An Automated Trading Strategy Using Earnings Date Revisions from Wall Street Horizon
Can Earnings Date Revisions be Used to Generate Alpha? Yes, according to new Deltix Study.
Read MoreCan Earnings Date Revisions be Used to Generate Alpha? Yes, according to new Deltix Study.
Read MoreWhile early movers in the big data analytics industry have mainly been quant hedge funds and systematic fund managers, the next wave is going to be discretionary fund managers, according to panelists at an event sponsored by Wall Street Horizon..
Read MoreFind out how options traders use event data from Wall Street Horizon to trade on or away from the volatility surrounding corporate events..
Read MoreCheck out video of panel discussion debating the role that alternative data is playing on the buyside trading desk today and beyond...
Read MoreWebinar will feature automated equities strategy that has produced consistently positive backtest results and generates signals based on earnings metadata from Wall Street Horizon...
Read MoreAlthough alternative data sets are helping funds with systematic investment strategies, those funds that employ discretionary strategies are finding it harder to separate the new trading signals from the noise..
Read More“Event dates are volatility events, so the common denominator for our client base is any investor who’s looking to get visibility into approaching volatility so they can capitalize on it or avoid it..
Read MoreTraders need more and more data in order to trade the market and find alpha...
Read More