Wall Street Horizon has developed a new series of whitepapers illustrating the importance of corporate events and how different firm types can use event data to ultimately find alpha.
Exploring Corporate 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.
Using Corporate Event Data to Navigate Low-Latency in Equity Options
Strategies for Institutional Traders and Market Makers
This paper explores new trends in the development of event-based trading signals in the equity options market. Citing contemporary academic research into options pricing and volatility, it examines the reasons to use predictive corporate event data to drive options trading decisions, especially within the context of increased low-latency and high-frequency trading (HFT) market makers in the market.