Remember me

Register  |   Lost password?

The Trading Mesh

Bookmark & Share

Web site:

Joined: March 12th, 2012


Wall Street Horizon wrote a new blog post titled Using Corporate Event Data to Navigate Low-Latency in Equity Options: Strategies for Institutional Traders and Market Makers

Introduction   Options remain the closest community of market participants, and the murkiest. Even to its veterans, the options market can seem uncanny; its trading has always been full of mystery. Rumors abound of big-wins and equally huge losses turning on a dime, and there is common sleight of hand. It evolves at its own pace. But wild swings and tectonic shifts can also be born of simple mistakes. Such was the case in 2015, when a pair of microprocessor manufacturers was first reported to be in merger talks[1]. In only a few seconds, the news quietly generated a sizable option...
(225 days ago,(2018/10/09))

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...
(887 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...
(911 days ago,(2016/11/22))


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

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

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

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

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

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

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

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

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

1304 days ago,(2015/10/26) - Wall Street Horizon