Deltix Adds Wall Street Horizon Data for Earnings Date Alpha

The vendor is seeking to help clients capitalize on volatility around earnings announcement dates.

stuart-farr-deltix

Deltix began testing WSH's data in its platform in mid-September "to see if it could be used to come up with some systematic way to generate alpha," after research produced by WSH last year showed that changes in a company's earnings announcement date could cause price fluctuations that traders could take advantage of, says Stuart Farr, president of Deltix.

The vendor is now nearing the end of its initial research period, after which it will publish a whitepaper on the subject and distribute the

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