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MarketScope

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 backrest these strategies using historical data.

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