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The Trading Mesh

June 2017

Update: Generating Alpha with Earnings Date Revisions

June 23, 2017 Comments (0)           

By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.
 
 

Research Update
This study is an update of the research using data from Wall Street Horizon that we first published on our blog in November 2015. At that time, we had data from January 2006 to September 2015. Now we have data to March 2017. We continue to be impressed by the stability of the returns.
We showed our approach for this study in...