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Research method

Event-driven trading

Event-driven trading is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.

Output
Signal
Input
Rule inputs, market state and execution constraints
Horizon
The system holding period
Best use
Make entry, exit and abstention rules testable as one procedure.

Registry evidence level: backtested. This is a navigation record, not a performance claim.

  • Input: Rule inputs, market state and execution constraints.
  • Output: signal.
  • Use boundary: Make entry, exit and abstention rules testable as one procedure.
The archive

Where the method has been read

Read in the archive8 readings

1985Activist-stake volume rules and a convertible overlayIntermarket and spreads1996Evaluating event-day range breakouts in bondsEntry and exit rules1996Employment-release direction as a later-month persistence testStatistical tests2001A concentrated value book with announced-deal cashPortfolio construction2012Price first, headline later: unfinished decision rulesDecision process2015Mid-trade hedges for dividend pairs and market-neutral swingsIntermarket and spreads2017Intraday hedged pairs, news filters, and uniform return-on-capital exitsEntry and exit rules2017A timeboxed fade for New Zealand dollar news spikesEntry and exit rules
This registry entry describes a research method. It is not investment advice and does not make a performance claim.