Conferences, Investor Days, and Events in Backtests

Corporate events like investor days and conference presentations are available to drive simulated trading in the ORATS Backtester.

Summary

ORATS Backtester allows users to test trading strategies around corporate events like conferences and investor days. Users can enter and exit trades a defined number of days before or after the event. Conference and event dates are provided by Wall Street Horizon for a fee.

Conferences and Investor Days are available in the ORATS Backtester to test how strategies do around these events. Using the backtester, you can drive trading by entering and exiting a defined number of days around these events.

Here's how to use the feature:

Choose a backtest like you would normally. For example, you can use ShortPutSpread or LongStock. https://blog.orats.com/backtest-basics-edit-a-backtest

Select Entry Date Triggers and in the Type dropdown select 'confevents'. You can select to enter the trades before or after the event and by how many days.

Select Exit Date Triggers and in the Type dropdown select 'confevents'. You can select to exit the trades before or after the event and by how many days.

Conference and events dates are provided by our partner Wall Street Horizon and are available for download of the raw file for a fee.

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