> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Event studies

> Frame a series around event dates (earnings, central-bank meetings, data releases you supply), or detect events from another series' threshold moves and measure the response over chosen horizons.

Toolset `quant_events`: 2 tools.

| Tool | What it does | Notes |
| - | - | - |
| `quant_event_window` | A dated series framed around event dates you supply (earnings, central-bank meetings, data releases): the observations from window points before to window points after each event, or only the pre-event, post-event or event-day part. | |
| `quant_event_impact` | Event impact study: events are the dates where the trigger series moves by at least threshold (up, down or either way) over horizon; each event is mapped onto the response series' calendar and the response's return or change over each response horizon is sampled there. | |

Inputs, limits and outputs are described in [Fincept Quant](/guides/fincept-quant). Full schemas: `fincept_describe_tool`.


This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.