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.
A structured examination of how market liquidity behaves around scheduled and unscheduled events, and how traders design systematic, repeatable processes that account for spreads, depth, and execution risk during volatile news windows. The article focuses on definitions, logic, risk management, and a high-level operational example.
A rigorous introduction to event-driven trading applied across equities, rates, FX, commodities, and credit. The article defines the approach, outlines core logic and design choices, discusses risk management, and illustrates workflow examples without recommending trades or signaling exact entries or exits.
A rigorous framework for sizing positions around earnings, macro releases, and other market-moving events. The article explains the logic that links uncertainty, expected distribution of outcomes, liquidity, and risk budgets into a structured, repeatable sizing process for event-driven strategies.
An in-depth guide to frequent errors in event and news-based trading, with a focus on how disciplined, repeatable systems can reduce avoidable risks around scheduled and unscheduled market events.','content':'Event and news-based trading seeks to translate new information into structured decisions. The premise is straightforward: markets reprice wh…
Event-driven strategies attempt to translate news and scheduled announcements into systematic trades. This article defines the concept of limits in event-driven trading, explains the underlying logic, and examines practical constraints, risk management, and a high-level operational example without prescribing specific signals or trades.
