Street Horizon Shortlisted in Data Management Awards
9/10/18
Wall Street Horizon shortlisted as Best Corporate Actions Data Provider in Data Management Awards
Read More40 Percent of Institutional Investors Lost More Than $10,000 Due to Bad Corporate Event Data, Wall Street Horizon Survey Finds
9/04/18
Survey finds companies are increasingly incorporating corporate event data into their trading strategies to mitigate risk...
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