Research goals and objectives is to design an algorithm for identification of factors influencing the price dynamics of shares at the time of publication of quarterly reports. Subject of research: design forecast algorithms for trade platforms at stock exchanges. Research methods used: comparative analysis, business analytics, design of software module, correlation regression analysis, analytical methods. Results of the research: The paper contributes to the empirical studies of in-terim companies’ disclosure in the equity prices fluctuation and to practical design of algorithms for trade forecasting platforms. The key finding is that the highest price dynamics was observed during the quarterly reports. The largest impact on price movements during the quarterly reports was given by the number of open short positions and capitalization of companies.