Options Trading

What if you missed a trading opportunity because you didn't know that an earnings date moved and crossed an options expiration date? Options traders use Wall Street Horizon's low-latency event alerts for real-time news about events so they can take advantage of or avoid the event-driven volatility.

The whitepaper Using Corporate Event Data to Navigate Low-Latency in Equity Options published by Wall Street Horizon explores new trends in the development of event-based trading signals in the equity options market. Citing recent academic research into options pricing and volatility, it examines the reasons to use predictive corporate event data to drive options trading decisions

Earnings Date Monitor

To meet the rapid delivery requirements of options traders, Wall Street Horizon offers the following streaming feed:

  • Continuously updated feed of announced upcoming earnings dates and timing
    • Includes flagged reschedules
  • Covers all North American companies announcing over primary source newswires
    • More than 2,500 per quarter
  • Augmented with earnings date data sourced directly from:
  • Investor Relations contacts
  • Company websites
  • SEC filings

Dividend Monitor

To meet the fast delivery requirements of options traders, HFT/algo traders and market makers, we offer the following streaming feed:

  • Continuously updated feed of announced dividend dates and amounts
  • Includes calculated changes and notification of reschedules
  • Covers all North American companies announcing over primary source newswires
    • More than 4,400 per quarter
  • Augmented with dividend data sourced directly from:
    • Investor Relations contacts
    • Company websites
    • SEC filings

DateBreaks 3.0 - Earnings Date Revisions

Institutional investors increasingly rely upon earnings date revisions to help formulate trading and risk strategies. Recent academic research has shown that tracking changes to earnings announcement dates can help investors generate additional alpha or mitigate risk in their portfolios.

By keeping clients apprised of critical market-moving event revisions, DateBreaks data empowers financial professionals to take advantage of - or avoid - short-term volatility in a given equity or its underlying option. DateBreaks delivers a time-stamped alert and contains confirmations, revisions, and pattern recognition detail related to earnings release dates.

Highlights of the new DateBreaks 3.0 service include:

  • NEW A statistical measurement of how an earnings date (confirmed or revised) compares to the reporting company's 5-year trend for the same quarter.

  • NEW A forecasted earnings date confidence indicator contrasts a current earnings date to a company's historical patterns.

  • NEW A "days changed" indicator tracks how many days an earnings date has moved compared to the first earnings date projected for that quarter.

For a no-cost trial or for more information, please visit info.wallstreethorizon.com/DateBreaks3.0


Enchilada

Enchilada, the customizable web-based application, rolls up all the corporate events for 8,500 global equities in one convenient location. In addition, with the Enchilada API, Wall Street Horizon clients have an easy and efficient way to build applications around our 40+ data types.

Key Benefits

Enchilada will help ensure you:

  • Avoid being surprised by a sudden event-triggered swing in a stock's price
  • Save time finding, monitoring and updating important and hard to find corporate event information

Key Features

Focus on the Stocks and Events You Care About

Stay informed of the corporate events that may cause volatility in a stock's price with:

  • 40+ different corporate event types including newly added: same store sales announcements, class action lawsuits, movie and video releases and more
  • Coverage of 8,500 global equities
  • The ability to create an unlimited number of watch-lists
  • The option to easily download your query results into an XML file

Check out the demo of Enchilada on Thomson Reuters' Eikon.