ClariFI®, a Standard & Poor's Capital IQ business, provides software and services focused exclusively on helping quantitative portfolio managers and researchers decrease the time it takes to research, test, and put into production their alpha generating strategies.
Reducing the Time, Effort, and Cost of Quantitative Investment Management
With an emphasis on the rapid discovery of superior sources of alpha, ClariFI’s ModelStation® was built from the ground up exclusively to address the growing needs of quantitative investment managers. By having all of the major quant processes integrated into a single solution and controlled through an intuitive user interface, ModelStation is unmatched in terms of how fast you can research, test, and put into production your quantitative strategies. Built on state-of-the-art technology, ModelStation is a flexible, scalable, and open solution that enables you to optimize your workflow with any combination of ModelStation modules, proprietary or third party data sources, and applications.
Features and Benefits
Each of ModelStation’s workflow modules delivers a combination of unique features in the areas of:
Factor Backtesting: Factor Backtesting workflows support the rapid testing of any combination of single and multi-factor model “signals” and factors using quantile analysis techniques.
Model Construction: Ranging from simple linear factor models and cross sectional or time series regressions to non-parametric routines, ModelStation’s Model Construction module supports the full range of model estimation methods.
Strategy Simulation: Strategy Simulation enables robust testing of model behavior using rules-based portfolio construction or portfolio optimization. Key benefits include evaluation of risk controls on strategy performance and optimal trading parameters for strategy execution.
Portfolio Optimization: ModelStation combines tools for developing proprietary factor models with a variety of robust portfolio construction routines that are built on a risk management foundation. This integrated approach allows clients to easily rebalance and test new or existing strategies.
Risk and Portfolio Attribution: A flexible and easy to use solution for identifying sources of portfolio risk and return.
Compustat is the premier supplier of fundamental company, index and industry information and produces a variety of databases and software products for institutional investors, financial and corporate clients.
Capital IQ is a web and Excel-based research platform that combines deep information on companies, markets, and people worldwide with robust tools for fundamental analysis, financial modeling, market analysis, screening, targeting, and relationship and workflow management.
