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New paper from MIT on how to find alpha in earnings dates

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 Barry Star, Managing Director, Wall Street Horizon

 Wednesday, August 20, 2014

http://www.wallstreethorizon.com/how-to-generate-alpha-with-earnings-date-revisions


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5 comments on article "New paper from MIT on how to find alpha in earnings dates"

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 Rajiv Malhotra, Systems Trader at Trex Stock Trading

 Monday, August 25, 2014



Thanks for providing a nice tradeable idea


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 Emanuele O., Senior Financial Analyst and Pension Fund Manager of Institutional Accounts at PensPlan Invest SGR SpA • AG

 Tuesday, August 26, 2014



Why you should trade after the earnings release ? In quite efficient markets, there is so little money left on the table. The best models we are studying and applying are based on the anticipation of the earning revisions from the analysts; we focus on which companies could beat (or not) the street consensus, before the results.


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 Barry Star, Managing Director, Wall Street Horizon

 Tuesday, August 26, 2014



I believe that the paper is saying that markets may not be as efficient as you think. Also, the paper deals with earnings DATES, not amounts....


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 Ari Pine, President, Exchange Connectivity at Trading Technologies

 Friday, August 29, 2014



@Barry -- whether required or not is up to the trader. recall Niederhoffer in Education of a Speculator with his "cigarrette butt" indicator. you are free to trade on any signal you wish, regardless of my assessment of its validity.

i suspect that you believe that it is not mere correlation, but causation, too.


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 Barry Star, Managing Director, Wall Street Horizon

 Tuesday, September 2, 2014



An earlier commenter argued about the possible inversion of cause and effect. My point is that it shouldn't matter. A signal is a signal is a signal if it works for your trading strategy.

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