The study uses Wall Street Horizon data and finds that firms which announce in the pre-open have higher abnormal volatility following the announcement relative to firms that announce in the post-close...
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Carly Minsky details the challenges technology officers and data vendors alike face from choosing the data to analyzing it...
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HFM Technology quizzes Wall Street Horizon CEO Barry Star on how he sees alternative data usage in hedge funds..
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Wall Street Horizon's new EventBreaks service, which tracks corporate event revisions, helps traders read
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Alpha can be gained by understanding the changes to things like shareholder meeting locations, earnings release dates and conference presenters..
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Understanding the impact of outwardly innocuous changes can reveal a company's true situation and deliver potential alpha..
Read MoreAcademic 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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