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.
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  • 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.

More reading HERE