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.

Whiter Paper - Exploring Corporate Event Data and Volatility: Considerations for Academic and Financial Industry Research

Offered within are examples of how several academic researchers have leveraged high-quality data to conduct independent research and publish their results in academic journals. This paper details what to look for in corporate event data and suggests best practices for sourcing highly accurate data. New edition includes latest academic studies and research on event clusters. Abstract and to download paper.

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?


Provides information on all announced dividends for nearly 5,300 companies worldwide, including announcement date-time, ex-dividend date, record date, pay date, dividend amount, and dividend frequency. WSH flags dividends that are pending board approval, are paid out in mix of cash and stock, and are announced with base and variable components.

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 merger and stock events?

Merger Events & Stock Events

Whether you're looking for merger events like M&A and spinoffs or need stock events such as splits, buybacks, and more. We've got you 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.