That's very interesting. I'm trying to integrate the concept of "special events" like earnings or dividends or announcements into the mix. Although that isn't the driving force for what I'm trying to do. I'd be interested to learn how it works out for you guys.
we are event driven here, our program help us to find regular pattern drive by event as annual press conference (we buy before and sell just before) , fda approval for biotech, black friday for amazon , or cultural event (chinese new year).
You have annoucement, but don't forget the regular one.
We are still working on this (we are around 2% per month) but i'am open to share.
