Hi,
I'm trying an Options Algo which is designed to perform only on non earning realase weeks of the stock. I would like to test with all SP 500 tickers, It would be hard to hard code all the earning dates for all the SP 500 companies for last 5/10 years. Is there way to indentify & avoid earning release day/week in back testing?
Rahul Chowdhury
Hey Saravana,
Currently we can only access past earning dates through FineFundamental
fine.EarningReports.FileDate
However, we are always looking for alternative data and, hopefully we will soon have future earnings announcement data.
T C
Do we have future earnings announcement data now? I am trying not to trade stocks within certain days of the upcoming earning release.
Alexandre Catarino
Hi Yuan,
Unfortunately, we haven't found a data vendor with that information that passes our criteria.
When we do, the future earnings announcement dataset will be displayed on the Datasets page.
T C
Thanks Alex!
Kbsaravana
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