Alpha Modeling & Backtest Engine
Combine multiple factors into one Alpha model, and use our backtest engine and analytical tools to test and improve its efficacy.
Alpha models combine multiple investment insights into one model that provides overall attractiveness ranking for each asset. The objective is to separate between the expected top and bottom performers. Our tools allow building alpha models using fixed weights, linear regression, machine learning or optimized models.
With the backtest engine, managers can simulate the historical performance of a long-only or long-short portfolio, while specifying several optimization objectives and optimization constraints. The customizable analytics tools provide deep insights to enhance the models.
An innovative and secure platform to explore and deploy investment ideas
Finsera provides asset managers a robust and flexible toolkit to harness their investment insights