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Question on Takeover Rumors/News

Quantopians,

I'm interested in figuring out how to suppress takeover rumors/news from an algorithm. Has anyone done this before? I know there are sentiment indicators on news feeds, but I guess I am looking for something more specific. If anyone has done this in the past, and is able to share some code, can you please let me know? Specifically, if a stock has gone up dramatically because of a takeover rumor, I want to be able to filter it out.

Thanks for everyone's help!

2 responses

M&A announcements are provided via this premium data feed from EventVestor: https://www.quantopian.com/data/eventvestor/mergers_and_acquisitions

Attached is the example notebook from the listing page that shows it's use in order to filter out these announcements from your trades.

Thanks
Josh

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Cool! This is exactly what I was looking for. Thanks Josh! I have just started running some back tests to see how it helps.