This suite of quantitative applications leverages FactSet's strongest skill sets—database integration and computing power—to make your research more manageable. Identify fundamental or risk optimization strategies that meet your investment goals, test their performance over time, and simulate analytics on the resulting portfolios on one platform.

Research Fundamental Strategies

• Analyze the relationship between multiple variables and subsequent investment returns over time
• Build models specifying the factors you think are related to returns, 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
• Calculate subsequent returns for each fractile, the entire universe, and the selected benchmark in easy-to-understand reports that help you identify factor correlated with excess returns

Backtest Optimization Strategies

• Construct multiple simulated portfolios by defining and ranking buy, sell, short, and cover lists using customized factors
• Control portfolio characteristics like assets held, weight constraints, turnover, share lots, and transaction costs
• Define transaction lists, constraints, and trading rules so that the resulting portfolio conforms to your custom strategy