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Wall Street Horizon Unveils Multi-Quarter Earnings Date Forecaster.

First Service to Provide Four Quarters of Projected Earnings Dates to Support Trading and Risk Strategies

BOSTON -- Wall Street Horizon, the most accurate source for earnings calendar and corporate events data, has announced the release of its Multi-Quarter Earnings Date Forecaster (MQF). MQF provides four quarters of forecasted earnings dates on 5,000 companies traded in North America.

Options traders, market makers and quantitative/algorithmic traders need to know when future volatility events like earnings releases are scheduled. With MQF, traders can compare forward-looking earnings dates with options expiration and other events to factor into valuation, risk and trading decisions.

"As an options trader, we need to have a reliable picture of events that may affect future volatility," said Glenn McMillan, trader at CSS in Chicago. "We used to do our own forecasting of earnings dates to see if they would likely fall inside an option expiration cycle. Wall Street Horizon's MQF adds a welcome layer of precision. It's a very accurate resource that will add value to our screeners and strategies."

MQF utilizes a multi-stage algorithm combining pattern analysis and business rules to forecast the upcoming four quarters of earnings announcement dates and projected time of day (BMO/AMC). To provide a confidence indicator underlying the forecast, WSH also created the Earnings Reliability Index (ERI). ERI is a proprietary metric that analyzes each company's historical consistency and predictability of earnings announcement reporting.

"We developed MQF and ERI to meet client requests for visibility into earnings dates beyond the current quarter," according to Barry L. Star, Managing Director of Wall Street Horizon. "There's a lot more involved than just adding 90 days to the previous quarter. Now traders can make more informed decisions with accurate earnings dates over a longer horizon."

MQF complements Wall Street Horizon's corporate events data services which include earnings calendars, EPS announcement actuals, conference calls and webcasts, announced dividends and splits, IPOs, shareholder and board meetings, analyst days and investor conferences. In addition, WSH provides low-latency machine-readable feeds of dividend and earnings date announcements.

About Wall Street Horizon

Wall Street Horizon is the financial industry's most accurate and trusted source of forward-looking corporate events data for trading and risk. For over 10 years, WSH has been providing institutional traders, market makers and other sophisticated investors with visibility into opportunities to exploit or avoid volatility. WSH data is available as XML feeds or hosted web pages, and is redistributed by leading brokerage and financial platforms. For more information, please visit
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Publication:Business Wire
Geographic Code:1U1MA
Date:May 29, 2012
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