Screening for Events

Discussion in 'Trading' started by sj8070, Sep 5, 2013.

  1. sj8070

    sj8070

    Hi all

    Hoping the creative amongst you can help me set up a screen -
    potential for reward if any solutions are particularly ingenious.

    We are event traders. Ideally we are presented with binary outcomes (either stock goes to x or y). Historically, the market has been quite poor at pricing these situations over various instuments, though probability theory has equipped us relatively well to tackle them.

    So what i need is any solution to <b> any </b> of the issues below:

    1. The stock is receiving more news flow than normal (perhaps increased google search volumes)

    2. The stock is "trending" much more than normal (increased social activity)

    3. The stock is rumoured to be entering a corporate action (perhaps included on various target/acquirer lists)

    Or any other way of determining a likely binary/discrete situation.

    regards,

    Seb
     
  2. sj8070

    sj8070

    no?
     
  3. No, no details from OP on what the "potential for reward" is... a free MetroCard with $10 preloaded?
     
  4. You're referring to two scenarios; risk-arb and drug trials. Now please tell us (broad strokes) how the mkt is poor in pricing these outcomes.
     
  5. You can do it manually by what I proposed in my thread below. : )
     
  6. Oh please man. I read that thread. God help Scandinavia. You may want to post a link next time. Ugh.
     
  7. newwurldmn

    newwurldmn

    Taker. Showed him the function in bbg and not even a response in another thread. That's your reward.
     
  8. sj8070

    sj8070

    newwurldmm that corp action screen is really quite poor, (CACX), really only returns M&A transactions... MARB is more effective for that.

    I'm more interested in a clever way of using free data (Google trends, twitter, news) as I'm not a code-head...

    reward is £50-£300 depending on how useful the solution is.

    i think that's fair, i dont want to overpromise and then have someone underdeliver on me
     
  9. newwurldmn

    newwurldmn

    my cacx screen has too much info:
    dividends, ipos, etc. it's all filterable.

    but you are right, the MARB is more useful with market data, etc.
     
  10. sj8070

    sj8070

    IPOs, dividends really not relevant in the context of this strategy.
     
    #10     Sep 11, 2013