Hi,
I am trying to find the best day of the month to set my algorithm so that it is just after the majority of earnings reports of any given quater. Does anyone have data which shows which days of the month most earnings reports fall on?
Just a rough estimate would be nice :)
Thank you in advance
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Hey Alex,
Each earning season begins one or two weeks after the last month of each fiscal quarter. This means that most public companies release their earnings in early to mid January, April, July, and October. In order to avoid earnings, you should start your algorithm either late January, April, July, or October.
Learn more here.
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.
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.
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