Is there a way to get a more refined earnings announcement schedule than BusinessDaysUntilNextEarnings(), e.g. if I would like to know - at least, whether the announcement is prior to market open or after market close on the date, or during the trading day.
Hello Marise,
EventVestor's Earnings Calendar dataset also contains a column called calendar_time which specifies if the announcement will be made before market open, after market close or other. I would recommend you cloning the sample notebook and inspecting the dataset so you can devise a way to include this factor in your algorithms.
I hope this helps.
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Hi Ernesto,
Thanks very much. That's indeed very helpful! I'll check out and let you know how it goes.
I have done some search on the site trying to find some tutorials or sample notebooks on this topic but failed. Is there a place where I should go and find such information as you provided? I would like to do my homework before asking for help on the forum - please let me know.
Thanks,
Min
Possibly some of these might help: https://www.google.com/search?q="calendar_time"+"notebook"+site%3Aquantopian.com
Hi Marise,
Most of the datasets in our Data page contain a sample notebook and/or algorithm that showcases the dataset and shows you how to add it to your algorithms. If you still have questions that are not answered in the sample notebooks, you should definitely seek help from the community, and/or emails us at [email protected].
Disclaimer
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 Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
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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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.