Trading around earnings, economic releases, and major events.
This scope is designed to help you build a practical understanding of Event & News-Based Trading. Lessons move from core definitions to real-world context and common failure points.
Reading in order is recommended, but each lesson stands on its own.
Event-driven trading is a rule-based approach that seeks to exploit how markets reprice around identifiable events such as earnings, economic releases, or policy decisions. This article defines the concept, explains the core logic, outlines risk management, and illustrates how such strategies operate within structured, repeatable trading systems.
A structured look at how traders design and evaluate earnings announcement strategies, including event definition, signal construction, risk management, and practical examples without trade recommendations or price targets.','content':'Public companies report earnings on a regular schedule, and these events often alter expectations, volatility, and…
A structured overview of how scheduled and unscheduled events shape event-driven trading, including definitions, core logic, data requirements, risk controls, and high-level operational examples without specific trade signals or recommendations.','content':'Event and news-based trading organizes decision rules around how markets process new informa…
A structured overview of trading around scheduled economic data, including how expectations drive price reactions, how strategies can be systematized, and the risk controls that keep such approaches disciplined and repeatable. The discussion covers event calendars, surprise metrics, execution windows, and an illustrative example without trade signa…
A rigorous overview of the Market Expectations vs Outcomes approach to event and news-based trading, focusing on how expectations are formed, how surprises are measured, and how a structured process and risk controls transform discrete events into a repeatable trading framework.
An in-depth explanation of how to design and manage risk for event and news-driven trades, including scenario planning, sizing, execution controls, and post-event protocols within structured, repeatable systems.
An in-depth explanation of event-driven volatility strategies, including the core logic, measurement, risk controls, and a high-level example that shows how such approaches fit into structured, repeatable trading systems without prescribing signals or recommendations.
An in-depth, academically grounded overview of price gaps and event risk, explaining why they occur, how systematic strategies frame them, and the risk controls that make such approaches repeatable and disciplined across markets and regimes. No trade signals or recommendations are provided.
A rigorous explanation of crowded event trades, why they occur, how to identify them, and how they fit into structured, repeatable event-driven trading systems without prescribing specific trades or signals. Focus on expectations, positioning, liquidity, and risk management.
A structured examination of how markets process news, why interpretation is difficult, and how systematic event-driven strategies account for ambiguity, context, and microstructure risk without relying on discretionary judgment or prediction of outcomes.
