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2017 Corporate Event Research Survey Results

Posted by Kat Ryan on Sep 11, 2017 4:50:56 PM

Download Survey Results

Conducted in August 2017, the survey polled over 100 institutional market participants, nearly two-thirds of whom were quantitative or discretionary fund managers.  Download the full report of the results which reinforce that corporate events and tracking their movement is critical to trading.  Below are some key findings:

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IROs Widen What's on Their Radar with Corporate Event Intelligence

Posted by Bruce Fador on Feb 1, 2017 10:07:44 AM

An IRO’s job is to provide bi-directional visibility. They give their management teams visibility into what the financial community thinks about how their companies are being run both individually and as compared to others in their sectors. Ultimately it is those perceptions that affect their stock prices. Conversely, the IRO has groups to service – shareholders, analysts and other financial constituents – for whom they provide visibility into their companies’ strategies, operations and performance.

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Great model? Stellar analytics? Not if your data's subpar.

Posted by Barry L. Star on Sep 20, 2016 2:08:58 PM

Solid Buildings Require Strong Foundations

It seems like every software vendor is in the analytics business these days.  This is especially true in the financial services space. Whether you're a quant, algo, hedge firm, prop trader, traditional asset manager, RIA, FA, or whatever, some vendor has a slick analytics app just for you.
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Corporate Events Data -- Time for a Closer Look

Posted by Kat Ryan on Sep 12, 2016 2:46:01 PM

Publicly traded companies are scrutinized more than ever today. Information about them is dissected and fed into investors’ models and trading strategies the instant it becomes available. When signals are detected, they trigger actions, often in microseconds. So having better information sooner is the name of the game.

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Corporate Event Survey Results

Posted by Kat Ryan on May 17, 2016 5:05:12 PM

Wall Street Horizon polled the investment community with a range of questions on corporate events.  The results of the 2016 Corporate Event Research Survey reinforce that corporate events are critical to trading.

Download Full Report of the Results

For over a decade, Wall Street Horizon has focused exclusively on one thing – extremely accurate corporate events data – because we know that corporate events impact volatility.  For example, the results from recent independent academic studies have shown that
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Don't Let The Witching Hours Scare You

Posted by Eric Soderberg on Mar 23, 2016 9:12:22 AM

In the U.S. financial markets, the witching hours occur between 3:00pm ET and 4:00pm ET when multiple classes of options or futures expire on the same day.  Double witching (when two classes of options or futures expire) occurs on the third Friday of every month, except at the end of each financial quarter in March, June, September and December.  In those months, quadruple witching occurs when contracts on stock index futures, stock index options, stock options and single-stock futures all expire.  If you are wondering about triple witching, that became synonymous with quadruple witching in 2002 when single-stock futures began trading.  

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