Event Highlights - Week of May 6th, 2019
5/03/19
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The Path of Price Discovery: Trade Time vs. Clock Time
5/01/19
Author Santosh finds that price discovery after an earnings announcement occurs quickly through trading, and is not simply based on elapsed time after the announcement. Using Wall Street Horizon earnings press release dates and times...
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Global Banking & Finance Review: Using Corporate Event Data to Navigate Low-Latency in Equity Options
4/25/19
Empirical research has shown corporate "body language" - changes to the event calendar - can provide accurate, predictive signals as to the future state of the company's health..
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Trader's Magazine: Avoiding the Herd in Overcrowded Alt Data
4/22/19
Experts at a recent panel discussion on alternative data brought some clarity to how alternative data is categorized and what are the big challenges faced by fundamental asset managers, quants and hedge funds finding tradeable signals building models..
Read More2019 ETP Spring Forum - NYC
4/22/19
Sessions include the Rise of Thematic Investing, Social Impact and ESG...
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