Historical mapping of stochastic shocks to news events?

Discussion in 'Strategy Development' started by lolatency, Apr 11, 2009.

  1. I've got some stocks in an industry group I'm looking at, and there's a mysterious move in the chart. I want to go back and identify which news item caused this. What's the best tool for being able to search the appropriate news articles?

    I'm watching the gradual shift of beta for one stock with increased volatility relative to its cousin in the same industry group. I'm trying to figure out what it was that made one company become more volatile than the other -- my initial hunch is the volume and float involved, but I'm not sure.
  2. News - simple isn't it, good or bad news related to one stock does not necessarily affect all stocks in the same group in the same way...
  3. Baywolf


    What do you mean "mysterious move"? Try checking google finance or some other free news source for a particular ticker symbol at a given date. It could be anything from quarterly numbers or a firm selling its shares.
  4. I can't figure out why two time-series are diverging from a working, cointegrated/error-correction model. I'm trying to figure out what news it was that caused the diversion, or the factor responsible. I go back to examine the news on yahoo, and there's nothing really in particular [like earnings]. Wondering if there are other news sources/archives where I could piece this stuff more cleanly.