For stocks, use a pairs trading strategy or hedge with a put option. You can run this algorithm yourself by geting the free sample version of Estimize's consensus dataset and EventVestor's Earnings Calendar Dataset at: Stock Station offers a quick view of this data. Which companies have the highest probability of predicting an up or down stock movement? How often has it surprised and beat expectations? If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. It is a violation of law in some jurisdictions to falsely identify yourself in an e-mail.