EventVestor was founded to address a gap facing systematic investors: corporate announcements and event calendars were not captured consistently, accurately, or with the historical integrity that quantitative research and live trading demand. It turns those disclosures into normalized, timestamped, point-in-time datasets organized as discrete categories of corporate events and forward-looking event calendars.
Its focus is breadth and historical depth: structured coverage of corporate events across U.S.-listed companies, with point-in-time records for studying those events across market regimes and business cycles. Each record carries three timestamps - when an event occurred, when it was announced, and when it became available in the dataset - the mechanism that separates the data from loosely dated alternatives for backtesting. It serves quantitative hedge funds, options market makers, proprietary trading firms, and institutional investors pursuing systematic and event-driven strategies.
