Quantitative Research

Research, optimize, and simulate portfolios on one platform.

Construct Portfolios that Generate Alpha

FactSet’s integrated tools for quantitative research take you from idea to construction and beyond. In one system, you can find original insights in unique data, identify winning investment opportunities, translate a stock selection framework into an investable portfolio, build an optimal portfolio that harnesses the strength of that model, and examine and evaluate the strengths and weaknesses of the product.

construct portfolios that generate alpha
Quantitative Research
    research investment ideas

    Research investment ideas.

    Translate fundamental research ideas into changes in your active portfolio tilts to identify relationships between variables and subsequent returns for a universe of securities. Use our portfolio simulation tools to test ideas, constructing and rebalancing more realistic portfolios with buy/sell rules and trading constraints.

    Portfolio Simulation
    find the factors that drive performance

    Find the factors that drive performance.

    Quickly test your theories about which factors drive performance with quantitative backtesting models that integrate your own data and any of the data sources available on FactSet. Using the quantitative or qualitative factors you identify, FactSet calculates subsequent returns for each fractile, the entire universe, and the selected benchmark in easy-to-understand reports that help you identify factors correlated with excess returns. Be confident in your results thanks to FactSet’s extensive symbology mappings that provide extensive historical data in your backtests.

    Backtesting

    MOVING FROM RESEARCH TO CONSTRUCTION AND BEYOND

    Download our white paper to see how a systematic approach to constructing portfolios can improve your ability to realize the potential of your stock selection process and generate excess return.

    identify signals of alpha and risk

    Identify signals of alpha and risk.

    Identify sources of alpha by evaluating characteristics’ correlation to returns, then highlight results through flexible charts and reports that demonstrate your value to the front office. Or create stress tests to shock your portfolio under extreme market conditions, letting you identify and hedge against vulnerabilities.

    Characteristics Analysis
    construct optimal portfolios

    Construct optimal portfolios.

    With a breadth of risk models from FactSet and leading providers, use our integrated optimizer tools to set portfolio constraints and generate the trades necessary to construct an optimal portfolio and risk-return tradeoff. Match your strategy with limits on sector weights, asset weights, turnover, and other metrics, so your optimal portfolio is sure to comply with fund mandates. Once you have the portfolio, send it on to other FactSet applications for more analysis or export the results to communicate with other teams.
    Portfolio Optimization
    quantitative research evaluate new datasets

    Instantly evaluate new datasets

    Explore and evaluate new ideas faster with FactSet Data Exploration. Combining the power of the Microsoft Azure cloud with the content of the Open:FactSet Marketplace, the cloud-based environment allows you to begin evaluating new alternative and financial datasets without IT implementation or adding costly infrastructure. Instantly interact with data from the Marketplace in a fully hosted environment that includes industry standard databases, programming languages (Python and R), and data visualization tools.

    Data Exploration

    FactSet Insight

    Join our community of more than 300,000 blog readers. Insight delivers unique commentary like our weekly Earnings Insight, ETF fund flows, M&A trends, and deep dives into performance and fixed income analysis that only FactSet can provide.

    Read Our Blog

    Talk To Us

    The best way to understand what makes FactSet different is to see it for yourself. We've worked with investment professionals for 40 years, so we understand your workflow and know precisely how to help. Talk to us about your challenges, and we’ll help you design the most effective solutions for your firm with everything you need — and not what you don’t.

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