Quant / Quantamental Trading

Quantitative researchers use Wall Street Horizon's comprehensive repository of historical event data for backtesting and analysis to identify signals that generate alpha. Quant firms can also use our forward-looking events feeds to drive trading models that take advantage of those signals.

For quantamental trading, events such as Wall Street Horizon earnings dates and changes are a fundamental core event type when evaluating trading and risk strategies. In addition to forward-looking events, historical data is available in close to 40 event types. We archive data as we publish it and offer history corresponding to the below data.

Is the next earnings date your top priority?

Earnings Calendar

For firms that only need earnings announcement information, the earnings calendar features upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of announcements. This includes preliminary earnings announcements.


Need to know when earnings dates shift and why?

DateBreaks- 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.


Need to know confirmation timing even earlier in the cycle?

Confirmation Timing

Wall Street Horizon works with many quantitative researchers that constantly explore micro factors and single-stock characteristics. Earnings date confirmation timing product is a powerful early explanatory factor that helps drive individual stock prices in the short and intermediate terms. This new product explores how the timing of a confirmation date telegraphs information to the market - focusing on company implications when the date occurs outside of its typical historical range of that same quarter. Interesting in testing confirmation timing date in your models? Contact us.


Looking for earnings dates changes delivered faster?

Earnings Date Monitor

To meet the rapid delivery requirements of options traders, HFT/algo traders and market makers, Wall Street Horizon offers a streaming feed.


Factoring in dividends?

Dividends & Distributions

Covers close to 5,300 dividend paying companies, over 30 providers & 2,000 Exchange Traded Funds (ETF) in US. Includes all corporate dividends dates and ETF distributions payable in the next 12 months plus status.


Looking for dividends faster?

Dividend Monitor

To meet the fast delivery requirements of options traders, HFT/algo traders and market makers, we offer a streaming feed of announced dividend dates and amounts.


Seeking actionable corporate actions?

Corporate Actions

Whether it's buybacks, M&A or splits, we've got the most watched corporate actions covered.


Researching investor conferences?

Investor Conferences & Events

Whether you need to know if a company in your portfolio is presenting, you won't miss a thing with our investor conference data.