Capital IQ's SystematIQ
Capital IQ’s Quantitative Research group specializes in uncovering new anomalies and differentiated stock selection strategies that investors can exploit to outperform the market. This is the first-ever quantitative research group to collectively leverage Compustat’s North America Point-In-Time and Capital IQ’s Global Point-In-Time datasets, ClariFI’s advanced research and portfolio management platform, along with its own proprietary and third party data.
Products and Services
is a web-based market analysis and research tool, updated daily to provide statistical profiles, definitions, and ongoing performance for hundreds of quantitative stock selection signals. With direct links to ClariFI, this on-line encyclopedia houses the latest thinking on factor research and multi-factor modeling.
Stock Selection Models
are available via FTP data feeds. Built from the industry's only daily Point-In-Time fundamental database, Capital IQ’s Stock Selection Models deliver superior risk-adjusted returns across a variety of investment strategies - Value and Growth - and style Quality and Momentum, and leverage key industry-specific and market cap specific formulations.
Multi-Horizon Equity Risk Models
based on the proprietary Alphaworks fundamental factor library, GICS industry classification, and in-house Point-In-Time data sources, Capital IQ’s Risk Models provide a high level of risk forecasting accuracy and are designed to align with the key building blocks typically used in alpha generation and portfolio construction.
Find out more at Capital IQ's SystematIQ website
Offered by Capital IQ Solutions