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
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”.
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.
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.
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.
Build “Go to Cash” or “Hedged” models and track their performance and graphs overlayed in real-time.
Pre built in Risk Models
… More coming soon.
Contact at any time for personalized support or quote request for any new features to be added. Custom builds possible.
Futures And Forex Trading Contains Substantial Risk And Is Not For Every Investor. An Investor Could Potentially Lose All Or More Than The Initial Investment. Risk Capital Is Money That Can Be Lost Without Jeopardizing Ones Financial Security Or Life Style. Only Risk Capital Should Be Used For Trading And Only Those With Sufficient Risk Capital Should Consider Trading. Past Performance Is Not Necessarily Indicative Of Future Results.
Hypothetical Performance Results Have Many Inherent Limitations, Some Of Which Are Described Below. No Representation Is Being Made That Any Account Will Or Is Likely To Achieve Profits Or Losses Similar To Those Shown; In Fact, There Are Frequently Sharp Differences Between Hypothetical Performance Results And The Actual Results Subsequently Achieved By Any Particular Trading Program. One Of The Limitations Of Hypothetical Performance Results Is That They Are Generally Prepared With The Benefit Of Hindsight. In Addition, Hypothetical Trading Does Not Involve Financial Risk, And No Hypothetical Trading Record Can Completely Account For The Impact Of Financial Risk Of Actual Trading. For Example, The Ability To Withstand Losses Or To Adhere To A Particular Trading Program In Spite Of Trading Losses Are Material Points Which Can Also Adversely Affect Actual Trading Results. There Are Numerous Other Factors Related To The Markets In General Or To The Implementation Of Any Specific Trading Program Which Cannot Be Fully Accounted For In The Preparation Of Hypothetical Performance Results And All Which Can Adversely Affect Trading Results.
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Build Alpha Automated Trading System Builder. Creates, tests, and codes algorithmic trading strategies with NO programming