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 and construct and rebalance more realistic portfolios with buy/sell rules and trading constraints.
Quickly test theories about which factors drive performance with quantitative backtesting models that integrate your data with 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.
Additionally, DataRobot on FactSet integrates advanced automated machine learning technology allowing you to build, deploy, monitor, and manage sophisticated machine learning models quickly and easily. Be confident in your results thanks to FactSet’s extensive symbology mappings that provide extensive historical data in your backtests.
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. Create stress tests to shock your portfolio under extreme market conditions allowing you to identify and hedge against vulnerabilities.
Explore and evaluate new ideas faster with FactSet Data Exploration. Combining the power of the 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. Easily implement your content into a secure instance of your database or download content as if the server is on your own network, while reducing hardware costs and maintenance with FactSet Managed Database Service.
DataRobot on FactSet integrates automated machine learning technology into the FactSet workstation, allowing you to build, deploy, monitor, and manage sophisticated machine learning models quickly and easily. Access hundreds of powerful open source machine learning algorithms to create predictive, automated AI applications for factors such as equity volatility, bond performance, and macroeconomic event predictions.
With FactSet and DataRobot together, you can scale AI- and data-driven investment strategies, access industry-leading core and unique content, operationalize research creation and alpha signal management, all with support from world-class data science professionals.
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.
