| October 06, 2020
Calendar earnings changes and news sentiment shows evidence of alpha generation, according to RavenPack’s new data science study
BOSTON, MA – October 6, 2020 - Wall Street Horizon, the leading provider of market-moving
corporate event data, today announced a partnership with RavenPack, a financial technology
company in the text-analytics space. In this initial offering, the powerhouse combination of
RavenPack sentiment information and Wall Street Horizon event data together produce even
stronger returns for investors.
By keeping institutional investors and traders apprised of critical earnings date revisions, they
can take advantage of – or avoid – short-term volatility in a given security.
In a recent study, the RavenPack quantitative research team explored how changes in earnings
announcement dates can offer valuable insights about stock price moves surrounding earnings
events. The research paper provided more evidence that confirms findings from previous
studies that depict earnings delays can signal weak performance, while advancing the date may
be a sign of good news.
“We are pleased to collaborate with RavenPack starting with our flagship differentiators in the
marketplace – Core Events Data and DateBreaks (earnings date revisions),” said Barry L. Star,
CEO, Wall Street Horizon. “We look forward to expanding this key partnership based on their
quant research team findings.”
"We chose Wall Street Horizon for its accurate corporate event data covering a broad range of
event types,” said Armando Gonzalez, CEO, RavenPack. “We plan to incorporate Wall Street
Horizon data where analysis points to strong alpha gains.”
The RavenPack Earnings Dates dataset consists of Wall Street Horizon earnings calendar
change records for over 8,000 stocks globally since 2006.
For more information and to access RavenPack research study titled, “Trading Around the
About Wall Street Horizon
Wall Street Horizon provides traders, portfolio managers, IROs, academics and others an ever expanding set of forward-looking and historical corporate event datasets, including earnings
dates, dividend dates, options expiration dates, splits, spinoffs and a wide variety of investor-related conferences. With access available via machine-readable feeds, the Enchilada API and
a growing network of channel partners, the company’s data is widely recognized for its
unmatched accuracy and timeliness. For more information, head to
Wall Street Horizon
RavenPack is the leading big data analytics provider for financial services. The company’s products allow clients to enhance returns, reduce risk and increase efficiency by systematically incorporating the effects of public information in their models or workflows. RavenPack’s clients include the most successful hedge funds, banks, and asset managers in the world.
Wall Street Horizon
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