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 Model

The purpose of an alpha model is to combine multiple investment insights into one model that provides an overall attractiveness score for each asset in the investment universe. The objective is to find a model that effectively separates between the expected top and bottom performers in the investment universe. Our tools allow building Alpha models using fixed weights, linear regression models, or a factor optimization model.*

Backtest Engine

Using our backtest engine, you can test the performance of your Alpha models historically in both long-only or long-short portfolios, while specifying several optimization objectives and incorporating a variety of optimization constraints. Our highly-customizable backtest analytics tools can provide multiple insights to help enhance your Alpha models.*

Backtest Engine

Using our backtest engine, you can test the performance of your Alpha models historically in both long-only or long-short portfolios, while specifying several optimization objectives and incorporating a variety of optimization constraints. Our highly-customizable backtest analytics tools can provide multiple insights to help enhance your Alpha models.

Unleash your investment insights