Build Alpha Institutional For Equity Research
Factor Based Equity portfolio backtesting platform built on the lightning fast Build Alpha machine learning engine. Point and Click Interface. No Programming Necessary.
Create Equity Factor Scoring and Screening
Screen, Backtest and Score your Factor Models. Create Watchlists and Receive Alerts. Organize by Sector, Industry Group or ETF Group. Build Models and Scoring Systems that prove alpha is uniform across segments or search for idiosyncratic, sector specific alpha
Create Equity Factor Scoring and Screening
Build your own factors and filters to create the universe you need to outperform the markets. Access the entire database to create custom formulas, factors and filters with no programming. Complete with custom and layered filtering. For example, first filter the entire equity universe by low P/E. Second, filter the universe by market cap. Third, filter the remaining universe by ROIC / (EV / EBITDA). All values can either be raw values, deciles, quintiles, quartiles, thirds or halves. “Show me the top decile for stocks based on custom factor1, factor2 and factor3”.
Completely Customizable Backtest Controls
- Rebalance Frequency
- Benchmarks
- Commissions
- Position & Portfolio Sizes
- Sector Limits and Benchmark Allocations
- Management Fee Deduction
- “Go to Cash” or “Hedge” Strategies Completely
Multiple Database Options
Quandl
Zacks API
MorningStar
IEX
Norgate Premium
Backtest and Simulate on point-in-time survivorship-bias free and split/dividend adjusted databases
Analyze Performance Statistics
The output interface displays all quantitatively developed strategies. The Portfolio manager / Analyst can move though in sample, out of sample and combined results. All Performance metrics and trade histories are sortable and exportable.
- Test Stop Losses and Macro Overlays
- Test Rebalance Strategies
- Test Long Short Portfolios
Dive deep into model statistics. See how your models generate Alpha, Drawdowns and correlate relative to benchmarks. Quantitatively design strategies that are robust and outperform over different market regimes.
Create Complete Tearsheets for Clients and Presentations
♦ Equity vs. Benchmark
♦ Performance Metrics
♦ Performance Grid by month
♦ Drawdown comparison table
♦ Area for custom note and text
Real-time View
Once you want to track your models, one click brings up a real-time portfolio view monitor. See where each of your stop loss levels are as well as current portfolio gains since last rebalance. Compare your portfolio to its benchmark and get alerts to Macro Risk models. Ability to manually enter your actual executions/fills as well to allow Portfolio Manager ability to monitor tracking error to the model in real-time.
Risk Graphs and Models
Build “Go to Cash” or “Hedged” models and track their performance and graphs overlayed in real-time.
Pre built in Risk Models
- 200 day Moving Average
- 50/200 Day moving average
- Relative Strengh Index, Stochastics and Other TA
- HI-Lo Index
- Shiller CAPE Timing
- Custom Series also available
… More coming soon.
- Hi Beta- Low Beta rotation
- Vix Contango/Backwardation
- Bond Stock Ratio
- New High – New Low Trend
Completely Customizable
Quick View of the current portfolio parameters and risk model configuration windows. Extremely simple to use platform.
Recent Additions to the Software
- Email Alerts (nightly, weekly, monthly and on trade notification)
- Custom factor/filter builder
- Bond Switching Strategies
- Complete ETF database
- Custom database upload possible
Enhancements Coming Soon...
- Build Alpha(R) SmartSearch Optimization Engine
- ETF Switching Strategies
Tailored Training and Support
Contact at any time for personalized support or quote request for any new features to be added. Custom builds possible.