Quotient in Action
Revolutionary productivity enhancement tools for financial analysts & portfolio managers to make you and your team more efficient and more effective.
Introducing Quotient™
SFS’s flagship product, Quotient™, provides an enterprise solution for investment managers that provides a data-driven view of investment opportunities and strategies, along with more control and greater flexibility. Quotient™ enables financial institutions to analyze rapidly large amounts of data and provide data-driven results and recommendations. In addition, Quotient™ partners with and integrates with some of the largest global financial data providers and provides an advanced analytical engine for data manipulation, factor building, back-testing, and portfolio construction.
Quotient™ Overview
The Quotient engine and our tools are primarily written using the Python programming language, utilizing the Django web framework.
The Quotient backend facilitates the transfer of data between Quotient and Snowflake.
Quotient™ Factor Builder
Watch Live Demo of Factor Building in Quotient
Empower your equity research with Quotient’s cutting-edge flexibility and innovation Our Python-based toolkit revolutionizes Factor evaluation, giving you the freedom to tailor your analysis exactly to your needs.
Quotient™ Forecaster
Enhance Your Alpha Faster with Our Cutting-Edge Quotient Forecaster
In the fast-paced world of quantitative finance, every edge counts. Scientific Financial Systems (SFS) understands this need, and that’s why we’ve developed Quotient, a cutting-edge alpha forecasting tool built “by Quants, for Quants”.
Quotient Workflow Overview
Our flagship product Quotient™ focuses on generating new alpha using data science innovations. Supports productivity improvements and identification of new insights for Portfolio Managers and Quantitative Analysts.
Data Access
- Access to large volumes of data for historical analysis
- Connect to proprietary data and third-party data
- Add data independently without IT involvement
- Easy trial new data sources
Optimized Workflow
- Integrate data and output with other applications in the organization
- Rapid access to data for making business decisions
- Agility to develop new business opportunities
- Faster RFP response
Investment Analytics
- Develop robust reports that visualize model results
- Create dashboards that can presents an investment team view of research sentiment
- All teams ca easily, define generate and export reports to share with management and/or clients
Model Development
- Quickly construct factors to validate hypothesis backtest easily against investable universe
- Create weighted multi-factor models
- Optimize with advanced forecasting techniques
- Leverage Qoutient’s Factor Model Library
- Data API to simplify information access
Research Effectiveness
- Leverage new varied data sets
- Transform data with Python methods
- Easily apply machine learning algorithns
- Collaborate accross research team(s)
- Centrally manage research
Data Protection
- Integrate and normalize dat across sources
- Organize and catalog data in unified structure
- Connect data to a large set of standard calculations
Superior investment strategies
- Quotient™ provides a revolutionary approach to institutional quantitative investment management.
- As long-time investment industry professionals, we found existing solutions to be too restrictive.
- Instead of being more efficient, firms spend too much time working around limitations and managing non-core support efforts.
- Quotient™ delivers rapid development and seamless production of sophisticated quantitative investment models using novel Python tools.
Data Integration
Diverse Data Sources
Asset managers increasingly rely on data from diverse sources that needs to be linked, aligned, and integrated into investment processes.
Built-In Data Feeds & Interation
Quotient™ provides built-in integration with data feeds from Refinitiv (QA Direct), Bloomberg, and S&P Market Intelligence across a common security master. Quotient™ also provides out-of-the-box support for widely-used datasets, including market data, fundamentals, estimates, economics, common index families as well as pre-built factor libraries. Quotient™ offers flexible data integration tools to tie-in custom or external content from a number of data stores, including SQL & Snowflake databases.
Instant Access, No Coding Required
Quotient™ offers instant access to comprehensive financial data sources with no coding required. Quotient™ provides the ability to combine different timeseries data sets without having to handle normalization to common currencies, frequencies, etc. Quotient’s vendor integration supports value-added categorical navigation, content searches and in-line content documentation.
Data Management
How To Understand The Data?
Quotient™ allows investors to unlock insights into how data informs investment strategies. To build systematic investment processes, quantitative and “quantamental” asset managers initially need to:
- Manipulate and work with the data
- Construct factors (investment signals)
- Inspect, visualize and validate the inputs to and outputs of factor construction
Inspect Integrated Data Directly
With Quotient™, investors can inspect and interact with integrated data feeds directly within the application. Quotient™ also offers direct access to powerful Python tools specifically designed for financial modeling and investment analysis. Users can access Python interfaces to manipulate and visualize raw and derived data items using programmatic IDE’s such as Jupyter Notebooks. Full stack applications can be built in Python to take advantage of Quotient’s data integration, security master identifier translation, as well as seamless currency and time-frequency conversions.
Quickly Build & Validate New Factors
Quotient’s data integration capabilities allow users to build and validate new factors quickly in a few lines of code. Minimum coding is needed, as users can operate directly on data “Qubles” representing time-series data across configurable investment universes. With Quotient™, building and evaluating investment models is quick, flexible and powerful.
Machine Learning
Availability Of Data Sets
Increasingly, asset managers employ machine learning algorithms to construct and test non-linear factors against large datasets. Techniques such as NLP and dynamic factor weighting schemes can be applied to new and existing data sets and factor libraries.
Seamless Integration & Management
Quotient™ combines data integration and management capabilities with data science and NLP modeling libraries using Python – now the de facto language for data science applications. Quotient™ incorporates advanced data science packages such as scikit-learn and scipy.
Quickly Build & Test Algorithms
Quotient™ allows users to explore machine learning algorithms on a wide range of vendor and proprietary data. Quotient™ delivers new insights from financial data.
Analytics & Reports
Complex Modeling & Simulations
To extract value from data and develop systematic investment processes, portfolio managers and financial analysts need to perform analytical tests including factor back-testing, multi-factor model development, and historical simulations of portfolio construction.
Pre-Built Analytical Modules
Quotient™ delivers a wide array of pre-built analytical modules such as screening, back-testing and reporting. These modules allow users to test the forecasting power of individual factors as well as to build and test complex multi-factor models. Quotient’s forecasting module offers a rich selection of linear and non-linear techniques, including machine learning, to build dynamic factor weighting schemes and perform out-of-sample model validation.
Built-In Analytics
Users can leverage Quotient’s built-in analytics to generate reports that provide robust insights into the forecasting efficacy of single factor and multi-factor models. These reports can be run in production environments and shared within investment teams to facilitate fund management activities.
Data Partners
Discover the future of financial data analysis
Watch a demonstration of Quotient™, our flagship financial data analysis product.
