Anyone have a tip on how to get historical earning announcement dates into AB for use in the backtester? I'd like to exclude trading stocks from my backtest where an earnings announcement is a few days +- from the trade signal.
Thanks, Ron
Anyone have a tip on how to get historical earning announcement dates into AB for use in the backtester? I'd like to exclude trading stocks from my backtest where an earnings announcement is a few days +- from the trade signal.
Thanks, Ron