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MarketScope is a multi-factor long-short portfolio back testing and simulation system. It allows the users to define multiple fundamental and technical rules for creating long/short equity portfolios and back test these strategies using historical data.

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Key features of MarketScope are:

  • Seamless integration with data streamed directly from multiple data vendors, or previously accumulated in the QuantServer data warehouse;
  • Factor model creation;
  • Creation of custom properties including both technical, fundamental data and proprietary custom time-series data;
  • Portfolio Model Creation, including the definition of various technical and money management rules;
  • Strategy Simulation with unlimited reporting capabilities;
  • Factor distribution and mean-reversion analysis;
  • Benchmark definition and Alfa analysis.

    MarketScope harnesses the power of modern day hardware and operating systems to deliver extreme performance. For instance, a simulation of 10,000 companies with daily rebalancing on 10 years of historical data is performed in less than 30 seconds; a simulation of 50,000 companies on 10 years of historical data takes less than 3 minutes.

    Real Time Strategy Support & Order Generation

    Single-Factor Back-Testing

    Factor Distribution Impact Analysis

    “Buy-and-hold” analysis

    Long-Short Portfolio Simulation

    Monte-Carlo Simulation

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