Wall Street Horizon Corporate Event Data - Historical

Looking back at single-stock events, and more specifically, analyzing what information was known about them and when it was made public, yields unique intelligence about their market impact. Quantitative traders and analysts can gain valuable insights from this intelligence to use in strategy development and model back-testing. Using Wall Street Horizon historical data as a primary data source, independent academic studies have shown that market volatility can be anticipated by the scheduling and revisions in corporate events. For details, refer to our whitepaper Exploring Event Data and Volatility. Wall Street Horizon offers historical data for approximately 40 event types. The broad categories are as follows: Earnings Announcements Dividends ETFs Corporate Actions Investor Event Calendar Company Events Industry Data Calendar Data

搜集汇总

背景与挑战

背景概述

该数据集提供历史企业事件数据，帮助量化交易员和分析师通过分析事件信息及其发布时间来评估市场影响，并用于策略开发和模型回测。它涵盖约40种事件类型，如收益公告和股息等，学术研究表明这些数据能预测市场波动。