Know What’s Happening
Identify Shifts & Extreme Moves
Decompose Returns
The industry’s most advanced fundamental & statistical factor models explaining (R2) 75%+ of large cap single stock moves
Instant scenario analysis of book idiovar%, vol%, Sharpe & performance backtests
Core factor exposures and extensive custom orthogonalized factor library
World's most advanced single-stock & portfolio level crowding & ownership data
“Factor Extremes” highlight outliers & whipsaws across the market, in single stocks and your portfolio
Residual return outliers highlight the most “fundamental” lens to understand single-stock inflections
Consensus revisions exposures, options-implied vol/earnings data
Identify extremes in short and long side crowding that are invisible to most investors
Only provider of live intraday single-stock & portfolio factor vs. idio, hitting vs. sizing, earnings decomp
Single-stock & portfolio-wide factor decomposition
Earnings day P&L, earnings +/- 5 days, ex-earnings P&L breakdown
Breakdowns by hit rate, sizing vs. selection P&L, and more (“Brinson Attribution”)
Automatic constraint-based portfolio optimizer: Mean-Variance, Vol Minimization, Idio targeting, single-factor targets, and more
Intraday single-stock & portfolio factor-idio return decomposition
Extensive factor, model, insight customization
Sophisticated formula-building tools to compute betas, correlations, R2s, Sharpes, spreads, run backtests, build on-the-fly formulas, and perform analysis
Synthesizing signals across asset classes for stocks in your book
PCA statistical factors to identify emerging market themes
Loadings history by stock & portfolio
Universe single-stock & ETF hedge screener; custom basket constructor
Custom model building infrastructure leveraging clean data & factor infrastructure