Capital IQ's ClariFI

Capital IQ’s ClariFI is an advanced alpha research and portfolio management platform.  It was built from the ground up to address the challenges that quantitative portfolio managers and researchers regularly face. From screening and backtesting, to event studies and portfolio optimization and attribution, ClariFI provides complete solutions that are flexible, scalable, and that enable clients to integrate its functionality with numerous third-party or proprietary-data sources, applications, and models.

With ClariFI users have access to:

• A robust data extraction and transformation system that allows for native connectivity to market leading vendors, as well as in-house or proprietary sources.

• A powerful screening tool that allows investment managers to quickly and efficiently generate new investment ideas, custom benchmarks, data reports, and aggregates using graphical expressions that leverage the platform's superior data integration capabilities.

• Rapid testing of single and multi-factor model signals using quantile analysis techniques. 

• An industry-first event analysis tool for portfolio management, featuring an intuitive graphical interface and robust reporting functions and enables users to determine the impact of discrete events on future returns.

• Model construction capabilities modules that support a full range of model estimation methods.

• Testing of model behavior using rules-based portfolio construction or portfolio optimization.

•  A mixed integer optimization module designed to solve the most challenging real-world portfolio construction and rebalancing problems.

• Detailed analysis of a portfolio’s risk and return characteristics. ClariFI’s open platform allows risk and return to be analyzed with any commercial or custom risk model, and across any grouping of issues or companies

Go to Capital IQ's ClariFI website for more information

Offered by Capital IQ Solutions