Comprehensive Alpha Research and Portfolio Management Platform
ClariFI, our alpha research and portfolio management platform, provides powerful analytics and global market data solutions that let investment managers and quantitative researchers easily access S&P Global Market Intelligence’s data libraries through a secure, hosted, or locally installed environment. Combining industry-leading analytics and content into a single platform reduces time-to-market without compromising the complexity and uniqueness of your investment strategies.
Reduce time-to-market, without compromising the complexity and uniqueness of your investment strategies.
ClariFI’s Visual Query Language eliminates the need to learn a programming language without sacrificing model or strategy complexity.
Unlocking Operational Efficiency
Quickly test, build, and implement new models. Accelerate your time-to-market with our robust data and transformation and extraction tools.
Integrated Workflows
Our platform offers a comprehensive suite of functionalities — screening, back-testing, event studies, portfolio construction, optimization, and attribution — integrated for enhanced operational efficiency and faster idea generation. Each feature can be utilized interactively or scheduled for production, with all factors and models automatically cataloged for easy future access.
Speed and Ease of Use
Our platform offers a comprehensive suite of functionalities — screening, back-testing, event studies, portfolio construction, optimization, and attribution — integrated for enhanced operational efficiency and faster idea generation. Each feature can be utilized interactively or scheduled for production, with all factors and models automatically cataloged for easy future access.
Data Management
Our Data Management module facilitates the quick and accurate integration and organization of complex datasets visually, without programming.
Streamlining Your Operations
Enhance productivity with our robust automation tools designed for streamlined operations.
Batching Workflows
Efficiently iterate across multiple scenarios by selecting different sets of universes, date ranges, and factors. Our intuitive drag-and-drop interface enables smarter iterations and quick visualizations of potential outcomes.
ClariFI API
The ClariFI API facilitates programmatic extraction of both raw and analytical data in a RESTful JSON format. – JSON output with HTTPS support for secure data transfer. – Seamless integration with popular tools such as Python and R. – Leverage Python in creating custom interactive reports via Jupyter notebooks
Production Scheduler
Streamline your research and customize the execution of production activities effortlessly. – Drag-and-drop automation dependencies for optimal execution order. – Sequential or simultaneous workflow execution depending on performance goals. – Direct updates to screens and models, execution of back-tests, and automated emailing of reports.
Empowering Investment Decisions
Harness our integrated workflows to seamlessly filter data and validate investment signals.
Screening
Utilize the Screening module to discover new investment opportunities with advanced tools. Key features include:
- Customizable security universes for tailored analysis.
- Calculation and visualization of return statistics.
- Instant insights into historical screen performance.
- Creation of dynamic hierarchies for comprehensive rule analysis.
- Exporting customizable results, including live charts and detailed company data, to Excel®.
Backtesting and alpha research
The Factor Backtesting workflow evaluates factors based on their correlation to future returns across diverse investment universes. Features include:
- Efficient testing of single or combined signals.
- Analysis of factor performance across various geographies and market segments.
- Validation of historical predictions without look-ahead bias.
Strategic insights at your fingertips
Simulate complex strategies effortlessly while maintaining the uniqueness of your investment approach.
Strategy simulation
Simulate realistic portfolio performance over time with detailed trade-by-trade insights. Key features include:
- Simulate realistic long-only or long/short portfolios reflecting user defined investment criteria, market impact, trade execution, and transaction costs.
- Access to a scripting environment for custom trading strategies.
- Effective management of risk exposure and evaluation of overall strategy performance.
Portfolio optimization
The ClariFI portfolio optimizer efficiently solves complex mean-variance problems. Features include:
- Integrated long-short capabilities with multiple risk term utilization.
- A comprehensive list of linear and non-linear constraints.
- Custom user defined exposure constraints.
- Seamlessly integrated in risk budgeting, outof-sample back testing, and efficient frontier.
Maximizing portfolio performance
Optimize your portfolio with insights into risk-return dynamics
Efficient Frontier
Evaluate dynamic stock selection scenarios leveraging ClariFI’s portfolio optimizer and explore various risk-return trade-offs.
- Drill down in the stock allocations behind each point on the frontier.
- Understand the risk/return tradeoffs the optimizer suggested by accessing detailed risk exposure and risk statistics report.
Portfolio Attribution
Gain insights into the sources of portfolio risk and return with our flexible attribution tools. Key features include:
- Calculation of return and risk contributions across different portfolio aggregation levels.
- In-depth understanding of portfolio composition and positioning over time.
- Automation of performance reporting and customization of attribution reports
Request Follow Up
You're one step closer to unlocking our suite of financial information solutions and services.
Fill out the form to learn more about ClariFI solutions.