With real-time, distilled market-moving information, FactSet Document Distributor -StreetAccount provides access to crucial intelligence for the companies and markets that matter to you in a standardized and tagged XML format. StreetAccount features comprehensive U.S. and European company coverage (and expanding Canadian and Asia Pacific coverage) by scanning all possible sources for corporate news, including corporate conference calls, FDA and EU drug approvals, SEC filings, FTC antitrust decisions, brokerage firm upgrades/downgrades, and trading floor conjecture. It also includes around-the-clock market summaries of the U.S., European, and Asian markets. Intraday updates are available and historical content is available from 2003.
This product is in the review and/or onboarding process towards full availability. It is not currently available via FactSet.
- Enhance quantitative models and long short strategies by adding a multi-factor ranking that non-linearly combines stock specific market data (price, volume, fundamentals) with market regimes indicators and calendar anomalies using advanced Machine Learning techniques.
- Rely on a robust Machine Learning approach that incorporates a series of techniques to mitigate the overfitting problem that often plagues financial data with a low signal to noise ratio. The model uses a dynamic universe that is rebalanced each year to avoid survivorship bias.
- Discover signal value and explore model data with free trial access to approximately 10 years of daily rankings history.
- Feed Details
- Brain Machine Learning Stock Rankings are generated daily and based on the predicted future returns of a dynamic universe of the largest 1,000 US stocks across four time horizons: 2,3, 5 and 10 days. The universe is updated yearly.
Model inputs include stock specific features such as fundamentals and price-volume related metrics, market data such as volatility and other financial stress indicators, and calendar related signals such as day or month anomalies.
- Firm Information
- Brain is a Research Company that develops proprietary signals and algorithms for investment strategies on financial markets.
Technologies and products include a Natural Language Processing platform and a Machine Learning Infrastructure. All software is highly customizable to support specific research and development requirements.
Brain also partners with clients to assist in the development, optimization and validation of their own proprietary models.
- Additional Research
- Brain Machine Learning Stock Ranking Factsheet