Charts of the Week: Equity Earnings, Backtest Surprises and Filter Trends
Equities are currently reporting their last quarter earnings, which tend to have a correlation against equity performance depending on the difference against market consensus. In this webinar, we will show how to backtest for equity performance whenever earnings beat or miss expectations using a surprise factor. We will then filter these signals to take advantage of prevailing short-term trends. Finally we scan for relevant backtested signals across entire indices or custom portfolios.
The session will reveal important market insights and demonstrate how you can create similar ideas yourself. The webinar tackles a key theme or asset class, using backtesting tools to provide analysis of the trends, anomalies and technical insights you need to keep an eye on this week.
The session will reveal important market insights and demonstrate how you can create similar ideas yourself. The webinar tackles a key theme or asset class, using backtesting tools to provide analysis of the trends, anomalies and technical insights you need to keep an eye on this week.
Speakers
Arafatul Hoque
Equity Specialist
Bloomberg LP
Arafatul Hoque is an Equity and Technical Analysis Specialist at Bloomberg supporting our buy-side and sell-side clients with Bloomberg Terminal and API, including Bloomberg Query Language (BQL), related queries. Within the Technical Analysis desk, Arafatul support clients leverage our backtesting tools, custom studies and data visualization tools for their analysis. He previously graduated from the University of Warwick with a masters in Mechanical Engineering.