Discussion Forum
Back

Skipping stocks on earning report days

Hi, I'm writing a very basic algorithm, still in alpha version. Basically, the algorithm analyze 50 stocks and then decide which to trade based on certain parameters. I detected that those parameters might have no sense on those days where a stock have its earning reports as those are "not ordinary days" for a stock if you know what I mean. My algorithm will be much greater and less risky mainly if I can get from somewhere a datasource with stocks earning reports days. Can you help me finding that? I look in Quandl but I couldn't find. Any help?

 

Thanks

 

Fer

Update Backtest



1 Comment
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

ZACKS has the information you are looking for.
It is a Quandl publisher, so you can use Quandl's API (it is a payed service). I am not sure that Quandl have Zacks' information you are looking for, but you can look for it here.
Alternatively, you will need to compile the information from its website.

1

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Update Backtest



0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Loading...

This discussion is closed

Discussion Tags