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Build Quantitative Models

FactSet’s quantitative analytics tools leverage FactSet’s strongest skill sets — database integration and computing power — to make quantitative research more manageable.

  • Leverage the results of your equity and debt screens to begin your quantitative analysis.
  • Build quant models by specifying the factors that you think are related to returns, the groups or fractiles you want companies to be divided into, which companies you want to consider, and the historical context in which you want to test these factors.
  • View return information in high-level charts or in detailed reports for any specific fractile or time period.
  • See the underlying company constituents of any fractile at
    any time.

 

See subsequent returns for each fractile, the entire universe, and the selected benchmark in easy-to-understand reports that help you identify factors that produce alpha. Click screenshot for larger view.
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