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Web site: http://wallstreethorizon.com

Joined: March 12th, 2012

Activity

Wall Street Horizon wrote a new blog post titled Event-Driven Trading Delivers Alpha. (Remember Alpha?)

Corporate event data contains important signals that can generate alpha for the firms that have access to the data and know what to look for – whether they favor a fundamental, technical, or quantitative approach. There is a view among some traders and investors that corporate event data falls in the realm of fundamental investment strategy, not the technical or quantitative investment approach. However, corporate event data has grown in importance and has evolved, as have the ways investment firms are using it. Recent academic research, including the report, “Time Will...
(159 days ago,(2016/12/16))

Wall Street Horizon wrote a new blog post titled Pre-earnings Announcement Strategies

Article originally posted on Quantitative Trading blog by Dr. Ernest P. ChanMuch has been written about the Post-Earnings Announcement Drift (PEAD) strategy (see, for example, my book), but less was written about pre-earnings announcement strategies. That changed recently with the publication of two papers. Just as with PEAD, these pre-announcement strategies do not make use of any actual earnings numbers or even estimates. They are based entirely on announcement dates (expected or actual) and perhaps recent price movement.The first one, by So and...
(183 days ago,(2016/11/22))

Wall Street Horizon wrote a new blog post titled Technology Can’t Fully Replace Human Judgement and Intuition

by Bruce Fador, Wall Street HorizonTechnology now comprises a big part of today’s trading landscape, perhaps most of it. Beyond just automating what used be to manual tasks, technology has encroached well into the “thinking” parts of a trader’s job. The key question for firms is where to draw the line. How much of the human touch should they outsource to machines? It’s a tough call because technology delivers many advantages. With automated trading systems, for example, investors can build very precise market entry and exit rules into their models, and then use...
(198 days ago,(2016/11/07))

News

News: Wall Street Horizon’s Complete Enchilada Corporate Event Data Service Now Available Through Interactive Brokers’ Trader Workstation

50 days ago,(2017/04/04) - Wall Street Horizon

News: Wall Street Horizon-Powered Markit Hub Horizon Goes Live

84 days ago,(2017/03/01) - Wall Street Horizon

News: Wall Street Horizon and MT Newswires Collaborate to Help Quants Uncover Alpha

120 days ago,(2017/01/25) - Wall Street Horizon

News: Wall Street Horizon and Estimize Partner to Help Investors Find Alpha

134 days ago,(2017/01/10) - Wall Street Horizon

News: Wall Street Horizon Corporate Event Data Now Available Through the Deltix QuantOffice Research Platform

576 days ago,(2015/10/26) - Wall Street Horizon