ClariFI®
ClariFI functionality is captured in the form of modules, which represent discrete components of the quantitative investment management workflow. Within each module, users bring together data, perform time-series and cross-sectional transformations, and one or more quantitative routines to produce models or reports when the job is run.
ClariFI’s modular offerings include Screening, Data Manager, Factor Backtest, Portfolio Optimization, Portfolio Attribution, Strategy Simulator, and Event Study & Risk/Forecast Builder.
ClariFI helps you:
- Integrate time-series and point-in-time data from multiple datasets
- Create derived data using a simple drag and drop user interface
- Run quantile analysis on multiple factors using the Factor Backtest module
- Fit and evaluate linear models to your derived data
- Accurately simulate and optimize complex trading strategies
- Perform mean variance optimization with real world constraints
Service Provider Information
Key Information
Use Cases
Leverage ClariFi to construct factors from S&P Global datasets, backtest factors to understand forecasting characteristics/decay and to build and simulate portfolio construction strategies. ClariFi allows you to put your newest strategies into production.
Benefits
Full Integration of S&P Data Content, in-built data caching service, unlimited computational scalability & rich library of quantitative algorithms.