The marketplace is dynamic. You need the most powerful research tools to
compete in this environment and Standard & Poor's Backtester™ provides
those tools. With Backtester you can discover alpha generating factors,
transfer alpha through portfolio construction and access robust
results analysis.
Backtester Benefits:
Generate relevant statistics on an investment strategy with multiple
regression capabilities
You don't have to spend time training yourself with the Portfolio
Comparison Report as results are presented as a side-by-side
comparison for ease of manipulation and analysis
You can stay on top of the market by automating robust entry rules/trading rules
Enter your own expressions for a more customized way to trade
your portfolio
Use market signals to vary the contribution of factors in time and
dynamically change your factor model over the life of the
simulation
Analytic services and products provided by Standard & Poor’s are the result of separate activities designed to preserve the independence and objectivity of each analytic process. Standard & Poor’s has established policies and procedures to maintain the confidentiality of non-public information received during each analytic process.
SFAS 157 and SFAS 159 Disclosure Data Incorporated into Compustat Database
Compustat introduces 11 new SFAS 157 & 159 supplemental data items (annual and quarterly). The new items provide the ability to assess the relative reliability of fair value measurements over time for a particular company, as well as relative to peer institutions. In order to provide additional details and visibility, Compustat will also deliver analyst notes and transparency for Level 3 assets and liabilities.
Industry Specific Data
Compustat North American Industry Specific data contains the deep-level operational data that drives company performance in the following industries: Airline, Healthcare Facilities, Homebuilding, Mining, Managed Care, Oil & Gas, Oil & Gas Refining & Marketing, and Retail.
Global Economic Indicator Data
Research Insight now provides global economic indicator data enabling you to add a layer of macroeconomic analysis to your models. Compustat's Global Economic Indicator data includes 13 primary indicators and data is available for 57 countries, representing both developed and emerging markets.
