azatlin's  Instablog

azatlin
Send Message
I harvest data, extract the signal and convert it into actionable trades.
My blog:
  • This Week's Stock Trades That Only Hedge Funds Get To See 0 comments
    Jan 26, 2014 10:57 PM

    I predict earnings surprises for companies in the Russell 1000 for Institutional Investors (aka Hedge Funds).

    My track record: 60% of my calls have had a positive return. The average return per trade is 1.2% for a 2 day hold.

    Why earnings surprises Like Willie Sutton said about robbing banks, "because that's where the money is." Earnings day is when a company's stock price will move the most. Up or down. It's almost pure Alpha.

    My System: Sorry, my black box is proprietary. It is based on fundamentals (i.e. not technicalS)

    Why am I sharing it: To establish a public papertrail. You won't get as rich data or as early, but you'll still get it.

    What to expect Each week, prior to earnings releases, I will publish: company, position to take (long or short), specific dates to open and close the position. For simplicity sake, returns will be calculated as the difference between the closing price on the day the position was opened and the closing price on the day the position was closed. All trades are opened the day before (regardless of earnings release before or after market close) and closed 2 trading days after release.

    Note: Be advised that actual earnings release dates may vary from those I post. The actual trade dates may therefore be appropriately shifted

    Good luck!

    ----------------------------------------------

    SYMBOL EARNINGS RELEASE DATE OPEN POSITION DATE CLOSE POSITION DATE CALL
    AAPL 1/27/2014 1/24/2014 1/29/2014 Long
    CR 1/27/2014 1/24/2014 1/29/2014 Short
    DHI 1/28/2014 1/27/2014 1/30/2014 Long
    GLW 1/28/2014 1/27/2014 1/30/2014 Long
    NUE 1/28/2014 1/27/2014 1/30/2014 Short
    TSS 1/28/2014 1/27/2014 1/30/2014 Short
    YHOO 1/28/2014 1/27/2014 1/30/2014 Long
    AMZN 1/29/2014 1/28/2014 1/31/2014 Long
    BSX 1/29/2014 1/28/2014 1/31/2014 Short
    CDNS 1/29/2014 1/28/2014 1/31/2014 Short
    DOW 1/29/2014 1/28/2014 1/31/2014 Short
    EMC 1/29/2014 1/28/2014 1/31/2014 Short
    F 1/29/2014 1/28/2014 1/31/2014 Long
    GNTX 1/29/2014 1/28/2014 1/31/2014 Short
    ITW 1/29/2014 1/28/2014 1/31/2014 Short
    PX 1/29/2014 1/28/2014 1/31/2014 Short
    RHI 1/29/2014 1/28/2014 1/31/2014 Long
    SYMC 1/29/2014 1/28/2014 1/31/2014 Long
    WLP 1/29/2014 1/28/2014 1/31/2014 Short
    BMS 1/30/2014 1/29/2014 2/3/2014 Short
    CBT 1/30/2014 1/29/2014 2/3/2014 Short
    CL 1/30/2014 1/29/2014 2/3/2014 Short
    DOV 1/30/2014 1/29/2014 2/3/2014 Short
    KMT 1/30/2014 1/29/2014 2/3/2014 Short
    LLL 1/30/2014 1/29/2014 2/3/2014 Long
    PHM 1/30/2014 1/29/2014 2/3/2014 Long
    RTN 1/30/2014 1/29/2014 2/3/2014 Short
    S 1/30/2014 1/29/2014 2/3/2014 Long
    TGI 1/30/2014 1/29/2014 2/3/2014 Short
    TKR 1/30/2014 1/29/2014 2/3/2014 Short
    AN 1/31/2014 1/30/2014 2/4/2014 Long
    BAH 1/31/2014 1/30/2014 2/4/2014 Long
    ENR 1/31/2014 1/30/2014 2/4/2014 Short
    IR 1/31/2014 1/30/2014 2/4/2014 Long
    MCK 1/31/2014 1/30/2014 2/4/2014 Short
    MJN 1/31/2014 1/30/2014 2/4/2014 Long
    TMO 1/31/2014 1/30/2014 2/4/2014 Long
    WHR 1/31/2014 1/30/2014 2/4/2014 Short
Back To azatlin's Instablog HomePage »

Instablogs are blogs which are instantly set up and networked within the Seeking Alpha community. Instablog posts are not selected, edited or screened by Seeking Alpha editors, in contrast to contributors' articles.

Comments (0)
Track new comments
Be the first to comment
Full index of posts »
Latest Followers

StockTalks

More »

Latest Comments


Instablogs are Seeking Alpha's free blogging platform customized for finance, with instant set up and exposure to millions of readers interested in the financial markets. Publish your own instablog in minutes.