Monitor your investment universes thanks to an advanced dashboard charting absolute and relative returns, information coefficients and historical performance. Generate sector allocations that will aggregate stock scores by sector. Analyze portfolio exposure to selected models and factors with a colorful heat map. Schedule automatic rankings on your portfolios that can be saved on disk or sent by e-mail.
Use sophisticated behavioral equity models based on academic research and 10 years of proprietary work to build, backtest and rank equity. Build your own investment universe from 56 countries, sectors, adding a variety of filters, or import your own portfolio directly from Excel or PRTU. Chart your stock selection in various ways to confirm that it fits your goals. All models are thoroughly explained, factors used are exhaustively listed, while the algorithms remain proprietary.
Rank in deciles your investment universe and portfolios using behave! proprietary country and sector neutral models, as well as cross sectional factor or sector allocation models. Identify buy and sell candidates, chart sector allocation of long and short portfolios, chart underlying model factor exposure, or display stock specific information including return and ranking history. Quickly appraise rank changes between 2 dates to identify rising and falling stars.
Backtest universes and portofolios with up to 20 years of data depending on the model chosen, using a sophisticated interface including numerous settings. Choose your holding period, stock weighting methodology, benchmark and include trading costs. Generate extended results period by period, with a comprehensive statistical analysis. Accurately identify how the models behaved month by month, and check the content of historical portfolios in order to explain the performance on a stock basis.
People in standard finance are rational
People in behavioral finance are normal
Generate statistically significant investment ideas for clients at various time horizons.
Combine behave! quant signals with fundamental analysis.
Run a systematic equity portfolio.
Hedge portfolio risk.