Project Record
Calendar of Earnings
Research calendar that filters upcoming earnings events by date and sector.
Context
Earnings dates and other corporate events drive volatility and trading restrictions. Portfolio and risk teams need a filtered view of upcoming events by date, sector, and optional expectations so they can adjust exposure and avoid blackout or concentration around key dates.
Problem
Raw event feeds are noisy and not aligned to portfolio or strategy views. We need a research calendar that (1) filters by date range and sector, (2) optionally attaches consensus or internal EPS expectations, and (3) supports screening for clusters (e.g. many names in one week) that may affect risk or liquidity.
Use Case
Event calendars feed into risk posture and temporary trading constraints around earnings clusters. They also support IR/BD when discussing portfolio positioning around events.
Query Dimensions
- Date interval
- Sector subset (e.g. GICS or internal taxonomy)
- Optional EPS expectations (consensus or proprietary)
- Optional filters: market cap, region, event type (earnings, guidance, etc.)
Implementation
- Data: external calendar API or vendor feed, optionally joined with internal estimates.
- Filtering: by date, sector, and any tags; sort by date or relevance.
- Output: list or calendar view (e.g. for dashboards or Power BI); optional export for stress tests or reporting.
Trade-offs
Data quality depends on the source; some events are revised or delayed. Sector and event-type taxonomies must be kept in sync with internal systems if used for automated constraints.